Updated notebooks to use version 1.5.0

neurallayer · May 29, 2023 · 7a5481f · 7a5481f
1 parent 716372b
commit 7a5481f
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Showing 18 changed files with 62 additions and 21 deletions.
diff --git a/Dockerfile b/Dockerfile
@@ -15,7 +15,7 @@ USER 1000
 
 # Install the Kotlin kernel in the Jupyter environment
 # RUN pip install kotlin-jupyter-kernel==0.11.0.255
-RUN pip install -i https://test.pypi.org/simple/ kotlin-jupyter-kernel==0.11.0.359
+RUN pip install -i https://test.pypi.org/simple/ kotlin-jupyter-kernel==0.11.0.393
 
 # Make additional Kotlin kernels available with different memory profiles
 RUN python -m kotlin_kernel add-kernel --name "Small_0.5GB" --jvm-arg=-Xmx512M

diff --git a/notebooks/alpaca.ipynb b/notebooks/alpaca.ipynb
@@ -28,7 +28,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(version=1.5.0-SNAPSHOT, modules=extra)\n",
+    "%use roboquant(version=1.5.0, modules=extra)\n",
     "\n",
     "import org.roboquant.alpaca.*\n",
     "Welcome()"

diff --git a/notebooks/backtest.ipynb b/notebooks/backtest.ipynb
@@ -19,7 +19,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(1.5.0-SNAPSHOT)\n",
+    "%use roboquant(1.5.0)\n",
     "Welcome()"
    ]
   },

diff --git a/notebooks/basic.ipynb b/notebooks/basic.ipynb
@@ -16,7 +16,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(1.5.0-SNAPSHOT)\n",
+    "%use roboquant(1.5.0)\n",
     "Welcome()"
    ]
   },

diff --git a/notebooks/binance.ipynb b/notebooks/binance.ipynb
@@ -28,7 +28,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(version=1.5.0-SNAPSHOT, modules=crypto)\n",
+    "%use roboquant(version=1.5.0, modules=crypto)\n",
     "\n",
     "// import binance package\n",
     "import org.roboquant.binance.*\n",

diff --git a/notebooks/charts.ipynb b/notebooks/charts.ipynb
@@ -23,7 +23,7 @@
    },
    "outputs": [],
    "source": [
-    "%use roboquant(1.5.0-SNAPSHOT)\n",
+    "%use roboquant(1.5.0)\n",
     "Welcome()"
    ]
   },
@@ -148,12 +148,54 @@
     "PriceCorrelationChart(feed, assets)"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "# Indicators\n",
+    "To get further insights into the price behavior of assets, you can use indicators. You can define your own, use one of the prebuilt ones like the `rsi` indicator in the example below."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "val rsi = TaLibIndicator.rsi(10)\n",
+    "val apple = feed.assets.getBySymbol(\"AAPL\")\n",
+    "val tesla = feed.assets.getBySymbol(\"TSLA\")\n",
+    "val data1 = feed.apply(apple, rsi)\n",
+    "val data2 = feed.apply(tesla, rsi)\n",
+    "MetricChart(data1 + data2)"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "# Strategy & Signals\n",
+    "\n",
+    "Before running a back-test, you might want to validate the type of signals that your strategy is producing. You can do so, using the SignalChart. This chart plots the signals and the rating (value from -2 to 2) over time.\n",
+    "For this notebook we'll use the EMA crossover strategy with its default settings"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "val strategy = EMAStrategy()\n",
+    "SignalChart(feed, strategy)"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},
    "source": [
     "# Account\n",
-    "We run a simple strategy over the feed we just created to get some results to use for the charts. For this notebook we use the EMA crossover strategy with its default settings and capture the AccountMetric metrics. After the run has finished, the account contains the latest state. There are several charts that provide some insights into this. "
+    "We run a simple strategy over the feed we just created to get some results to use for the charts. We'll also capture the AccountMetric metrics. After the run has finished, the account contains the latest state. There are several charts that provide some insights into this. "
    ]
   },
   {
@@ -164,8 +206,7 @@
    },
    "outputs": [],
    "source": [
-    "val strategy = EMAStrategy()\n",
-    "val roboquant =  Roboquant(strategy, AccountMetric())\n",
+    "val roboquant = Roboquant(strategy, AccountMetric())\n",
     "roboquant.run(feed)"
    ]
   },

