Created
November 8, 2018 08:38
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Run an Equity Algorithm using the Stock Analysis Engine
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import pandas as pd | |
from analysis_engine.algo import EquityAlgo | |
ticker = 'SPY' | |
demo_algo = EquityAlgo( | |
ticker=ticker, | |
balance=1000.00, | |
commission=6.00, | |
name='test-{}'.format(ticker)) | |
date_key = '{}_2018-11-05'.format( | |
ticker) | |
# mock the data pipeline in redis: | |
data = { | |
ticker: [ | |
{ | |
'date': date_key, | |
'data': { | |
'daily': pd.DataFrame([ | |
{ | |
'high': 280.01, | |
'low': 270.01, | |
'open': 275.01, | |
'close': 272.02, | |
'volume': 123, | |
'date': '2018-11-01 15:59:59' | |
}, | |
{ | |
'high': 281.01, | |
'low': 271.01, | |
'open': 276.01, | |
'close': 273.02, | |
'volume': 124, | |
'date': '2018-11-02 15:59:59' | |
}, | |
{ | |
'high': 282.01, | |
'low': 272.01, | |
'open': 277.01, | |
'close': 274.02, | |
'volume': 121, | |
'date': '2018-11-05 15:59:59' | |
} | |
]), | |
'minute': pd.DataFrame([]), | |
'news': pd.DataFrame([]), | |
'options': pd.DataFrame([]) | |
# etc | |
} | |
} | |
] | |
} | |
# run the algorithm | |
demo_algo.handle_data(data=data) | |
# get the algorithm results | |
results = demo_algo.get_result() | |
print(results) |
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this is still a work in progress, but the algorithm is running: