FML

Finance Machine Learning

"Because everyone else is autistic"

Progress

• Create Github Project
• Create the DataFetcher API (In Progress)
  • TDAmeritrade Equitys
  • TDAmeritrade Options
• Create DataProvier API
• Create Initial ML Model
• Create Testing Framework
• Create Trading API

DataFetcher

This contains code to retrieve data from various types of backends.

TD Ameritrade

1. Register at https://developer.tdameritrade.com/ for an API Key
2. Add a APIKEY.apikey file to the TDAmeritrade Folder
3. Copy your API key from step 1 into the first line of this file.
   • DO NOT COMMIT THIS FILE (.gitignore is set for *.apikey)

Option Data

Equity Data

Usage:

Create a new instance of an Equity class by passing the string of the ticker symbol.

AMD = Equity("AMD")
AMD.get_price() //returns the current price

ETF Data

DataProvider

The DataProvider class is meant to be the main class used to generate training data from data.

    dp = DataProvider()
    dp.add_equity(AMD)
    dp.add_equity(INTC)
    dp.set_data_getter(r)
    (data, label) = dp.get_train_data_single(random=True)
    (data, label) = dp.get_train_data_next()