{"repo":"alkalescent/hyperdrive","free":true,"listed":false,"github":"https://github.com/alkalescent/hyperdrive","clone":"git clone https://github.com/alkalescent/hyperdrive.git","description":"algorithmic trading using machine learning","language":"Python","stars":159,"topics":["algorithmic-trading","algotrading","algotrading-machine-learning","algorithmic-trading-python","financial-machine-learning","robinhood"],"license":"MIT","category":"trading","readme_excerpt":"hyperdrive : an algorithmic trading library -------------------------------------------------------------------------------------------------------------- ------------------------------------------------ hyperdrive is an algorithmic trading library that powers quant research firm   Algotrade.io . Unlike other backtesting libraries, hyperdrive specializes in data collection and quantitative research. In the examples below, we explore how to: 1. store market data 2. create trading strategies 3. test strategies against historical data (backtesting) 4. execute orders. Getting Started Prerequisites You will need Python 3.8+ Installation To install the necessary packages, run Examples Most secrets must be passed as environment variables. Future updates will allow secrets to be passed directly into class object (see example on order execution). 1. Storing data Pre-requisites: - a Polygon API key - an AWS account and an S3 bucket Environment Variables: - POLYGON - AWS ACCESS KEY ID - AWS SECRET ACCESS KEY - AWS DEFAULT REGION - S3 BUCKET Output: 2. Creating a model Much of this code is still closed-source, but you can take a look at the Historian class in the History module for some ideas. 3. Backtesting a strategy We use vectorbt to backtest strategies. Output: 4. Executing an order Pre-requisites: - a Binance.US API key Environment Variables: - BINANCE Output: Use Use the scripts provided in the scripts/ directory as a reference since they are actually used in production daily","default_branch":null,"files":null,"tree":[],"storefront":"/r/alkalescent","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/alkalescent/hyperdrive/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}