diff --git a/projects/forex_algo_trading.md b/projects/forex_algo_trading.md index 2779c26..313f07e 100644 --- a/projects/forex_algo_trading.md +++ b/projects/forex_algo_trading.md @@ -1,112 +1,75 @@ -To set up a virtual environment for your forex trading analysis project, you'll first need to decide on a folder structure that organizes your work efficiently. I'll guide you through creating this structure, setting up a virtual environment, and providing a basic `requirements.txt` file. +# Swing Trading Project with EUR/USD Using Oanda and scikit-learn -### Project Folder Structure +## Step 1: Environment Setup -Here's a suggested structure to keep your project organized: - -```plaintext -forex_analysis_project/ -│ -├── data/ # Store raw and processed forex data -│ ├── raw/ -│ └── processed/ -│ -├── notebooks/ # Jupyter notebooks for exploration and analysis -│ -├── src/ # Source code for the project -│ ├── data_retrieval/ # Scripts for fetching and preprocessing data -│ │ ├── __init__.py -│ │ └── fetch_forex_data.py -│ │ -│ ├── feature_engineering/ # Generate features from forex data -│ │ ├── __init__.py -│ │ └── features.py -│ │ -│ ├── models/ # Machine learning and deep learning models -│ │ ├── __init__.py -│ │ ├── lstm_model.py # LSTM for time series prediction -│ │ └── rag_model.py # RAG model integration -│ │ -│ ├── inference/ # Inference logic for making predictions -│ │ ├── __init__.py -│ │ └── predict.py -│ │ -│ └── utils/ # Utility functions and classes -│ ├── __init__.py -│ └── utils.py -│ -├── tests/ # Unit and integration tests -│ ├── __init__.py -│ └── test_fetch_forex_data.py -│ -├── requirements.txt # Project dependencies -│ -└── Dockerfile # Containerize your project (optional) -``` - -### Setting Up a Virtual Environment - -**1. Creating a Virtual Environment:** - -First, navigate to your project directory in the terminal, then run: +### Install Python +Ensure Python 3.8+ is installed. +### Create a Virtual Environment +Navigate to your project directory and run: ```bash -python3 -m venv venv +python -m venv venv +source venv/bin/activate # Unix/macOS +venv\Scripts\activate # Windows ``` -This command creates a virtual environment named `venv` within your project directory. - -**2. Activating the Virtual Environment:** - -- **On Windows:** - -```bash -venv\Scripts\activate -``` - -- **On macOS and Linux:** - -```bash -source venv/bin/activate -``` - -Once activated, you'll see the name of the virtual environment (`venv`) in your terminal prompt, indicating that any Python or pip commands will use the environments' packages and settings. - -**3. Deactivating the Virtual Environment:** - -When you're done working in the virtual environment, you can deactivate it by running: - -```bash -deactivate -``` - -### `requirements.txt` File - -Create a `requirements.txt` file in your project root directory (`forex_project/`) with the following content to specify the project dependencies: - +### Install Essential Libraries +Create `requirements.txt` with the following content: ``` pandas numpy matplotlib seaborn -requests -oandapyV20 +scikit-learn jupyterlab +oandapyV20 +requests +``` +Install with `pip install -r requirements.txt`. + +## Step 2: Project Structure + +Organize your directory as follows: +``` +swing_trading_project/ +├── data/ +├── notebooks/ +├── src/ +│ ├── __init__.py +│ ├── data_fetcher.py +│ ├── feature_engineering.py +│ ├── model.py +│ └── backtester.py +├── tests/ +├── requirements.txt +└── README.md ``` -**Installing Dependencies:** +## Step 3: Fetch Historical Data -With your virtual environment activated, install the project dependencies by running: +- Sign up for an Oanda practice account and get an API key. +- Use `oandapyV20` in `data_fetcher.py` to request historical EUR/USD data. Consider H4 or D granularity. +- Save the data to `data/` as CSV. -```bash -pip install -r requirements.txt -``` +## Step 4: Exploratory Data Analysis -This command reads the `requirements.txt` file and installs the specified versions of the packages into your virtual environment. +- Create a new Jupyter notebook in `notebooks/`. +- Load the CSV with `pandas` and perform initial exploration. Plot closing prices and moving averages. -### Final Steps +## Step 5: Basic Feature Engineering -- **Developing Your Project:** Place your Python scripts in the `src/` directory, Jupyter notebooks in `notebooks/`, and any tests in `tests/`. Use the `data/` directory to store fetched data, such as CSV files. -- **Using Jupyter Notebook:** If you want to use Jupyter Notebook for analysis, start it with `jupyter notebook` or `jupyter lab` if you're using JupyterLab, and it will open in your web browser. Ensure you're doing this with your virtual environment activated so that Jupyter can access your project's dependencies. +- In the notebook, add technical indicators as features (e.g., SMA 50, SMA 200, RSI) using `pandas`. +- Investigate the relationship between these features and price movements. -This setup provides a solid foundation for developing your forex trading analysis project, offering a clear separation of concerns and making it easier to manage dependencies and share your work with others. \ No newline at end of file +## Step 6: Initial Model Training + +- In `model.py`, fit a simple `scikit-learn` model (e.g., LinearRegression, LogisticRegression) to predict price movements. +- Split data into training and testing sets to evaluate the model's performance. + +## Step 7: Documentation + +- Document your project's setup, objectives, and findings in `README.md`. + +## Next Steps + +- Refine features, try different models, and develop a backtesting framework as you progress. \ No newline at end of file