All my hobby projects live on GitHub repositories. Here are some highlights:
For details please visit GitHub: https://github.com/0liu/ISLR
- Grid-based swing trading with automatic trailing stops.
- Swing trading on pre-defined price zones, which can be determined by historical data analysis.
- Adaptive order type to reduce timing risk with modes from more passive to more aggressive, used for long/short reversal, stop loss and profit taking.
For details please visit GitHub: https://github.com/0liu/swing_trading
async/awaitsyntax provided by the concurrency framework asyncio and aio-libs in Python 3.6. It interacts with both remote broker API server and local MySQL database for efficient and concurrent data download, query, and archiving. The goal is to provide a hassle-free tool to obtain and operate on trading data on demand without worrying about broker API and tedious data management work, so users can focus on algorithm development.
For details please visit GitHub: https://github.com/0liu/ibstractExamples are shown in Jupyter notebooks:
- Market statistics and technical indicators computing with pandas and numpy.
- Real-time market message streaming with RabbitMQ.
- Real-time user control knobs and on-the-fly refreshing statistics and indicators.
- High-level wrappers of access to MySQL database for historical market data.
- User interface with Excel spreadsheet, with dynamic column definitions.
For details please visit GitHub: https://github.com/0liu/stats_dash
- Sequences: stack, linked list, linked stack, queue, linked queue and double-ended queue (deque).
- Trees: binary search tree, AVL tree, red-black tree.
- Sorting: bubble, insert, merge, quick, counting, radix, bucket.
- Dynamic programming.
- Graphs: BFS, DFS.
For details please visit GitHub: https://github.com/0liu/classic_algos