A trading bot that was the winning submission for Iddo Drori's deep learning stock market competition. Full details of the design, implementation, and some backtest metrics are available in report.pdf
Substitute in the necessary API keys in secret_constants.py:
GNEWS_API_KEY = # replace with your own API key from https://gnews.io/dashboard
For reproducability, download the google news dataset available via https://github.com/rowanz/grover/tree/master/realnews. Note that this dataset is licensed for "research or education purposes" only. Full downloaded data is not included here due to its scale (>100 GB) and potential licensing restrictions. RealNews comes from Common Crawl and is thus subject to the common crawl license: http://commoncrawl.org/terms-of-use/
ORATS provides a comprehensive dataset of options data for backtesting, of which a small portion is available is provided as a sample (https://orats.com/university/historical-data#2-minute-snapshot). while I highly recommend utilizing this dataset for future work or further model refinements, to avoid licensing restrictions (https://orats.com/two-minute-data#pricing) no ORATS data or derived results, analyses, etc. are included in this codebase.
To run the live model, run python src/live.py.
To reproduce backtests, run python src/backtest.py.