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Algorithmic Trading Learning ModulesThis repository contains comprehensive learning materials for algorithmic trading, covering data processing, technical analysis, and API integration. The modules are designed to provide a progressive learning path from basic data handling to advanced trading strategy implementation.## πŸ“š Repository Structure### Module 1: Data Processing FundamentalsLocation: module1/- Focus: Basic data handling and processing techniques- Data Files: Historical SBIN stock data (April 2025)- Skills: Data loading, cleaning, and basic analysis- Target Audience: Beginners in financial data processing### Module 2: Technical Analysis & IndicatorsLocation: module2/- Focus: Technical indicators and data analysis- Content: - Sample data files with various timeframes (5min, daily) - Technical indicator calculations - High/low price analysis - Merged datasets with indicators- Skills: Technical analysis, indicator implementation, data merging- Target Audience: Intermediate learners familiar with basic data processing### Module 3: API Integration & Live DataLocation: module3/ and module3_materials/#### Module 3 Core (module3/)- Working Examples: Live API implementations- Upstox Integration: Authentication and data fetching utilities- Historical Data Tools: Batch downloading and processing#### Module 3 Learning Materials (module3_materials/)- Comprehensive Course: 5 detailed notes + 7 progressive assignments- API Focus: Upstox API v3 integration- Skills: Live data fetching, batch processing, market scanning- Target Audience: Advanced learners ready for live trading systems### Additional Resources- Live Classes: live_classes/ - Real trading session examples- Strategies: strats/ - Sample trading strategies- Sample Code: Various utility scripts and examples## πŸš€ Getting Started### Prerequisitesbash# Python 3.8+ requiredpython --version# Install common dependenciespip install pandas numpy matplotlib requests python-dotenv websocket-client### Quick Start Guide1. Clone the repository: bash git clone https://github.com/archit1302/algo-trading.git cd algo-trading 2. Choose your learning path: - Beginner: Start with module1/ for data processing basics - Intermediate: Move to module2/ for technical analysis - Advanced: Explore module3/ and module3_materials/ for live API integration3. Set up environment (for Module 3): bash cd module3_materials pip install -r requirements.txt # or use setup.py cp .env.example .env # Configure your API credentials ## πŸ“– Detailed Module Information### Module 1: Foundation Building- Duration: 1-2 weeks- Key Concepts: Pandas, data manipulation, file I/O- Data: SBIN historical data for hands-on practice- Outcome: Solid foundation in financial data handling### Module 2: Technical Mastery- Duration: 2-3 weeks- Key Concepts: Moving averages, RSI, MACD, price patterns- Data: Multi-timeframe SBIN data with indicators- Outcome: Ability to implement and analyze technical indicators### Module 3: Live Integration- Duration: 3-4 weeks- Key Concepts: API authentication, real-time data, batch processing- Platform: Upstox API v3- Features: - Simplified authentication approach - 7 progressive assignments - Complete solution implementations - Indian market focus (NSE/BSE)- Outcome: Production-ready API integration skills## πŸ›  Module 3 Detailed Structure### Notes (Theory)1. Upstox API Introduction - Platform overview and capabilities2. Authentication Methods - Simplified access token approach3. Instrument Mapping - Symbol handling and market data structure4. Historical Data Fetching - Efficient data retrieval techniques5. Batch Processing - Advanced automation and optimization### Assignments (Practice)1. Upstox Basics - Account setup and basic API calls2. Authentication - Implementing secure access3. Instrument Mapping - Working with trading symbols4. Historical Data - Fetching and storing market data5. Batch Processing - Automated data collection6. Data Resampling - Timeframe conversions7. Market Scanner - Real-time market analysis tool

πŸ”§ Technical Requirements

System Requirements

  • OS: Windows 10+, macOS 10.15+, or Linux Ubuntu 18.04+
  • Python: 3.8 or higher
  • RAM: 4GB minimum, 8GB recommended
  • Storage: 2GB free space for data files

API Requirements (Module 3)

  • Upstox Account: Required for live data access
  • API Credentials: Access token from Upstox developer console
  • Market Data: NSE/BSE data subscription (if required)

πŸ“ˆ Learning Path Recommendations

For Complete Beginners

Module 1 β†’ Module 2 β†’ Module 3 Theory β†’ Module 3 Practice
(2 weeks)  (3 weeks)   (1 week)         (3 weeks)

For Experienced Programmers

Module 1 (Review) β†’ Module 2 β†’ Module 3 Complete
(3 days)            (1 week)   (2 weeks)

For Trading Professionals

Module 3 Direct β†’ Advanced Strategies β†’ Live Implementation
(1 week)          (Custom content)     (Ongoing)

πŸ”— External Resources

🀝 Contributing

This repository is designed for educational purposes. If you find issues or have improvements:

  1. Fork the repository
  2. Create a feature branch
  3. Make your changes
  4. Submit a pull request

πŸ“ License

Educational use only. Please respect API terms of service and market data licenses.

