Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms. Heads up: Yahoo's Finance API was disabled on 2019-01-03 https://developer.yahoo.com/yql/
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Merge pull request #376 from AlgoTraders/removing-pinance-relaxing-pycodestyle
10d296bView on GitHubremoved pinance that's no longer support https://github.com/neberej/pinance as yahoo + google finance are shutdown. finviz looks like it's requiring auth as well so the integration test with finviz is disabled. removed yahoo data extraction tool. relaxed pycodestyle + flake8 versions as pycodestyle actually doesn't fail outright anymore (nice). upgraded the setup.py cmdclass runner after hitting lib2to3 errors on ubuntu with python 3.8. many flake8/pycodestyle linting fixes. removed the numpy version limit which could make more problems downstream if others notice this might need to be reset. please note - i no longer use this repo as redis in kubernetes would regularly crash with rook for the pv's. i highly recommend anyone using this repo to check out numpy vectorization because it is exponentially faster to do mass data-crunching in c/c++. hope that helps
6b975dfView on GitHubtrying to fix travis docker push based off new docker login args: https://docs.travis-ci.com/user/docker/#pushing-a-docker-image-to-a-registry
88ea4eeView on GitHubfix for supporting engines running in non-UTC timezones by changing the env var on the container with: export EST_OFFSET_HOURS=NUMBER_OF_HOURS - this allows for auto-converting tradier epoch option date fields: ask_date/bid_date/trade_date (which are in the analysis_engine.td.consts.TD_EPOCH_COLUMNS list) when engines are running in EST timezones
fe2558fView on GitHub