Analytics are all about the fun, don't you know.
So, here is the Analytics.Trading library of modules:
- Analytics.Trading.Advice.Backtesting
- Analytics.Trading.Advice.SMA
- Analytics.Trading.Advice.Stochastic
- Analytics.Trading.Charts.SMA
- Analytics.Trading.Charts.Stochastic
- Analytics.Trading.Data.Advice
- Analytics.Trading.Data.Announce
- Analytics.Trading.Data.Calendar
- Analytics.Trading.Data.Order
- Analytics.Trading.Data.Portfolio
- Analytics.Trading.Data.Row
- Analytics.Trading.Indicators.MovingAverages.Exponential
- Analytics.Trading.Indicators.MovingAverages.Simple
- Analytics.Trading.Indicators.Stochastic
- Analytics.Trading.Scan.Top5s
- Analytics.Trading.Web.Client
- Analytics.Trading.Web.Scraper.Google
- Analytics.Trading.Web.Scraper.UpDown
- Analytics.Trading.Web.Upload.Cypher
Most of the above modules are NOT being used at present, as they presuppose a trading system with a portfolio, and no such integration exists.
There are, however tools that do use some of the above modules. We have the
- scraper, which extracts the top 5s from google's finance page:
- getArgs >>= scrape . head >>=
mapM_ (putStrLn . uncurry (++) . (second smoosh)) . Map.toList
smoosh = uncurry (++) . (comma ':' *** comma '|') - jsonify, which packages the results in cypher-JSON and saves to a grapheneDB
- which is just main = getArgs >>= printJSON from Web.Upload.Cypher
- analyze, analyzes the specified stock against SMA, EMA and Stochastic Oscillators
Data collected:
- Top 5s securities traded since 2015-05-21
- A sparse matrix of the same
No comments:
Post a Comment