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readme update

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David Brazda
2024-08-31 15:01:31 +02:00
parent a205076131
commit a23834a938
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README.md
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@ -26,7 +26,7 @@ ACCOUNT1_LIVE_API_KEY=_YOUR_ALPACA_API_KEY
ACCOUNT1_LIVE_SECRET_KEY=YOUR_ALPACA_SECRET_KEY ACCOUNT1_LIVE_SECRET_KEY=YOUR_ALPACA_SECRET_KEY
``` ```
It tries to load trade data from local files, if they are not present they are fetched from Alpaca by reusing components from my `v2realbot` platform which is imported as requirement. It tries to load trade data from local files, if they are not present they are fetched from Alpaca by `fetch_trades_parallel` by reusing components from my `v2realbot` platform which is imported as requirement. Then the trades are aggregated by `aggregate_trades` - it accepts time based OHLCV or Volume Bars, Dollar Bars or Renko Bars.
I usually prepare few months of 1s data (as highest resolution) and store it as `.parquet` file for each symbol. Then during the research I just load these parquets and then resample it to lower frequencies for signals, but usually backtest on 1s frequency in order to get highest precision of entry/exit. I usually prepare few months of 1s data (as highest resolution) and store it as `.parquet` file for each symbol. Then during the research I just load these parquets and then resample it to lower frequencies for signals, but usually backtest on 1s frequency in order to get highest precision of entry/exit.