nickmccullum / algorithmic-trading-python

The repository for freeCodeCamp's YouTube course, Algorithmic Trading in Python

Algorithmic Trading in Python

This repository

Course Outline

• Section 1: Algorithmic Trading Fundamentals
  • What is Algorithmic Trading?
  • The Differences Between Real-World Algorithmic Trading and This Course
• Section 2: Course Configuration & API Basics
  • How to Install Python
  • Cloning The Repository & Installing Our Dependencies
  • Jupyter Notebook Basics
  • The Basics of API Requests
• Section 3: Building An Equal-Weight S&P 500 Index Fund
  • Theory & Concepts
  • Importing our Constituents
  • Pulling Data For Our Constituents
  • Calculating Weights
  • Generating Our Output File
  • Additional Project Ideas
• Section 4: Building A Quantitative Momentum Investing Strategy
  • Theory & Concepts
  • Pulling Data For Our Constituents
  • Calculating Weights
  • Generating Our Output File
  • Additional Project Ideas
• Section 5: Building A Quantitative Value Investing Strategy
  • Theory & Concepts
  • Importing our Constituents
  • Pulling Data For Our Constituents
  • Calculating Weights
  • Generating Our Output File
  • Additional Project Ideas

algorithmic-trading-python's Issues

Number of Shares to Buy duplicate column issue

My Pandas data ends up with two Number of Shares to Buy columns.

downloading secrets.py

When I click on download the file, a new tab opens with only one line written in it:
IEX_CLOUD_API_TOKEN = 'Tpk_059b97af715d417d9f49f50b51b1c448'
What should I do?

Getting error 403,Tried replacing token with a new one, used try except clause

final_dataframe = pd.DataFrame(columns = mycolumns)

for stock in stocks['Ticker']:
api_url = f'https://sandbox.iexapis.com/stable/stock/{stock}/quote/?token=sk_b92781ff259841bead23d3012a9f8cf3'
data = requests.get(api_url)

if data.status_code == 200:
    data = data.json()
    final_dataframe = final_dataframe.append(
        pd.Series(
            [stock, data['latestPrice'], data['marketCap'], 'N/A'], 
            index = mycolumns
        ), 
        ignore_index = True
    )
else:
    print(f'An error occurred, status code: {data.status_code}')

Looping Through The Tickers in Our List of Stocks doesn't work

I got this error when running the code:

I have tried several things but doesn't work. Anyone help me pls!
P/S: this loop can only create 134 tickers, does this mean something happened with the 135th?

002_quantitative_momentum_strategy

Hi, please note that the code

hqm_dataframe.sort_values(by = 'HQM Score', ascending = False)
hqm_dataframe = hqm_dataframe[:51]

does not work as expected. You need to add inplace = True
hqm_dataframe.sort_values(by = 'HQM Score', ascending = False, inplace = True)
otherwise you are taking the fist 51 elements in alphabetical order.

PS Shouldn't you just take the first 50 elements with
hqm_dataframe = hqm_dataframe[:50]
instead of 51 (they start from 0)

filenotfounderror

In batch api --> JSONDecodeError

symbol_groups = list(chunks(stocks['Ticker'], 100))
symbol_strings = []
for i in range(0, len(symbol_groups)):
symbol_strings.append(','.join(symbol_groups[i]))

final_dataframe = pd.DataFrame(columns=my_col)

for symbol_string in symbol_strings:
batch_api_call_url = f'https://cloud.iexapis.com/stable/stock/market/batch/types=quote&symbols={symbol_string}&token={IEX_CLOUD_API_TOKEN}'
data = requests.get(batch_api_call_url).json()
for symbol in data:
if data[symbol]['quote']:
final_dataframe = final_dataframe.append(
pd.Series([symbol,
data[symbol]['quote']['latestPrice'],
data[symbol]['quote']['marketCap'],
'N/A'],
index=my_col),
ignore_index=True)

final_dataframe

ImportError: cannot import name 'IEX_CLOUD_API_TOKEN' from 'secrets'

I got the error shown above, please help me or show me how to solve this problem.

Thank you.

Loading file to Jupyter Error

Hi Nick,

First of all, thank you for the Youtube video, it is really AWESOME.

I was try to follow your steps but get stuck to load the equal weighted S&P 500 file into Jupyter. The error shows as below:

"Unreadable Notebook: C:\Users****\Notebooks\001_equal_weight_S&P_500.ipynb NotJSONError("Notebook does not appear to be JSON: '\n\n\n\n\n\n\n<html lang...")"

