Quant Reseach
This repo serves as a quickstart guide for using using Augmento sentiment data, as well as a working repo for analysing the data and developing example strategies.
Augmento API docs: http://api-dev.augmento.ai/v0.1/documentation
Bitmex API docs: https://www.bitmex.com/api/explorer/
Getting started
Prerequisites
python 2.7 or later
Install requirements
pip install -r requirements.txt --user
zlib (already included with MacOS)
Run tests
python -m unittest discover -v
Examples
Quickstart
The quickstart examples are the quickest way to download some data, plot the data, and run a simple strategy.
Cache two years of Augmento data from the Augmento ReST API to a local folder
python examples/0_load_augmento_example_data.py
Cache a list of sources, coins, bin sizes, and topics from the Augmento ReST API to a local folder
python examples/1_load_augmento_example_info.py
Cache two years of XBt candle data from the Bitmex ReST API to a local folder (this may take a few minutes)
python examples/2_load_bitmex_example_data.py
Plot some of the cached raw Augmento data against the cached Bitmex XBt price data
python examples/3_plot_augmento_example_data.py
Backtest a very simple strategy using Augmento data against the Bitmex XBt price, and plot the results
python examples/4_basic_strategy_example.py