Jarno Keskikangas pyykkis

pyykkis / market_scanner.py

Last active March 4, 2021 07:42

Download 1 year history of all Nasdaq traded companies for market analysis

	import datetime
	import pandas as pd
	import yfinance as yf

	symbols = pd.read_csv('ftp://ftp.nasdaqtrader.com/symboldirectory/nasdaqtraded.txt', delimiter='\|')

	# Excluded symbols:
	# - Test symbols
	# - ETFs
	# - Financial status: Other than Normal

pyykkis / scid_parser.py

Created November 7, 2022 11:26

Sierra Chart Intraday Data File parser

	import numpy as np
	import pandas as pd

	from struct import unpack, calcsize
	from collections import namedtuple


	def parse_scid_file(filename):
	SIERRA_CHART_EPOCH = pd.to_datetime('1899-12-30')