gaborvecsei / Stocks-Pattern-Analyzer

This tool should help discover different patterns based on similarity measures in historical (financial) data

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Stocks Pattern Analyzer

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As I am not a a frontend guy, the client does not look good at all on mobile devices. This is the best I could do. Help is greatly appreciated.

Run it locally

Include ticker symbols with the symbols.txt file - put each symbol here in a new line. Check symbols.txt.example for an example use case.

There are 2 special symbols which you can use as a shortcut

  • $SP500 to include all S&P500 symbols
  • $CURRENCY_PAIRS to include currency pairs where the base currency is EUR

Build & Run with Docker

(Execute these in the root folder of the project)

# Build the image
$ docker build -t stock -f docker/Dockerfile .
# Run it
$ docker run --rm --name stock -v $(pwd):/code -p 8050:8050 stock start.sh

After this you can access it at localhost:8050

Disclaimer: in a proper setup you would create 2 different images, on for the RestAPI and one for the Client App. Then with a docker-compoase.yml you could create the services. But just like with Heroku, this is a toy and local deployment, so I won't do fancy stuff here.

Run directly

  • python rest_api.py
    • Wait until the data creation and search model creation is done (1-2 mins)
  • python dash_app.py
    • The environment variable $REST_API_URL controls the connection with the RestAPI. It should be the base URL
  • Enjoy 😎

Deployment to Heroku (toy deployment)

First of all, this is a mono-repo which is not ideal, but the deployment is just an example. This is why a multi-buildpack solution is used with heroku-community/multi-procfile.

$ heroku create stock-restapi --remote restapi
$ heroku buildpacks:add -a stock-restapi heroku/python
$ heroku buildpacks:add -a stock-restapi -i 1 heroku-community/multi-procfile
$ heroku config:set -a stock-restapi PROCFILE=Procfile_restapi
$ git push restapi master
$
$ heroku create stock-dash-client --remote dash
$ heroku buildpacks:add -a stock-dash-client heroku/python
$ heroku buildpacks:add -a stock-dash-client -i 1 heroku-community/multi-procfile
$ heroku config:set -a stock-dash-client PROCFILE=Procfile_dash
$ heroku config:set -a stock-dash-client REST_API_URL=https://stock-restapi.herokuapp.com --> this is the URL where we can reach the RestAPI
$ git push dash master

Heroku Files:

  • runtime.txt describes the Python version
  • Procfile_restapi Heroku Procfile for the RestAPI app
  • Procfile_dash Heroku Procfile for the Dash Client app

TODOs

  • Backend
    • Proper logging and getting rid of prints
    • RAM and Speed measurements for the different Search Models
  • Frontend
    • React frontend instead of the dash app

About

This tool should help discover different patterns based on similarity measures in historical (financial) data

License:Other


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