More typo fixes for installer...

itsXactlY · Feb 21, 2025 · 931acae · 931acae
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commit 931acae
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Showing 19 changed files with 25 additions and 25 deletions.
diff --git a/__LIVE__PancakeSwap.py b/__LIVE__PancakeSwap.py
@@ -1,5 +1,5 @@
 from fastquant import livetrade_web3 as livetrade
-from fastquant.strategies.pancakeswap_dca_marketmaker import Pancakeswap_dca_mm
+from fastquant.strategys.pancakeswap_dca_marketmaker import Pancakeswap_dca_mm
 # I have no dang idea why this is one and only strategy yet what will not work with the strategy_mapping.
 # Im on it to figure out.
 

diff --git a/dependencies/fastquant/backtest/backtest.py b/dependencies/fastquant/backtest/backtest.py
@@ -20,7 +20,7 @@
     # GLOBAL_PARAMS,
     DEFAULT_PANDAS,
 )
-from fastquant.strategies.mappings import STRATEGY_MAPPING
+from fastquant.strategys.mappings import STRATEGY_MAPPING
 
 # Other backtest components
 from fastquant.backtest.data_prep import initalize_data
@@ -75,7 +75,7 @@ def backtest(
 
     Parameters
     ----------------
-    strategy : str or an instance of `fastquant.strategies.base.BaseStrategy`
+    strategy : str or an instance of `fastquant.strategys.base.BaseStrategy`
         see list of accepted strategy keys below
     data : pandas.DataFrame
         dataframe with at least close price indexed with time

diff --git a/dependencies/fastquant/backtest/post_backtest.py b/dependencies/fastquant/backtest/post_backtest.py
@@ -1,4 +1,4 @@
-from fastquant.strategies.buy_and_hold import BuyAndHoldStrategy
+from fastquant.strategys.buy_and_hold import BuyAndHoldStrategy
 import pandas as pd
 import numpy as np
 import matplotlib.pyplot as plt

diff --git a/dependencies/fastquant/strategys/Aligator_supertrend.py b/dependencies/fastquant/strategys/Aligator_supertrend.py
@@ -1,7 +1,7 @@
 from datetime import datetime
-from fastquant.strategies.base import BaseStrategy
-from fastquant.strategies.custom_indicators.SuperTrend import SuperTrend
-from fastquant.strategies.custom_indicators.WilliamsAligator import WilliamsAlligator
+from fastquant.strategys.base import BaseStrategy
+from fastquant.strategys.custom_indicators.SuperTrend import SuperTrend
+from fastquant.strategys.custom_indicators.WilliamsAligator import WilliamsAlligator
 
 
 class AliG_STrend(BaseStrategy):

diff --git a/dependencies/fastquant/strategys/NearestNeighbors_RationalQuadraticKernel.py b/dependencies/fastquant/strategys/NearestNeighbors_RationalQuadraticKernel.py
@@ -1,6 +1,6 @@
 import numpy as np
 from sklearn.neighbors import NearestNeighbors # pip install scikit-learn
-from fastquant.strategies.base import BaseStrategy, bt
+from fastquant.strategys.base import BaseStrategy, bt
 '''
 It was actually planned as a “keep it simple stupid” proof of concept. but as things happen, it totally escalated once again. 
 But anyway, I can pull more rabbits out of my hat - so I've decided to make this available to everyone. 

diff --git a/dependencies/fastquant/strategys/Order_Chain_Kioseff_Trading.py b/dependencies/fastquant/strategys/Order_Chain_Kioseff_Trading.py
@@ -2,7 +2,7 @@
 # Originally inspired by: https://www.tradingview.com/script/JNCGeDj7-Order-Chain-Kioseff-Trading/
 
 import backtrader as bt
-from fastquant.strategies.base import BaseStrategy, np, BuySellArrows
+from fastquant.strategys.base import BaseStrategy, np, BuySellArrows
 
 class OrderChainIndicator(bt.Indicator):
     lines = ('order_chain',)

diff --git a/dependencies/fastquant/strategys/QQE_Hullband_VolumeOsc.py b/dependencies/fastquant/strategys/QQE_Hullband_VolumeOsc.py
@@ -1,4 +1,4 @@
-from fastquant.strategies.base import BaseStrategy, bt
+from fastquant.strategys.base import BaseStrategy, bt
 from numpy import isnan
 
 class VolumeOscillator(bt.Indicator):

diff --git a/dependencies/fastquant/strategys/SMA_Cross_MESAdaptive_Prime.py b/dependencies/fastquant/strategys/SMA_Cross_MESAdaptive_Prime.py
@@ -1,5 +1,5 @@
-from fastquant.strategies.base import BaseStrategy, bt
-from fastquant.strategies.custom_indicators.MesaAdaptiveMovingAverage import MAMA
+from fastquant.strategys.base import BaseStrategy, bt
+from fastquant.strategys.custom_indicators.MesaAdaptiveMovingAverage import MAMA
 
