diff --git a/poetry.lock b/poetry.lock index 86b583bf3821..ec98dc95891f 100644 --- a/poetry.lock +++ b/poetry.lock @@ -240,7 +240,7 @@ python-versions = "*" six = "*" [package.extras] -test = ["pytest", "astroid (<=2.5.3)"] +test = ["astroid (<=2.5.3)", "pytest"] [[package]] name = "async-timeout" @@ -338,7 +338,7 @@ optional = false python-versions = ">=3.5" [package.extras] -tests = ["pytest-flake8", "pytest-cov", "pytest-benchmark", "pytest (>=4.6)", "PyHamcrest (>=2.0.2)", "mypy"] +tests = ["mypy", "PyHamcrest (>=2.0.2)", "pytest (>=4.6)", "pytest-benchmark", "pytest-cov", "pytest-flake8"] [[package]] name = "beartype" @@ -470,7 +470,7 @@ six = "*" [[package]] name = "ccxt" -version = "1.95.43" +version = "2.5.67" description = "A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges" category = "main" optional = false @@ -698,9 +698,9 @@ regex = "<2019.02.19 || >2019.02.19,<2021.8.27 || >2021.8.27,<2022.3.15" tzlocal = "*" [package.extras] 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bs4==0.0.1 bt==0.2.9; (python_version >= "2.7" and python_full_version < "3.0.0") or (python_full_version >= "3.6.0") cachetools==5.2.0; python_version >= "3.7" and python_version < "4.0" and (python_version >= "3.7" and python_full_version < "3.9.7" or python_full_version > "3.9.7") and (python_version >= "3.7" and python_full_version < "3.0.0" or python_full_version >= "3.6.0" and python_version >= "3.7") catboost==1.1.1; python_version >= "3.7" -ccxt==1.95.43 +ccxt==2.5.67 certifi==2022.9.24; python_version >= "3.8" and python_version < "4" and python_full_version >= "3.7.1" and python_full_version < "4.0.0" and (python_version >= "3.7" and python_full_version < "3.9.7" or python_full_version > "3.9.7") cffi==1.15.1; implementation_name == "pypy" and python_version >= "3.7" and python_full_version >= "3.7.0" and python_full_version < "4.0.0" cfgv==3.3.1; python_full_version >= "3.6.1" and python_version >= "3.7" @@ -47,6 +49,7 @@ convertdate==2.4.0; python_version >= "3.7" and python_version < "4" coverage==6.5.0; python_version >= "3.7" cryptography==38.0.2; python_version >= "3.6" cssselect==1.1.0; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.4.0" +cvxpy==1.2.1; python_version >= "3.7" cycler==0.11.0; python_version >= "3.7" cython==0.29.32; python_version >= "3.8" and python_full_version < "3.0.0" and sys_platform == "darwin" or python_full_version >= "3.3.0" and sys_platform == "darwin" and python_version >= "3.8" dateparser==1.1.2; python_version >= "3.5" @@ -61,6 +64,7 @@ dill==0.3.6; python_version >= "3.7" and python_full_version >= "3.7.2" distlib==0.3.6; python_version >= "3.7" dnspython==2.2.1; python_version >= "3.6" and python_version < "4.0" docutils==0.17.1; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6" +ecos==2.0.10; python_version >= "3.7" entrypoints==0.4; python_full_version >= "3.7.0" and python_full_version < "4.0.0" and python_version >= "3.7" and (python_version >= "3.7" and python_full_version < "3.9.7" or python_full_version > "3.9.7" and python_version >= "3.7") ephem==4.1.3; python_version >= "3.7" and python_version < "4" et-xmlfile==1.1.0; python_version >= "3.6" @@ -156,6 +160,7 @@ nbconvert==6.5.4; python_version >= "3.7" nbformat==5.7.0; python_full_version >= "3.7.0" and python_full_version < "4.0.0" and python_version >= "3.7" nbmake==1.3.0; python_full_version >= "3.7.0" and python_full_version < "4.0.0" nest-asyncio==1.5.6; python_full_version >= "3.7.0" and python_full_version < "4.0.0" and python_version >= "3.7" +networkx==2.8.7; python_version >= "3.8" nfoursid==1.0.1; python_version >= "3.7" nodeenv==1.7.0; python_version >= "3.7" and