codetalks/lmk

LMK

Get Started with the code

• Suppose you already have docker installed.

# in the same directory where this README.md resides.
scripts/run_docker.sh

in the jupyter ipython notebook page (e.g. http://<>:8888) create a new Python 3 notebook with ...

• Cell 1 - install dependencies.

%%bash
conda install pandas_datareader pytables

• Cell 2 - configure matplotlib

%matplotlib inline

import matplotlib
matplotlib.rcParams['figure.figsize'] = (19, 8)

• Cell 3 - run it...

from lmk.ticker import Ticker

ticker = Ticker("TSLA")
ticker.retrieve_history("2015-06-01", "2016-04-30")
ticker.visualize("V,C,CL,LMK,WM,PV")

and github renders ipynb files, so here is what the above looks like. https://github.com/dyno/LMK/blob/master/lmk.ipynb

File Layout

.
├── README.md
├── book
│   ├── 1938_1940.py
│   └── 1938_1940.txt
├── lmk
│   ├── __init__.py
│   ├── cache.py
│   ├── calculator
│   │   ├── ATRCalculator.py
│   │   ├── EntryPointCalculator.py
│   │   ├── LMKBandCalculator.py
│   │   ├── ODRCalculator.py
│   │   └── PivotCalculator.py
│   ├── datasource
│   │   ├── DataSource.py
│   │   ├── Google.py
│   │   ├── NetEase.py
│   │   └── Yahoo.py
│   ├── market
│   │   ├── China.py
│   │   ├── Market.py
│   │   └── US.py
│   ├── test
│   │   ├── __init__.py
│   │   ├── test_calculator.py
│   │   ├── test_datasource.py
│   │   ├── test_market.py
│   │   └── test_utils.py
│   ├── ticker.py
│   └── utils.py
├── run.md
├── run_test.sh
└── scripts
    ├── launchd_wrapper.sh
    ├── org.jupyter.server.plist
    └── run_docker.sh

Code Highlight

• NetEase.py - Get China market data with better quality than Yahoo/Google.
• PivotCalculator.py - An algorithm to calculate local crest/trough.

TODO List

• multi-tickers in one graph (unlikely...)

• zipline ...

• the cache layer see Market.py/cache.py

• Chinese font (on Mac)

# remove font cache
# rm -rf $(python -c "import matplotlib; print(matplotlib.get_cachedir())")

# list all available fonts.
from matplotlib.font_manager import FontManager
m = FontManager()
{f.name:f.fname for f in m.ttflist}

# pick a font.
matplotlib.rcParams['font.family'] = ['sans-serif']
matplotlib.rcParams['font.sans-serif'] = ['STHeiti']