Preprocess the bars for the trading bot.
This is the strategy preprocessing library. Use to preprocess everything regarding price bar data. We can put other things into it as well.
MOST OF THIS WILL BE SETUP TIME AND READING DOCUMENTATIONS!
Most of this assignment won't be something extremelt new. It'll be a rehash of the code previously written. However, you'll be integrating the previously written code with our code base. It'll simplify everything for us, and perhaps give you new assets to use.
Installation and Setup:
After reviewing some of your code, I've inferred that you use Windows and possibly pycharm. To ensure you have the best experience possible, we're going to have you install Ubuntu on Windows. Prior to following the rest of the document, please read and follow:
After you follow that tutorial, please follow this tutorial to install all of python/python3:
Installing Pip3 and pipenv
pipenv to ensure all of this code works properly. Before continuing. Open
Ubuntu on Windows and begin with installing the following commands:
This upgrades your system
sudo apt-get update sudo apt-get -y upgrade
This installs everything necessary
sudo apt-get install -y python3-pip sudo apt-get install build-essential libssl-dev libffi-dev python-dev
Try testing to see if that worked by running a simple numpy operation
pip3 install numpy python3
You should enter into a shell and be able to run python code.
Now install pipenv:
pip install --user --upgrade pipenv
Installing MongoDB Ubuntu
We use mongodb to manage timeseries data. Make sure to install. Run these from the site given:
sudo apt-key adv --keyserver hkp://keyserver.ubuntu.com:80 --recv 9DA31620334BD75D9DCB49F368818C72E52529D4
echo "deb [ arch=amd64 ] https://repo.mongodb.org/apt/ubuntu bionic/mongodb-org/4.0 multiverse" | sudo tee /etc/apt/sources.list.d/mongodb-org-4.0.list
sudo apt-get update sudo apt-get install -y mongodb-org
sudo service mongod start
sudo service mongod stop # To stop sudo service mongod restart # To restart
Accessing Your Files In Ubuntu On Windows 10
Please follow the tutorial for accessing your files:
Now enter into the folder containing
setup.py. Downloaded from the funsuite repo.
To install all of the dependencies: Run:
pipenv install -e .
This installs all of the main dependencies for the project. Follow that with:
pipenv shell in the main directory to enter into the project's virtual environment.
Here we begin the documentation of the code. If you look through the files, you'll see a lot work done. All of the work for the trading bot is routed through here, as well as some prototype.
Funsuite is a testing suite for new additions to the app. Here we create and test new additions to the application. Well separate documentation by
objective > libraries/files > functions. That way you'll easily be able to jump into the code and process through everything you need.
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.