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Backtest 1000s of minute-by-minute trading algorithms with automated pricing data from: IEX (, Tradier ( and FinViz. Datasets and trading performance automatically compressed and published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms

Project description

Stock Analysis Engine

Build and tune investment algorithms with a distributed stack for running backtests using live pricing data on publicly traded companies with automated datafeeds from: IEX Real-Time Price, Tradier and FinViz (includes: pricing, options, news, dividends, daily, intraday, screeners, statistics, financials, earnings, and more).

Fetch the Latest Pricing Data

Supported fetch methods for getting pricing data:

Fetch using the Command Line

Here is a video showing how to fetch the latest pricing data for a ticker using the command line:

Fetch Pricing Data using the Command Line
  1. Clone to /opt/sa

    git clone /opt/sa
    cd /opt/sa
  2. Create Docker Mounts and Start Redis and Minio

    This will pull Redis and Minio docker images.

    ./compose/ -a
  3. Fetch All Pricing Data

    1. Run through the Getting Started section

    2. This will pull pricing data from IEX (free for now) and Tradier (requires an account and developer token):

      fetch -t SPY

      Alternatively, you can also fetch from just Tradier:

      • Sign up for a free account

      • Set the TD_TOKEN environment variable to fetch Trading pricing data with:
      • Fetch with -g td:
        fetch -t SPY -g td
        # and fetch from just IEX with: fetch -t SPY -g iex
  4. View the Compressed Pricing Data in Redis

    redis-cli keys "SPY_*"
    redis-cli get "<key like SPY_2019-01-08_minute>"


Pricing data is automatically compressed in redis and there is an example Kubernetes job for backing up all stored pricing data to AWS S3.

Running the Full Stack Locally for Backtesting and Live Trading Analysis

While not required for backtesting, running the full stack is required for running algorithms during a live trading session. Here is a video on how to deploy the full stack locally using docker compose and the commands from the video.

Running the Full Stack Locally for Backtesting and Live Trading Analysis
  1. Start Workers, Backtester, Pricing Data Collection, Jupyter, Redis and Minio

    Now start the rest of the stack with the command below. This will pull the ~3.0 GB stock-analysis-engine docker image and start the workers, backtester, dataset collection and Jupyter image. It will start Redis and Minio if they are not running already.



    Mac OS X users just a note that there is a known docker compose issue with network_mode: “host” so you may have issues trying to connect to your services.

  2. Check the Docker Containers

    docker ps -a
  3. View for dataset collection logs
  4. Wait for pricing engine logs to stop with ctrl+c
  5. Verify Pricing Data is in Redis

    redis-cli keys "*"
  6. Optional - Automating pricing data collection with the automation-dataset-collection.yml docker compose file:


    Depending on how fast you want to run intraday algorithms, you can use this docker compose job or the Kubernetes job or the Fetch from Only Tradier Kubernetes job to collect the most recent pricing information

    ./compose/ -c

Running an Algorithm with Live Intraday Pricing Data

Here is a video showing how to run it:

Running an Algorithm with Live Intraday Pricing Data

The backtest command line tool uses an algorithm config dictionary to build multiple Williams %R indicators into an algorithm with a 10,000.00 USD starting balance. Once configured, the backtest iterates through each trading dataset and evaluates if it should buy or sell based off the pricing data. After it finishes, the tool will display a chart showing the algorithm’s balance and the stock’s close price per minute using matplotlib and seaborn.

# this can take a few minutes to evaluate
# as more data is collected
# because each day has 390 rows to process
bt -t SPY -f /tmp/history.json


The algorithm’s trading history dataset provides many additional columns to review for tuning indicators and custom buy/sell rules. To reduce the time spent waiting on an algorithm to finish processing, you can save the entire trading history to disk with the -f <save_to_file> argument.

View the Minute Algorithm’s Trading History from a File

Once the trading history is saved to disk, you can open it back up and plot other columns within the dataset with:

# by default the plot shows
# balance vs close per minute
plot-history -f /tmp/history.json

Run a Custom Algorithm and Save the Trading History with just Today’s Pricing Data

Here’s how to run an algorithm during a live trading session. This approach assumes another process or cron is fetch-ing the pricing data using the engine so the algorithm(s) have access to the latest pricing data:

bt -t SPY -f /tmp/SPY-history-$(date +"%Y-%m-%d").json -j $(date +"%Y-%m-%d")


Using -j <DATE> will make the algorithm jump-to-this-date before starting any trading. This is helpful for debugging indicators, algorithms, datasets issues, and buy/sell rules as well.

Run a Backtest using an External Algorithm Module and Config File

Run an algorithm backtest with a standalone algorithm class contained in a single python module file that can even be outside the repository using a config file on disk:

bt -t ${ticker} -c ${algo_config} -g ${algo_mod}

Or the config can use "algo_path": "<PATH_TO_FILE>" to set the path to an external algorithm module file.

bt -t ${ticker} -c ${algo_config}


Using a standalone algorithm class must derive from the analysis_engine.algo.BaseAlgo class

Building Your Own Trading Algorithms

Beyond running backtests, the included engine supports running many algorithms and fetching data for both live trading or backtesting all at the same time. As you start to use this approach, you will be generating lots of algorithm pricing datasets, history datasets and coming soon performance datasets for AI training. Because algorithm’s utilize the same dataset structure, you can share ready-to-go datasets with a team and publish them to S3 for kicking off backtests using lambda functions or just archival for disaster recovery.


