Creating a trading system from scratch

[VJAY]

So, the same system in Python. Instructions for use

1. Unzip the file to a folder
2. Navigate to this folder in cmd and run the notebook using jupyter notebook. You can also try jupyter lab if you are adventurous
3. Follow the instructions in the System notebook
4. Change only the PARAMETERS

I have included only the files for 20 and 21st, you can test it for any dates. So to do a backtest for the last 5 days, you can change the filename in PARAMETERS and save each results in a separate folder. Post in case of any doubts or clarifications

• Don't get intimidated by a lot of code in the notebook. Most of them redundant and verbose. It's just to show each of the steps we peform
• Don't try backtest for longer periods. There are easier methods to do it.

Dear UB ,
I today downloaded bhavcopy and placed in traderji folder ant run it giving errors in all cells except in first 2 cells

 

[UberMachine]

Can you post screenshot?
Did you changed the parameters especially the ORDER_FILENAME and RESULT_FILENAME. You need to have 2 files. 21st and 23rd

 

[Shivam_]

https://www.quantopian.com/events
quantopian is within reach maybe soon will provide datasets for indian markets

 

[UberMachine]

https://www.quantopian.com/events
quantopian is within reach maybe soon will provide datasets for indian markets

I don't think so since I see nothing to this effect in their forums except their tour itenary. I assume they would give some demo on their zipline library (quantopian backend) so that we can feed our own data

 

[VJAY]

Can you post screenshot?
Did you changed the parameters especially the ORDER_FILENAME and RESULT_FILENAME. You need to have 2 files. 21st and 23rd

 

[ccmoradia]

Wow just reading your code ,small code to download files

import requests, zipfile, io
# to download specific date like 20 aug change cm21AUG2018bhav.csv.zip in link to cm20AUG2018bhav.csv.zip

r = requests.get('https://www.nseindia.com/content/historical/EQUITIES/2018/AUG/cm21AUG2018bhav.csv.zip')

z = zipfile.ZipFile(io.BytesIO(r.content))

z.extractall()

import requests, zipfile, io
# to download specific date like 20 aug change cm21AUG2018bhav.csv.zip in link to cm20AUG2018bhav.csv.zip

day = '23' ## ENTER DAY IN TWO DIGITS
month = 'AUG' ## ENTER MONTH IN THREE WORDS
year = '2017' ## ENTER THE YEAR HERE

r = requests.get('https://www.nseindia.com/content/historical/EQUITIES/'+year+'/'+month+'/cm'+day+month+year+'bhav.csv.zip')

z = zipfile.ZipFile(io.BytesIO(r.content))

z.extractall()

Bit Sophisticated version of what you have produced.

 

[ccmoradia]

You can look at this link for a better way to download files

How to use that code.. Does't seem like a python code.. Where to run?

 

[UberMachine]

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Does the file cm21AUG2018bhav.csv.zip is in the folder?
Could you share the screenshot of the folder?
These files must be in the folder (all other files are generated) for the program to run

 

[UberMachine]

How to use that code.. Does't seem dlike a python code.. Where to run?

Actually, it doesn't provide you a way to download files. But if provides a pattern to consistently download files without adjusting dates each time. It must be used with the download file function you have created. More on this in a later tutorial.

And since NSE doesn't allow distribution of their data, I am a bit hesitant to post the code that downloads all files in a single go (for any number of years)

 

[VJAY]

Does the file cm21AUG2018bhav.csv.zip is in the folder?
Could you share the screenshot of the folder?
These files must be in the folder (all other files are generated) for the program to run
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