Getting Started

Setting up Virtual Environment with Python venv

Read through the Python Venv Docs and setup your virtual environment. I setup mine by creating a .venv directory in my user folder

$ cd C:/Users/USER_NAME/.venv
$ python -m venv ENV_NAME
$ C:/Users/USER_NAME/.venv/ENV_NAME/Scripts/Activate

Then point VSCode to the python instance located at C:/Users/USER_NAME/.venv/ENV_NAME/Scripts/python.exe

if you are using code-runner add the following into your workspace .code-workspace "settings"

    "code-runner.executorMap": {
        "python": "$pythonPath -u $fullFileName"
    }

Note, the virtual environment and the files for the project do not need to be in the same directory or share the same name. For example, i have the following:

virtual env: C:/Users/USER_NAME/.venv/AlgoTrading/
program files: D:/git/AlgoTrading/

Setting up a Docker Image for local Data Base

Take a read through the following:

• TimeScaleDB's Guide on setting up a database through docker
• Tech Expert's Guide to see how to make data persistent
• Part Time Larry's YouTube Guide walks you through installing and testing out the TimescaleDB

Install dependencies

Activate your virtual environment

first, ensure your virtual environment is active

$ C:/Users/USER_NAME/.venv/ENV_NAME/Scripts/Activate

Install TA-lib

TA-lib, short for Technical Analysis Library is a C library that has a python wrapper. In order for it to work, the binary files need to be installed. Vist the "Unofficial Windows Binaries for Python Extension Packages" and download the relevant .whl package.

To locate the correct package to install, determine your system's architecture (it is probably 64 bit) and your version of python

(ENV_NAME) $ python --version   # Prints your current python version (Make sure you are in the virtual env)

If you are using python version 3.9 on a 64-bit machine, you want TA_Lib‑0.4.21‑cp39‑cp39‑win_amd64.whl. If your version of python is not 3.9, then select the appropriate .whl file to download.

Ensuring your virtual environment is active, install the .whl file according to The Pip documentation. The following worked for me. Your .whl file name may be different

(ENV_NAME) $ py -m pip install TA_Lib‑0.4.21‑cp39‑cp39‑win_amd64.whl

Install from requirements file

(ENV_NAME) $ pip install -r requirements.txt

Creating the API Keys file

rename the config_template.py file (located in /algotradingcolab/db) to config.py and populate the relevant fields