Any idea what is wrong with the file? or if its my Jupyter issue?

Thanks,
Steven

Problem with 'None' values in One-Year, Six-Month, Three-Month, One-Month Price Returns

If any of the values in the One-Year, Six-Month, Three-Month, One-Month Price Returns is 'None' then the 'percentileofscore' function will error because it cannot match a float against a NoneType.

To fix this I added the following in the creation of the data series for each price return column. xxx is the time period:

float(0 if data[symbol]['stats']['xxxChangePercent'] is None else data[symbol]['stats']['xxxChangePercent'])

I am not sure if there is a better solution.

403 Error when pulling data from api

symbol="AAPL"
api_url = f'https://sandbox.iexapis.com/stable/stock/{symbol}/quote/?token={IEX_CLOUD_API_TOKEN}'#base url
#print(api_url)
data=requests.get(api_url)
print(data.status_code)

Hi I am using this code to pull data but instead end up getting 403 error. Any solutions?

Unable to download sp_500_stocks.csv file

Can anyone provide me sp_500_stocks file, as the given link from where we were supposed to download the data is not working.

Need Help with 003_quantitative_value_strategy

`symbol = 'AAPL'
batch_api_call_url = f'https://cloud.iexapis.com/stable/stock/market/batch/?symbols={symbol}&types=quote,advanced-stats&token={IEX_CLOUD_API_TOKEN}'
data = requests.get(batch_api_call_url).json()

print (data)

P/E Ratio

pe_ratio = data[symbol]['quote']['peRatio']`

I get the following error:
JSONDecodeError: Expecting value: line 1 column 1 (char 0)

I'm using the 30 trial from IEX Cloud.

requests.get(api_url) ISSUE

Hi Nick,

I was trying to follow your code under 'Algorithmic Trading Using Python - Full Course'.

However, I came across an error when I was trying to request data from api_url as per the attached screenshot.

Could you pleaes let me know why this happened?

Regards,

Scott

Question on downloading secret.py file

How can we download the secret.py file, I only got the link of IEX_CLOUD_API_TOKEN = 'Tpk_059b97af715d417d9f49f50b51b1c448' and the result is like this. I appreciate your help first.

KeyError: 'WLTW'

Here is my code:

def chunks(lst, n): for i in range(0, len(lst), n): yield lst[i:i + n]

symbol_groups = list(chunks(stocks['Ticker'],100))
symbol_strings = []
for i in range(0, len(symbol_groups)):
symbol_strings.append(','.join(symbol_groups[i]))
#print(symbol_strings[i])
final_dataframe = pd.DataFrame(columns = my_columns)

for symbol_string in symbol_strings:
batch_api_call_url = f'https://sandbox.iexapis.com/stable/stock/market/batch?symbols={symbol_string}&types=quote&token={IEX_CLOUD_API_TOKEN}'
data = requests.get(batch_api_call_url).json()
for symbol in symbol_string.split(','):
final_dataframe = final_dataframe.append(
pd.Series(
[
symbol,
data[symbol]['quote']['latestPrice'],
data[symbol]['quote']['marketCap'],
'N/A'
],
index = my_columns),
ignore_index = True
)
final_dataframe

Here is the error code:

(Cannot paste the pic here for some reason)

But i get a KeyError: 'WLTW'

I have no idea how to fix this, and i can't find any result on google. Please help.

JSONDecodeError

Hello! I am facing JSON Decode Error when running the below code.

symbol_groups = list(chunks(stocks['Ticker'],100))
symbol_strings = []
for i in range(0, len(symbol_groups)):
symbol_strings.append(','.join(symbol_groups[i]))

print(symbol_strings[i])

final_dataframe = pd.DataFrame(columns=my_columns)

for symbol_string in symbol_strings:
batch_api_call_url = f'https://sandbox.iexapis.com/stable/stock/market/batch?symbols={symbol_string}&types=quote&token={IEX_CLOUD_API_TOKEN}'
data = requests.get(batch_api_call_url).json()
for symbol in symbol_string.split(','):
final_dataframe = final_dataframe.append(
pd.Series(
[
symbol,
data[symbol]['quote']['latestPrice'],
data[symbol]['quote']['marketCap'],
'N/A'
],
index = my_columns),
ignore_index=True
)
final_dataframe

I was surprised to see the response of the batch api's

Out of 6 batch api responses, I'm getting 403 in random for some 3 responses every time I run the code. I'm confused.