Backtests can use ready-to-go datasets out of S3, redis or a file

The next section looks at how to build an algorithm-ready datasets from cached pricing data in redis.

Run a Local Backtest using an Algorithm Config and Extract an Algorithm-Ready Dataset

Use this command to start a local backtest with the included algorithm config. This backtest will also generate a local algorithm-ready dataset saved to a file once it finishes.

  1. Define common values


Run Algo with Extraction and History Publishing -t ${ticker} -c ${algo_config} -e ${extract_loc} -p ${history_loc}

Run a Local Backtest using an Algorithm Config and an Algorithm-Ready Dataset

After generating the local algorithm-ready dataset (which can take some time), use this command to run another backtest using the file on disk:

dev_history_loc=file:/tmp/dev-history-${ticker}-latest.json -t ${ticker} -c ${algo_config} -l ${load_loc} -p ${dev_history_loc}

View Buy and Sell Transactions -t ${ticker} -c ${algo_config} -l ${load_loc} -p ${dev_history_loc} | grep "TRADE"

Plot Trading History Tools

Plot Timeseries Trading History with High + Low + Open + Close

sa -t SPY -H ${dev_history_loc}

Run and Publish Trading Performance Report for a Custom Algorithm

This will run a backtest over the past 60 days in order and run the standalone algorithm as a class example. Once done it will publish the trading performance report to a file or minio (s3).

Write the Trading Performance Report to a Local File -t SPY -b 60 -a /opt/sa/analysis_engine/mocks/
# run on specific date ranges with:
# -s <start date YYYY-MM-DD> -n <end date YYYY-MM-DD>

Write the Trading Performance Report to Minio (s3) -t SPY -b 60 -a /opt/sa/analysis_engine/mocks/

Run and Publish Trading History for a Custom Algorithm

This will run a full backtest across the past 60 days in order and run the example algorithm. Once done it will publish the trading history to a file or minio (s3).

Write the Trading History to a Local File -t SPY -b 60 -a /opt/sa/analysis_engine/mocks/

Write the Trading History to Minio (s3) -t SPY -b 60 -a /opt/sa/analysis_engine/mocks/

Developing on AWS

If you are comfortable with AWS S3 usage charges, then you can run just with a redis server to develop and tune algorithms. This works for teams and for archiving datasets for disaster recovery.

Environment Variables

Export these based off your AWS IAM credentials and S3 endpoint.


Extract and Publish to AWS S3

./tools/ -t TICKER -q YOUR_BUCKET -k ${S3_ADDRESS} -r localhost:6379

Publish to Custom AWS S3 Bucket and Key

./tools/ -t TICKER -e ${extract_loc} -r localhost:6379

Backtest a Custom Algorithm with a Dataset on AWS S3

sa -t TICKER -a ${S3_ADDRESS} -r localhost:6379 -b ${backtest_loc} -g ${custom_algo_module}

Fetching New Pricing Tradier Every Minute with Kubernetes

If you want to fetch and append new option pricing data from Tradier, you can use the included kubernetes job with a cron to pull new data every minute:

kubectl -f apply /opt/sa/k8/datasets/pull_tradier_per_minute.yml

Run a Distributed 60-day Backtest on SPY and Publish the Trading Report, Trading History and Algorithm-Ready Dataset to S3

Publish backtests and live trading algorithms to the engine’s workers for running many algorithms at the same time. Once done, the algorithm will publish results to s3, redis or a local file. By default, the included example below publishes all datasets into minio (s3) where they can be downloaded for offline backtests or restored back into redis.


Running distributed algorithmic workloads requires redis, minio, and the engine running

./tools/ -t SPY -b ${num_days_back} -w

Run a Local 60-day Backtest on SPY and Publish Trading Report, Trading History and Algorithm-Ready Dataset to S3

./tools/ -t SPY -b ${num_days_back}

Or manually with:

use_date=$(date +"%Y-%m-%d")
ds_id=$(uuidgen | sed -e 's/-//g')
echo "creating ${ticker} dataset: ${ticker_dataset}"
backtest_loc="s3://algoready/${ticker_dataset}"  # same as the extract_loc
processed_loc="s3://algoprocessed/${ticker_dataset}"  # archive it when done
start_date=$(date --date="${num_days_back} day ago" +"%Y-%m-%d")
echo ""
echo "extracting algorithm-ready dataset: ${extract_loc}"
echo "sa -t SPY -e ${extract_loc} -s ${start_date} -n ${use_date}"
sa -t SPY -e ${extract_loc} -s ${start_date} -n ${use_date}
echo ""
echo "running algo with: ${backtest_loc}"
echo "sa -t SPY -p ${history_loc} -o ${report_loc} -b ${backtest_loc} -e ${processed_loc} -s ${start_date} -n ${use_date}"
sa -t SPY -p ${history_loc} -o ${report_loc} -b ${backtest_loc} -e ${processed_loc} -s ${start_date} -n ${use_date}

