elelias/idlabAssign
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///DOWNLOAD THE CODE//// with git installed: git clone https://github.com/elelias/idlabAssign.git without git installed: there is a 'download ZIP botton' on the bottom right side //WHAT THE CODE NEEDS//// -python 2.7 -matplotlib for the plotting. If you don't have matplotlib installed, it's fairly easy: On mac: easy_install matplotlib on ubuntu/debian sudo apt-get install python-matplotlib If there were any problems, I could quickly write the outputs to text files and write a matlab script to produce the plots. Please let me know in case of problems! ///WHAT THE CODE IS/// I tried to code up an automated trading platform, in which one can plug in algorithms and they will perform the trades. The key points are: -The code is modular and easily extensible. -Algorithms are represented by classes, so they can be plugged in and out from the platform. -All algorithms present run simultaneously. There is only one read of the historical data. -The code can easily accomodate more than one traded symbol. The general idea was to perform the required assigment, without disregarding extensibility and modularity. ////RUNNING OUT OF THE BOX/// There are to files which run the platform, tradingPlatform.py and compareRSIParameters.py They can be run with: python tradingPlatform.py orderedTable.csv dividends.csv python compareRSIParameters.py orderedTable.csv dividends.csv The first one runs two instances of the RSI algorithm, with and without stop-loss orders. The second one studies the sensitivity of the algorithm to its parameters.