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femtotrader / netfonds_intraday_stockData
Created September 24, 2015 13:02 — forked from BlackArbsCEO/netfonds_intraday_stockData
'''
Netfonds import 5 days of intraday data
'''
import numpy as np
import pandas as p
from pandas.tseries.offsets import *
import datetime as dt
import matplotlib.pyplot as plt
size = (14,10)
@femtotrader
femtotrader / Free_Intraday_StockData_Test_BarChart_API_Gist.py
Created September 24, 2015 13:02 — forked from BlackArbsCEO/Free_Intraday_StockData_Test_BarChart_API_Gist.py
Example code from 'Get Free Intraday Stock Data With Python and BarChart OnDemand API' blog post.
# -*- coding: utf-8 -*-
import time
t0 = time.clock()
import pandas as pd
from pandas.tseries.offsets import BDay
import numpy as np
import datetime as dt
from copy import copy
@femtotrader
femtotrader / ipython_btc_part1
Created October 1, 2015 06:00 — forked from charlesDADI/ipython_btc_part1
Art of trading and analyse Bitcoin data_part1
{
"metadata": {
"name": ""
},
"nbformat": 3,
"nbformat_minor": 0,
"worksheets": [
{
"cells": [
{
@femtotrader
femtotrader / FinanceETV
Created October 1, 2015 06:00 — forked from charlesDADI/FinanceETV
##############################################################
## ##
## VaR and C-VaR computation with ETV on EURUSD ##
## ##
## by Charles-Abner Dadi ##
## ##
## <[email protected]> ##
## ##
##############################################################
@femtotrader
femtotrader / digit_version_charles_dadi.py
Created October 1, 2015 06:01 — forked from charlesDADI/digit_version_charles_dadi.py
#http://scikit-learn.org/stable/auto_examples/applications/face_recognition.html#example-applications-face-recognition-py
from sklearn.ensemble import RandomForestClassifier
from numpy import genfromtxt, savetxt
from sklearn import neighbors, datasets
from sklearn.cross_validation import train_test_split
from sklearn.datasets import fetch_lfw_people
from sklearn.grid_search import GridSearchCV
from sklearn.metrics import classification_report
from sklearn.metrics import confusion_matrix
@femtotrader
femtotrader / web-crawling
Created October 1, 2015 06:01 — forked from charlesDADI/web-crawling
How make web crawling quickly using python and mongoDB
# -*- coding: utf-8 -*-
"""
Created on Mon Feb 17 13:56:10 2014
@author: root
"""
import urllib2
opener = urllib2.build_opener()
from bs4 import BeautifulSoup
@femtotrader
femtotrader / alpha_vantage.jl
Created April 22, 2018 12:06 — forked from flare9x/alpha_vantage.jl
Julia - Download free data alphavantage api
# Download Data Using Alphavantage
using HTTP
using StatPlots
res = HTTP.get("https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol=AAPL&interval=1min&apikey=your_api_key&datatype=csv")
mycsv = readcsv(res.body)
x = convert(DataFrame, mycsv)
x = x[2:nrow(x),:] # subset remove header row
# Rename Columns
colnames = ["Date","Open","High","Low","Close","Volume"]
@femtotrader
femtotrader / first_profitable_exit.jl
Created August 5, 2018 06:08 — forked from flare9x/first_profitable_exit.jl
Exit trade first profitable price over entry
###############################################################
# exit first profitable price over entry
# exit after fixed bars (max_hold) if no profitable trade
###############################################################
signal = [0, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0]
close = [10,10,8,3,14,5,6,2,4,22,2,1,1,1,10,3,3,3,3,3,3,30]
first_prof = zero(signal)
max_hold = 6
for i = 1:length(signal) # 1:length(signal)-1 if buying next bar at open