Jupyter on Kubernetes

This command runs Jupyter on an AntiNex Kubernetes cluster

./k8/jupyter/ ceph dev

Kubernetes - Analyze and Tune Algorithms from a Trading History

With the Analysis Engine’s Jupyter instance deployed you can tune algorithms from a trading history using this notebook:

Kubernetes Job - Export SPY Datasets and Publish to Minio

Manually run with an ssh-eng alias:

function ssheng() {
    pod_name=$(kubectl get po | grep ae-engine | grep Running |tail -1 | awk '{print $1}')
    echo "logging into ${pod_name}"
    kubectl exec -it ${pod_name} bash
# once inside the container on kubernetes
source /opt/venv/bin/activate
sa -a minio-service:9000 -r redis-master:6379 -e s3://backups/SPY-$(date +"%Y-%m-%d") -t SPY

View Algorithm-Ready Datasets

With the AWS cli configured you can view available algorithm-ready datasets in your minio (s3) bucket with the command:

aws --endpoint-url http://localhost:9000 s3 ls s3://algoready

View Trading History Datasets

With the AWS cli configured you can view available trading history datasets in your minio (s3) bucket with the command:

aws --endpoint-url http://localhost:9000 s3 ls s3://algohistory

View Trading History Datasets

With the AWS cli configured you can view available trading performance report datasets in your minio (s3) bucket with the command:

aws --endpoint-url http://localhost:9000 s3 ls s3://algoreport

Advanced - Running Algorithm Backtests Offline

With extracted Algorithm-Ready datasets in minio (s3), redis or a file you can develop and tune your own algorithms offline without having redis, minio, the analysis engine, or jupyter running locally.

Run a Offline Custom Algorithm Backtest with an Algorithm-Ready File

# extract with:
sa -t SPY -e file:/tmp/SPY-latest.json
sa -t SPY -b file:/tmp/SPY-latest.json -g /opt/sa/analysis_engine/mocks/

Run the Intraday Minute-by-Minute Algorithm and Publish the Algorithm-Ready Dataset to S3

Run the included standalone algorithm with the latest pricing datasets use:

sa -t SPY -g /opt/sa/analysis_engine/mocks/ -e s3://algoready/SPY-$(date +"%Y-%m-%d").json

And to debug an algorithm’s historical trading performance add the -d debug flag:

sa -d -t SPY -g /opt/sa/analysis_engine/mocks/ -e s3://algoready/SPY-$(date +"%Y-%m-%d").json

Extract Algorithm-Ready Datasets

With pricing data cached in redis, you can extract algorithm-ready datasets and save them to a local file for offline historical backtesting analysis. This also serves as a local backup where all cached data for a single ticker is in a single local file.

Extract an Algorithm-Ready Dataset from Redis and Save it to a File

sa -t SPY -e ~/SPY-latest.json

Create a Daily Backup

sa -t SPY -e ~/SPY-$(date +"%Y-%m-%d").json

Validate the Daily Backup by Examining the Dataset File

sa -t SPY -l ~/SPY-$(date +"%Y-%m-%d").json

Validate the Daily Backup by Examining the Dataset File

sa -t SPY -l ~/SPY-$(date +"%Y-%m-%d").json

Restore Backup to Redis

Use this command to cache missing pricing datasets so algorithms have the correct data ready-to-go before making buy and sell predictions.


By default, this command will not overwrite existing datasets in redis. It was built as a tool for merging redis pricing datasets after a VM restarted and pricing data was missing from the past few days (gaps in pricing data is bad for algorithms).

sa -t SPY -L ~/SPY-$(date +"%Y-%m-%d").json


With redis and minio running (./compose/, you can fetch, cache, archive and return all of the newest datasets for tickers:

from analysis_engine.fetch import fetch
d = fetch(ticker='SPY')
for k in d['SPY']:
    print('dataset key: {}\nvalue {}\n'.format(k, d['SPY'][k]))


Once collected and cached, you can extract datasets:

from analysis_engine.extract import extract
d = extract(ticker='SPY')
for k in d['SPY']:
    print('dataset key: {}\nvalue {}\n'.format(k, d['SPY'][k]))

Please refer to the Stock Analysis Intro Extracting Datasets Jupyter Notebook for the latest usage examples.

Travis Tests

Getting Started

This section outlines how to get the Stock Analysis stack running locally with:

  • Redis
  • Minio (S3)
  • Stock Analysis engine
  • Jupyter

For background, the stack provides a data pipeline that automatically archives pricing data in minio (s3) and caches pricing data in redis. Once cached or archived, custom algorithms can use the pricing information to determine buy or sell conditions and track internal trading performance across historical backtests.

From a technical perspective, the engine uses Celery workers to process heavyweight, asynchronous tasks and scales horizontally with support for many transports and backends depending on where you need to run it. The stack deploys with Kubernetes or docker compose and supports publishing trading alerts to Slack.

With the stack already running, please refer to the Intro Stock Analysis using Jupyter Notebook for more getting started examples.

