darienmt / py-for-algo-trading

Python for Algorithmic Trading book playground.

Python for Algorithmic Trading book playground

Here you can find the parts of the book Python for Algorithmic Trading I tried. This book has a repo with most of the code but, I like to do it myself as well.

I put each chapter on its own directory to have independent from eachother, but the virtual environment will be at the root. Yes, instead of Conda/Miniconda I will use virtualenv.

Environment setup

python3 -m venv venv
. ./venv/bin/activate
pip3 install -r requirements.txt
jupyter notebook

Note: There are a few configuration keys needed to run the code. Examples of the configuration needed could be found ./config.cfg.example. Make a copy of this file and rename it to config.cfg and add your keys. This file will be ignored by Git to make sure it is not accidentally part of a commit.

Updating the requirement.txt

pip freeze > requierement.txt

Chapters

Chapter 3 - Working with Financial Data

• Accessing Quandl Data