Investing Projects

This repo contains several ongoing financial market projects implemented Python(Version 3.6.2).
Last Updated: 7/12/2020
NOTES:

• NOT FINANCIAL ADVICE; IF YOU ARE TO USE THESE PROGRAMS TO MAKE FINANCIAL DECISIONS IT WILL BE DONE AT YOUR OWN RISK.
• You will only witness stock and forex quotes update during market open hours/days,
  this does not apply to cryptocurrency quotes.
• You will need your own Alpaca & AlphaVantage API keys. I keep mine in a local 'confing.py/js' files

/backtesting

• This folder contains projects from analyzing various strategies I plan to use on a paper account with Alpaca
• main.py executes the backtest, 3 arguments needed unless you delete [ticker] in the tData[] list which then allows the program to iterates through the uncommented tickers in tData.
  • 1st argument is the ticker (unless commented)
  • 2nd argument is the number of shares (shares > 0) NOTE: this is the 1st argument if ticker is disabled
  • 3rd argument is the initial account balance for each backtest (balance > 0) NOTE: this is the 2nd argument if ticker is disabled
• Example Usage w/ 3 arguments): main.py spy 1 1000 /li>
• Example Usage w/ 2 arguments): main.py 1 1000
• stragegies.py are the 4 strategies I've implemented a backtest for
• analysis.py in this folder is different than the one in the outer/root repo; contains staistics helpers for strategies.py
• alpaca_util.py contains several functions that work with alpaca_trade_api.REST accounts
• I have a file data.txt where I output the results to as a whitespace-delimited file
• Dependencies: Pandas, alpaca_trade_api, alpha_vantage, matplotlib

alpaca_test.js

• Simple script which uses Alpaca's JavaScript API wrapper for account information and the ability to trade(paper or live)
• Needs a config.js file which contains your API keys and correctly imports them as this is written with Node.js in mind

config.py

• Demo configuration file for Alpaca & AlphaVantage API keys

config.js

• Demo configuration file for Alpaca & AlphaVantage api keys
• Uses Object.defineProperty to stay within boundaries of Node.js for exporting constants

analysis.py

• A python module of functions used for technical analysis.
• Contains:
  • Typial & Average price
  • Simple/Exponential/Double-Exponential Moving Averages
  • ROC Indicator
  • Standard Deviation over time
  • True Strength Index
  • Commodity Channel Index
• Dependencies: Pandas

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stock_quote.py

• Fetches single stock/ETF quote via marketwatch.com
• 1st and only argument is the ticker/symbol of desired stock
• Example Usage: "stock_quote.py spy"
• Dependencies: BeautifulSoup

stock_quote_stream.py

• Fetches multitude of stock/ETF quotes via marketwatch.com
• 1st argument is the ticker/symbol of desired stock
• 2nd argument is the number of quotes
• Example Usage: "stock_quote_stream.py spy 100"
• Dependencies: BeautifulSoup

stock_chart.py

• Utilizes the alpha_vantage.TimeSeries module to generate a chart for specified ticker/symbol
• Constructs daily close price chart with various moving averages for the dedsired stock/ETF
• 1st and only argument is the ticker/symbol
• Example Usage: "stock_chart.py spy"
• Dependencies: Pandas, Matplotlib, alpha_vantage

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crypto_quote.py

• Fetches single cryptocurrency quote via marketwatch.com
• 1st argument is the foreign currency symbol
• 2nd argument is the relative currency for the quote
• Example Usage: "crypto_quote.py btc usd"
• Dependencies: BeautifulSoup

crypto_quote_stream.py

• Fetches multitude of cryptocurrency quotes via marketwatch.com
• 1st argument is the symbol of desired cryptocurrency
• 2nd argument is the relative currency for the quotes
• 3rd argument is the number of quotes
• Example Usage: "crypto_quote_stream.py btc usd 100"
• Dependencies: BeautifulSoup

crypto_chart.py

• Utilizes the alpha_vantage.CryptoCurrencies module to genereate a chart for specified coin and currency
• Constructs daily close price chart with various moving averages for desired cryptocurrency
• 1st argument is the symbol of desired cryptocurrency
• 2nd argument is the relative currency
• Example Usage: "crypto_chart.py btc usd"
• Dependencies: Pandas, Matplotlib, alpha_vantage

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forex_quote.py

• Fetches single foreign exchange cross quote via marketwatch.com
• 1st argument is the foreign currency symbol
• 2nd argument is the domestic currency symbol
• Example Usage: "forex_quote.py eur usd"
• Dependencies: BeautifulSoup

forex_quote_stream.py

• Fetches multitude of foreign exchange quotes via marketwatch.com
• 1st argument is the foreign currency symbol
• 2nd argument is the domestic currency symbol
• 3rd argument is the number of quotes
• Example Usage: "forex_quote_stream.py eur usd 100"
• Dependencies: BeautifulSoup

forex_chart.py

• Utilizes the alpha_vantage.ForeignExchange module to generate a chart for specified forex pair
• Constructs daily close price chart with various moving averages for the desired currency crossing
• 1st argument is the foreign currency symbol
• 2nd argument is the domestic currency symbol
• Example Usage: "forex_chart.py eur usd"
• Dependencies: Pandas, Matplotlib, alpha_vantage

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gold_silver.py

• Gold/Silver Ratio (XAU/XAG) using GLDM and SLV ETFs (Short lookback period)
• When the XAU/XAG increases, Gold strengthens relative to Silver
• When the XAU/XAG decreases, Silver strengthens relative to Gold
• Dependencies: Pandas, Matplotlib, alpha_vantage

btc_eth.py

• Bitcoin/Ethereum Ratio (BTC/ETH) using BTC/USD and ETH/USD
• When BTC/USD increases, Bitcoin strengthens relative to Ethereum
• When BTC/USD decreases, Ethereum strengthens relative to Bitcoin and other Altcoins tend to strengthen too.
• Dependencies: Pandas, Matplotlib, alpha_vantage

btc_xtz.py

• Bitcoin/Tezos Ratio (BTC/XTZ) using BTC/USD and XTZ/USD
• Dependencies: Pandas, Matplotlib, alpha_vantage

blackScholes.py

• Rough implementation of the Black-Scholes options pricing model
• Also contains implementations for 'greeks' or derivatives of Black-Scholes partial differential equation
• Dependencies: Scipy, Numpy, Matplotlib

put_call_ratio.py

• Extracts the CBOE Put/Call Ratio from https://ycharts.com/indicators/cboe_equity_put_call_ratio
• Dependencies: BeautifulSoup