πŸ†˜ Support

For questions or issues:

  1. Check the module-specific README files
  2. Review the assignment solutions
  3. Consult the comprehensive notes in module3_materials/notes/

Happy Learning! πŸš€πŸ“Š

Start your algorithmic trading journey with solid fundamentals and progress to professional-grade implementations.

Algo Trading - Module 3: Upstox API v3 Data Fetching and Processing

This repository contains comprehensive learning materials for Module 3 of the Algorithmic Trading course, focusing on data fetching and processing using the Upstox API v3.

Repository Structure

πŸ“ algo-trading/
β”œβ”€β”€ πŸ“ module3/                    # Working examples and sample implementations
β”‚   β”œβ”€β”€ πŸ“ data_fetching/          # Data fetching examples
β”‚   └── πŸ“ upstox_apis/            # Upstox API integration examples
└── πŸ“ module3_materials/          # Complete learning materials
    β”œβ”€β”€ πŸ“„ README.md               # Module overview and setup
    β”œβ”€β”€ πŸ“„ setup.py                # Dependencies installation
    β”œβ”€β”€ πŸ“ assignments/            # 7 progressive assignments
    β”œβ”€β”€ πŸ“ notes/                  # Comprehensive notes
    └── πŸ“ solutions/              # Assignment solutions

Module 3 Contents

πŸ“š Learning Notes

  1. Upstox API Introduction - Overview and capabilities
  2. Authentication - Simple access token setup
  3. Instrument Mapping - Working with symbols and keys
  4. Historical Data Fetching - Getting market data
  5. Batch Processing - Handling multiple instruments efficiently

πŸ“ Assignments (Progressive Learning)

  1. Upstox API Basics - First API calls and setup
  2. Authentication Setup - Environment variables and tokens
  3. Instrument Mapping - Symbol search and validation
  4. Historical Data Fetching - Single instrument data
  5. Batch Processing - Multiple instruments handling
  6. Data Resampling - Converting timeframes
  7. Market Scanner - Finding trading opportunities

πŸ’‘ Solution Files

  • Complete working solutions for all assignments
  • Error handling and best practices
  • Real-world Indian market examples
  • Comprehensive documentation

Getting Started

  1. Clone the Repository

    git clone https://github.com/archit1302/algo-trading.git
    cd algo-trading
  2. Setup Environment

    cd module3_materials
    pip install -r requirements.txt
    # or run: python setup.py install
  3. Configure Access Token

    • Create a .env file
    • Add your Upstox access token:
      UPSTOX_ACCESS_TOKEN=your_access_token_here
      
  4. Start Learning

    • Begin with module3_materials/notes/01_upstox_api_introduction.md
    • Work through assignments progressively
    • Use solution files for reference

Key Features

  • Beginner-Friendly: No complex OAuth or Flask required
  • Progressive Learning: 7 structured assignments
  • Real-World Examples: Indian market focus (SBIN, RELIANCE, TCS, etc.)
  • Best Practices: Error handling, rate limiting, environment variables
  • Comprehensive: From basics to advanced market scanning

API Features Covered

  • βœ… Authentication with access tokens
  • βœ… Instrument search and mapping
  • βœ… Historical data fetching
  • βœ… Batch processing multiple symbols
  • βœ… Data resampling and timeframe conversion
  • βœ… Market scanning with technical indicators
  • βœ… Error handling and retry mechanisms
  • βœ… Data storage and organization

Prerequisites

  • Python 3.7+
  • Upstox Developer Account
  • Basic understanding of Python and pandas

Support

For questions or issues:

  1. Check the comprehensive notes in module3_materials/notes/
  2. Review solution files for implementation examples
  3. Ensure your Upstox access token is valid and properly configured

Learning Path

  1. Start Here: module3_materials/README.md
  2. Read Notes: Work through all 5 note files
  3. Practice: Complete assignments 1-7 progressively
  4. Reference: Use solution files when needed
  5. Apply: Build your own market analysis tools

Happy Learning! πŸš€

This module will give you the foundation to build sophisticated algorithmic trading systems using real market data from Upstox API v3.

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