meta.yaml

{% set name = "qstrader" %}
{% set version = "0.2.2" %}

package:
  name: {{ name|lower }}
  version: {{ version }}

source:
  url: https://pypi.io/packages/source/{{ name[0] }}/{{ name }}/{{ name }}-{{ version }}.tar.gz
  sha256: cdbb81bd6a816025eebd104449aefddac608fe218cad11755df22d5099212a3b

build:
  noarch: python
  number: 0
  script: "{{ PYTHON }} -m pip install . -vv"

requirements:
  host:
    - python
    - pip
  run:
    - python
    - click ==7.1.2
    - matplotlib ==3.0.3
    - numpy ==1.18.4
    - pandas ==1.1.5
    - seaborn ==0.10.1

test:
  imports:
    - qstrader

about:
  home: https://github.com/mhallsmoore/qstrader
  license: MIT
  license_family: MIT
  license_file: LICENSE
  summary: 'QuantStart.com - QSTrader backtesting simulation engine.'
  description: |
    QSTrader is a free Python-based open-source modular schedule-driven backtesting framework for long-short equities and ETF based systematic trading strategies.

    QSTrader can be best described as a loosely-coupled collection of modules for carrying out end-to-end backtests with realistic trading mechanics.

    The default modules provide useful functionality for certain types of systematic trading strategies and can be utilised without modification. However the intent of QSTrader is for the users to extend, inherit or fully replace each module in order to provide custom functionality for their own use case.
  doc_url: https://www.quantstart.com/qstrader/
  dev_url: https://www.quantstart.com/qstrader/

extra:
  recipe-maintainers:
    - zzhengnan