https://github.com/lemonpi/oec-2018

Ontario Engineering Competition 2018
https://github.com/lemonpi/oec-2018

Last synced: 4 months ago
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Ontario Engineering Competition 2018

• Host: GitHub
• URL: https://github.com/lemonpi/oec-2018
• Owner: LemonPi
• Created: 2018-01-27T01:48:03.000Z (about 8 years ago)
• Default Branch: master
• Last Pushed: 2018-01-29T16:57:17.000Z (about 8 years ago)
• Last Synced: 2025-01-03T13:52:26.678Z (about 1 year ago)
• Language: Python
• Size: 1.33 MB
• Stars: 1
• Watchers: 4
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
## Install

`pip install flask`

`pip install pandas`

Alternatively use `python -m pip` instead of just `pip`.

Note this package requires python 3

## Running

`python server.py`

## Accessing Dashboard

1. Enable CORS from browser (in Chrome get the Allow-Control-Allow-Origin extension) (or for the API developer please allow CORS :D)

2. visit `http://uoft-a-oec-2018.herokuapp.com/dashboard`

## Components

### Heroku deployed python server that does

1. automated trading

2. historical price front end for visualization

### Trading algorithm

- mean reversion?

- computing first and second derivatives?

- machine learning?

#### API

for each timestep, trading algorithm

===

input:

account {

    number cash

    [holding {

        string ticker

        number num_shares

        number book_price

        number market_price

    }]

}

[stocks {

    string ticker

    number [historical price] or current price if past prices known

}]

===

outputs:

[action {

    string type "buy" | "sell",

    string ticker

    number num_shares

}]