AlgoTraders / stock-analysis-engine

Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms. Heads up: Yahoo's Finance API was disabled on 2019-01-03 https://developer.yahoo.com/yql/
https://stock-analysis-engine.readthedocs.io/en/latest/README.html
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option expiration detection for holidays - using new analysis_engine.holidays.is_holiday module and detection function. should fix getting options for 2019-04-19 where the US Markets are closed so the option expiration is set to 2019-04-18 (or the last previous trading day with support for: Monday go back to Friday and if Friday is a holiday too go back to previous Thursday and then Wednesday) #362

Closed jay-johnson closed 5 years ago