Tutorial¶
Introduction¶
You can get the full source code of the tutorial here
The tutorial is based off of Prophet
Data Generation¶
First you need to initialize the object and setup the stock universe:
prophet = Prophet()
prophet.set_universe(["AAPL", "XOM"])
Then you register any data generators. Please see the source code of prophet.data for an example of a data generator. Data generators don’t have to just pull raw data though like prophet.data.YahooCloseData does. For instace, you can generate correlation data based off the price data. Prophet encourages you to
# Registering data generators
prophet.register_data_generators(YahooCloseData())
prophet.set_order_generator(OrderGenerator())
prophet.register_portfolio_analyzers(default_analyzers)