Help me out

I keep getting JSONDecodeError

My code from the section "Looping Through The Tickers in Our List of Stocks":

The error:

I don't understand what is wrong with my code, i wrote exactly like code from the Algorithmic Trading in Python Course.

And when i print the final_dataframe, the output only shows 484 stocks, and not 505 as in the .csv document? Why is that?

secrets.py downloads link

Link to download secrets.py is not working.

Unable to Open Tutorial Notebook - NotJSONError

I encountered the following issue when open the tutorial files. pls assist
NotJSONError("Notebook does not appear to be JSON: '\n\n\n\n\n\n\n<html lang...")

Not an issue, I was trying to do something differently...

I imported a list of the stocks using url:

Why it is not working?

S&P 500 stocks: getting 600 stocks after the batch_api_call_url instead of 505 and last stock is CME and not ZTS

Hi,
after executing the piece of code where we use the batch_api_call_url my final_dataframe contains only the first 100 stocks, but repeats them 6 times so i end up with 600 stocks with the last one being CME. It seems as if the final_dataframe.append function is not doing a proper job.

`for symbol_string in symbol_strings:
batch_api_call_url = f'https://sandbox.iexapis.com/stable/stock/market/batch?symbols={symbol_string}&types=quote&token={IEX_CLOUD_API_TOKEN}'
data = requests.get(batch_api_call_url).json()
for symbol in symbol_string.split(','):
final_dataframe = final_dataframe.append(
pd.Series([symbol,
data[symbol]['quote']['latestPrice'],
data[symbol]['quote']['marketCap'],
'N/A'],
index = my_columns),
ignore_index = True)

final_dataframe`

Please advise,

Best, Stefan

Help, issue with request I believe.

https://forum.freecodecamp.org/t/issue-with-algorithmic-trading-python-course/541335/3

in that link it tells what I have done with the versions of python and packages. I loaded the requirements.txt.

Trading

Keep getting 404 response error on getting API requests

hi
I just start learning coding.
while getting the API requests i keep getting the 404 error
"""symbol = 'APPL'
api_url =f'https://sandbox.iexapis.com/stable/stock/{symbol}/quote?token={IEX_CLOUD_API_TOKEN}'
print(api_url)
data = requests.get(api_url)
print(data)"""

Can anyone help to spot where is wrong?
I have already tried clearing my computer cache and cookies. But i just keep getting stuck here :(

Thanks

001_equal_weight_S&P_500.ipynb

Hi Nick,
I am beginner of anything programming. I tried this file by myself for learning purpose and after saving excel file (recommended stock) it gives 'NA' rather than any value on ticker 506, column 'number of shares to buy'.

error when trying to open the jupyter notebooks

Hi, I received this error when I downloaded the jupyter notebooks and tried to open it: Unreadable Notebook: directoryname\001_equal_weight_S&P_500.ipynb NotJSONError("Notebook does not appear to be JSON: '\n\n\n\n\n\n\n\n<html la..."). May I know how to rectify it?

trading bot

can you please any one of you tell me how to place order in this python tradin bot in this link
https://github.com/0x100/yobit-trading-bot/blob/master/src/main/resources/application.yaml

Algo Trading

Calculating Momentum Percentiles

ImportError: cannot import name 'IEX_CLOUD_API_TOKEN' from 'secrets'

KeyError: 'WLTW'

A symbol from the list may need to be updated for the iex sandbox

data = requests.get(api_url).json() data not working

append method is deprecated

I get this error

FutureWarning: The frame.append method is deprecated and will be removed from pandas in a future version. Use pandas.concat instead.
final_dataframe = final_dataframe.append(

Have tried several things now with the pd.concat without luck. It's in "Looping Through The Tickers in Our List of Stocks"

final_dataframe = pd.DataFrame(columns = my_columns) for stock in stocks["Ticker"][:4]: api_url = f"https://sandbox.iexapis.com/stable/stock/{stock}/quote/?token={IEX_CLOUD_API_TOKEN}" data = requests.get(api_url).json() final_dataframe = final_dataframe.append( pd.Series([symbol, data['latestPrice'], data['marketCap'], 'N/A'], index = my_columns), ignore_index = True)

Error in batch API call section

I'm getting this error--the finished code is throwing a different error when I C&P it in. Any ideas? Thanks everyone and apologies if this is a noob question! The course is great and I'm a former code writer jumping in the deep end to learn some Python.

Key Error: DISCA

I think there is something wrong with pulling the DISCA ticker data. When I remove the [:1] limit for looping to take all tickers at a time, it shows error with Key Error : DISCA.