Setting up Your Tradier Account with Docker Compose

Please set your Tradier account token in the docker environment files before starting the stack:


Please export the variable for developing locally:



Please restart the stack with ./compose/ then ./compose/ after setting the Tradier token environment variable

  1. Start Redis and Minio


    The Redis and Minio container are set up to save data to /data so files can survive a restart/reboot. On Mac OS X, please make sure to add /data (and /data/sa/notebooks for Jupyter notebooks) on the Docker Preferences -> File Sharing tab and let the docker daemon restart before trying to start the containers. If not, you will likely see errors like:

        ERROR: for minio  Cannot start service minio:
        b'Mounts denied: \r\nThe path /data/minio/data\r\nis not shared from OS X
    Here is the command to manully creaate the shared volume directories:
        sudo mkdir -p -m 777 /data/redis/data /data/minio/data /data/sa/notebooks/dev /data/registry/auth /data/registry/data
  2. Verify Redis and Minio are Running

    docker ps | grep -E "redis|minio"

Running on Ubuntu and CentOS

  1. Install Packages


    sudo apt-get install make cmake gcc python3-distutils python3-tk python3 python3-apport python3-certifi python3-dev python3-pip python3-venv python3.6 redis-tools virtualenv libcurl4-openssl-dev libssl-dev

    CentOS 7

    sudo yum install cmake gcc gcc-c++ make tkinter curl-devel make cmake python-devel python-setuptools python-pip python-virtualenv redis python36u-libs python36u-devel python36u-pip python36u-tkinter python36u-setuptools python36u openssl-devel
  2. Install TA-Lib

    Follow the TA-Lib install guide or use the included install tool as root:

    sudo su
  3. Create and Load Python 3 Virtual Environment

    virtualenv -p python3 /opt/venv
    source /opt/venv/bin/activate
    pip install --upgrade pip setuptools
  4. Install Analysis Pip

    pip install -e .
  5. Verify Pip installed

    pip list | grep stock-analysis-engine

Running on Mac OS X

  1. Download Python 3.6


    Python 3.7 is not supported by celery so please ensure it is python 3.6

  2. Install Packages

    brew install openssl pyenv-virtualenv redis freetype pkg-config gcc ta-lib
  3. Create and Load Python 3 Virtual Environment

    python3 -m venv /opt/venv
    source /opt/venv/bin/activate
    pip install --upgrade pip setuptools
  4. Install Certs

    After hitting ssl verify errors, I found this stack overflow which shows there’s an additional step for setting up python 3.6:

    /Applications/Python\ 3.6/Install\ Certificates.command
  5. Install PyCurl with OpenSSL

    PYCURL_SSL_LIBRARY=openssl LDFLAGS="-L/usr/local/opt/openssl/lib" CPPFLAGS="-I/usr/local/opt/openssl/include" pip install --no-cache-dir pycurl
  6. Install Analysis Pip

    pip install --upgrade pip setuptools
    pip install -e .
  7. Verify Pip installed

    pip list | grep stock-analysis-engine

Start Workers


Get and Publish Pricing data

Please refer to the lastest API docs in the repo:

Fetch New Stock Datasets

Run the ticker analysis using the ./analysis_engine/scripts/

Collect all datasets for a Ticker or Symbol

Collect all datasets for the ticker SPY:

fetch -t SPY


This requires the following services are listening on:

  • redis localhost:6379
  • minio localhost:9000

View the Engine Worker Logs

docker logs ae-workers

Running Inside Docker Containers

If you are using an engine that is running inside a docker container, then localhost is probably not the correct network hostname for finding redis and minio.

Please set these values as needed to publish and archive the dataset artifacts if you are using the integration or notebook integration docker compose files for deploying the analysis engine stack:

fetch -t SPY -a -r


It is not recommended sharing the same Redis server with multiple engine workers from inside docker containers and outside docker. This is because the REDIS_ADDRESS and S3_ADDRESS can only be one string value at the moment. So if a job is picked up by the wrong engine (which cannot connect to the correct Redis and Minio), then it can lead to data not being cached or archived correctly and show up as connectivity failures.

Detailed Usage Example

The script supports many parameters. Here is how to set it up if you have custom redis and minio deployments like on kubernetes as minio-service:9000 and redis-master:6379:

  • S3 authentication (-k and -s)
  • S3 endpoint (-a)
  • Redis endoint (-r)
  • Custom S3 Key and Redis Key Name (-n)
fetch -t SPY -g all -u pricing -k trexaccesskey -s trex123321 -a localhost:9000 -r localhost:6379 -m 0 -n SPY_demo -P 1 -N 1 -O 1 -U 1 -R 1


Please refer to the script for the latest supported usage if some of these are out of date:

fetch -h
2018-11-17 16:20:41,524 - fetch - INFO - start - fetch_new_stock_datasets
usage: fetch [-h] [-t TICKER] [-g FETCH_MODE] [-i TICKER_ID] [-e EXP_DATE_STR]
            [-k S3_ACCESS_KEY] [-s S3_SECRET_KEY] [-a S3_ADDRESS]
            [-S S3_SECURE] [-u S3_BUCKET_NAME] [-G S3_REGION_NAME]
            [-A ANALYSIS_TYPE] [-L URLS] [-Z] [-d]

