A repository for Robbie Selwyn and Ayush Gupta's AAR project at Palo Alto High School.
Runs strategy.
Gets stock data using pandas data reader.
Class StockOHCLV, get info. Class BasicStock, get info.
Abstract class, extended by all stock model data types.
Class for plotting stock history, using matplotlib.
Three types of stop losses: hard, linearly trailing, non-linearly trailing. Non-linearly trailing stops still need to be implemented.
Abstract class, extended by all stop loss objects.
Abstract class, extended by all trading strategy types.
Ratio Calculator: Sharpe ratio, Sortino ratio. Mathematical Calculator: standard deviation, mean. Moving Average Calculator: get moving average over days, bind moving average to points.
KFObject: Kalman filter object written by Scott Lobdell
Module with filter method: accepts a list and filters it using KFObject