 class SMA_Cross_MESAdaptivePrime(BaseStrategy, bt.SignalStrategy):
     params = (

diff --git a/dependencies/fastquant/strategys/SuperTrend_Scalp.py b/dependencies/fastquant/strategys/SuperTrend_Scalp.py
@@ -1,5 +1,5 @@
-from fastquant.strategies.base import BaseStrategy, bt
-from fastquant.strategies.custom_indicators.SuperTrend import SuperTrend
+from fastquant.strategys.base import BaseStrategy, bt
+from fastquant.strategys.custom_indicators.SuperTrend import SuperTrend
 
 class SuperSTrend_Scalper(BaseStrategy):
     params = (

diff --git a/dependencies/fastquant/strategys/base.py b/dependencies/fastquant/strategys/base.py
@@ -2,8 +2,8 @@
 import backtrader as bt
 from backtrader import indicators as btind
 import requests
-from fastquant.strategies.jrr_orders import *
-from fastquant.strategies.pancakeswap_orders import PancakeSwapV2DirectOrderBase as _web3order
+from fastquant.strategys.jrr_orders import *
+from fastquant.strategys.pancakeswap_orders import PancakeSwapV2DirectOrderBase as _web3order
 from fastquant.dontcommit import *
 import json
 import threading

diff --git a/dependencies/fastquant/strategys/bollinger_band.py b/dependencies/fastquant/strategys/bollinger_band.py
@@ -1,5 +1,5 @@
 # Import from package
-from fastquant.strategies.base import BaseStrategy, bt
+from fastquant.strategys.base import BaseStrategy, bt
 
 class BBandsStrategy(BaseStrategy):
     """

diff --git a/dependencies/fastquant/strategys/buy_and_hold.py b/dependencies/fastquant/strategys/buy_and_hold.py
@@ -1,4 +1,4 @@
-from fastquant.strategies.base import BaseStrategy
+from fastquant.strategys.base import BaseStrategy
 
 class BuyAndHoldStrategy(BaseStrategy):
     """

diff --git a/dependencies/fastquant/strategys/custom.py b/dependencies/fastquant/strategys/custom.py
@@ -13,7 +13,7 @@
 import backtrader as bt
 
 # Import from package
-from fastquant.strategies.base import BaseStrategy, BuySellArrows
+from fastquant.strategys.base import BaseStrategy, BuySellArrows
 from fastquant.indicators.custom import CustomIndicator
 
 

diff --git a/dependencies/fastquant/strategys/ma_crossover.py b/dependencies/fastquant/strategys/ma_crossover.py
@@ -1,4 +1,4 @@
-from fastquant.strategies.base import BaseStrategy, bt
+from fastquant.strategys.base import BaseStrategy, bt
 
 class SMACStrategy(BaseStrategy):
     """

diff --git a/dependencies/fastquant/strategys/macd.py b/dependencies/fastquant/strategys/macd.py
@@ -1,5 +1,5 @@
 # Import from package
-from fastquant.strategies.base import BaseStrategy, bt
+from fastquant.strategys.base import BaseStrategy, bt
 
 
 class MACDStrategy(BaseStrategy):

diff --git a/dependencies/fastquant/strategys/mappings.py b/dependencies/fastquant/strategys/mappings.py
@@ -1,5 +1,5 @@
 # Import from package
-from fastquant.strategies import (
+from fastquant.strategys import (
     RSIStrategy,
     SMACStrategy,
     BaseStrategy,

diff --git a/dependencies/fastquant/strategys/pancakeswap_dca_marketmaker.py b/dependencies/fastquant/strategys/pancakeswap_dca_marketmaker.py
@@ -1,4 +1,4 @@
-from fastquant.strategies.base import BaseStrategy, BuySellArrows
+from fastquant.strategys.base import BaseStrategy, BuySellArrows
 
 class Pancakeswap_dca_mm(BaseStrategy):
     params = (

diff --git a/dependencies/fastquant/strategys/rsi.py b/dependencies/fastquant/strategys/rsi.py
@@ -1,5 +1,5 @@
 # Import from package
-from fastquant.strategies.base import BaseStrategy, bt
+from fastquant.strategys.base import BaseStrategy, bt
 
 
 class RSIStrategy(BaseStrategy):

diff --git a/dependencies/fastquant/strategys/sentiment.py b/dependencies/fastquant/strategys/sentiment.py
@@ -1,6 +1,6 @@
 # Import from package
 from fastquant.indicators.sentiment import Sentiment
-from fastquant.strategies.base import BaseStrategy, bt
+from fastquant.strategys.base import BaseStrategy, bt
 
 
 class SentimentStrategy(BaseStrategy):