Download and store the latest stock pricing, news, and options chain data and
store it in Minio (S3) and Redis. Also includes support for getting FinViz
screener tickers

optional arguments:
-h, --help          show this help message and exit
-t TICKER           ticker
-g FETCH_MODE       optional - fetch mode: all = fetch from all data sources
                    (default), td = fetch from just Tradier sources, iex =
                    fetch from just IEX sources
-i TICKER_ID        optional - ticker id not used without a database
-e EXP_DATE_STR     optional - options expiration date
-l LOG_CONFIG_PATH  optional - path to the log config file
-b BROKER_URL       optional - broker url for Celery
-B BACKEND_URL      optional - backend url for Celery
-k S3_ACCESS_KEY    optional - s3 access key
-s S3_SECRET_KEY    optional - s3 secret key
-a S3_ADDRESS       optional - s3 address format: <host:port>
-S S3_SECURE        optional - s3 ssl or not
-u S3_BUCKET_NAME   optional - s3 bucket name
-G S3_REGION_NAME   optional - s3 region name
-p REDIS_PASSWORD   optional - redis_password
-r REDIS_ADDRESS    optional - redis_address format: <host:port>
-n KEYNAME          optional - redis and s3 key name
-m REDIS_DB         optional - redis database number (0 by default)
-x REDIS_EXPIRE     optional - redis expiration in seconds
-z STRIKE           optional - strike price
-c CONTRACT_TYPE    optional - contract type "C" for calls "P" for puts
-P GET_PRICING      optional - get pricing data if "1" or "0" disabled
-N GET_NEWS         optional - get news data if "1" or "0" disabled
-O GET_OPTIONS      optional - get options data if "1" or "0" disabled
-U S3_ENABLED       optional - s3 enabled for publishing if "1" or "0" is
-R REDIS_ENABLED    optional - redis enabled for publishing if "1" or "0" is
-A ANALYSIS_TYPE    optional - run an analysis supported modes: scn
-L URLS             optional - screener urls to pull tickers for analysis
-Z                  disable run without an engine for local testing and
-d                  debug

Run FinViz Screener-driven Analysis

This is a work in progress, but the screener-driven workflow is:

  1. Convert FinViz screeners into a list of tickers and a pandas.DataFrames from each ticker’s html row
  2. Build unique list of tickers
  3. Pull datasets for each ticker
  4. Run sale-side processing - coming soon
  5. Run buy-side processing - coming soon
  6. Issue alerts to slack - coming soon

Here is how to run an analysis on all unique tickers found in two FinViz screener urls:,exch_nyse,fa_div_o6,idx_sp500&ft=4 and,exch_nyse,fa_div_o8,idx_sp500&ft=4

fetch -A scn -L ',exch_nyse,fa_div_o6,idx_sp500&ft=4|,exch_nyse,fa_div_o8,idx_sp500&ft=4'

Run Publish from an Existing S3 Key to Redis

  1. Upload Integration Test Key to S3

    export INT_TESTS=1
    python -m unittest tests.test_publish_pricing_update.TestPublishPricingData.test_integration_s3_upload
  2. Confirm the Integration Test Key is in S3


  3. Run an analysis with an existing S3 key using ./analysis_engine/scripts/ -t SPY -u integration-tests -k trexaccesskey -s trex123321 -a localhost:9000 -r localhost:6379 -m 0 -n integration-test-v1
  4. Confirm the Key is now in Redis

    ./tools/> keys *
    keys *
    1) "SPY_demo_daily"
    2) "SPY_demo_minute"
    3) "SPY_demo_company"
    4) "integration-test-v1"
    5) "SPY_demo_stats"
    6) "SPY_demo"
    7) "SPY_demo_quote"
    8) "SPY_demo_peers"
    9) "SPY_demo_dividends"
    10) "SPY_demo_news1"
    11) "SPY_demo_news"
    12) "SPY_demo_options"
    13) "SPY_demo_pricing">

Run Aggregate and then Publish data for a Ticker from S3 to Redis

  1. Run an analysis with an existing S3 key using ./analysis_engine/scripts/ -t SPY -k trexaccesskey -s trex123321 -a localhost:9000 -r localhost:6379 -m 0 -u pricing -c compileddatasets
  2. Confirm the aggregated Ticker is now in Redis

    ./tools/> keys *latest*
    1) "SPY_latest">

View Archives in S3 - Minio

Here’s a screenshot showing the stock market dataset archives created while running on the 3-node Kubernetes cluster for distributed AI predictions



  • username: trexaccesskey
  • password: trex123321

Using the AWS CLI to List the Pricing Bucket

Please refer to the official steps for using the awscli pip with minio:

  1. Export Credentials

    export AWS_SECRET_ACCESS_KEY=trex123321
    export AWS_ACCESS_KEY_ID=trexaccesskey
  2. List Buckets

    aws --endpoint-url http://localhost:9000 s3 ls
    2018-10-02 22:24:06 company
    2018-10-02 22:24:02 daily
    2018-10-02 22:24:06 dividends
    2018-10-02 22:33:15 integration-tests
    2018-10-02 22:24:03 minute
    2018-10-02 22:24:05 news
    2018-10-02 22:24:04 peers
    2018-10-02 22:24:06 pricing
    2018-10-02 22:24:04 stats
    2018-10-02 22:24:04 quote
  3. List Pricing Bucket Contents

    aws --endpoint-url http://localhost:9000 s3 ls s3://pricing
  4. Get the Latest SPY Pricing Key

    aws --endpoint-url http://localhost:9000 s3 ls s3://pricing | grep -i spy_demo

View Caches in Redis

./tools/> keys *
1) "SPY_demo"


