├── README.md ├── architecture_diagram.monopic ├── architecture_diagram.txt ├── backtests ├── 1.txt ├── 10.txt ├── 2.txt ├── 3.txt ├── 4.txt ├── 5.txt ├── 6.txt ├── 7.txt ├── 8.txt └── 9.txt ├── config.binance.yaml ├── config.py ├── config.us.boxrange.yaml ├── config.us.gap.yaml ├── config.us.simple_sudden_move.reversal.yaml ├── config.us.yaml ├── config_binance.py ├── config_boxrange.py ├── config_gap.py ├── data_unittest ├── daily.csv └── minute.csv ├── high_price_stocks.txt ├── history ├── __init__.py └── history.py ├── ingest ├── __init__.py ├── daily_gap │ ├── __init__.py │ ├── daily_gap.py │ └── prev_day_close.py ├── imports │ ├── __init__.py │ ├── bq.py │ ├── df.py │ ├── df_ta.py │ └── util.py └── streaming │ ├── __init__.py │ ├── aggregation.py │ ├── aggregation_test.py │ ├── aggregations_run.py │ ├── binance_run.py │ ├── daily_aggregation.py │ ├── data_unittest │ ├── daily.csv │ └── minute.csv │ ├── export │ ├── __init__.py │ ├── binance │ │ ├── __init__.py │ │ └── hourly_run.py │ ├── daily_aggregation.py │ ├── orderbook │ │ ├── __init__.py │ │ └── hourly_run.py │ └── polygon │ │ ├── __init__.py │ │ └── hourly_run.py │ ├── orderbook.py │ ├── orderbook_run.py │ ├── polygon_run.py │ ├── timeseries.py │ └── timeseries_test.py ├── main_unittest.py ├── market ├── __init__.py ├── ally │ ├── README.md │ ├── __init__.py │ ├── buy.py │ ├── common.py │ ├── holdings.py │ ├── long │ │ ├── __init__.py │ │ ├── enter.py │ │ └── exit.py │ ├── price.py │ ├── sell.py │ ├── short │ │ ├── __init__.py │ │ ├── enter.py │ │ └── exit.py │ └── util.py ├── binance │ ├── __init__.py │ ├── common.py │ ├── holdings.py │ ├── margin │ │ ├── __init__.py │ │ ├── holdings.py │ │ ├── long │ │ │ ├── __init__.py │ │ │ ├── enter.py │ │ │ └── exit.py │ │ └── short │ │ │ ├── __init__.py │ │ │ ├── enter.py │ │ │ └── exit.py │ ├── margin_spot │ │ ├── __init__.py │ │ ├── long │ │ │ ├── __init__.py │ │ │ ├── enter.py │ │ │ └── exit.py │ │ └── short │ │ │ ├── __init__.py │ │ │ ├── enter.py │ │ │ └── exit.py │ ├── price.py │ └── spot │ │ ├── __init__.py │ │ └── long │ │ ├── __init__.py │ │ ├── enter.py │ │ └── exit.py ├── dry_run │ ├── __init__.py │ ├── holdings.py │ ├── long │ │ ├── __init__.py │ │ ├── enter.py │ │ └── exit.py │ ├── price.py │ └── short │ │ ├── __init__.py │ │ ├── enter.py │ │ └── exit.py ├── finnhub │ ├── __init__.py │ ├── common.py │ └── history.py ├── oanda │ ├── __init__.py │ ├── holdings.py │ ├── long │ │ ├── __init__.py │ │ ├── enter.py │ │ └── exit.py │ ├── price.py │ └── short │ │ ├── __init__.py │ │ ├── long.py │ │ └── short.py ├── pair │ ├── __init__.py │ ├── long │ │ ├── __init__.py │ │ ├── enter.py │ │ └── exit.py │ ├── pair.py │ ├── pick.py │ ├── short │ │ ├── __init__.py │ │ ├── enter.py │ │ └── exit.py │ └── util.py ├── pick.py ├── pick_margin.py ├── tdameritrade │ ├── __init__.py │ ├── common.py │ ├── holdings.py │ ├── long │ │ ├── __init__.py │ │ ├── enter.py │ │ └── exit.py │ ├── price.py │ ├── short │ │ ├── __init__.py │ │ ├── enter.py │ │ └── exit.py │ └── util.py ├── tradier │ ├── __init__.py │ ├── common.py │ ├── etb.py │ ├── history.py │ ├── holdings.py │ ├── long │ │ ├── __init__.py │ │ ├── enter.py │ │ └── exit.py │ ├── price.py │ ├── short │ │ ├── __init__.py │ │ ├── enter.py │ │ └── exit.py │ └── util.py └── util.py ├── mock_run.py ├── mock_server.py ├── orderbook ├── __init__.py ├── binance │ ├── __init__.py │ └── orderbook.py └── orderbook.py ├── pair_trading ├── __init__.py ├── pair.py └── run_csv.py ├── publish ├── __init__.py ├── influxdb.py └── pubsub.py ├── requirements.txt ├── run.py ├── run_crypto.py ├── run_crypto_csv.py ├── run_cryptowatch_bar_publish.py ├── run_cryptowatch_signal_publish.py ├── run_equity_rawdata.py ├── run_equity_rawdata_csv.py ├── run_gap.py ├── run_hourly_export_binance.py ├── run_hourly_export_orderbook.py ├── run_hourly_export_polygon.py ├── run_move_stat_collect.py ├── run_orderbook_flow.py ├── run_orderbook_flow_csv.py ├── run_orderbook_voi_csv.py ├── run_pairtrading_equity_csv.py ├── run_simple_sudden_move_long_following_equity.py ├── run_simple_sudden_move_long_following_equity_csv.py ├── run_simple_sudden_move_long_reversal_equity.py ├── run_simple_sudden_move_long_reversal_equity_csv.py ├── run_sudden_move_following_equity_csv.py ├── run_sudden_move_reversal_analysis_crypto.py ├── run_sudden_move_reversal_analysis_crypto_csv.py ├── run_sudden_move_reversal_analysis_equity.py ├── run_sudden_move_reversal_analysis_equity_csv.py ├── run_sudden_move_reversal_crypto_csv.py ├── run_sudden_move_reversal_equity_csv.py ├── sandbox.py ├── sandbox_ally.py ├── sandbox_binance.py ├── sandbox_csv.py ├── sandbox_daily_export.py ├── sandbox_export.py ├── sandbox_gap.py ├── sandbox_kraken.py ├── sandbox_market_pair.py ├── sandbox_pair.py ├── sandbox_pair_by_sector.py ├── sandbox_pairtrade_ingest.py ├── sandbox_polygon.py ├── sandbox_pubsub.py ├── sandbox_ta.py ├── sandbox_tdapi.py ├── sandbox_timeseries_analysis.py ├── sandbox_tradier.py ├── strategy ├── __init__.py ├── bar_publish │ ├── __init__.py │ ├── cryptowatch_run.py │ └── strategy.py ├── bar_with_times_strategy │ ├── __init__.py │ ├── box_range │ │ ├── __init__.py │ │ ├── exit_momentum │ │ │ ├── __init__.py │ │ │ ├── crypto │ │ │ │ ├── __init__.py │ │ │ │ ├── run.py │ │ │ │ └── run_rawdata_csv.py │ │ │ ├── equity │ │ │ │ ├── __init__.py │ │ │ │ ├── run.py │ │ │ │ └── run_rawdata_csv.py │ │ │ └── strategy.py │ │ ├── reversal │ │ │ ├── __init__.py │ │ │ ├── forex │ │ │ │ ├── __init__.py │ │ │ │ └── run_rawdata_csv.py │ │ │ ├── run_rawdata_csv.py │ │ │ └── strategy.py │ │ └── strategy.py │ ├── gap │ │ ├── __init__.py │ │ ├── run.py │ │ └── strategy.py │ ├── move_stat_collect │ │ ├── __init__.py │ │ ├── run_csv.py │ │ └── strategy.py │ ├── run.py │ ├── run_csv.py │ ├── run_rawdata_csv.py │ ├── simple_sudden_move │ │ ├── __init__.py │ │ ├── long_trend_following │ │ │ ├── __init__.py │ │ │ ├── equity │ │ │ │ ├── run.py │ │ │ │ ├── run_csv.py │ │ │ │ ├── run_rawdata_csv.py │ │ │ │ └── strategy.py │ │ │ └── strategy.py │ │ ├── long_trend_reversal │ │ │ ├── __init__.py │ │ │ ├── equity │ │ │ │ ├── __init__.py │ │ │ │ ├── run.py │ │ │ │ ├── run_rawdata_csv.py │ │ │ │ └── strategy.py │ │ │ └── strategy.py │ │ └── strategy.py │ ├── strategy.py │ ├── sudden_move │ │ ├── __init__.py │ │ ├── publish_strategy.py │ │ ├── strategy.py │ │ ├── trend_following │ │ │ ├── __init__.py │ │ │ ├── equity │ │ │ │ ├── __init__.py │ │ │ │ ├── run.py │ │ │ │ ├── run_csv.py │ │ │ │ ├── run_rawdata_csv.py │ │ │ │ └── strategy.py │ │ │ └── strategy.py │ │ └── trend_reversal │ │ │ ├── __init__.py │ │ │ ├── cryto │ │ │ ├── __init__.py │ │ │ ├── run.py │ │ │ ├── run_csv.py │ │ │ └── strategy.py │ │ │ ├── equity │ │ │ ├── __init__.py │ │ │ ├── run.py │ │ │ ├── run_csv.py │ │ │ ├── run_rawdata_csv.py │ │ │ └── strategy.py │ │ │ └── strategy.py │ └── timeseries_analysis │ │ ├── __init__.py │ │ └── trend_reserval │ │ ├── __init__.py │ │ ├── crypto │ │ ├── __init__.py │ │ ├── run.py │ │ ├── run_csv.py │ │ └── strategy.py │ │ ├── equity │ │ ├── __init__.py │ │ ├── run.py │ │ ├── run_csv.py │ │ └── strategy.py │ │ └── strategy.py ├── factors │ ├── __init__.py │ ├── bar_with_times_factors │ │ ├── __init__.py │ │ ├── factor.py │ │ ├── factor_test.py │ │ ├── simple_sudden_move.py │ │ ├── sudden_move.py │ │ └── sudden_move_test.py │ ├── box_range │ │ ├── __init__.py │ │ └── local_extremes.py │ ├── factor.py │ └── orderbook_factors │ │ ├── __init__.py │ │ ├── average_trade_price.py │ │ ├── average_trade_price_test.py │ │ ├── factor.py │ │ ├── order_imbalance_ratio.py │ │ ├── volume_order_imbalance.py │ │ └── volume_order_imbalance_test.py ├── ingestion_run │ ├── __init__.py │ ├── bar_with_times_ingestion_run │ │ ├── __init__.py │ │ ├── binance_ingestion_run.py │ │ ├── csv_ingestion_run.py │ │ ├── csv_rawdata_ingestion_run.py │ │ └── polygon_ingestion_run.py │ ├── cryptowatch_ingestion_run.py │ ├── ingestion_run.py │ └── orderbook_ingestion_run │ │ ├── __init__.py │ │ ├── orderbook_csv_ingestion_run.py │ │ └── orderbook_ingestion_run.py ├── orderbook_strategy │ ├── __init__.py │ ├── orderbook_flow │ │ ├── __init__.py │ │ ├── run.py │ │ ├── run_csv.py │ │ └── strategy.py │ ├── run.py │ ├── run_csv.py │ ├── strategy.py │ └── volume_order_imbalance │ │ ├── __init__.py │ │ ├── run_csv.py │ │ └── strategy.py ├── profit.py ├── run.py ├── signal_publish │ ├── __init__.py │ └── cryptowatch_run.py └── strategy.py ├── symbols ├── airline_symbols.txt ├── binance.margin.txt ├── binance.txt ├── hotel_resort_symbols.txt ├── nasdaq.txt ├── nasdaq_snp500.txt ├── oil_gas_symbols.txt ├── restaurant_symbols.txt ├── snp100.txt ├── snp500.txt └── symbols.quandl.txt ├── timeseries_analysis ├── __init__.py ├── trend_reverse.py └── trend_reverse_test.py └── util ├── __init__.py ├── auth_etrade.py ├── current_time.py ├── logging.py ├── requests.py ├── symbols.py └── time.py /README.md: 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