diff --git a/finance/Makefile b/finance/Makefile index ab2d5907e13a..d25938f7d402 100644 --- a/finance/Makefile +++ b/finance/Makefile @@ -1,139 +1,140 @@ COMMENT = Monetary, financial, and related applications SUBDIR += R-cran-AER SUBDIR += R-cran-PerformanceAnalytics SUBDIR += R-cran-RFinanceYJ SUBDIR += R-cran-TTR SUBDIR += R-cran-ccgarch SUBDIR += R-cran-fBasics SUBDIR += R-cran-fGarch SUBDIR += R-cran-gmm SUBDIR += R-cran-lmtest SUBDIR += R-cran-plm SUBDIR += R-cran-quantmod SUBDIR += R-cran-strucchange SUBDIR += R-cran-timeDate SUBDIR += R-cran-timeSeries SUBDIR += R-cran-tseries SUBDIR += R-cran-urca SUBDIR += R-cran-vars SUBDIR += alkimia SUBDIR += aqbanking SUBDIR += beancount SUBDIR += beanie SUBDIR += chiapos SUBDIR += cointop SUBDIR += electrum SUBDIR += expense SUBDIR += fava SUBDIR += fixc SUBDIR += frontaccounting SUBDIR += gnucash SUBDIR += gnucash-docs SUBDIR += grisbi SUBDIR += homebank SUBDIR += hs-hledger SUBDIR += hs-hledger-ui SUBDIR += hs-hledger-web SUBDIR += jgnash SUBDIR += kmymoney SUBDIR += kraft SUBDIR += ktoblzcheck SUBDIR += ledger SUBDIR += ledgersmb12 SUBDIR += libbtc SUBDIR += libofx SUBDIR += libstocks SUBDIR += moneymanagerex SUBDIR += myphpmoney SUBDIR += nextcloud-cospend SUBDIR += odoo SUBDIR += odoo14 SUBDIR += odoo15 SUBDIR += p5-Business-CreditCard SUBDIR += p5-Business-MaxMind-CreditCardFraudDetection SUBDIR += p5-Business-OCV SUBDIR += p5-Business-OnlinePayment SUBDIR += p5-Business-OnlinePayment-2CheckOut SUBDIR += p5-Business-OnlinePayment-AuthorizeNet SUBDIR += p5-Business-OnlinePayment-BankOfAmerica SUBDIR += p5-Business-OnlinePayment-Beanstream SUBDIR += p5-Business-OnlinePayment-Cardstream SUBDIR += p5-Business-OnlinePayment-Jettis SUBDIR += p5-Business-OnlinePayment-LinkPoint SUBDIR += p5-Business-OnlinePayment-MerchantCommerce SUBDIR += p5-Business-OnlinePayment-Network1Financial SUBDIR += p5-Business-OnlinePayment-OCV SUBDIR += p5-Business-OnlinePayment-PayConnect SUBDIR += p5-Business-OnlinePayment-PaymenTech SUBDIR += p5-Business-OnlinePayment-PaymentsGateway SUBDIR += p5-Business-OnlinePayment-SurePay SUBDIR += p5-Business-OnlinePayment-TCLink SUBDIR += p5-Business-OnlinePayment-VirtualNet SUBDIR += p5-Business-OnlinePayment-eSec SUBDIR += p5-Business-OnlinePayment-iAuthorizer SUBDIR += p5-Business-PayPal-IPN SUBDIR += p5-Business-Stripe SUBDIR += p5-Business-TW-Invoice-U420 SUBDIR += p5-Business-TW-TSIB-CStorePayment SUBDIR += p5-Business-TW-TSIB-VirtualAccount SUBDIR += p5-Business-WorldPay-Junior SUBDIR += p5-Data-Currency SUBDIR += p5-Finance-Amortization SUBDIR += p5-Finance-Bitcoin SUBDIR += p5-Finance-Currency-Convert SUBDIR += p5-Finance-Currency-Convert-WebserviceX SUBDIR += p5-Finance-Currency-Convert-XE SUBDIR += p5-Finance-Quote SUBDIR += p5-Finance-QuoteHist SUBDIR += p5-Finance-QuoteTW SUBDIR += p5-Finance-TW-EmergingQuote SUBDIR += p5-Finance-TW-TSEQuote SUBDIR += p5-Finance-YahooQuote SUBDIR += p5-Locale-Currency-Format SUBDIR += p5-Math-Financial SUBDIR += p5-PayflowPro SUBDIR += pear_Payment_DTA SUBDIR += prestashop SUBDIR += py-Nasdaq-Data-Link SUBDIR += py-TA-Lib SUBDIR += py-alpha-vantage SUBDIR += py-backtrader SUBDIR += py-bitcoin + SUBDIR += py-bt SUBDIR += py-ebaysdk SUBDIR += py-exchange-calendars SUBDIR += py-ffn