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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()