https://github.com/dev360/fourierfx

Automatic generation of trade signals on stock and commodity prices
https://github.com/dev360/fourierfx

Last synced: about 1 year ago
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Automatic generation of trade signals on stock and commodity prices

• Host: GitHub
• URL: https://github.com/dev360/fourierfx
• Owner: dev360
• Created: 2011-12-24T03:36:58.000Z (over 14 years ago)
• Default Branch: master
• Last Pushed: 2012-02-23T00:27:14.000Z (over 14 years ago)
• Last Synced: 2025-04-06T22:42:57.912Z (about 1 year ago)
• Language: Python
• Homepage:
• Size: 1.84 MB
• Stars: 7
• Watchers: 3
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README

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README

          

 REQUIREMENTS

==============

1.  ZeroMQ

    Low-level library to build a messaging framework or client/server.

    Install it from source and install some pre-reqs:

    $ sudo apt-get install libtool uuid-dev autoconf automake 

    $ curl http://download.zeromq.org/zeromq-3.1.0-beta.tar.gz > zeromq.tar.gz

    $ tar -xzf zeromq.tar.gz

    $ cd zeromq-3.1.0

    $ ./configure

    $ make

    $ make install

    On OSX, you just need to install ossp-uuid with brew.

2.  Haskell

  

    Runs the server

    Just get the latest version which comes bundled with cabal. Afaik version doesnt matter.

    $ sudo apt-get update

    $ sudo apt-get install ghc

3.  Redis

    Will be used to store quotes in.

   $ sudo apt-get update

   $ sudo apt-get install redis

 RUNNING THE CODE

======================

0.  Get and the data (a sample is found in the data folder).

1.  Run qoute publisher server

      

      $ easy_install virtualenv

      $ cd FourierFx/cfg/ && virtualenv fourierfx --no-site-packages

    Save yourself a lot of time and trouble, find your bash profile script

    and add this alias which activates the virtualenv for you:

      alias cd_fourierfx="cd ~/Projects/FourierFx/src/py/quotes && . ../../../cfg/fourierfx/bin/activate"

      $ cd_fourierfx

      $ pip -E fourierfx install -r pip.requirements.txt 

      $ cd FourierFx/src/py/

      $ python quotes publisher --file=../../data/EURUSD_sample.csv --symbol=EURUSD --limit=100

2.  Run quote analyzer client

    Make sure you upgrade to GHC >== 7.2, it should come with Cabal.

      

      $ cd FourierFx/src/hs/

      $ cabal install

      

   There will be a binary created in the dist folder; its usually like this:

      $ FourierFx/src/hs/dist/build/fourierfx/fourierfx  tcp://127.0.0.1:6000

3. Verifying that it worked:

   You can use any redis client to verify that it works.

      $ cd_fourierfx

      $ python -c "from quotes.utils.redisdb import RedisDB as R; r = R(); print r.llen('symbol_EURUSD')"

      $ python -c "from quotes.utils.redisdb import RedisDB as R; r = R(); print r.lrange('symbol_EURUSD', 0, 10)"

4. Deleting the quotes:

      $ python -c "from quotes.utils.redisdb import RedisDB as R; r = R(); r.delete('symbol_EURUSD')"

 NEXT STEPS

============

  - Code that splits up Daily, hourly, and per minute data streams and initiates the corresponding computations.

    I wrote the DatePart data structure with this in mind.