AlgoTradeFramework

Background

AlgoTradeFramework is a python framework for creating and testing strategies for algorithmic trading locally.

Requirements

python3, pgcopy, psycopg2, requests, schedule, setuptools An AWS PostgreSQL DB instance

Installation

sudo apt-get update
sudo apt-get install postgresql postgresql-contrib

python3 -m venv /path/to/new/virtual/environment
pip install -e .

Development

sudo service postgresql start
python backend/db/db_cacher.py
python backend/testers/back_tester.py

Dataset

We make API calls to AlphaVantage and store them in an AWS instance as well as a local backup database.

Related papers

[1] Ian J. Goodfellow, Jonathon Shlens, Explaining and Harnessing Adversarial Examples