Number of Shares to Buy is extremely low on my recommended_trades.xlsx

The Number of Shares to Buy i get when my code has run is extremely low compared to what is displayed on the algorithmic trading video. I dont understand why?

My recommended_trades.xlsx file:

And my code:
`portfolio_size = input("Enter the value of your portfolio:")
try:
val = float(portfolio_size)
#print(val)
except ValueError:
print("That's not a number \nPlease try again:")
portfolio_size = input("Enter the value of your portfolio:")
val = float(portfolio_size)

position_size = val/len(final_dataframe.index)

for i in range(0, len(final_dataframe.index)):
final_dataframe.loc[i,'Number of Shares to Buy'] = math.floor(position_size/final_dataframe.loc[i,"Stock Price"])
final_dataframe`

My output:

The Algorithmic Trading in Python video by nickmcullum:

section ## Looping Through The Tickers in Our List of Stocks. Issue: TypeError: string indices must be integers

Hi team.
Can you please help me out. What I have done wrongly ?

my code:
my_columns = ['Ticker', 'Stock Price', 'Market Capitalization'] final_dataframe = pd.DataFrame(columns = my_columns) for stock in stocks['Ticker'][:5]: print(stock)

can you please tell me why I have the TypeError: string indices must be integers
Best.

Testing Sandbox Deprecated

I am getting a 403 error when making API call for AAPL around minute 41 of the video. Is this because it is deprecated? Is there a work around?

Sandbox does exist.

f'https://sandbox.iexapis.com/stable/stock/{symbol}/quote?token={IEX_CLOUD_API_TOKEN}'
data = requests.get(api_url).json()

the url link here is not valid anymore.

How can I stop the column names from repeating while making the row numbers sequential?

Hey guys My question and problem is that column names are continously repeating at every row level and row numbers on the left hand side are all zero. Here is my code:

batch api URL

batch api url changes

Batch API call URL: Production tokens can't be used in Sandbox.

I printed clicked the link for the Batch API call URL variable and it says the following: 'Production tokens cannot be used in the sandbox environment. Please use https://cloud.iexapis.com'

Hi, I am getting Jason decoder error, please help

Calculating Momentum Percentiles

hey,
i cant find a solution to the problem am facing i see no mistake on the code

Hey I'll have an issue in 002_quantitative_momentum_strategy

Configuration steps are missing in the youtube video

Where can I find the configuration details? That part is missing in the video.

Calculating Momentum Percentiles

Hi Nick,

First off let me say this video series has been amazing and very informative! Keep up the excellent work!

I'm having an issue with trying to run these lines of code:

time_periods = [
'One-Year',
'Six-Month',
'Three-Month',
'One-Month'
]

for row in hqm_dataframe.index:
for time_period in time_periods:
hqm_dataframe.loc[row, f'{time_period} Return Percentile'] = stats.percentileofscore(hqm_dataframe[f'{time_period} Price Return'], hqm_dataframe.loc[row, f'{time_period} Price Return'])/100

for time_period in time_periods:
print(hqm_dataframe[f'{time_period} Return Percentile'])

hqm_dataframe

and I'm getting the following error:

TypeError Traceback (most recent call last)
in
8 for row in hqm_dataframe.index:
9 for time_period in time_periods:
---> 10 hqm_dataframe.loc[row, f'{time_period} Return Percentile'] = stats.percentileofscore(hqm_dataframe[f'{time_period} Price Return'], hqm_dataframe.loc[row, f'{time_period} Price Return'])/100
11
12 for time_period in time_periods:

~\Anaconda3\lib\site-packages\scipy\stats\stats.py in percentileofscore(a, score, kind)
2015
2016 if kind == 'rank':
-> 2017 left = np.count_nonzero(a < score)
2018 right = np.count_nonzero(a <= score)
2019 pct = (right + left + (1 if right > left else 0)) * 50.0/n

TypeError: '<' not supported between instances of 'NoneType' and 'float'

I even copy and pasted yours from the finished files and I'm getting the same error. At this point I am stuck. Is there something I am missing here because I have tried everything I know how to do. Any guidance would greatly be appreciated here.

Cheers!

Loop indexing fail

"Calculating the Number of Shares to Buy" section in 001_equal_weight_S&P_500.ipynb loop does not loop over whole dataframe. Loving the course btw!

Need to update repo to make code compile

• Add S&P stocks CSV: sp_500_stocks.csv.
• Update URL from https://sandbox.iexapis.com/ to https://cloud.iexapis.com/.
• Update requirements.txt. Running pip install - r requirements.txt throws errors.