Stock Analysis Engine
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Contents:

  • Stock Analysis Engine
  • Fetch the Latest Pricing Data
    • Fetch using the Command Line
  • Run Backtests with the Algorithm Runner API
  • Extract from Redis API
  • Extract Latest Minute Pricing for Stocks and Options
    • Extract Historical Data
  • Additional Extraction APIs
  • Backups
  • Running the Full Stack Locally for Backtesting and Live Trading Analysis
  • Run a Custom Minute-by-Minute Intraday Algorithm Backtest and Plot the Trading History
  • Running an Algorithm with Live Intraday Pricing Data
  • View the Minute Algorithm’s Trading History from a File
  • Run a Custom Algorithm and Save the Trading History with just Today’s Pricing Data
  • Run a Backtest using an External Algorithm Module and Config File
  • Building Your Own Trading Algorithms
  • Run a Local Backtest and Publish Algorithm Trading History to S3
  • Run a Local Backtest using an Algorithm Config and Extract an Algorithm-Ready Dataset
    • Run Algo with Extraction and History Publishing
  • Profile Your Algorithm’s Code Performance with vprof
  • Run a Local Backtest using an Algorithm Config and an Algorithm-Ready Dataset
    • View Buy and Sell Transactions
  • Plot Trading History Tools
    • Plot Timeseries Trading History with High + Low + Open + Close
  • Run and Publish Trading Performance Report for a Custom Algorithm
    • Write the Trading Performance Report to a Local File
    • Write the Trading Performance Report to Minio (s3)
  • Run and Publish Trading History for a Custom Algorithm
    • Write the Trading History to a Local File
    • Write the Trading History to Minio (s3)
  • Developing on AWS
    • Environment Variables
  • Extract and Publish to AWS S3
  • Publish to Custom AWS S3 Bucket and Key
  • Backtest a Custom Algorithm with a Dataset on AWS S3
  • Fetching New Pricing Tradier Every Minute with Kubernetes
  • Run a Distributed 60-day Backtest on SPY and Publish the Trading Report, Trading History and Algorithm-Ready Dataset to S3
  • Run a Local 60-day Backtest on SPY and Publish Trading Report, Trading History and Algorithm-Ready Dataset to S3
  • Jupyter on Kubernetes
  • Kubernetes - Analyze and Tune Algorithms from a Trading History
  • Kubernetes Job - Export SPY Datasets and Publish to Minio
    • View Algorithm-Ready Datasets
    • View Trading History Datasets
    • View Trading History Datasets
  • Advanced - Running Algorithm Backtests Offline
    • Run a Offline Custom Algorithm Backtest with an Algorithm-Ready File
    • Run the Intraday Minute-by-Minute Algorithm and Publish the Algorithm-Ready Dataset to S3
  • Extract Algorithm-Ready Datasets
    • Extract an Algorithm-Ready Dataset from Redis and Save it to a File
    • Create a Daily Backup
    • Validate the Daily Backup by Examining the Dataset File
    • Validate the Daily Backup by Examining the Dataset File
    • Restore Backup to Redis
    • Fetch
  • Backfill Historical Minute Data from IEX Cloud
  • Getting Started
  • Setting up Your Tradier Account with Docker Compose
  • Running on Ubuntu and CentOS
  • Running on Mac OS X
  • Start Workers
  • Get and Publish Pricing data
  • Fetch New Stock Datasets
    • Collect all datasets for a Ticker or Symbol
    • View the Engine Worker Logs
    • Running Inside Docker Containers
    • Detailed Usage Example
    • Usage
  • Run FinViz Screener-driven Analysis
  • Run Publish from an Existing S3 Key to Redis
  • Run Aggregate and then Publish data for a Ticker from S3 to Redis
  • View Archives in S3 - Minio
  • View Caches in Redis
  • Jupyter
  • Jupyter Presentations with RISE
  • Distributed Automation with Docker
  • Dataset Collection
  • Datasets in Redis
  • Publishing to Slack
    • Publish FinViz Screener Tickers to Slack
  • Running on Kubernetes
    • Kubernetes Deployments - Engine
    • Kubernetes Job - Dataset Collection
    • Kubernetes Deployments - Jupyter
  • Kubernetes with a Private Docker Registry
  • Testing
    • Test Publishing
    • S3 Upload
    • Publish from S3 to Redis
    • Redis Cache Set
    • Prepare Dataset
    • Test Algo Saving All Input Datasets to File
  • End-to-End Integration Testing
  • Integration UnitTests
    • Redis
    • S3 Upload
    • Publish from S3 to Redis
    • IEX Test - Fetching All Datasets
    • IEX Test - Fetch Daily
