Starting the Stock Analysis Engine's full stack - Algorithm Backtester, Engine workers, Jupyter, Automated Pricing Data Collection, Redis, and Minio

by jayjohnson 5 years ago

GNU/Linux ◆ xterm-color ◆ bash 4075 views

Stock Analysis Engine

Build and tune investment algorithms with a distributed stack for running backtests and live-trading algorithms on publicly traded companies with automated datafeeds from: IEX Real-Time Price, Tradier and FinViz (includes: pricing, options, news, dividends, daily, intraday, screeners, statistics, financials, earnings, and more). Runs on Kubernetes and docker-compose. Pricing data is automatically compressed and there are included Kubernetes yaml files for showing how to fetch new pricing data as fast as per minute and backup all pricing assets to your own AWS S3 buckets (for a nightly backup).

Running the Full Stack Locally for Backtesting and Live Trading Analysis

While not required for backtesting, running the full stack is required for running algorithms during a live trading session. Here is a video on how to deploy the full stack locally using docker compose and the commands from the video.

Start Workers, Backtester, Pricing Data Collection, Jupyter, Redis and Minio

./compose/start.sh
Check the Docker Containers

docker ps -a
View for dataset collection logs

logs-dataset-collection.sh
Wait for pricing engine logs to stop with ctrl+c

logs-workers.sh
Verify Pricing Data is in Redis

redis-cli keys "*"

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You can download this recording in asciicast v2 format, as a .cast file.

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asciinema play 220487.cast

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Use with stand-alone player on your website

Download asciinema player from the releases page (you only need .js and .css file), then use it like this:

<!DOCTYPE html>
<html>
<head>
  <link rel="stylesheet" type="text/css" href="asciinema-player.css" />
</head>
<body>
  <div id="player"></div>
  <script src="asciinema-player.min.js"></script>
  <script>
    AsciinemaPlayer.create(
      '/assets/220487.cast',
      document.getElementById('player'),
      { cols: 211, rows: 45 }
    );
  </script>
</body>
</html>

See asciinema player quick-start guide for full usage instructions.

While this site doesn't offer GIF conversion at the moment, you can still do it yourself with the help of asciinema GIF generator utility - agg.

Once you have it installed run the following command to create GIF file:

agg https://asciinema.org/a/220487 220487.gif

Or, if you already downloaded the recording file:

agg 220487.cast 220487.gif

Check agg --help for all available options. You can change font family and size, select color theme, adjust speed and more.

See agg manual for full usage instructions.