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Learn Algorithmic Trading
book

Learn Algorithmic Trading

by Sebastien Donadio, Sourav Ghosh
November 2019
Beginner content levelBeginner
394 pages
10h 31m
English
Packt Publishing
Content preview from Learn Algorithmic Trading

Dual moving average

In this section, we will implement the double moving average strategy. We will use the same code pattern from the prior chapters to get the GOOG data:

  1. This code will first check whether the goog_data_large.pkl file exists. If the file does not exist, we will fetch the GOOG data from Yahoo finance:
import pandas as pd import numpy as np from pandas_datareader import data  def load_financial_data(start_date, end_date,output_file):     try:         df = pd.read_pickle(output_file)         print('File data found...reading GOOG data')     except FileNotFoundError:         print('File not found...downloading the GOOG data')         df = data.DataReader('GOOG', 'yahoo', start_date, end_date)         df.to_pickle(output_file)     return df  goog_data=load_financial_data(start_date= ...
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Publisher Resources

ISBN: 9781789348347Supplemental Content