yhilpisch

DIY Quant Investing

DIY Quantitative Stock Market Investing

Dr. Yves J. Hilpisch | The Python Quants & The AI Machine

Online, PyData Botswana, 15. September 2022

(short link to this Gist: http://bit.ly/pdb_diy)

henrik242

#!/usr/bin/env bash

# 
# Reads AirTag data from the FindMy.app cache and converts it to a daily GPX file
#
# Rsyncs the data to a web accessible folder that can be displayed with e.g. 
# https://gist.github.com/henrik242/84ad80dd2170385fe819df1d40224cc4
#
# This should typically be run as a cron job
#

choplin

import SwiftUI
import HealthKit

struct ContentView: View {
    @State var labelText = "Get Data"
    @State var flag = false

    let healthStore = HKHealthStore()
    let allTypes = Set([
        HKSeriesType.heartbeat(),

davidzhaodz

def get_dollar_bars(time_bars, dollar_threshold): #function credit to Max Bodoia

    # initialize an empty list of dollar bars
    dollar_bars = []

    # initialize the running dollar volume at zero
    running_volume = 0

    # initialize the running high and low with placeholder values
    running_high, running_low = 0, math.inf

ingramchen

How to mimic full macOS Intellij behavior in Ubuntu

• Enviroment
  • Ubuntu 20.04
  • Intellij IDEA 2020

Ubuntu gnome shell shortcuts

KobayashiTakaki

import socketio

sio = socketio.Client()

@sio.event
def connect():
    sio.emit('subscribe', 'lightning_executions_FX_BTC_JPY')

@sio.event
def lightning_executions_FX_BTC_JPY(data):

so1tsuda

import hashlib
import hmac
import json
import time
import urllib.parse
from threading import Thread
from collections import deque

from requests import Request, Session
from requests.exceptions import HTTPError

so1tsuda

# this code is based on get_historical_data() from python-binance module 
# https://github.com/sammchardy/python-binance
# it also requires pybybit.py available from this page 
# https://note.mu/mtkn1/n/n9ef3460e4085 
# (where pandas & websocket-client are needed) 

import time
import dateparser
import pytz
import json

gugar20

import numpy as np

def object_einsum(string, *arrays):
    """Simplified object einsum, not as much error checking
    
    does not support "..." or list input and will see "...", etc. as three times
    an axes identifier, tries normal einsum first!
    
    NOTE: This is untested, and not fast, but object type is
    never really fast anyway...

stefanonardo

# MIT License
#
# Copyright (c) 2018 Stefano Nardo https://gist.github.com/stefanonardo
#
# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions: