Add adapter for quantstats

README.md

@@ -364,6 +364,7 @@ randnx_n      0      1      2
 - Functions for working with returns
     - Numba-compiled versions of metrics found in [empyrical](https://github.com/quantopian/empyrical)
     - Rolling versions of most metrics
+    - Adapter for [quantstats](https://github.com/ranaroussi/quantstats)
 
 ```python-repl
 >>> pd.Series([0.01, -0.01, 0.01]).vbt.returns(freq='1D').sharpe_ratio()
@@ -374,7 +375,7 @@ randnx_n      0      1      2
     - Accepts signals, orders, and custom order function
     - Supports long and short positions
     - Supports individual and multi-asset mixed portfolios
-    - Offers metrics and tools for analyzing returns, orders, trades and positions
+    - Offers metrics and tools for analyzing returns, orders, and trades
     - Allows saving and loading from disk using [dill](https://github.com/uqfoundation/dill)
 
 ```python-repl

apps/candlestick-patterns/app.py

@@ -31,7 +31,6 @@
 from vectorbt import settings
 from vectorbt.utils.config import merge_dicts
 from vectorbt.utils.colors import adjust_opacity
-from vectorbt.utils.template import deep_substitute
 from vectorbt.portfolio.enums import Direction, ConflictMode
 from vectorbt.portfolio.base import Portfolio
 

setup.py

@@ -49,7 +49,8 @@
             'ta',
             'pandas_ta',
             'TA-Lib',
-            'python-telegram-bot>=13.4'  # LGPLv3
+            'python-telegram-bot>=13.4',  # LGPLv3
+            'quantstats'
         ],
         'cov': [
             'pytest',