Pynance v2.0

A comprehensive Python trading system framework that provides building blocks for algorithmic trading, market analysis, and portfolio management. This project attempts to consolidate and refactor functionality from some of my old repositories into something more reusable and modular, while still serving as my main trading/investing repository for ongoing research, tooling, and execution.

🚀 Quick Start

# Clone the repository
git clone https://github.com/yourusername/pynance.git
cd pynance

# Set up conda environment
conda env create -f envs/pynance-v2.0.yml
conda activate pynance-v2.0

# Run the trading dashboard
python dashboard.py

📁 Project Structure

pynance/
├── 📊 data/                    # Market data and data processing utilities
├── 🔬 research/                # Market research and analysis tools
├── 📈 ibkr/                    # Interactive Brokers integration
├── 💱 oanda/                   # OANDA forex broker integration
├── 📊 alpaca/                  # Alpaca trading platform integration
├── 🔧 finviz/                  # Finviz data scraping utilities
├── 💹 forexutils/              # Forex-specific utility functions
├── 📊 yfinance/                # Yahoo Finance data utilities
├── 📈 indicators/              # Custom technical indicators
├── 💰 moneymanagement/         # Position sizing and risk management
├── 🎯 signals/                 # Entry and exit signal generation
├── 📊 backtrader/              # Backtesting strategies
├── 📋 dashboard.py             # Main trading dashboard GUI
└── ⏰ time_utils.py            # Time and market hours utilities

🎯 Core Features

📊 Trading Dashboard

A comprehensive GUI application (dashboard.py) that provides:

• Order Entry: Place trades with risk management
• Market Scanner: Real-time volume breakout detection
• Risk Management: Portfolio risk monitoring
• Research Tools: Market analysis and signal generation
• Data Collection: Automated market data fetching

🔬 Research & Analysis

Advanced market research capabilities in the research/ directory:

• Regime Detection: NYSE cumulative AD z-score analysis
• Breakout Statistics: Historical gap and breakout analysis
• Signal Generation: Multi-timeframe momentum signals
• Market Visualization: Interactive charts and plots
• Backtesting: Strategy performance evaluation

📈 Broker Integrations

Interactive Brokers (ibkr/)

• IbkrTrader: Core trading interface with order management
• Order Types: Bracket orders, trailing stops, limit orders
• Data Retrieval: Historical and real-time market data
• Position Management: Portfolio tracking and risk calculation
• Account Management: Multi-account support with allocation

OANDA (oanda/)

• OandaTrader: Live forex trading execution
• OandaClerk: Market data and account information
• Order Management: Market, limit, and stop orders
• Position Tracking: Real-time P&L monitoring

Alpaca (alpaca/)

• Position Tracking: Portfolio position management
• Paper Trading: Risk-free strategy testing

💰 Money Management

Sophisticated position sizing algorithms in moneymanagement/:

• Martingale Systems: Traditional and reverse martingale
• Kelly Criterion: Optimal position sizing
• Fixed Fractional: Percentage-based risk management
• Account Risk Modulator: Dynamic risk adjustment
• Streak Management: Win/loss streak handling

🎯 Signal Generation

Advanced signal processing in signals/:

• EntryEngine: Multi-timeframe entry signal detection
• ExitEngine: Risk management and profit-taking signals
• Signal Types: Momentum, mean reversion, breakout signals
• Confirmation Logic: Multi-factor signal validation

📊 Technical Indicators

Custom indicators in indicators/:

• KAMA: Kaufman Adaptive Moving Average
• Custom Implementations: Specialized technical analysis tools

💹 Forex Utilities

Specialized forex tools in forexutils/:

• Pip Calculations: Price to pip conversion utilities
• Cross Pair Analysis: Multi-currency pair calculations
• Spread Management: Dynamic spread threshold monitoring
• Market Hours: Forex market session detection
• Currency Dictionaries: Major currency pair mappings

📊 Data Management

Comprehensive data handling in data/:

• Market Data: SPX, VIX, bonds, commodities
• Data Fetching: Automated data collection scripts
• Data Processing: Cleaning and formatting utilities
• Symbol Management: Dynamic symbol list generation

🛠️ Installation & Setup

Prerequisites

• Python 3.8+
• Conda or Miniconda
• Interactive Brokers TWS/Gateway (for IBKR features)
• OANDA account (for forex features)

Environment Setup

# Create conda environment
conda env create -f envs/pynance-v2.0.yml
conda activate pynance-v2.0

# Install additional dependencies
pip install -r requirements.txt

Configuration

1. Copy config/dashboard-config.ini.example to config/dashboard-config.ini
2. Update configuration with your broker credentials and paths
3. Ensure data directory contains required CSV files

🚀 Usage Examples

Running the Dashboard

python dashboard.py

Manual Data Collection

# Fetch latest market data
python data/fetch_data.py

# Get recent gainers from Finviz
python data/finvizConsolidateRecentGainers.py

Research Analysis

# Generate SPX regime analysis
python research/combined-research.py

# Run breakout statistics
python research/getBreakoutStats.py SPY 2024-01-15

Trading Operations

# Check risk and orders
python ibkr/checkRiskAndOrders.py

# Run volume breakout scanner
python ibkr/longVolBreakouts.py

🔧 Configuration

Dashboard Configuration

Edit config/dashboard-config.ini:

[paths]
repo_root = /path/to/pynance

[environment]
conda_env = pynance-v2.0

Broker Configuration

• IBKR: Configure TWS/Gateway connection settings
• OANDA: Set API credentials in environment variables
• Alpaca: Configure API keys in environment variables

📈 Key Features

🎯 Multi-Asset Support

• Equities: US stocks and ETFs
• Forex: Major and minor currency pairs
• Futures: Commodity and index futures
• Options: Options trading support

🔄 Real-Time Processing

• Live Data: Real-time market data feeds
• Signal Generation: Continuous signal monitoring
• Risk Management: Real-time portfolio risk assessment
• Order Management: Automated order execution

📊 Advanced Analytics

• Regime Detection: Market regime identification
• Signal Confirmation: Multi-factor signal validation
• Performance Tracking: Strategy performance monitoring
• Risk Metrics: Comprehensive risk analysis

🤝 Contributing

1. Fork the repository
2. Create a feature branch (git checkout -b feature/amazing-feature)
3. Commit your changes (git commit -m 'Add amazing feature')
4. Push to the branch (git push origin feature/amazing-feature)
5. Open a Pull Request

📝 License

This project is licensed under the MIT License - see the LICENSE file for details.

⚠️ Disclaimer

This software is for educational and research purposes only. Trading involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. Always consult with a qualified financial advisor before making investment decisions.

📞 Support

For questions, issues, or contributions:

• Create an issue on GitHub
• Check the documentation in the docs/ directory
• Review the configuration examples

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Happy Trading! 📈