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wrighter

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  • Evanston, IL
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@wrighter
wrighter / show_bars.ipynb
Created February 9, 2020 23:54
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wrighter / download_bars.py
Last active December 13, 2024 21:45
A command line utility to download historical data from Interactive Brokers
#!/usr/bin/env python
import os
import sys
import argparse
import logging
from datetime import datetime, timedelta
from typing import List, Optional
from collections import defaultdict
@wrighter
wrighter / get_ticks.py
Created January 23, 2020 23:45
A basic Interactive Brokers command line Python application to fetch streaming market data.
#!/usr/bin/env python
""" A simple Interactive Brokers application that will fetch
current market data for a contract from the IB TWS/Gateway. """
import argparse
import logging
from typing import List
from ibapi import wrapper
@wrighter
wrighter / aapl_zipline.ipynb
Last active December 9, 2019 00:06
Shows a few simple zipline backtests
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wrighter / iex_cloud.ipynb
Created November 15, 2019 14:31
Demonstrates some ways to use IEX Cloud to fetch financial data
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@wrighter
wrighter / present_value.ipynb
Last active October 1, 2019 12:55
Present Value
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