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Machine-Learning-for-Algorithmic-Trading-Bots-with-Python

This is the code repository for Machine Learning for Algorithmic Trading Bots with Python [Video], published by Packt. It contains all the supporting project files necessary to work through the video course from start to finish.

About the Video Course

Have you ever wondered how the Stock Market, Forex, Cryptocurrency and Online Trading works? Have you ever wanted to become a rich trader having your computers work and make money for you while you’re away for a trip in the Maldives? Ever wanted to land a decent job in a brokerage, bank, or any other prestigious financial institution?We have compiled this course for you in order to seize your moment and land your dream job in financial sector. This course covers the advances in the techniques developed for algorithmic trading and financial analysis based on the recent breakthroughs in machine learning. We leverage the classic techniques widely used and applied by financial data scientists to equip you with the necessary concepts and modern tools to reach a common ground with financial professionals and conquer your next interview.By the end of the course, you will gain a solid understanding of financial terminology and methodology and a hands-on experience in designing and building financial machine learning models. You will be able to evaluate and validate different algorithmic trading strategies. We have a dedicated section to backtesting which is the holy grail of algorithmic trading and is an essential key to successful deployment of reliable algorithms.

The code bundle for this video course is available at - https://github.com/PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Bots-with-Python

What You Will Learn

  • You will learn about financial terminology and methodology and how to apply them
  • Get hands-on financial data structures and financial machine learning
  • Understand complex financial terminology and methodology in simple ways
  • Ensemble models and cross-validation for financial applications
  • Backtesting for models and strategies evaluation and validation
  • Apply your skills to real world cryptocurrency trading
  • Putting machine learning into real world problems and derive solutions

Instructions and Navigation

Assumed Knowledge

To fully benefit from the coverage included in this course, you will need:
This course is compiled for data science beginners and professionals who want to shift their career to financial sector. This course assumes a basic knowledge of Python programming such as conditional and looping statements. The course is self contained in terms of the concepts, theories, and technologies it requires to build trading bots.

Technical Requirements

This course has the following software requirements:
Eclipse Photon with PyDev Plugin, Latest Version Anaconda platform Google Chrome

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machine-learning-for-algorithmic-trading-bots-with-python's Issues

Python files are incomplete or have several errors

I can't run most of the files. They almost all present errors.

Things like this when I try to run main.py with scalping class provided:

Traceback (most recent call last):
  File "C:\ProgramData\Anaconda3\envs\packtpub-src\lib\site-packages\IPython\core\interactiveshell.py", line 2878, in run_code
    exec(code_obj, self.user_global_ns, self.user_ns)
  File "<ipython-input-2-fd19c848e75d>", line 1, in <module>
    runfile('C:/Users/Administrador/Notebooks/MLStock/Github/section 0006/main.py', wdir='C:/Users/Administrador/Notebooks/MLStock/Github/section 0006')
  File "C:\Users\Administrador\.IntelliJIdea2019.2\config\plugins\python\helpers\pydev\_pydev_bundle\pydev_umd.py", line 197, in runfile
    pydev_imports.execfile(filename, global_vars, local_vars)  # execute the script
  File "C:\Users\Administrador\.IntelliJIdea2019.2\config\plugins\python\helpers\pydev\_pydev_imps\_pydev_execfile.py", line 18, in execfile
    exec(compile(contents+"\n", file, 'exec'), glob, loc)
  File "C:/Users/Administrador/Notebooks/MLStock/Github/section 0006/main.py", line 15, in <module>
    main()
  File "C:/Users/Administrador/Notebooks/MLStock/Github/section 0006/main.py", line 10, in main
    perf = run_strategy("scalping")
  File "C:\Users\Administrador\Notebooks\MLStock\Github\section 0006\strategies\run_zipline.py", line 107, in run_strategy
    }, mod._test_args())
  File "C:\ProgramData\Anaconda3\envs\packtpub-src\lib\site-packages\zipline\utils\run_algo.py", line 407, in run_algorithm
    benchmark_spec=benchmark_spec,
  File "C:\ProgramData\Anaconda3\envs\packtpub-src\lib\site-packages\zipline\utils\run_algo.py", line 227, in _run
    "Neither '--benchmark-symbol' nor '--benchmark-sid' was"
zipline.utils.run_algo._RunAlgoError: No ``benchmark_spec`` was provided, and ``zipline.api.set_benchmark`` was not called in ``initialize``.

