altfund / kivu

Comprehensive asset management library for python

Setup

Start an XI

git clone

cd kivu

virtualenv --python=python3 env

source env/bin/activate

pip install .

pytest

cp config_template config

Then fill in the config. Some example [settings] for use later:

[settings]

xi_url=http://localhost:9000

aes_key=0123456789101112 test=True

target_exchange=binance

target_universe=[ETH,NEO]

excluded_currencies=[]

tolerance_percent=0

global_quote_currency=USD

you can use invoke for everything you're used to (with no more : invoke invoke symbols -e GDAX

pyxi's methods are in the exchanges directory (verbatim, for backward compatibility):

• kivu.exchanges.xi.decrypt()
• kivu.exchanges.ccxt.CcxtClient()

AM's non-django-specific logic is in the remaining files (which correspond to their respective x_manager/utils.py from AM):

• portfolios.py: kivu.portfolios.calculate_altfundx_weights()
• accounts.py: kivu.accounts.percentagize()
• orders.py: kivu.orders.cancel_all_open_orders()

backtests.py is a work in progress.

Rebalancing from the command line

invoke equal-rebalance: rebalances to an equal notional value in each asset in the universe, as specified in config settings

ToDos

• add -e to invoke equal-rebalance instead of/addition to using target_exchange config setting
• slam rebalancing against a bunch of exchanges and get it to run smoothly