contango

Setup

git clone https://github.com/xujiahuayz/contango.git
cd contango

Give execute permission to your script and then run setup_repo.sh

chmod +x setup_repo.sh
./setup_repo.sh
. venv/bin/activate

or follow the step-by-step instructions below between the two horizontal rules:

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Create a python virtual environment

• MacOS / Linux

python3 -m venv venv

• Windows

python -m venv venv

Activate the virtual environment

• MacOS / Linux

. venv/bin/activate

• Windows (in Command Prompt, NOT Powershell)

venv\Scripts\activate.bat

Install toml

pip install toml

Install the project in editable mode

pip install -e ".[dev]"

Set up the environmental variables

put your COINGLASS_SECRET in .env:

COINGLASS_SECRET="abc123"
KAIKO_API_KEY="abc123"

export $(cat .env | xargs)

Running the simulation

Git Large File Storage (Git LFS)

All files in data/ are stored with lfs:

git lfs track data/**/*

Test the code

pytest