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royceanton / wifeyalpha_books.md
Last active October 3, 2022 18:59 — forked from danwagnerco/wifeyalpha_books.md
WifeyAlpha recommended reading
@danwagnerco
danwagnerco / wifeyalpha_books.md
Last active August 3, 2025 15:37
WifeyAlpha recommended reading
@m-root
m-root / vsa.py
Last active July 22, 2024 15:16
Volume Spread Analysis
import talib
import statsmodels.api as sm
import pandas as pd
def initialize(context):
context.security = symbol('AAPL')
#set_universe(universe.DollarVolumeUniverse(floor_percentile=98.0,ceiling_percentile=100.0))
def bar_data(OHLC_type, bars_nr):
bar_data_func = (history((bars_nr + 1), '1d', OHLC_type).iloc[0]).astype('float')