/woo-put-selling-strategy

Development and validation of the "woo-put-sell" stocks and ta model developed by various students in the WOO-Sig group.

Primary LanguageJupyter Notebook

The Orignal .ipynb

  • WPS_092321.ipnb is the original notebook (needs some fixing to run on new machine)
  • WPS_norgate.ipynb is the original notebook slightly cleaned
  • WPS_yfin.ipynb is the same as WPS_norgate, but modified to run cached dataframes

Usage

Note: Obtain cached data from here https://drive.google.com/drive/folders/1zZ253u4wzNA3DFAdk7Xr9YzGsWTjgWaR?usp=share_link

  1. Make sure norgate data updater is running (.exe)
  2. Add config.py file to directory
#
# in config.py
#
refresh_token = "refresh_token_from_account_authentication"
client_id     = "the_api_key_from_the_td_api_dash_confusing_i_know"
  1. Run WPS_norgate.ipynb
  2. View "norgate_stock_list.csv"
  3. View "norgate_result.csv"

Usage with TD Refresh Token

Note WPS_yfin doesn't actually use yfinance

  1. Aim to run WPS_yfin.ipynb
  2. Make sure pickles from directory (get here -> https://drive.google.com/drive/folders/1zZ253u4wzNA3DFAdk7Xr9YzGsWTjgWaR?usp=share_link
STOCKS         : pd = pd.read_pickle("stocks_norate.pkl")
PACKED_OPTIONS : pd = pd.read_pickle("options_packed.pkl")
EARNINGS       : pd = pd.read_pickle("earnings.pkl")
  1. View "yfin_stock_list.csv"
  2. View "yfin_result.csv"