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HG Systematic

This is a library of utilities and examples to highlight how HGraph can be used to implement systematic trading strategies.

See this for more information.

Development

This project uses uv for environment and dependency management. See https://docs.astral.sh/uv/ for installation instructions.

Here are some useful commands:

Create a local virtual environment in the project directory (./.venv) with Python 3.12:

uv venv --python 3.12

Install the project and its dependencies:

# Base dependencies
uv sync

# Include documentation dependencies
uv sync --extra docs

# Install all optional extras (e.g. tests, adaptors)
uv sync --all-extras --all-groups

PyCharm can use the interpreter from ./.venv (created by uv) to set up the project. Recent versions of PyCharm support uv, use the "uv" interpreter type.

Run Tests

# No Coverage
uv run pytest
# Generate Coverage Report
uv run pytest --cov=hg_systematic --cov-report=xml

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A library and set of examples to show how HGraph can be used to implement systematic trading.

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