yoshyoshi yoshyoshi

yoshyoshi / gist:5a35a23ac263747eabc70906fd037ff3

Last active September 1, 2021 14:42

download and store OHLCV data into a CSV

	import alpaca_trade_api as tradeapi

	api = tradeapi.REST(key_id=<your key id>,secret_key=<your secret key>)

	storageLocation = "<your folder location>"
	barTimeframe = "1H" # 1Min, 5Min, 15Min, 1H, 1D
	assetsToDownload = ["SPY","MSFT","AAPL","NFLX"]

	iteratorPos = 0 # Tracks position in list of symbols to download
	assetListLen = len(assetsToDownload)

yoshyoshi / gist:73f130026c25a7dcdb9d6909b1990277

Last active July 10, 2018 03:23

read data CSV files and process into trading indicators

	import numpy as np
	import talib

	rawDataLocation = "<your folder location>"
	storageLocation = "<your folder location>"

	assetsToProcess = ["SPY"]

	# Data types for the CSV format of the previous post
	# ISO8601 date-time string should be read using \|S24 due to its standard length

yoshyoshi / positionhandling.py

Last active April 6, 2023 13:04

	import alpaca_trade_api as tradeapi

	api = tradeapi.REST(key_id=<your key id>,secret_key=<your secret key>)

	class positionHandler:
	def __init__(self,startingBalance=10000,liveTrading=False):
	self.cashBalance = startingBalance
	self.livePositions = {} # Dictionary of currently open positions
	self.openOrders = [] # List of open orders
	self.positionHistory = [] # List of items [Symbol, new position size]

yoshyoshi / multisymbol.py

Created July 24, 2018 00:43

a multi-symbol back-tester based on position handler

	import matplotlib.pyplot as plt
	from datetime import datetime
	import alpaca_trade_api as tradeapi

	api = tradeapi.REST(key_id=<your key id>,secret_key=<your secret key>)

	backtester = positionHandler(startingBalance=10000,liveTrading=False) # Using position handler from previous article

	backtestSymbolList = ["SPY","AAPL","BBRY"]
	positionSizing = 0.33

yoshyoshi / visualizer.py

Created July 24, 2018 04:51

visualizer script

	import matplotlib.pyplot as plt
	from datetime import datetime
	import numpy as np
	import talib
	import alpaca_trade_api as tradeapi

	api = tradeapi.REST(key_id=<your key id>,secret_key=<your secret key>)

	barTimeframe = "1H" # 1Min, 5Min, 15Min, 1H, 1D
	assetsToDownload = ["SPY","MSFT","AAPL","NFLX"]

yoshyoshi / tradingbot.py

Created July 24, 2018 04:56

trading bot code snippet

	from datetime import datetime
	import numpy as np
	import talib
	import alpaca_trade_api as tradeapi

	api = tradeapi.REST(key_id=<your key id>,secret_key=<your secret key>)

	barTimeframe = "1H" # 1Min, 5Min, 15Min, 1H, 1D
	assetsToTrade = ["SPY","MSFT","AAPL","NFLX"]
	positionSizing = 0.25

yoshyoshi / netsdksample.py

Created August 28, 2018 04:58