OPTrading
Source code for "OPTrading".
Online Demonstration is available.
Requirements
python >= 3.6.0, Install all the requirements with pip.
$ pip install -r requirements.txt
We require pystocktwits for crawling data from Stocktwits.
In our experiment, we use the partial StockNet data, which is collected from Twitter.
Getting Started
bash scripts/run.sh stock1 stock2
# e.g. bash scripts/run.sh GOOG T
Example Output
crawling GOOG tweets ...
crawling T tweets ...
Historical Testing Accuracy : 64.71 %
Historical return on investment : 12.91 %
Historical investment risk : 0.92 %
Decision :
Long T Short GOOG