samchaaa

import pandas as pd

oc = pd.DataFrame([line.strip('\n').split(',') for line in open('../../Downloads/quotedata.dat')])
oc.head()

oc.columns = oc.loc[2, :]
oc = oc.loc[3:]

oc['Calls K'] = oc.apply(lambda x: float(x['Calls'][-6:-2])/10, axis=1)
oc['Puts K'] = oc.apply(lambda x: float(x['Puts'][-6:-2])/10, axis=1)

samchaaa

import alpaca_trade_api as tradeapi
import time
import datetime
from datetime import timedelta
from pytz import timezone
tz = timezone('EST')

import numpy as np
import pandas as pd

samchaaa

import alpaca_trade_api as tradeapi
import time
import datetime
from datetime import timedelta
from pytz import timezone
tz = timezone('EST')

api = tradeapi.REST('your key',
                    'your secret',
                    'https://paper-api.alpaca.markets')

samchaaa

from sklearn.qda import QDA
#from sklearn.ensemble import RandomForestRegressor
from sklearn import preprocessing
import numpy as np
import pandas as pd

def initialize(context):
    context.assets = sid(8554) # Trade SPY
    context.model = QDA()
    context.lookback = 5 # Look back