{"id":15773951,"url":"https://github.com/noqcks/forex_algo","last_synced_at":"2025-06-14T13:33:54.320Z","repository":{"id":74419218,"uuid":"88181095","full_name":"noqcks/forex_algo","owner":"noqcks","description":"Just fooling around with forex trading","archived":false,"fork":false,"pushed_at":"2017-04-18T13:39:10.000Z","size":231,"stargazers_count":3,"open_issues_count":0,"forks_count":1,"subscribers_count":3,"default_branch":"master","last_synced_at":"2024-10-11T16:12:54.711Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/noqcks.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2017-04-13T15:43:39.000Z","updated_at":"2018-05-08T03:17:09.000Z","dependencies_parsed_at":null,"dependency_job_id":"d8ae94c1-45cf-4c4b-9a61-856cbfd3abf3","html_url":"https://github.com/noqcks/forex_algo","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/noqcks%2Fforex_algo","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/noqcks%2Fforex_algo/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/noqcks%2Fforex_algo/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/noqcks%2Fforex_algo/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/noqcks","download_url":"https://codeload.github.com/noqcks/forex_algo/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":246481005,"owners_count":20784458,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-10-04T16:04:09.290Z","updated_at":"2025-03-31T14:18:25.283Z","avatar_url":"https://github.com/noqcks.png","language":"Python","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Sentiment Based FOREX Algo\n\nThis is still technically a work in progress until I can find enough headline\ndata to validate my algo.\n\nThis will try predict FOREX market movements from headline data.\n\n1. gets headline data from eventregistry\n\n2. gets forex data from dukascopy\n\n3. transforms headline data and associates it with forex data so that for every\n2H period a string of headline information will have a P (pos) or N (neg) rating\nbased on forex data. There is a 1H offset between the forex data and headline data\nso that we give the market time to converge.\n\n4. this is where we clean the headline data and transform it. We take out low\ninformation words and symbols, get word hypernyms, and then apply a sentiment score\nto each word. We transform the hypernyms into a tfidf vector and then multiply our\ntfidf scores by the sentiment sum scores we got earlier.\n\n The sentiment sum score is defined as:\n ```\nsentiment_sum_score = word_negative_sentiment + word_positive_sentiment\n```\n\n5. this is where we apply a machine learning classification model (SVM) that will\ntry predict price movements from the headline vectors.\n\n## Config\n\nYou can alter config settings in config.ini\n\n```\nstart_date: the start date you want to analyze\nend_date: the end date you want to analyze\ner_api_key: the API key for http://eventregistry.org/\ncurrency_pair: the currency pair you would like to try predict\n```\n\n## Running\n\n```\n./run.sh\n```\n\n\n## Requirements\n\n```\npip install -r requirements.txt\n```\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fnoqcks%2Fforex_algo","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fnoqcks%2Fforex_algo","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fnoqcks%2Fforex_algo/lists"}