/aar-2016

A repository for Robbie Selwyn and Ayush Gupta's AAR project at Palo Alto High School.

Primary LanguagePython

aar-2016

A repository for Robbie Selwyn and Ayush Gupta's AAR project at Palo Alto High School.

code-runner

strategy_runner.py

Runs strategy.

data_collection

pandas_collector.py

Gets stock data using pandas data reader.

models

stock_model.py

Class StockOHCLV, get info. Class BasicStock, get info.

stock.py

Abstract class, extended by all stock model data types.

plotting

plot_util.py

Class for plotting stock history, using matplotlib.

stop_losses

implementation.py

Three types of stop losses: hard, linearly trailing, non-linearly trailing. Non-linearly trailing stops still need to be implemented.

stop_loss.py

Abstract class, extended by all stop loss objects.

strategies

trading_strategy.py

Abstract class, extended by all trading strategy types.

util

statistics.py

Ratio Calculator: Sharpe ratio, Sortino ratio. Mathematical Calculator: standard deviation, mean. Moving Average Calculator: get moving average over days, bind moving average to points.

kalman_object.py

KFObject: Kalman filter object written by Scott Lobdell

kalman_filter.py

Module with filter method: accepts a list and filters it using KFObject