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Install

pip install flask pip install pandas

Alternatively use python -m pip instead of just pip. Note this package requires python 3

Running

python server.py

Accessing Dashboard

  1. Enable CORS from browser (in Chrome get the Allow-Control-Allow-Origin extension) (or for the API developer please allow CORS :D)
  2. visit http://uoft-a-oec-2018.herokuapp.com/dashboard

Components

Heroku deployed python server that does

  1. automated trading
  2. historical price front end for visualization

Trading algorithm

  • mean reversion?
  • computing first and second derivatives?
  • machine learning?

API

for each timestep, trading algorithm

input: account { number cash [holding { string ticker number num_shares number book_price number market_price }] } [stocks { string ticker number [historical price] or current price if past prices known }]

outputs: [action { string type "buy" | "sell", string ticker number num_shares }]

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Ontario Engineering Competition 2018

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