TA is a technical analysis datascience platform written in Clojure.
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Ease of Use: TA tries to get out of your way so that you can focus on algorithm development. See below for a code example.
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"Batteries Included": many common statistics like moving average and linear regression can be readily accessed from within a user-written algorithm.
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TechML Dataset Integration: Input of historical data and output of performance statistics are based on TechML DataSet.
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Statistics and Machine Learning Libraries: You can use libraries similar to matplotlib, scipy, statsmodels, and sklearn to support development, analysis, and visualization of state-of-the-art trading systems.
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Extensible: UI is based on goldy-docs , so you can create websites / dashboards / notebooks quickly.
First, lets get some data. Goto demo directory: cd profiles/demo
Bybit Feed Bybit feed does not need credentials. It has data since 2018-11 for BTC and ETH.
Alphavantage Feed
Alphavantage needs an api key (you can get it free and fast on their website)
The creds file in profiles/demo/creds.edn has to contain your alphavantage api key:
{:alphavantage "your-alphavantage-api-key"}
Alphavantage can download 5 symbols a minute. We have 40 demo symbols, so this will take a while.
symbol lists
profile/resources/symbollistcontains edn files that contain symbols.
The name (without .edn) can be specified in the commandline.
Timeseries data is stored as gzipped nippy files in db directory. The path is stored in the config in [:ta :warehouse :series]. :crypto and :stocks are two different warehouses. Bybit goes to :crypto. Alphavantage goes to :stocks.
import
- alphavantage:
clj -X:run :task :alphavantage-import :symbol "test" - bybit:
clj -X:run :task :bybit-import :symbol "crypto"
append
- bybit:
clj -X:run :task :bybit-append :symbol "crypto"
warehouse summary clj -X:run :task :warehouse
shuffle warehouse clj -X:run :task :shuffle
This reads the :crypto warehouse, shuffles the returns and creates the :random warehouse.
gann maker* clj -X:run :task :gann
This reads profiles/resources/gann.edn and creates tradingview charts for each symbol in it.
The charts can be loaded via the tradingview page.
In profiles/demo
- run:
clj -X:goldly-docs - in webbrowser go to localhost:8000
cd profiles/tradingview && clj -X:make-demo-charts
Generated charts are stored in profiles/resources/tradingview-charts and can be seen in goldlydocs web app in developer tools / pages / tradingview
When you start goldly-docs it starts an nrepl server on port 9100. You could jack in, and start developing.
Have a look at demo-goldy
code linter clj -M:lint
*code formatter clj -M:cljfmt-fix
unit tests ./script/unit_test.sh
speed test ./script/performance_test.sh
outdated dependencies ./script/outdated.sh