Options_Data_Science

Disclosure:

Most files in this repo are under maintenance, REFER only to mine.py, token_refresh.py, test_trade.py
If you want stock data simultanously, run test_trade.py. it is not finished though
The file paths in my code work for MacOS, if on windows you will have to edit all the file paths

Description:

mining - retrieve raw options data with TD ameritrade APIs - Directions bellow are for this
analyzing - researching trends and paper trading spreads
visualizing - graphing data and trading results with matplotlib and Tableau

Directions:

a) create a developer account on this link. https://developer.tdameritrade.com/apis.

Create/register an App

b) pip install td-ameritrade-python-api

c) run token_refresh.py to produce the td_state.json credentials file. YouTube video to help: skip to minute 22!! https://www.youtube.com/watch?v=8N1IxYXs4e8&t=1138s&ab_channel=SigmaCoding

d) In your working directory make a 'Data' for data storage The tables created in mine.py will have the columns specified in the columns_wanted array. * If you want to remove a column, cut it out of columns_wanted and paste it in columns_unwanted. * If you want to add a column, cut it out of columns_unwated and paste it in columns_wanted. * All possible columns must be accounted for in both arrays.

In the stocks array, edit this list to collect options for any stock you want
in main(), change the argument in last_chain(#) to how many weeks of data u want. -> to_date = str(last_chain(5))

e) Run mine.py right before market opens. ~09:25 EST

After getting familiar with the mine script, refer to test_trade how where to insert your own trading logic

Future addons:

live trading
back testing
gui to activate and deactive different trading algos and keep track of paper portfolio
twitter sentiment
econmic models to predict market volatility
adding to a variety of different trading systems

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📈 Personae is a repo of implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.
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Collecting, analyzing, visualizing & paper trading options market data
Paperbroker	139	5 years ago	6	mit	Python
An open source simulated options brokerage and UI for paper trading, algorithmic interfaces and backtesting.
Compendium	116	10 months ago	2	unlicense	Jupyter Notebook
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Stock_cnn_blog_pub	108	3 years ago		apache-2.0	Jupyter Notebook
This project is a loose implementation of paper "Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Image Conversion Approach"
Alphahubtrader	33	2 years ago			HTML
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Stock Market Forecasting: Using Technical Indicators for Price Movement Predictions.
Paper_trading	11	3 years ago	3	mit	Python
creat your own paper trading server
Reinforcement Learning In Multi Party Trading Dialog	8	7 years ago	1		Python
Source files to replicate experiments in my SigDial paper and JSAI paper.

Options_data_science