Build an Algorithm Request Dictionary¶
Build a dictionary for running an algorithm
-
analysis_engine.build_algo_request.
build_algo_request
(ticker=None, tickers=None, use_key=None, start_date=None, end_date=None, datasets=None, balance=None, commission=None, num_shares=None, config_file=None, config_dict=None, load_config=None, history_config=None, report_config=None, extract_config=None, timeseries=None, trade_strategy=None, cache_freq='daily', label='algo')[source]¶ Create a dictionary for building an algorithm. This is opinionated to how the underlying date-based caching strategy is running per day. Each business day becomes a possible dataset to process with an algorithm.
Parameters: - ticker – ticker
- tickers – optional - list of tickers
- use_key – redis and s3 to store the algo result
- start_date – string date format
YYYY-MM-DD HH:MM:SS
- end_date – string date format
YYYY-MM-DD HH:MM:SS
- datasets – list of string dataset types
- balance – starting capital balance
- commission – commission for buy or sell
- num_shares – optional - integer number of starting shares
- cache_freq – optional - cache frequency
(
daily
is default) - label – optional - algo log tracking name
- config_file – path to a json file containing custom algorithm object member values (like indicator configuration and predict future date units ahead for a backtest)
- config_dict – optional - dictionary that
can be passed to derived class implementations
of:
def load_from_config(config_dict=config_dict)
Timeseries
Parameters: timeseries – optional - string to set day
orminute
backtesting or live trading (default isminute
)Trading Strategy
Parameters: trade_strategy – optional - string to set the type of Trading Strategy
for backtesting or live trading (default iscount
)Algorithm Dataset Extraction, Loading and Publishing arguments
Parameters: - load_config – optional - dictionary for setting member variables to load an agorithm-ready dataset from a file, s3 or redis
- history_config – optional - dictionary
for setting member variables to publish
an algo
trade history
to s3, redis, a file or slack - report_config – optional - dictionary
for setting member variables to publish
an algo
trading performance report
to s3, redis, a file or slack - extract_config – optional - dictionary
for setting member variables to publish
an algo
trading performance report
to s3, redis, a file or slack