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Can you go into more detail on your setup? I've been using Python to simulate interday ETF strategies -- which is a relatively simple matter, but haven't really
by haliax 14y ago
Can you go into more detail on your setup? I've been using Python to simulate interday ETF strategies -- which is a relatively simple matter, but haven't really done anything to complex with it yet.
- mrkmcknz 14y agoWhat setup do you use for this? I'm quite interested in testing some trading strategies with Python.
- haliax 14y agoI get data from Y! finance, using urllib2, and then use csv.DictParser to get the daily price series. From there I write code that takes in those series for a given basket, and buys/sells and keeps track of P&L, then use matplotlib to view results. Email's in my profile if you want to talk more.
- true_religion 14y agoYahoo finance data is notoriously inaccurate, and that may invalidate many strategies based on it.
- washedup 14y agoWell, currently we do all our development work in R, and use the 3rd party software to simulate and build the trading mechanisms. However their software is limiting and slow. The idea is to develop, simulate, and trade the strategies using a mixture of Python and R, while ONLY using the API from the 3rd party software to communicate with the exchange.