You can run the Jupyter notebooks by starting the notebook-integration.yml stack with the command:


On Mac OS X, Jupyter does not work with the Analysis Engine at the moment. PR’s are welcomed, but we have not figured out how to share the notebooks and access redis and minio with the known docker compose issue with network_host on Mac OS X

For Linux users, the Jupyter container hosts the Stock Analysis Intro notebook at the url (default login password is admin):


Jupyter Presentations with RISE

The docker container comes with RISE installed for running notebook presentations from a browser. Here’s the button on the notebook for starting the web presentation:

Distributed Automation with Docker


Automation requires the integration stack running (redis + minio + engine) and docker-compose.

Dataset Collection

Start automated dataset collection with docker compose:

./compose/ -c

Datasets in Redis

After running the dataset collection container, the datasets should be auto-cached in Minio (http://localhost:9000/minio/pricing/) and Redis:

./tools/> keys *

Publishing to Slack

Please refer to the Publish Stock Alerts to Slack Jupyter Notebook for the latest usage examples.

Publish FinViz Screener Tickers to Slack

Here is sample code for trying out the Slack integration.

import analysis_engine.finviz.fetch_api as fv
from analysis_engine.send_to_slack import post_df
# simple NYSE Dow Jones Index Financials with a P/E above 5 screener url
url = ',fa_pe_o5,idx_dji,sec_financial&ft=4'
res = fv.fetch_tickers_from_screener(url=url)
df = res['rec']['data']

# please make sure the SLACK_WEBHOOK environment variable is set correctly:

Running on Kubernetes

Kubernetes Deployments - Engine

Deploy the engine with:

kubectl apply -f ./k8/engine/deployment.yml

Kubernetes Job - Dataset Collection

Start the dataset collection job with:

kubectl apply -f ./k8/datasets/job.yml

Kubernetes Deployments - Jupyter

Deploy Jupyter to a Kubernetes cluster with:


Kubernetes with a Private Docker Registry

You can deploy a private docker registry that can be used to pull images from outside a kubernetes cluster with the following steps:

  1. Deploy Docker Registry

    ./compose/ -r
  2. Configure Kubernetes hosts and other docker daemons for insecure registries

    cat /etc/docker/daemon.json
        "insecure-registries": [
            "<public ip address/fqdn for host running the registry container>:5000"
  3. Restart all Docker daemons

    sudo systemctl restart docker
  4. Login to Docker Registry from all Kubernetes hosts and other daemons that need access to the registry


    Change the default registry password by either changing the ./compose/ file that uses trex and 123321 as the credentials or you can edit the volume mounted file /data/registry/auth/htpasswd. Here is how to find the registry’s default login set up:

    grep docker compose/  | grep htpass
    docker login <public ip address/fqdn for host running the registry container>:5000
  5. Setup Kubernetes Secrets for All Credentials

    Set each of the fields according to your own buckets, docker registry and Tradier account token:

    cat /opt/sa/k8/secrets/secrets.yml | grep SETYOUR
    .dockerconfigjson: SETYOURDOCKERCREDS
    td_token: SETYOURTDTOKEN
  6. Deploy Kubernetes Secrets

    kubectl apply -f /opt/sa/k8/secrets/secrets.yml
  7. Confirm Kubernetes Secrets are Deployed

    kubectl get secrets ae.docker.creds
    NAME              TYPE                             DATA   AGE
    ae.docker.creds   1      4d1h
    kubectl get secrets | grep "ae\."
    ae.docker.creds        1      4d1h            Opaque                                3      4d1h
    ae.k8.minio.s3          Opaque                                3      4d1h
    ae.k8.tradier           Opaque                                4      4d1h
  8. Configure Kubernetes Deployments for using an External Private Docker Registry

    Add these lines to a Kubernetes deployment yaml file based off your set up:

    - name: ae.docker.creds
    - image: <public ip address/fqdn for host running the registry container>:5000/my-own-stock-ae:latest
      imagePullPolicy: Always


After spending a sad amount of time debugging, please make sure to delete pods before applying new ones that are pulling docker images from an external registry. After running the kubectl delete pod <name>, you can apply/create the pod to get the latest image running.


To show debug, trace logging please export SHARED_LOG_CFG to a debug logger json file. To turn on debugging for this library, you can export this variable to the repo’s included file with the command:

export SHARED_LOG_CFG=/opt/sa/analysis_engine/log/debug-logging.json


There is a known pandas issue that logs a warning about _timelex, and it will show as a warning until it is fixed in pandas. Please ignore this warning for now.

DeprecationWarning: _timelex is a private class and may break without warning, it will be moved and or renamed in future versions.

