@@ -90,6 +90,7 @@ (define-module (gnu packages finance)
#:use-module (gnu packages gnome)
#:use-module (gnu packages gnupg)
#:use-module (gnu packages golang)
+ #:use-module (gnu packages graph)
#:use-module (gnu packages graphviz)
#:use-module (gnu packages groff)
#:use-module (gnu packages gsasl)
@@ -116,6 +117,7 @@ (define-module (gnu packages finance)
#:use-module (gnu packages protobuf)
#:use-module (gnu packages python)
#:use-module (gnu packages python-build)
+ #:use-module (gnu packages python-check)
#:use-module (gnu packages python-crypto)
#:use-module (gnu packages python-science)
#:use-module (gnu packages python-web)
@@ -1335,6 +1337,50 @@ (define-public python-bt
logic to facilitate the rapid development of complex trading strategies.")
(license license:expat)))
+(define-public python-vectorbt
+ (package
+ (name "python-vectorbt")
+ ;; Newer versions require Pandas 2+ which requires Cython>=0.29.33.
+ (version "0.24.5")
+ (source (origin
+ (method url-fetch)
+ (uri (pypi-uri "vectorbt" version))
+ (sha256
+ (base32
+ "0arvy8dp9hd684zcmspcb4g2xhsg9b2l1gl3dnvzhli55zpqvina"))))
+ (build-system pyproject-build-system)
+ (arguments
+ ;; TypeError (number of positional arguments) on tests below.
+ (list #:test-flags #~(list "-k" (string-append
+ "not test_update_every"
+ " and not test_every"
+ " and not test_start"
+ " and not test_async_start"))))
+ (native-inputs (list python-pytest))
+ (propagated-inputs (list python-dateparser
+ python-dill
+ python-imageio
+ python-ipywidgets
+ python-matplotlib
+ python-mypy-extensions
+ python-numba
+ python-numpy
+ python-pandas
+ python-plotly
+ python-pytz
+ python-requests
+ python-schedule
+ python-scikit-learn
+ python-scipy
+ python-tqdm
+ python-typing-extensions))
+ (home-page "https://vectorbt.dev/")
+ (synopsis "Library for backtesting and analyzing trading strategies")
+ (description
+ "@code{vectorbt} is a Python package for quantitative analysis that
+operates entirely on pandas and NumPy objects and is accelerated by Numba.")
+ (license license:asl2.0)))
+
(define-public python-u2flib-host
;; The package is obsolete and superseded by python-fido2, but
;; needed for python-ledgerblue@0.1.44.