SUBDIR += py-financedatabase SUBDIR += py-finnhub-python SUBDIR += py-finviz SUBDIR += py-finvizfinance SUBDIR += py-fundamentalanalysis SUBDIR += py-investiny SUBDIR += py-investpy SUBDIR += py-mplfinance SUBDIR += py-ofxparse SUBDIR += py-pandas-market-calendars SUBDIR += py-pandas-ta SUBDIR += py-pycoin SUBDIR += py-python-bitcoinlib SUBDIR += py-python-obelisk SUBDIR += py-quantecon SUBDIR += py-stripe SUBDIR += py-ta-lib SUBDIR += py-vatnumber SUBDIR += py-yfinance SUBDIR += py-ystockquote SUBDIR += qtbitcointrader SUBDIR += quantlib SUBDIR += quickfix SUBDIR += rubygem-money SUBDIR += skrooge SUBDIR += sql-ledger SUBDIR += ticker SUBDIR += tickrs SUBDIR += vanitygen SUBDIR += venice SUBDIR += weberp SUBDIR += xtrader .include diff --git a/finance/py-bt/Makefile b/finance/py-bt/Makefile new file mode 100644 index 000000000000..3f2fdce425e5 --- /dev/null +++ b/finance/py-bt/Makefile @@ -0,0 +1,30 @@ +PORTNAME= bt +DISTVERSIONPREFIX= v +DISTVERSION= 0.2.9 +CATEGORIES= finance python +#MASTER_SITES= CHEESESHOP # no tests +PKGNAMEPREFIX= ${PYTHON_PKGNAMEPREFIX} +DISTNAME= ${PORTNAME:S/-/_/}-${PORTVERSION} + +MAINTAINER= yuri@FreeBSD.org +COMMENT= Flexible backtesting framework to test quantitative trading strategies +WWW= http://pmorissette.github.io/bt/ + +LICENSE= MIT +LICENSE_FILE= ${WRKSRC}/LICENSE.txt + +PY_DEPENDS= ${PYTHON_PKGNAMEPREFIX}ffn>=0.3.5:finance/py-ffn@${PY_FLAVOR} \ + ${PYTHON_PKGNAMEPREFIX}pyprind>=2.11:misc/py-pyprind@${PY_FLAVOR} +BUILD_DEPENDS= ${PY_DEPENDS} +RUN_DEPENDS= ${PY_DEPENDS} + +USES= python:3.8+ +USE_PYTHON= distutils autoplist pytest # tests require nose which is currently broken + +USE_GITHUB= yes +GH_ACCOUNT= pmorissette + +post-install: + @${STRIP_CMD} ${STAGEDIR}${PYTHON_SITELIBDIR}/bt/core${PYTHON_EXT_SUFFIX}.so + +.include diff --git a/finance/py-bt/distinfo b/finance/py-bt/distinfo new file mode 100644 index 000000000000..59a697c538fc --- /dev/null +++ b/finance/py-bt/distinfo @@ -0,0 +1,3 @@ +TIMESTAMP = 1672107963 +SHA256 (pmorissette-bt-v0.2.9_GH0.tar.gz) = 2c1fedd577b56d4a5b816c9c42b1c58cc6d96e750560b90c3f2bdf71cca601b9 +SIZE (pmorissette-bt-v0.2.9_GH0.tar.gz) = 3664420 diff --git a/finance/py-bt/pkg-descr b/finance/py-bt/pkg-descr new file mode 100644 index 000000000000..8da09529a2f8 --- /dev/null +++ b/finance/py-bt/pkg-descr @@ -0,0 +1,15 @@ +bt is a flexible backtesting framework for Python used to test quantitative +trading strategies. Backtesting is the process of testing a strategy over a +given data set. This framework allows you to easily create strategies that mix +and match different Algos. It aims to foster the creation of easily testable, +re-usable and flexible blocks of strategy logic to facilitate the rapid +development of complex trading strategies. + +The goal: to save quants from re-inventing the wheel and let them focus on the +important part of the job - strategy development. + +bt is coded in Python and joins a vibrant and rich ecosystem for data analysis. +Numerous libraries exist for machine learning, signal processing and statistics +and can be leveraged to avoid re-inventing the wheel - something that happens +all too often when using other languages that don't have the same wealth of +high-quality, open-source projects.