Trading Analytics

The trading analytics are a set of Haskell libraries that analyze share-price and trading data.


So, here is the Analytics.Trading library of modules:


Below are tools that use some of the above modules. We have the
  • scraper, which extracts the top 5s from google's finance page:
    • getArgs >>= scrape . head >>=
      mapM_ (putStrLn . uncurry (++) . (second smoosh)) . Map.toList
      smoosh = uncurry (++) . (comma ':' *** comma '|')
  • jsonify, which packages the results in cypher-JSON and saves to a grapheneDB
    • which is just main = getArgs >>= printJSON from Web.Upload.Cypher
  • todayis, which starts an ETL process by assigning this first day as 'Today'
    • getEnv "CYPHERDB_ACCESS" >>= \endpoint ->
      getArgs >>= void . relateToday endpoint . read . head
  • relinker, which links in the just-uploaded into the rest of the data by day
  • analyze, analyzes the specified stock against SMA, EMA and Stochastic Oscillators
  • robtDeNiro, or "You lookin' at me?" which compares the compiled stock symbols to the ones extracted from the graph DaaS and recompiles the stock symbols if new ones are found. Pretty slick.
    Data Collected

    1 comment:

    1. Hi, these are great resources, what do you think about publishing them to GitHub or Hackage? Other people in the Haskell community are very interested, see here