An attempt at algorithmic trading. Currently using Alpaca as the trading platform, and testing different machine learning algorithms (RNN,LSTM,LSTM with attention,Transformer for Timeseries) for stock price prediction.
run /alpaca_api/alpaca_history.py to download dat, then run /alpaca_api/indicators.py to add indicators, and then use /AI/backtest.py to look at an instance of backtest.