Stock Pair Comparison
The goal of the program is to analyze pairs of stocks for basic correlation over the course of the trading day. Additionally there may be some analysis done. I will produce more detailed instructions but for now this is heavily a work in progress. This is a project I am using to learn more about python.
I am using python (and pip) 3.8 but lower 3 versions may work as well.
First install dependencies using pip3.8 install -r requirements.txt (with your pip version of choice).
Next you will need to supply an IEX api key in the collect_config.yaml of collect. This api key will go under token.
This program utilizes gspread therefore these instructions will need to be followed to use it.
Next a sheets file will need to be created and the sheet id will need to be inserted into the config.yaml files under sheet_key.
Finally a sheet with the name api-test will need to be made. This will be changed to be more dynamic in the future.
Before running the program the first time you should run the init.sh script bash init.sh which will create the data folder and secrets folder. The data folder holds previously collected iex data, the secrets folder isn’t used yet but is something I am looking to utilize later.
To collect data run the collect_data.py file under collect. A basic analysis will be done and the results of which will be sent to sheets
To perform any kind of analysis (still in the works) you can run examine_pairs.py under analyze.