on Algorithmic Trading
Python & Historical Tick Data
Dr. Yves J. Hilpisch | The Python Quants GmbH
Online, 24. October 2017
# This script will fetch the notifier data from unstructured CSV data | |
# and convert that into structured and store the same into MongoDB | |
# This converted structured data is used to visualize in charts | |
import pdb | |
import os | |
import csv | |
import pandas as pd | |
import numpy as np | |
from datetime import datetime |
import argparse | |
import sys | |
import tempfile | |
from time import time | |
import random | |
from os import listdir | |
from os.path import isfile, join | |
import pandas |
""" | |
1. Launch Kafka: | |
- $KAFKA_HOME/bin/zookeeper-server-start.sh $KAFKA_HOME/config/zookeeper.properties | |
- $KAFKA_HOME/bin/kafka-server-start.sh $KAFKA_HOME/config/server.properties | |
run via faust -A <filename> worker -l info | |
2. Faust library: | |
faust.App.agent: - main processing actor in Faust App | |
""" |
<?php | |
/** | |
* Encrypts a string using Rijndael with a 256-bit (32 character) salt. | |
* | |
* @param string $text The text to encrypt. | |
* @param string $key The encryption key to use. | |
* @param string $iv The optional initialization vector to use. | |
* | |
* @return string Base64 encoded encrypted text. | |
*/ |
import twitter | |
# initialize api instance | |
twitter_api = twitter.Api(consumer_key='YOUR_CONSUMER_KEY', | |
consumer_secret='YOUR_CONSUMER_SECRET', | |
access_token_key='YOUR_ACCESS_TOKEN_KEY', | |
access_token_secret='YOUR_ACCESS_TOKEN_SECRET') | |
# test authentication | |
print(twitter_api.VerifyCredentials()) |
from functools import wraps | |
from flask import Flask, g, session, request, abort, jsonify | |
from flask_migrate import MigrateCommand, Migrate | |
from flask_script import Manager | |
from flask_sqlalchemy import SQLAlchemy | |
flask_app = Flask(__name__, static_folder='./static') | |
db = SQLAlchemy() | |
migrate = Migrate() |
static var httpClient = new HttpClient(); | |
Future<File> _downloadFile(String url, String filename) async { | |
var request = await httpClient.getUrl(Uri.parse(url)); | |
var response = await request.close(); | |
var bytes = await consolidateHttpClientResponseBytes(response); | |
String dir = (await getApplicationDocumentsDirectory()).path; | |
File file = new File('$dir/$filename'); | |
await file.writeAsBytes(bytes); | |
return file; | |
} |