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700447d
Add files via upload
Tanvikapoor14 Feb 10, 2022
829c793
Updated README
EliasLittle Feb 10, 2022
fb58fb1
fix merges
EliasLittle Feb 10, 2022
df942be
Add simple load function
Feb 11, 2022
3897716
Merge branch 'main' of https://github.com/CornellDataScience/Stock-De…
Feb 11, 2022
4f679e3
Aded gitignore
EliasLittle Feb 12, 2022
6476202
Added the deltas function to find log change
Tanvikapoor14 Feb 12, 2022
8ead30b
Merge branch 'main' of https://github.com/CornellDataScience/Stock-De…
Tanvikapoor14 Feb 12, 2022
e1966bc
Adding the deltas function
Tanvikapoor14 Feb 12, 2022
30784c1
Updated OKRs in README
EliasLittle Feb 12, 2022
d03ecb2
Updated readme
EliasLittle Feb 19, 2022
fac6c2a
Add files via upload
Akumaar Mar 3, 2022
a29e3d5
Implement MLE
Mar 4, 2022
8e6cacb
Update optim
Mar 4, 2022
0a3be00
Add files via upload
Akumaar Mar 5, 2022
6748390
Fix arima bugs
Mar 5, 2022
95ca320
Fix typo
Mar 5, 2022
6895fa4
Fix un-differencing bug
Mar 5, 2022
f543d09
Trying to use real data for MLE
EliasLittle Mar 10, 2022
dfddbe3
Updated todo
EliasLittle Mar 10, 2022
08b7ea7
Getting started with merging MLE and ARIMA
Tanvikapoor14 Mar 10, 2022
96dd76d
Plot pdf with histogram
EliasLittle Mar 10, 2022
d613427
Plot pdf with histogram
EliasLittle Mar 10, 2022
04dcbc1
Add files via upload
Akumaar Mar 12, 2022
cc78420
Add files via upload
Akumaar Mar 12, 2022
3f59271
Add minute data
Mar 12, 2022
5791d6f
Adding merge
Tanvikapoor14 Mar 12, 2022
b045fd3
add file
Mar 12, 2022
3e2b8cb
Merge branch 'main' of https://github.com/CornellDataScience/Stock-De…
Mar 12, 2022
ff7a8b5
Reupload MLE
Mar 12, 2022
3e57ba0
Add APPl and MSFT
Mar 12, 2022
8a2215d
Add files via upload
Tanvikapoor14 Mar 12, 2022
3719193
Readded uptade optim function with optimizer argument, and ran MLE on…
EliasLittle Mar 12, 2022
1b61bd3
Merged
EliasLittle Mar 12, 2022
8a18c00
Load and cleaned data
Mar 12, 2022
c3897a7
Add files via upload
Tanvikapoor14 Mar 12, 2022
5698d0b
Fix merge conflict
Mar 12, 2022
82dc55e
Fix more conflicts
Mar 12, 2022
734594f
added opt p and opt q vals
Akumaar Mar 17, 2022
e4c8a3c
generate daily params
Mar 17, 2022
5bf2fac
Copied functions in notebook to python script
Mar 17, 2022
8c50e34
Add notebook to model spy data
Mar 17, 2022
c466f25
Changed 'close' to key variable
EliasLittle Mar 24, 2022
ad2a77c
Some unknown changes, don't ask me
EliasLittle Mar 24, 2022
86e0756
Added full arima function, and MA no longer plots when you call it
EliasLittle Mar 24, 2022
a63b5fd
Run full arima on mu
EliasLittle Mar 24, 2022
b4c33d2
Implementing the aic and bic parts
Tanvikapoor14 Mar 24, 2022
bd48f14
Using the arima function on mu and sigma
EliasLittle Mar 26, 2022
a98a811
Added the opt_p and opt_q functions with aic and bic
Tanvikapoor14 Mar 26, 2022
197e829
Getting samples for kstesting
EliasLittle Mar 26, 2022
2d2a7b1
Fixed merge
EliasLittle Mar 26, 2022
191626a
Merge pull request #1 from CornellDataScience/buggy
EliasLittle Mar 26, 2022
16e7313
Added the opt_p and opt_q functions to arima.py. Can be used for AIC,…
Tanvikapoor14 Mar 26, 2022
4dfd5dd
Add code to generate parameters csv
Mar 26, 2022
97f8406
Debugging for arima.py
Tanvikapoor14 Mar 26, 2022
f79125a
Debugging arima.pyMerge branch 'main' of https://github.com/CornellDa…
Tanvikapoor14 Mar 26, 2022
1ab4f23
Minor change in arima
Tanvikapoor14 Mar 26, 2022
0229c02
Implement updated arima
Mar 26, 2022
7673231
Change return data type of arima
Mar 31, 2022
262fbb0
Documentation and bug fixes
Mar 31, 2022
1b22d05
Added function to easily generate lots of differing simulated data of…
EliasLittle Apr 16, 2022
86b4e88
Started the Alpaca trading file
Tanvikapoor14 Apr 21, 2022
4cee1f7
Added (very) basic stock-like data simulation
EliasLittle Apr 21, 2022
f5131b1
Merge branch 'main' into datasim
EliasLittle Apr 30, 2022
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1 change: 1 addition & 0 deletions .gitignore
Original file line number Diff line number Diff line change
@@ -0,0 +1 @@
IVE_tickbidask.txt
50 changes: 50 additions & 0 deletions .ipynb_checkpoints/Alpaca_trading-checkpoint.ipynb
Original file line number Diff line number Diff line change
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{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [],
"source": [
"import alpaca_trade_api as tradeapi\n",
"\n",
"# API Info for fetching data, portfolio, etc. from Alpaca\n",
"BASE_URL = \"https://paper-api.alpaca.markets\"\n",
"ALPACA_API_KEY = \"PKN0CU5SS6D4T0W9MKCP\"\n",
"ALPACA_SECRET_KEY = \"NE43VrhvPQgywfEsMp8IGQLlTYVcs586dEcW4Sx1\"\n",
"\n",
"# Instantiate REST API Connection\n",
"api = tradeapi.REST(key_id=ALPACA_API_KEY, secret_key=ALPACA_SECRET_KEY, \n",
" base_url=BASE_URL, api_version='v2')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.8.5"
}
},
"nbformat": 4,
"nbformat_minor": 4
}
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