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https://github.com/katarinamolotova/algorithmic-trading


https://github.com/katarinamolotova/algorithmic-trading

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# Algorithmic Trading



It's group project for three person.



## Part 1. Interpolation of tabulated functions with cubic spline interpolation



We ploted a tabulated function of stock quotes using interpolation methods:



- The program must be developed in C++ language of C++17 standard

- The program is built with Makefile which contains standard set of targets for GNU-programs all, install, uninstall, clean, dvi, dist. Installation directory is build.

- GUI implementation, based on any GUI library Qt6 with API for C++.

- The data are loaded into the program from a file with stock quotes with the .csv extension:

    -  The file contains data in the form of a table, where the first column is the date, the second column is the value of the function (examples of data files are in the materials folder)

- When uploading a new data file, clear the field for drawing graphs

- The user sets the number of points on which the graph should be plotted (the number of points is not less than in the loaded file)

- All points are evenly distributed between the start and end dates

- On the final graph adjacent points must be connected by a straight line

- The *Cubic Spline* interpolation method must be implemented.

- There should be a button in the interface for drawing the cubic spline graph

- There should be a button in the interface for clearing the field to draw graphs (the field is cleared only when you click on this button or new data is uploaded)

- There can be up to 5 graphs displayed in the field at the same time (all graphs have different color)

- If there are already 5 graphs displayed in the field, the buttons for drawing new graphs must be blocked

- The interface has to contain the following information about the graphs:

    - Color

    - Name of the file from which the data were taken

- Provide the ability to output the values of the stock quotes function obtained by interpolation method according to a user-defined argument value (date and time)



## Part 2. Approximation of tabulated functions



We ploted a tabulated function of stock quotes using the *least squares method*.

Moreover, the graph should cover a longer period of time than the input data:



- The user sets the number of points on which the graph should be plotted (the number of points is not less than in the loaded file)

- All points are evenly distributed between the start and end dates

- On the final graph adjacent points must be connected by a straight line

- On the graph, the points specified in the loaded file must be visually marked:

    - The radius of these points is larger than the thickness of the graph curve

    - The color of these points are differ from colors of the graphs in the field

- The user sets the number of days `M` for which we want to extend the graph (how many days ahead we want to predict the stock price)

- Clear the drawing field when adding a new approximation graph, in which `M` differs from `M` of already drawn graphs

- There can be up to 5 graphs with the same value of the number of days `M` displayed in the field at the same time

  (all graphs should have different color)

- There should be a button in the interface for drawing the graph plotted by the polynomial of the degree set at that time

- There should be a field in the interface for entering the degree of the polynomial

- There should be a button in the interface for clearing the field to draw the approximation graphs

- The interface has to contain the following information about the graphs:

    - Color

    - Name of the file from which the data were taken

    - Degree of polynomial

- If there are already 5 graphs displayed in the field, the buttons for drawing new graphs must be blocked

- Provide the ability to display the value of the approximating function for a given degree of the polynomial according to the user-defined value of the argument (date and time)