python_full_version < "3.0.0" or python_full_version >= "3.7.0" and python_version >= "3.7" notebook-shim==0.2.0; python_version >= "3.7" @@ -166,6 +171,7 @@ oandapyv20==0.6.3 oauthlib==3.2.2; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.4.0" and python_version >= "3.6" onetimepass==1.0.1; python_full_version >= "3.7.1" and python_full_version < "4.0.0" openpyxl==3.0.10; python_version >= "3.6" +osqp==0.6.2.post5; python_version >= "3.7" packaging==22.0; python_version >= "3.7" pandas-datareader==0.10.0; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.6.0" and python_version >= "3.6" pandas-market-calendars==3.2; python_full_version >= "3.7.0" @@ -208,6 +214,7 @@ pycparser==2.21; python_version >= "3.6" and python_full_version < "3.0.0" or py pydantic==1.8.2; python_full_version >= "3.7.0" and python_full_version < "4.0.0" pydeck==0.8.0b4; python_version >= "3.7" and python_full_version < "3.9.7" or python_full_version > "3.9.7" and python_version >= "3.7" pydeprecate==0.3.2; python_version >= "3.7" +pyerfa==2.0.0.1; python_version >= "3.8" pyex==0.5.0 pyflakes==2.3.1; python_full_version >= "3.7.0" pygments==2.13.0; python_version >= "3.6" @@ -240,8 +247,9 @@ pytz==2022.5; python_full_version >= "3.7.1" and python_full_version < "4.0.0" a pyupgrade==2.38.4; python_version >= "3.7" pywin32==304; sys_platform == "win32" and platform_python_implementation != "PyPy" and python_version >= "3.7" pywinpty==2.0.8; os_name == "nt" and python_version >= "3.7" -pyyaml==6.0; python_version >= "3.7" +pyyaml==6.0; python_version >= "3.8" pyzmq==24.0.1; python_full_version >= "3.7.0" and python_full_version < "4.0.0" and python_version >= "3.7" +qdldl==0.1.5.post2; python_version >= "3.7" quandl==3.7.0; python_version >= "3.6" rapidfuzz==1.9.1; python_version >= "2.7" regex==2022.3.2; python_version >= "3.6" @@ -249,6 +257,7 @@ requests-oauthlib==1.3.1; python_version >= "3.7" and python_full_version < "3.0 requests==2.28.1; python_version >= "3.7" and python_version < "4" rfc3986==1.5.0; python_version >= "3.8" and python_version < "4.0" rich==12.6.0; python_full_version >= "3.6.3" and python_full_version < "4.0.0" +riskfolio-lib==3.3.0; python_version >= "3.7" robin-stocks==2.1.0; python_version >= "3" rsa==4.9; python_version >= "3.6" and python_version < "4" and (python_version >= "3.7" and python_full_version < "3.0.0" or python_full_version >= "3.6.0" and python_version >= "3.7") ruamel.yaml.clib==0.2.7; platform_python_implementation == "CPython" and python_version < "3.11" and python_version >= "3.5" @@ -257,6 +266,7 @@ ruff==0.0.210; python_version >= "3.7" scikit-learn==1.1.2; python_version >= "3.8" and python_full_version < "3.0.0" or python_full_version >= "3.6.0" and python_version >= "3.8" scipy==1.9.3; python_version >= "3.8" screeninfo==0.6.7 +scs==3.2.0; python_version >= "3.7" seaborn==0.11.2; python_version >= "3.6" semver==2.13.0; python_version >= "3.7" and python_full_version < "3.0.0" or python_version >= "3.7" and python_full_version < "3.9.7" and python_full_version >= "3.4.0" or python_full_version > "3.9.7" send2trash==1.8.0; python_version >= "3.7" @@ -343,6 +353,7 @@ win32-setctime==1.1.0; python_version >= "3.5" and python_full_version >= "3.7.0 wrapt==1.14.1; python_full_version >= "3.7.2" and python_full_version < "4.0.0" and (python_version >= "3.7" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.7") and python_version >= "3.8" and python_version < "3.11" xarray==2022.11.0; python_version >= "3.8" xgboost==1.7.2; python_version >= "3.8" +xlsxwriter==3.0.3; python_version >= "3.7" yarl==1.8.1; python_version >= "3.7" and python_full_version >= "3.7.0" yfinance==0.1.95 