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