    • IEX Test - Fetch Minute
    • IEX Test - Fetch Stats
    • IEX Test - Fetch Peers
    • IEX Test - Fetch News
    • IEX Test - Fetch Financials
    • IEX Test - Fetch Earnings
    • IEX Test - Fetch Dividends
    • IEX Test - Fetch Company
    • IEX Test - Fetch Financials Helper
    • IEX Test - Extract Daily Dataset
    • IEX Test - Extract Minute Dataset
    • IEX Test - Extract Quote Dataset
    • IEX Test - Extract Stats Dataset
    • IEX Test - Extract Peers Dataset
    • IEX Test - Extract News Dataset
    • IEX Test - Extract Financials Dataset
    • IEX Test - Extract Earnings Dataset
    • IEX Test - Extract Dividends Dataset
    • IEX Test - Extract Company Dataset
    • FinViz Test - Fetch Tickers from Screener URL
  • Algorithm Testing
    • Algorithm Test - Input Dataset Publishing to Redis
    • Algorithm Test - Input Dataset Publishing to File
    • Algorithm Test - Load Dataset From a File
    • Algorithm Test - Publish Algorithm-Ready Dataset to S3 and Load from S3
    • Algorithm Test - Publish Algorithm-Ready Dataset to S3 and Load from S3
    • Algorithm Test - Extract Algorithm-Ready Dataset from Redis DB 0 and Load into Redis DB 1
    • Algorithm Test - Test the Docs Example
  • Prepare a Dataset
  • Debugging
    • Test Algos
    • Test Tasks
    • Linting and Other Tools
  • Deploy Fork Feature Branch to Running Containers
    • Deploy a public or private fork into running containers
    • Restore the containers back to the Master
    • Deploy Fork Alias
    • Debug Fetching IEX Data
    • Failed Fetching Tradier Data
  • License
  • FAQ
    • Can I live trade with my algorithms?
    • Can I publish algorithm trade notifications?
  • Terms of Service
  • Data Attribution
  • IEX Cloud
  • Adding Celery Tasks
  • Algo Runner API
    • Build an Algorithm Backtest Dictionary
  • Run an Algorithm Backtest with the Runner API
  • Using Cached IEX Pricing Data on a Date
  • Inspect Cached Datasets in Redis for Errors
  • Scripts
  • Fetch Pricing Datasets from IEX Cloud and Tradier
  • Backtest an Algorithm and Plot the Trading History
  • Plot the Trading History from a File on Disk
  • Publish Stock Data from S3 to Redis
  • Publish Stock Data from S3 to Redis
    • Steps:
  • Run Aggregate and then Publish data for a Ticker from S3 to Redis
    • Steps:
  • Stock Analysis Command Line Tool
  • Set S3 Environment Variables
  • Set Redis Environment Variables
  • Use Helm to Run the Analysis Engine on Kubernetes
  • Getting Started
    • Build Charts
  • Configuration
    • Configure Redis
    • Configure Minio
    • Configure AE Stack
    • Configure the AE Backup to AWS S3 Job
    • Configure Data Collection Jobs
    • Set Jupyter Login Credentials
    • View Jupyter
    • View Minio
    • Optional - Set Default Storage Class
    • Optional - Set the Charts to Pull from a Private Docker Registry
  • Start Stack
  • Manually Starting Components With Helm
    • Start the AE Stack
    • Start Redis
    • Start Minio
    • Start Jupyter
    • Start Backup Job
    • Start Intraday Data Collection Job
    • Start Daily Data Collection Job
    • Start Weekly Data Collection Job
  • Verify Pods are Running
  • Run Intraday Pricing Data Collection
  • View Collected Pricing Data in Redis
  • Run Daily Pricing Data Collection
  • Run Weekly Pricing Data Collection
  • Run Backup Collected Pricing Data to AWS
  • Cron Automation with Helm
    • Minute
    • Daily
    • Weekly
    • Backup
    • Restore on Reboot
  • Monitoring Kubernetes with Prometheus and Grafana using Helm
  • Prometheus
  • Grafana
  • Included Grafana Dashboards
    • Redis Grafana Dashboard
    • Ceph Grafana Dashboard
    • Minio Grafana Dashboard
    • Kubernetes Grafana Dashboards
  • Debugging Helm Deployed Components
    • Cron Jobs
    • Helm - Incompatible Versions Client Error
    • Engine
    • Intraday Data Collection
    • Daily Data Collection
    • Weekly Data Collection
    • Jupyter
    • Backtester
    • Minio
    • Redis
  • Stop
    • Full Delete
  • Example Minute Intraday Algorithm
  • Plot Trading History
  • Running Distributed Algorithm Backtesting and Live Trading
  • Algorithm - Run Custom Algorithm
  • Run an Algorithm
  • Profile and Tune Your Algorithm’s Performance with vprof
  • Tradier API
  • Tradier - Account Set Up
  • Tradier - Fetch API Reference
  • Tradier - Extraction API Reference
