{"repo":"bbcho/risktools-dev","free":true,"listed":false,"github":"https://github.com/bbcho/risktools-dev","clone":"git clone https://github.com/bbcho/risktools-dev.git","description":"Risk tools for commodities trading and finance","language":"Jupyter Notebook","stars":43,"topics":["python","risk-management","risk","finance","commodities","oil-and-gas","oil","morningstar","eia","nymex"],"license":"GPL-3.0","category":"trading","readme_excerpt":"risktools Python implementation of the R package RTL. See CRAN for original R version https://cran.r-project.org/web/packages/RTL/index.html Purpose Purposely designed functions for trading, trading analytics and risk practitioners in Commodities and Finance. Build to support delivery of Finance classes from one of the co-authors of RTL at the Alberta School of Business. Version Notes Note that the latest version will require compilation on Windows for python version 3.11 due to the dependency on arch. Arch does not come with binaries and must be compiled on Windows which can be avoided by installing numba, however numba is not yet available for python 3.11. Features Historical forward curves charting. Calendars and expiry dates data objects for a wide range of commodity futures contracts. roll adjust to adjust continuous contracts returns for roll adjustments using expiries above. Morningstar Marketplace API functions getPrice(), getPrices() and getCurve() using your own Morningstar credentials. Current feeds included: ICE EuroFutures ICE EuroFutures continuous CME NymexFutures EOD CME NymexFutures EOD continuous CME NymexOptions EOD CME CbotFuturesEOD CME CbotFuturesEOD continuous CME Comex FuturesSettlement EOD CME Comex FuturesSettlement EOD continuous LME AskBidPrices Delayed SHFE FuturesSettlement RT CME CmeFutures EOD CME CmeFutures EOD continuous CME STLCPC Futures CFTC CommitmentsOfTradersCombined ICE NybotCoffeeSugarCocoaFutures ICE NybotCoffeeSugarCocoaFutures cont","default_branch":null,"files":null,"tree":[],"storefront":"/r/bbcho","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/bbcho/risktools-dev/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}