tia: Toolkit for integration and analysis

Overview

TIA is a toolkit that provides bloomberg data access, easier pdf generation, backtesting functionality, technical analysis functionality, return analysis, and few windows utils.

Examples

Bloomberg API

• v3 api
• [Data Manager] (http://nbviewer.ipython.org/github/bpsmith/tia/blob/master/examples/datamgr.ipynb)

Simple Trade and Portfolio Model

• model

PDF Generation (using reportlab)

• pdf generation
• dataframe to pdf table
• quick styling of pdf tables

Technical Analysis

• pure python and ta-lib

Backtest

• backtest with yahoo data
• backtest with bbg data and pdf (Soon)

Utils

• Formatting

Dependencies

• Python 2.7

Mandatory

• numpy
• pandas

Recommended

• matplotlib

Optional

• reportlab
• ta-lib
• bloomberg

Installation

To install tia, simply:

$ pip install tia