webclinic017 / tradeasystems_connector Goto Github PK

View Code? Open in Web Editor NEW

Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex / equities to local file database

Python 99.74% Jupyter Notebook 0.26%

tradeasystems_connector's Introduction

tradeasystems_connector

common framework to connect to different algorithmic trading providers for data and trading

Project needs to be developed more/test/ need more work , but save/load data normalizing format of all providers.

use other open source libraries: pystore

The idea is to get a common framework easy to add new providers
Connector to different brokers get historical data and save into pystore files

brokers/data:

*oanda
*gdax
*fxcm
*ib

only data:

*cryptocompare
*quandl
*alphavantage
*bloomberg

Requirements:

visual studio:: https://visualstudio.microsoft.com/es/vs/community/
Anaconda 3.6 :: https://www.anaconda.com/download
Add to path   ::
    TRADEA_LOG_PATH
    TRADEA_DATABASE_PATH
install python - snappy -> requirements or https://www.lfd.uci.edu/~gohlke/pythonlibs/
pip install requirements.txt
Numpy version 1.14 and pandas version 0.20.3

install

pip install git+https://github.com/tradeasystems/tradeasystems_connector.git

How to download data/persist (sample_script.py):

1- Configure user_settings with your credentials and configuration 
2- manager = ManagerTrader(user_settings=user_settings)
3a- download pandas dataframe to work sequentially -> dataDict = manager.getDataDictOfMatrix(instrumentList=instrumentList, ratioList=[], fromDate=fromDate,
                                       toDate=toDate)
3b- download dict to work crosssectional -> dataDict = manager.getDataDictOfMatrix(instrumentList=instrumentList, ratioList=[], fromDate=fromDate,
                                       toDate=toDate)

Recommend Projects