Paying $125,00 for an outdated, incomplete course, with some guy reading a PowerPoint full of script errors is really ridiculous. Horrible quality course.

SEC001/VID005: Build the Conventional Buy and Hold Strategy

Source code does not work out of the box:

$ git branch 
* SEC001_VID005_Build_the_Conventional_Buy_and_Hold_Strategy
  SEC002_VID003_Plug_in_Random_Forests_Implementation_into_your_Bot
  SEC003_VID003_Implement_Statistical_Auto_Correlation_Strategy
  SEC005_VID002_Implement_Scalpers_Trading_Strategy
  SEC006_VID002_Implement_Value_at_Risk_Backtest
  SEC006_VID004_Implement_VaR_using_SVR
  master
$ zipline bundles
csvdir <no ingestions>
quandl 2020-01-05 16:35:57.206839
quantopian-quandl 2020-01-05 16:35:34.653587
$ python3 main.py 
*** PackPub - Hands-on Machine Learning for Algorithmic Trading Bots ***
*** SEC001/VID005: Build the Conventional Buy and Hold Strategy ***
Traceback (most recent call last):
  File "main.py", line 15, in <module>
    main()
  File "main.py", line 10, in main
    perf = run_strategy("buy_and_hold")
  File "/home/jupyter/nb/Machine.Learning.for.Algorithmic.Trading.Bots/packtpub-src/strategies/run_zipline.py", line 64, in run_strategy
    **merge({'capital_base': 1e7}, mod._test_args())
  File "/home/jupyter/env/lib/python3.5/site-packages/zipline/utils/run_algo.py", line 430, in run_algorithm
    blotter=blotter,
  File "/home/jupyter/env/lib/python3.5/site-packages/zipline/utils/run_algo.py", line 159, in _run
    trading_days=trading_calendar.schedule[start:end].index,
  File "/home/jupyter/env/lib/python3.5/site-packages/zipline/finance/trading.py", line 103, in __init__
    self.bm_symbol,
  File "/home/jupyter/env/lib/python3.5/site-packages/zipline/data/loader.py", line 149, in load_market_data
    environ,
  File "/home/jupyter/env/lib/python3.5/site-packages/zipline/data/loader.py", line 216, in ensure_benchmark_data
    data = get_benchmark_returns(symbol)
  File "/home/jupyter/env/lib/python3.5/site-packages/zipline/data/benchmarks.py", line 35, in get_benchmark_returns
    data = r.json()
  File "/home/jupyter/env/lib/python3.5/site-packages/requests/models.py", line 897, in json
    return complexjson.loads(self.text, **kwargs)
  File "/usr/lib/python3.5/json/__init__.py", line 319, in loads
    return _default_decoder.decode(s)
  File "/usr/lib/python3.5/json/decoder.py", line 339, in decode
    obj, end = self.raw_decode(s, idx=_w(s, 0).end())
  File "/usr/lib/python3.5/json/decoder.py", line 357, in raw_decode
    raise JSONDecodeError("Expecting value", s, err.value) from None
json.decoder.JSONDecodeError: Expecting value: line 1 column 1 (char 0)

Some Files are missing

hi There,
Thanks for sharing the code files, I noticed that "buy-and-hold.py" and "scalping.py" file is not in the repo. The video tutorial on packtpub.com shows buy-and-hold.py file. Could you please add them to the repo.
cheers
Reza

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