zipp==3.10.0; python_version >= "3.7" and python_full_version < "3.9.7" and python_version < "3.10" or python_full_version > "3.9.7" and python_version >= "3.7" and python_version < "3.10" diff --git a/requirements.txt b/requirements.txt index 323463e93765..314f4bbf1ec3 100644 --- a/requirements.txt +++ b/requirements.txt @@ -6,10 +6,12 @@ altair==4.2.0; python_version >= "3.7" and python_full_version < "3.9.7" or pyth anyio==3.6.2; python_full_version >= "3.6.2" and python_version >= "3.8" and python_version < "4.0" appdirs==1.4.4 appnope==0.1.3; sys_platform == "darwin" and python_version >= "3.8" and platform_system == "Darwin" +arch==5.3.1; python_version >= "3.7" argon2-cffi-bindings==21.2.0; python_version >= "3.7" argon2-cffi==21.3.0; python_version >= "3.7" ascii-magic==1.6; python_version >= "3.5" astor==0.8.1; python_full_version >= "3.7.1" and python_full_version < "4.0.0" and python_version >= "3.8" +astropy==5.1.1; python_version >= "3.8" asttokens==2.0.8; python_version >= "3.8" async-timeout==4.0.2; python_version >= "3.6" and python_full_version >= "3.7.0" attrs==21.4.0; python_version >= "3.6" and python_full_version >= "3.7.0" and (python_version >= "3.7" and python_full_version < "3.9.7" and python_full_version >= "3.7.0" or python_full_version > "3.9.7" and python_version >= "3.7") @@ -25,7 +27,7 @@ blinker==1.5; python_version >= "3.7" and python_full_version < "3.0.0" or pytho bs4==0.0.1 bt==0.2.9; (python_version >= "2.7" and python_full_version < "3.0.0") or (python_full_version >= "3.6.0") cachetools==5.2.0; python_version >= "3.7" and python_version < "4.0" and (python_version >= "3.7" and python_full_version < "3.9.7" or python_full_version > "3.9.7") -ccxt==1.95.43 +ccxt==2.5.67 certifi==2022.9.24; python_version >= "3.8" and python_version < "4" and python_full_version >= "3.7.1" and python_full_version < "4.0.0" and (python_version >= "3.7" and python_full_version < "3.9.7" or python_full_version > "3.9.7") cffi==1.15.1; implementation_name == "pypy" and python_version >= "3.7" and python_full_version >= "3.7.0" charset-normalizer==2.1.1; python_full_version >= "3.6.0" @@ -35,6 +37,7 @@ commonmark==0.9.1; python_full_version >= "3.6.3" and python_full_version < "4.0 convertdate==2.4.0; python_version >= "3.7" and python_version < "4" cryptography==38.0.2; python_version >= "3.6" cssselect==1.1.0; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.4.0" +cvxpy==1.2.1; python_version >= "3.7" cycler==0.11.0; python_version >= "3.7" cython==0.29.32; python_version >= "3.8" and python_full_version < "3.0.0" and sys_platform == "darwin" or python_full_version >= "3.3.0" and sys_platform == "darwin" and python_version >= "3.8" dateparser==1.1.2; python_version >= "3.5" @@ -46,6 +49,7 @@ degiro-connector==2.0.21; python_full_version >= "3.7.1" and python_full_version deprecation==2.1.0 detecta==0.0.5; python_version >= "3.6" dnspython==2.2.1; python_version >= "3.6" and python_version < "4.0" +ecos==2.0.10; python_version >= "3.7" entrypoints==0.4; python_version >= "3.7" and python_full_version < "3.9.7" or python_full_version > "3.9.7" and python_version >= "3.7" et-xmlfile==1.1.0; python_version >= "3.6" exchange-calendars==4.2.3; python_version >= "3.8" and python_version < "4.0" and python_full_version >= "3.7.0" @@ -120,6 +124,7 @@ nbclient==0.5.13; python_full_version >= "3.7.0" and python_version >= "3.7" nbconvert==6.5.4; python_version >= "3.7" nbformat==5.7.0; python_full_version >= "3.7.0" and python_version >= "3.7" nest-asyncio==1.5.6; python_full_version >= "3.7.0" and python_version >= "3.7" +networkx==2.8.7; python_version >= "3.8" notebook-shim==0.2.0; python_version >= "3.7" notebook==6.5.1; python_version >= "3.7" numpy==1.23.4; python_version >= "3.8" @@ -127,6 +132,7 @@ oandapyv20==0.6.3 oauthlib==3.2.2; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.4.0" and python_version >= "3.6" onetimepass==1.0.1; python_full_version >= "3.7.1" and python_full_version < "4.0.0" openpyxl==3.0.10; python_version >= "3.6" +osqp==0.6.2.post5; python_version >= "3.7" packaging==22.0; python_version >= "3.7" pandas-datareader==0.10.0; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.6.0" and python_version >= "3.6" pandas-market-calendars==3.2; python_full_version >= "3.7.0" @@ -158,6 +164,7 @@ pycodestyle==2.7.0; python_full_version >= "3.7.0" pycoingecko==2.3.0 pycparser==2.21; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.4.0" and python_version >= "3.6" pydeck==0.8.0b4; python_version >= "3.7" and python_full_version < "3.9.7" or python_full_version > "3.9.7" and python_version >= "3.7" +pyerfa==2.0.0.1; python_version >= "3.8" pyex==0.5.0 pyflakes==2.3.1; python_full_version >= "3.7.0" pygments==2.13.0; python_version >= "3.6" @@ -182,8 +189,9 @@ pytz-deprecation-shim==0.1.0.post0; python_version >= "3.7" and python_full_vers pytz==2022.5; python_full_version >= "3.7.1" and python_full_version < "4.0.0" and python_version >= "3.8" and (python_version >= "3.8" and python_full_version < "3.9.7" or python_full_version > "3.9.7" and python_version >= "3.8") and python_version < "4.0" pywin32==304; sys_platform == "win32" and platform_python_implementation != "PyPy" and python_version >= "3.7" pywinpty==2.0.8; os_name == "nt" and python_version >= "3.7" -pyyaml==6.0; python_version >= "3.7" +pyyaml==6.0; python_version >= "3.8" pyzmq==24.0.1; python_version >= "3.7" +qdldl==0.1.5.post2; python_version >= "3.7" quandl==3.7.0; python_version >= "3.6" rapidfuzz==1.9.1; python_version >= "2.7" regex==2022.3.2; python_version >= "3.6" @@ -191,12 +199,14 @@ requests-oauthlib==1.3.1; python_version >= "2.7" and python_full_version < "3.0 requests==2.28.1; python_version >= "3.7" and python_version < "4" rfc3986==1.5.0; python_version >= "3.8" and python_version < "4.0" rich==12.6.0; python_full_version >= "3.6.3" and python_full_version < "4.0.0" +riskfolio-lib==3.3.0; python_version >= "3.7" robin-stocks==2.1.0; python_version >= "3" ruamel.yaml.clib==0.2.7; platform_python_implementation == "CPython" and python_version < "3.11" and python_version >= "3.5" ruamel.yaml==0.17.21; python_version >= "3" scikit-learn==1.1.2; python_version >= "3.8" and python_full_version < "3.0.0" or python_full_version >= "3.6.0" and python_version >= "3.8" scipy==1.9.3; python_version >= "3.8" screeninfo==0.6.7 +scs==3.2.0; python_version >= "3.7" seaborn==0.11.2; python_version >= "3.6" semver==2.13.0; python_version >= "3.7" and python_full_version < "3.0.0" or python_version >= "3.7" and python_full_version < "3.9.7" and python_full_version >= "3.4.0" or python_full_version > "3.9.7" send2trash==1.8.0; python_version >= "3.7" @@ -249,6 +259,7 @@ websockets==10.3; python_version >= "3.7" widgetsnbextension==4.0.3; python_version >= "3.7" win32-setctime==1.1.0; python_version >= "3.5" and python_full_version >= "3.7.0" and sys_platform == "win32" wrapt==1.14.1; python_full_version >= "3.7.1" and python_full_version < "4.0.0" and python_version >= "3.8" +xlsxwriter==3.0.3; python_version >= "3.7" yarl==1.8.1; python_version >= "3.7" and python_full_version >= "3.7.0" yfinance==0.1.95 zipp==3.10.0; python_version >= "3.7" and python_full_version < "3.9.7" and python_version < "3.10" or python_full_version > "3.9.7" and python_version >= "3.7" and python_version < "3.10"