diff --git a/notebooks/crypto.ipynb b/notebooks/crypto.ipynb
@@ -16,7 +16,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(version=1.5.0-SNAPSHOT, modules=crypto)\n",
+    "%use roboquant(version=1.5.0, modules=crypto)\n",
     "\n",
     "import org.roboquant.xchange.*\n",
     "Welcome()"

diff --git a/notebooks/dataframes.ipynb b/notebooks/dataframes.ipynb
@@ -28,7 +28,7 @@
     "dataFrameConfig.display.rowsLimit = 20\n",
     "dataFrameConfig.display.nestedRowsLimit = 4\n",
     "\n",
-    "%use roboquant(1.5.0-SNAPSHOT)"
+    "%use roboquant(1.5.0)"
    ]
   },
   {

diff --git a/notebooks/discord.ipynb b/notebooks/discord.ipynb
@@ -25,7 +25,7 @@
    },
    "outputs": [],
    "source": [
-    "%use roboquant(version=1.5.0-SNAPSHOT, modules=crypto)\n",
+    "%use roboquant(version=1.5.0, modules=crypto)\n",
     "\n",
     "// Load the JDA library and import the required classes\n",
     "@file:DependsOn(\"net.dv8tion:JDA:5.0.0-beta.4\")\n",

diff --git a/notebooks/empty.ipynb b/notebooks/empty.ipynb
@@ -16,7 +16,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(1.5.0-SNAPSHOT)\n",
+    "%use roboquant(1.5.0)\n",
     "Welcome()"
    ]
   },

diff --git a/notebooks/forex.ipynb b/notebooks/forex.ipynb
@@ -16,7 +16,7 @@
    },
    "outputs": [],
    "source": [
-    "%use roboquant(1.5.0-SNAPSHOT)\n",
+    "%use roboquant(1.5.0)\n",
     "Welcome()"
    ]
   },

diff --git a/notebooks/ibkr.ipynb b/notebooks/ibkr.ipynb
@@ -58,7 +58,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(version=1.5.0-SNAPSHOT, modules=ibkr)\n",
+    "%use roboquant(version=1.5.0, modules=ibkr)\n",
     "import org.roboquant.ibkr.*\n",
     "Welcome()"
    ]

diff --git a/notebooks/policies.ipynb b/notebooks/policies.ipynb
@@ -17,7 +17,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(1.5.0-SNAPSHOT)\n",
+    "%use roboquant(1.5.0)\n",
     "Welcome()"
    ]
   },

diff --git a/notebooks/preload.ipynb b/notebooks/preload.ipynb
@@ -15,7 +15,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(version=1.5.0-SNAPSHOT, modules=extra:crypto:ibkr)"
+    "%use roboquant(version=1.5.0, modules=extra:crypto:ibkr)"
    ]
   },
   {

diff --git a/notebooks/strategies.ipynb b/notebooks/strategies.ipynb
@@ -25,7 +25,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(1.5.0-SNAPSHOT)\n",
+    "%use roboquant(1.5.0)\n",
     "Welcome()"
    ]
   },

diff --git a/notebooks/ta4j.ipynb b/notebooks/ta4j.ipynb
@@ -15,7 +15,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(1.5.0-SNAPSHOT)\n",
+    "%use roboquant(1.5.0)\n",
     "Welcome()"
    ]
   },

diff --git a/notebooks/talib.ipynb b/notebooks/talib.ipynb
@@ -15,7 +15,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(1.5.0-SNAPSHOT)\n",
+    "%use roboquant(1.5.0)\n",
     "Welcome()"
    ]
   },

diff --git a/notebooks/xgboost.ipynb b/notebooks/xgboost.ipynb
@@ -19,7 +19,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(1.5.0-SNAPSHOT)\n",
+    "%use roboquant(1.5.0)\n",
     "Welcome()"
    ]
   },