Online learning trading pipeline

M2 Data Science at Ecole Polytechnique

How to run the project ?

To make this project work, you need docker and docker-compose in order to start the kafka and zookeeper containers. Then you just have to use the following commands:

Step 1 : Create a python virtual environment

$ python -m venv venv-name

Step 2 : Run the virtual environment

# Windows PowerShell
> venv-name\Scripts\activate.ps1

# Linux terminal (bash)
$ source venv-name/bin/activate

Step 3 : Go to the root directory then install the dependencies

$ pip install -r requirements.txt

Step 4 : Run docker-compose to install and run kafka and zookeeper containers

$ docker-compose -f docker-compose.yml up

Step 5 : You can now run all the python scripts in separate terminals.

$ python ingest_data.py
$ python add_features.py
$ python model.py

Step 6 : In order to visualise predictions, you can use following command:

$ python display.py

Thanks !