See Also

Welcome to Fynance project

This is the documentation of fynance, a Python package that includes several machine learning, econometric and statistical subpackages specialy adapted to backtest trading strategies, financial analysis and portfolio allocation.

Currently the project is allways at a beta level. But some parts of the project can be considered as stable, such as fynance.features (this subpackage is already coded in Cython to be time-efficient), fynance.algorithms.allocation (this subpackage seems stable but have to be cleaned and write in Cython), and the other subpackages are always in progress (subject to deep modifications).

Presentation

The fynance package contains currently five subpackages:

Installation

From PyPI

$ pip install fynance

From source (GitHub)

If you want to compile fynance package from cython files you must set USE_CYTHON=True in setup.py file. Otherwise set it to USE_CYTHON=False. By default USE_CYTHON='auto'.

$ git clone https://github.com/ArthurBernard/Fynance.git
$ cd Fynance
$ python setup.py build_ext --inplace
$ python setup.py install --user