DeepTrading

DeepTrading is a collection of Jupyter notebooks. The objective is to organize in a systematic but flexible way all the necessary steps to calculate and conceive trading systems based on the Tensorflow software.

For more info see: TodoTrader DeepTrading Tensorflow serie

Installation

If you are Black Belt (BB) then "Quick Way" is your way of installation, else use "Detailed Way".

What!, wait...Am I a Black Belt?

Well, if you can use these Jupyter notebooks with "Quick Way" instructions then sure, you are a BB.

Quick Way (Black Belt)

It is highly recommended to run DeepTrading in designated Conda virtual environment. To install Conda you can be guided by any of the many tutorials that are disseminated throughout the Web.

git clone https://github.com/parrondo/deeptrading.git

cd deeptrading

conda env create --file environment.yml

conda activate deeptrading

It's likely you want to have a .env file. It is a configuration text file that is used to define some variables you want to pass into your application's environment.

Example of .env file:

PROJ_DIR=.

DATA_DIR=../data/

RAW_DIR=../data/raw/

INTERIM_DIR=../data/interim/

PROCESSED_DIR=../data/processed/

FIGURES_DIR=../reports/figures/

MODEL_DIR=../models/

EXTERNAL_DIR=../data/external/

PRODUCTION_DIR=/home/PRODUCTION/

Detailed Way (Brown Belt)

Set Up Your Anaconda Python Environment

Here, you will learn how to install a conda environment designed specifically for deeptrading posts called DeepTrading with Tensorflow from a .yaml file.

Objectives

At the end of these instructions, you should be able to:

• Install a new environment in Anaconda
• View a list of the available environments in Anaconda

What You Need

You should have Bash, Git (Git Bash for Windows users) and the Anaconda distribution of Python 3.x setup on your computer and an deeptrading working directory. Installation of Git Bash (Windows users) and Anaconda is out of the scope of these instructions. Here you can find the hyperlink and below, how to test your set-up. So, Be sure you have:

• Completed the setup for Bash and Git, or Git Bash for Windows users
• Completed the setup for Anaconda
• Created a deeptrading directory on your computer

Information below is adapted from materials developed by the Conda documentation for installing conda and managing packages.

Test your set-up of Bash, Git and Anaconda

Windows

1. Search for and open the Git Bash program. In this Terminal window, type bash and hit enter. If you do not get a message back, then Bash is available for use.
2. Next, type git and hit enter. If you see a list of commands that you can execute, then Git has been installed correctly.
3. Next, type conda and hit enter. Again, if you see a list of commands that you can execute, then Anaconda Python has been installed correctly.
4. Close the Terminal by typing exit.

Mac

1. Search for and open the Terminal program (found in /Applications/Utilities). In this Terminal window, type bash and hit enter. If you do not get a message back, then Bash is available for use.
2. Next, type git and hit enter. If you see a list of commands that you can execute, then Git has been installed correctly.
3. Next, type conda and hit enter. Again, if you see a list of commands that you can execute, then Anaconda Python has been installed correctly.
4. Close the Terminal by typing exit.

Linux

1. Search for and open the Terminal program. In this Terminal window, type bash and hit enter. If you do not get a message back, then Bash is available for use.
2. Next, type git and hit enter. If you see a list of commands that you can execute, then Git has been installed correctly.
3. Next, type conda and hit enter. Again, if you see a list of commands that you can execute, then Anaconda Python has been installed correctly.
4. Close the Terminal by typing exit.

Set up a Conda Python Environment

Install the deeptrading Conda Environment

Anaconda allows you to have different environments installed on your computer to access different versions of Python and different libraries. Sometimes libraries conflict which causes errors and packages not to work.

To avoid conflicts, we created an environment specifically for deeptrading posts that contains all of the python libraries that you will need.

Tip: For more information about conda environments check out the conda documentation.

To install the deeptrading environment, you will need to follow these steps:

1. Fork and clone a Github repository from https://github.com/parrondo/deeptrading to your deeptrading directory. This repository contains a file called yaml that is needed for the installation. (For instructions on forking/cloning repositories, see the section below on Fork and Clone Github Repository ).
2. Be sure you have the yaml file into your deeptrading parent directory using your file manager.
3. Open the Terminal on your computer (e.g. Git Bash for Windows or Terminal on a Mac/Linux).
4. In the Terminal, navigate to the deeptrading directory (e.g. cd ~, then cd deeptrading).
5. Then, type in the Terminal: conda env create -f environment.yml

Note that it takes a bit of time to run this setup, as it needs to download and install each library, and that you need to have internet access for this to run!

Tip: The instructions above will only work if you run them in the directory where you placed the environment.yml file.

Once the environment is installed, always make sure that the deeptrading environment is activated before doing work for this class.

See the instructions further down on this page to Activate a Conda Environment. Once the environment is activated, the name of the activated environment will appear in parentheses on the left side of your terminal.

Fork and Clone Github Repository

This section provides the basic steps for forking a Github repository (i.e. copying an existing repository to your Github account) and for cloning a forked repository (i.e. downloading your forked repository locally to your computer).

Also you could see my post:

https://todotrader.com/robust-git-workflow-for-research-projects/

Fork a Repository on Github.com

You can fork an existing Github repository from the main Github.com page of the repository that you want to copy (example: https://github.com/parrondo/deeptrading).

On the main Github.com page of the repository, you will see a button on the top right that says Fork.

Click on the Fork button and select your Github.com account as the home of the forked repository.

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