/airis

Algorithmic trading using both technical and fundamental analysis with stock-specific optimized parameters obtained via machine learning.

Primary LanguageC++

Project Airis

Algorithmic Trading Engine

Algorithmic trading using both technical and fundamental analysis with stock-specific optimized parameters obtained via machine learning.

History

In October of 2016, Nathan Petersen started this project. On March 25, 2017, he deleted the history of this repository because of space issues due to poor .gitignore rules early on. For record keeping, note that the initital commit date was originally Oct 19, 2016.

Requirements

Compiling the CPP program:

  • TBB (On Ubuntu, install TBB using sudo apt install libtbb-dev)
  • SQLite (On Ubuntu, install SQLite3 using sudo apt install libsqlite3-dev)

Running the script to download stock data:

Installation

git clone https://github.com/npetersen2/airis.git
cd airis
make

Running

To run all aspects of program, run the following script. If no tickers are specified, the entire S&P500 list will be used. ./driver.sh [TICKER LIST]

Downloading stock history:

  • python tradier-sqlite.py [-v] <TICKERS LIST>

Optimizing, running, and computing signals:

  • ./airis --help
  • ./airis opt <TICKER LIST>
  • ./airis [--verbose] run <TICKER LIST>
  • ./airis sig <TICKER LIST>