Design Decisions

• Fetching
  • Ticker Symbols
    • dependency to StockSymbol API:
      • https://stock-symbol.herokuapp.com/
      • https://pypi.org/project/stocksymbol/
  • Price Data
    • Yahoo Finance API
  • Strategy Backtesting
    • backtesting.py
      • https://kernc.github.io/backtesting.py/

Code Structure

|
|-- config
|   |-- portfolios.yml      : initial states of portfolios
|-- data
|    |-- tmp                : disposable data here
|        |-- YYMMDD         : scrapped historical trading data
|        |-- bt_plots       : backtesting graphs stored here
|        |-- trend_samples  : to apply strtegies on bullish/bearish trends
|-- notebooks               : jupy notebooks here
|-- ops
    |-- fetch.py            : to get hist trading data
    |-- portfolio.py        : to handle portfolio operations 
    |-- transform.py        : to transform any data   
|- backtest.py           : performs backtesting based on specified strategy
|- preprocess.py         : retrieves hist trading data

Installation

Installing TA-Lib on ARM-based Macs

source for TA-Lib

brew install ta-lib
export TA_INCLUDE_PATH="$(brew --prefix ta-lib)/include"
export TA_LIBRARY_PATH="$(brew --prefix ta-lib)/lib"
pip install ta-lib

Install requirements

pip install -r requirements.txt