Run all

py.test --maxfail=1

Run a test case

python -m unittest tests.test_publish_pricing_update.TestPublishPricingData.test_success_publish_pricing_data

Test Publishing

S3 Upload

python -m unittest tests.test_publish_pricing_update.TestPublishPricingData.test_success_s3_upload

Publish from S3 to Redis

python -m unittest tests.test_publish_from_s3_to_redis.TestPublishFromS3ToRedis.test_success_publish_from_s3_to_redis

Redis Cache Set

python -m unittest tests.test_publish_pricing_update.TestPublishPricingData.test_success_redis_set

Prepare Dataset

python -m unittest tests.test_prepare_pricing_dataset.TestPreparePricingDataset.test_prepare_pricing_data_success

Test Algo Saving All Input Datasets to File

python -m unittest tests.test_base_algo.TestBaseAlgo.test_algo_can_save_all_input_datasets_to_file

End-to-End Integration Testing

Start all the containers for full end-to-end integration testing with real docker containers with the script:

./compose/ -a

Verify Containers are running:

docker ps | grep -E "stock-analysis|redis|minio"

Stop End-to-End Stack:

./compose/ -s

Integration UnitTests


please start redis and minio before running these tests.

Please enable integration tests

export INT_TESTS=1


python -m unittest tests.test_publish_pricing_update.TestPublishPricingData.test_integration_redis_set

S3 Upload

python -m unittest tests.test_publish_pricing_update.TestPublishPricingData.test_integration_s3_upload

Publish from S3 to Redis

python -m unittest tests.test_publish_from_s3_to_redis.TestPublishFromS3ToRedis.test_integration_publish_from_s3_to_redis

IEX Test - Fetching All Datasets

python -m unittest tests.test_iex_fetch_data

IEX Test - Fetch Daily

python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_daily

IEX Test - Fetch Minute

python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_minute

IEX Test - Fetch Stats

python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_stats

IEX Test - Fetch Peers

python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_peers

IEX Test - Fetch News

python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_news

IEX Test - Fetch Financials

python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_financials

IEX Test - Fetch Earnings

python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_earnings

IEX Test - Fetch Dividends

python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_dividends

IEX Test - Fetch Company

python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_fetch_company

IEX Test - Fetch Financials Helper

python -m unittest tests.test_iex_fetch_data.TestIEXFetchData.test_integration_get_financials_helper

IEX Test - Extract Daily Dataset

python -m unittest tests.test_iex_dataset_extraction.TestIEXDatasetExtraction.test_integration_extract_daily_dataset

IEX Test - Extract Minute Dataset

python -m unittest tests.test_iex_dataset_extraction.TestIEXDatasetExtraction.test_integration_extract_minute_dataset

IEX Test - Extract Quote Dataset

python -m unittest tests.test_iex_dataset_extraction.TestIEXDatasetExtraction.test_integration_extract_quote_dataset

IEX Test - Extract Stats Dataset

python -m unittest tests.test_iex_dataset_extraction.TestIEXDatasetExtraction.test_integration_extract_stats_dataset

IEX Test - Extract Peers Dataset

python -m unittest tests.test_iex_dataset_extraction.TestIEXDatasetExtraction.test_integration_extract_peers_dataset

IEX Test - Extract News Dataset

python -m unittest tests.test_iex_dataset_extraction.TestIEXDatasetExtraction.test_integration_extract_news_dataset

IEX Test - Extract Financials Dataset

python -m unittest tests.test_iex_dataset_extraction.TestIEXDatasetExtraction.test_integration_extract_financials_dataset

IEX Test - Extract Earnings Dataset

python -m unittest tests.test_iex_dataset_extraction.TestIEXDatasetExtraction.test_integration_extract_earnings_dataset

IEX Test - Extract Dividends Dataset

python -m unittest tests.test_iex_dataset_extraction.TestIEXDatasetExtraction.test_integration_extract_dividends_dataset

IEX Test - Extract Company Dataset

python -m unittest tests.test_iex_dataset_extraction.TestIEXDatasetExtraction.test_integration_extract_company_dataset

FinViz Test - Fetch Tickers from Screener URL

python -m unittest tests.test_finviz_fetch_api.TestFinVizFetchAPI.test_integration_test_fetch_tickers_from_screener

or with code:

import analysis_engine.finviz.fetch_api as fv
url = ''
res = fv.fetch_tickers_from_screener(url=url)

Algorithm Testing

Algorithm Test - Input Dataset Publishing to Redis

python -m unittest tests.test_base_algo.TestBaseAlgo.test_integration_algo_publish_input_dataset_to_redis

Algorithm Test - Input Dataset Publishing to File

python -m unittest tests.test_base_algo.TestBaseAlgo.test_integration_algo_publish_input_dataset_to_file

Algorithm Test - Load Dataset From a File

python -m unittest tests.test_base_algo.TestBaseAlgo.test_integration_algo_load_from_file

Algorithm Test - Publish Algorithm-Ready Dataset to S3 and Load from S3

python -m unittest tests.test_base_algo.TestBaseAlgo.test_integration_algo_publish_input_s3_and_load

Algorithm Test - Publish Algorithm-Ready Dataset to S3 and Load from S3

python -m unittest tests.test_base_algo.TestBaseAlgo.test_integration_algo_publish_input_redis_and_load

Algorithm Test - Extract Algorithm-Ready Dataset from Redis DB 0 and Load into Redis DB 1

Copying datasets between redis databases is part of the integration tests. Run it with:

python -m unittest tests.test_base_algo.TestBaseAlgo.test_integration_algo_restore_ready_back_to_redis

