femtotrader

#!/usr/bin/env python

"""
Read Lobster orderbook files to Python Pandas DataFrame
"""

import click
import os
import pandas as pd
from pandas.io.common import ZipFile

femtotrader

import requests
from pandas.io.common import urlencode
from pandas.tseries.frequencies import to_offset


ALPHAVANTAGE_API_URL = "http://www.alphavantage.co/query"
ALPHAVANTAGE_API_KEY_DEFAULT = "demo"


def _init_session(session):

femtotrader

# 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

###############################################################
# 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

femtotrader

Verifying my Blockstack ID is secured with the address 14BzAGWqh8hx72DZ7J5Df71fAeWMzKrckH https://explorer.blockstack.org/address/14BzAGWqh8hx72DZ7J5Df71fAeWMzKrckH