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jialuechen committed Aug 4, 2024
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10 changes: 5 additions & 5 deletions README.md
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# PyTCA: Python Library for Transaction Cost Analysis

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[![PyPI - Version](https://img.shields.io/pypi/v/pytca)](https://pypi.org/project/pytca/)
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## Features

- Load and process tick-level data for stocks and forex
- Perform various analyses including slippage, market impact, and timing cost
- Calculate key metrics such as VWAP and implementation shortfall
- Support tick-level data processing and analytics for stocks and forex
- Perform various analyses including slippage, market impact, and timing cost and Calculate key metrics such as VWAP and implementation shortfall
- Generate visualizations and reports
- RESTful API for integration with other systems
- Support for Excel and KDB data sources
- Enable RESTful API for integration with other systems
- Support for Excel and KDB+ as well as well as other RDBMS data sources

## Installation

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3 changes: 2 additions & 1 deletion pytca/__init__.py
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__title__ = 'pytca'
__author__ = 'Jialue Chen'
__license__ = 'BSD 2-Clause'
__license__ = 'BSD 2-Clause'
__version__='1.2.2'
2 changes: 1 addition & 1 deletion setup.cfg
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[metadata]
name = pytca
version = 1.2.1
version = 1.2.2
description = Advanced Python Library for Transaction Cost Analysis
author = Jialue Chen
author_email = [email protected]
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4 changes: 2 additions & 2 deletions setup.py
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from setuptools import setup,find_packages
from setuptools.command.build_ext import build_ext

from pytca import __version__ as versionInfo
setup(
name='pytca',
version='1.2.1',
version=versionInfo,
description='Python Library for Transaction Cost Analysis',
author='Jialue Chen',
author_email='[email protected]',
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