AI Trader Bench Alpha. Currently just downloads the data and nuggets it to visualize it. Build path is now active.
pip install -r requirements.txt
Great installation instructions in https://mrjbq7.github.io/ta-lib/install.html so I won't reinvent the wheel.
On Windows: (tested)
Easiest way of doing this was going to https://www.lfd.uci.edu/~gohlke/pythonlibs/#python-snappy
Download python_snappy‑0.5.4‑cp37‑cp37m‑win_amd64.whl matches to Python 3.7 on a 64 bit system
pip install python_snappy‑0.5.4‑cp37‑cp37m‑win_amd64.whl
On DEB-based Linux: (untested)
sudo apt-get install libsnappy-dev
pip install python-snappy
On RPM-based Linux: (untested)
sudo yum install libsnappy-devel
pip install python-snappy
On Mac: (tested with Mike)
brew install snappy
pip install python-snappy
python app.py
Then go to http://localhost:5000/register
Then sign in http://localhost:5000/login
If you wish to use an SQL server instead of SQLite go to http://localhost:5000/setup and restart the app.
https://www.kaggle.com/jorijnsmit/binance-full-history
Binance is a decent exchange with a proven track record. All data going back to starting pairs. Thanks Pierre! Requires Signup
https://www.dukascopy.com/swiss/english/marketwatch/historical/
Dukascopy has always been an excellent source of data for backtesting. 1M bars go back for 3 years which is enough. Thanks Huub! Requires Signup
No idea yet of a good source which has 1M bars with volume. Probably IB is a good source: https://interactivebrokers.github.io/tws-api/historical_data.html
graph LR
A>Connection] --> B[(Data 1m)]-->C[Samples]
D([TimeFrame])-->C
C-->E[Nuggets]
F([Riches])-->G(Enrichments X)-->E
H([Dependant y])-->E
E-->I((Observatorium))
E-->J((AI))
I-->K[View]
I-->L[Correlate]
I-->M[Feature Selection]