tradingdmp

This repo defines classes for data, models and policies (dmp). These classes are all meant to be used by our trading applications.

Project Organization

├── notebooks               <- Notebooks named like `YYYYMMDD-filename.ipynb`
├── src                     <- Source code of this project
│   ├── tradingdmp          <- Package of this project
│      ├── data             <- Subpackage for data pipeline
│      ├── model            <- Subpackage for models
│      ├── policy           <- Subpackage for policies
│      └── utils            <- Subpackage for utility functions
├── tests                   <- Unit tests for src/ and example tests for scripts/
├── docs                    <- A default Sphinx project; see sphinx-doc.org for details
├── .config                 <- All config.json files belong in this folder
├── README.md               <- The top-level README for developers using this project
├── pyproject.toml          <- Specifies all requirements for this project using poetry
├── requirements.txt        <- Generated with `poetry export -f requirements.txt --output requirements.txt`
├── .gitlab-ci.yml          <- CI pipeline for code and documentation format checks
└── setup.cfg               <- Config file for pipeline

How to run the pipeline linters locally

The pipeline (.gitlab-ci.yml) also contains some checks to ensure code quality. You can run these checks locally with the following commands from the main directory. You can also run the commands separately if that's what you prefer.

poetry run black --check src/ && flake8 src/ && mypy src/ && pydocstyle src/ && darglint src/