algorithmic-trading-with-python | Source code for Algorithmic Trading | Cryptocurrency library
kandi X-RAY | algorithmic-trading-with-python Summary
kandi X-RAY | algorithmic-trading-with-python Summary
Source code for Algorithmic Trading with Python (2020) by Chris Conlan. Paperback available for purchase on Amazon. These stand-alone resources can be useful to researchers with or without the accompanying book. The rest of the material in this repository depends on explanation and context given in the book.
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- Simulate a price
- Calculates a buy to open market
- Creates a function that returns a function that returns a lookup function
- Assert that two input dataframes are equal
- Compute a random forest classifier
- Perform repeated k - fold on training
- Runs the simulation
- Plot the benchmark comparison
- Load the data from the data
- Start the simulation
- Plot the model
- Creates a function to bind to a benchmark
- Calculates the features for a given price series
- Plot the chart
- Prints the summary
- Prints a summary of the benchmark
- Calculate the pure profit score
- Calculates the annual cumulative average of a series
- Get the best value for a given metric
- Calculate Bollinger bands
- Returns a pandas DataFrame containing the results
- Finish the simulation
- Calculates Sharpe ratio
- Calculates the Sortino ratio
- Record exit price
- Calculate a macroeconomic Moving Average
algorithmic-trading-with-python Key Features
algorithmic-trading-with-python Examples and Code Snippets
// A call to `coins()` returns `std::map` where the key is the name of the coin
// and the value is a `coin_t` type, which contains basic informations about the coin
// like t's name, the symbol and it's status
auto coins = market->coins();
for(c
bitkub.trades(sym="THB_BTC", lmt=2)
{
'error': 0,
'result': [
[
1583246192, // timestamp
278798.34, // rate
0.00375672, // amount
'BUY' // side
],
[
1583246159,
278000,
0.0001042,
'SELL
...
# specify the live trading gateway
market = FutuGateway(
securities=stock_list,
end=datetime(2021, 3, 18, 16, 0, 0, 0),
)
...
# turn on Simulation/Livetrading mode
event_engine = BarEventEngine(strategy, recorder, trade_mode=TradeMode.
public void removeStockTradeListener(StockTradeListener listener) {
synchronized (this.stockTradeListeners) {
this.stockTradeListeners.remove(listener);
}
}
Community Discussions
Trending Discussions on algorithmic-trading-with-python
QUESTION
I'm trying to import https://github.com/chrisconlan/algorithmic-trading-with-python in my code. I've never imported anything from GitHub before and have looked at various other questions that have been asked on Stack Overflow regarding this problem but it just doesn't work. When I try to run the 'portfolio.py' code for example I keep getting a ModuleNotFound error for 'pypm'. What exactly is the correct way to import such a module or the whole GitHub directory? I'm working with Visual Studio Code on Windows.
...ANSWER
Answered 2021-Mar-04 at 23:17You will need to pip install the module. In your case the command you would need to run is python -m pip install -U git+https://github.com/chrisconlan/algorithmic-trading-with-python
. Once you have done that you need to find the name of the module. You can do this with pip list
. Find the name of the module you just installed.
Then you just stick import
at the top of your code with the rest of your imports.
Community Discussions, Code Snippets contain sources that include Stack Exchange Network
Vulnerabilities
No vulnerabilities reported
Install algorithmic-trading-with-python
You can use algorithmic-trading-with-python like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.
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