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= ...