Algorithm Test - Test the Docs Example

python -m unittest tests.test_base_algo.TestBaseAlgo.test_sample_algo_code_in_docstring

Prepare a Dataset

sa -t ${ticker} -f -o ${ticker}_latest_v1 -j prepared -u pricing -k trexaccesskey -s trex123321 -a localhost:9000 -r localhost:6379 -m 0 -n ${ticker}_demo


Test Algos

The fastest way to run algos is to specify a 1-day range:

sa -t SPY -s $(date +"%Y-%m-%d) -n $(date +"%Y-%m-%d")

Test Tasks

Most of the scripts support running without Celery workers. To run without workers in a synchronous mode use the command:

ticker=SPY -t ${ticker} -u integration-tests -k trexaccesskey -s trex123321 -a localhost:9000 -r localhost:6379 -m 0 -n integration-test-v1
sa -t ${ticker} -f -o ${ticker}_latest_v1 -j prepared -u pricing -k trexaccesskey -s trex123321 -a localhost:9000 -r localhost:6379 -m 0 -n ${ticker}_demo
fetch -t ${ticker} -g all -e 2018-10-19 -u pricing -k trexaccesskey -s trex123321 -a localhost:9000 -r localhost:6379 -m 0 -n ${ticker}_demo -P 1 -N 1 -O 1 -U 1 -R 1
fetch -A scn -L ',exch_nyse,fa_div_o6,idx_sp500&ft=4|,exch_nyse,fa_div_o8,idx_sp500&ft=4'

Linting and Other Tools

  1. Linting

    flake8 .
    pycodestyle .
  2. Sphinx Docs

    cd docs
    make html
  3. Docker Admin - Pull Latest

    docker pull jayjohnson/stock-analysis-jupyter && docker pull jayjohnson/stock-analysis-engine
  4. Back up Docker Redis Database


    View local redis backups with:

    ls -hlrt /opt/sa/tests/datasets/redis/redis-0-backup-*.rdb
  5. Export the Kubernetes Redis Cluster’s Database to the Local Redis Container

    1. stop the redis docker container:

    2. Archive the previous redis database

      cp /data/redis/data/dump.rdb /data/redis/data/archive.rdb
    3. Save the Redis database in the Cluster

      kubectl exec -it redis-master-0 redis-cli save
    4. Export the saved redis database file inside the pod to the default docker redis container’s local file

      kubectl cp redis-master-0:/bitnami/redis/data/dump.rdb /data/redis/data/dump.rdb
    5. Restart the stack


      Redis takes a few seconds to load all the data into memory so this can take a few seconds


Deploy Fork Feature Branch to Running Containers

When developing features that impact multiple containers, you can deploy your own feature branch without redownloading or manually building docker images. With the containers running., you can deploy your own fork’s branch as a new image (which are automatically saved as new docker container images).

Deploy a public or private fork into running containers

./tools/ <git fork https uri> <optional - branch name (master by default)> <optional - fork repo name>


./tools/ timeseries-charts jay

Restore the containers back to the Master

Restore the container builds back to the master branch from with:

./tools/ master upstream

Deploy Fork Alias

Here’s a bashrc alias for quickly building containers from a fork’s feature branch:

alias bd='pushd /opt/sa >> /dev/null && source /opt/venv/bin/activate && /opt/sa/tools/ timeseries-charts jay && popd >> /dev/null'

Debug Fetching IEX Data

use_date=$(date +"%Y-%m-%d")
source /opt/venv/bin/activate
fetch -t ${ticker} -g iex -n ${ticker}_${use_date} -e ${exp_date} -Z

Failed Fetching Tradier Data

Please export a valid TD_TOKEN in your compose/envs/*.env docker compose files if you see the following errors trying to pull pricing data from Tradier:

2019-01-09 00:16:47,148 - - INFO - failed to get put with response=<Response [401]> code=401 text=Invalid Access Token
2019-01-09 00:16:47,151 - - CRITICAL - ticker=TSLA-tdputs - ticker=TSLA field=10001 failed fetch_data with ex='date'
2019-01-09 00:16:47,151 - analysis_engine.work_tasks.get_new_pricing_data - CRITICAL - ticker=TSLA failed TD ticker=TSLA field=tdputs status=ERR err=ticker=TSLA-tdputs - ticker=TSLA field=10001 failed fetch_data with ex='date'


Apache 2.0 - Please refer to the LICENSE for more details


Can I live trade with my algorithms?

Not yet. Please reach out for help on how to do this or if you have a platform you like.

Can I publish algorithm trade notifications?

Right now algorithms only support publishing to a private Slack channel for sharing with a group when an algorithm finds a buy/sell trade to execute. Reach out if you have a custom chat client app or service you think should be supported.

Terms of Service

Data Attribution

This repository currently uses Tradier and IEX for pricing data. Usage of these feeds require the following agreements in the terms of service.

IEX Real-Time Price

If you redistribute our API data:

Adding Celery Tasks

If you want to add a new Celery task add the file path to WORKER_TASKS at these locations:

  • compose/envs/local.env
  • compose/envs/.env
  • analysis_engine/work_tasks/

Project details

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