    • Distributed Automation API
    • Tradier API - Get Data Helper
  • Build Custom Algorithms Using the Base Algorithm Class
  • Example Indicators
    • V1 Indicator Examples
    • Indicator Utilities
  • Load a Custom Indicator from a Module File
  • Build Custom Indicators Using the Base Indicator Class
  • Build Indicator Reporting Node
  • TA-Lib Wrappers
  • Build an Algorithm Request Dictionary
  • Build a Sell Order
  • Build a Buy Order
  • Build Trade History
  • Calculate Bull Call Entry Pricing
  • Calculate Bull Call Exit Pricing
  • Calculate Bear Put Entry Pricing
  • Calculate Bear Put Exit Pricing
  • Calculate Option Pricing
  • AI - Building and Tuning Deep Neural Networks for Predicting Future Prices
  • AI - Building a Deep Neural Network Helper Module
  • AI - Training Dataset Helper Modules
  • AI - Plot Deep Neural Network Fit History
  • Algorithm API Reference
    • Example Minute Intraday Algorithm
    • Running Distributed Algorithm Backtesting and Live Trading
    • Run an Algorithm
    • Build Custom Algorithms Using the Base Algorithm Class
    • Build an Algorithm Request Dictionary
    • Build a Sell Order
    • Build a Buy Order
    • Build Trade History
    • Calculate Bull Call Entry Pricing
    • Calculate Bull Call Exit Pricing
    • Calculate Bear Put Entry Pricing
    • Calculate Bear Put Exit Pricing
    • Calculate Option Pricing
    • Load an Algorithm-Ready Dataset in a File for a Backtest
    • Load an Algorithm-Ready Dataset in a S3 for a Backtest
    • Load an Algorithm-Ready Dataset in a Redis for a Backtest
    • Prepare a Ready-Dataset for a Backtest
  • Dataset Tools - Show Dataset
  • Dataset Tools - Load Dataset
    • Load Algorithm Ready Dataset
    • Load Trading History Dataset
    • Load Trading History Dataset from S3
    • Load Trading History Dataset from a local File
  • Dataset Tools - Restore Dataset from an Algorithm-Ready File
  • Publish Data to S3 and Redis and Slack and a File
  • Extract - Stock Datasets
  • Fetch - Stock Datasets
  • Compression Helper
  • Build a Publish Request Dictionary
  • Source Code
  • Example API Requests
  • Read from S3 as a String
  • Get Task Results
  • Constants
  • IEX API
  • IEX - Account Set Up
  • IEX - Fetch API Reference
    • IEX - HTTP Fetch Functions
    • IEX - Build Auth URL Using Publishable Token
  • IEX - Extraction API Reference
  • IEX API Example - Fetch Minute Intraday Data using HTTP
  • IEX API Example - Extract Minute Intraday Data from Cache
  • IEX API Example - Get Minute Data from IEX (calls fetch and cache)
  • IEX - Get Data
    • Distributed Automation API
    • Default Fields
  • Yahoo API
  • Fetch Data from Yahoo
  • Yahoo Dataset Extraction API
  • FinViz API
  • Fetch a FinViz Screener and Convert it to a List of Tickers
  • Dataset Scrubbing Utilities
  • Option Date Utilities
  • US Trading Holidays
  • Plotting with Pandas Matplotlib Seaborn and Numpy
  • Celery Worker Tasks
    • Custom Celery Task Handling
  • Mocks and Testing
    • Known Issues
    • Run All Tests
  • Mock S3 Boto Utilities
  • Mock Redis Utilities
  • Mock Yahoo Utilities
  • Mock IEX Utilities
  • Mock TA Lib
  • Mock Trading Tools for Developing Algorithms and Indicators
  • Extraction Utility Helper - Perform Extraction from Redis or S3
  • Slack Publish API
  • Send Celery Task Details to Slack Utilities
  • Utilities
Stock Analysis Engine
  • Docs »
  • Algorithm API Reference
  • Edit on GitHub

Algorithm API Reference¶

Available algorithm modules, functions and objects

  • Example Minute Intraday Algorithm
  • Running Distributed Algorithm Backtesting and Live Trading
  • Run an Algorithm
  • Build Custom Algorithms Using the Base Algorithm Class
  • Build an Algorithm Request Dictionary
  • Build a Sell Order
  • Build a Buy Order
  • Build Trade History
  • Calculate Bull Call Entry Pricing
  • Calculate Bull Call Exit Pricing
  • Calculate Bear Put Entry Pricing
  • Calculate Bear Put Exit Pricing
  • Calculate Option Pricing
  • Load an Algorithm-Ready Dataset in a File for a Backtest
  • Load an Algorithm-Ready Dataset in a S3 for a Backtest
  • Load an Algorithm-Ready Dataset in a Redis for a Backtest
  • Prepare a Ready-Dataset for a Backtest
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© Copyright 2019, Jay Johnson Revision 0ca50127.

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