repotudou / pytrade-1 Goto Github PK

my trading system depending on machine learning(gbdc)

1. install CPython

   sudo easy_install-2.7 cython

2. install TA-Lib

   wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz

   untar and cd

   ./configure --prefix=/usr

   make

   sudo make install

3. sudo pip2.7 install TA-Lib

4. sudo pip2.7 install numpy

5. sudo pip2.7 install pandas

6. sudo pip2.7 install scikit-learn

1. retrival end of day stock data from Yahoo! finance API. ./main/yeod/yeod_b.py sp500Top100 50 10
2. calate Tachnichal Analysis Data of each splits of Stock Data ./main/ta/build_b.py sp500Top100 50 call1s4 10

1. create model using 1700 ~ 2009 stock data ./main/model/model_work_b.py call1s4-sp500Top100 50 GBCv1n1000md3lr001 label5 1700-01-01 2009-12-31 0 0 10

1. test the model using 2010 ~ 2016 ./main/paper/paper_b.py model, 650, "%s-%s" % (ta,eod), batch, "2010-06-01", "2016-06-31", 2, 400])

pred_b.main([model, 650, "%s-%s-%d" % (ta, eod, batch),
    last_date, last_date, "label5"])




./run/run.py