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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.## π 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## π 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 ## π 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## π 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
- 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
- Upstox Account: Required for live data access
- API Credentials: Access token from Upstox developer console
- Market Data: NSE/BSE data subscription (if required)
Module 1 β Module 2 β Module 3 Theory β Module 3 Practice
(2 weeks) (3 weeks) (1 week) (3 weeks)
Module 1 (Review) β Module 2 β Module 3 Complete
(3 days) (1 week) (2 weeks)
Module 3 Direct β Advanced Strategies β Live Implementation
(1 week) (Custom content) (Ongoing)
- Upstox API Documentation: https://upstox.com/developer/api
- NSE Data: https://www.nseindia.com
- Technical Analysis: Standard references for indicator calculations
- Python Finance: pandas, numpy, ta-lib documentation
This repository is designed for educational purposes. If you find issues or have improvements:
- Fork the repository
- Create a feature branch
- Make your changes
- Submit a pull request
Educational use only. Please respect API terms of service and market data licenses.
For questions or issues:
- Check the module-specific README files
- Review the assignment solutions
- Consult the comprehensive notes in
module3_materials/notes/
Happy Learning! ππ
Start your algorithmic trading journey with solid fundamentals and progress to professional-grade implementations.
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.
π algo-trading/
βββ π module3/ # Working examples and sample implementations
β βββ π data_fetching/ # Data fetching examples
β βββ π upstox_apis/ # Upstox API integration examples
βββ π module3_materials/ # Complete learning materials
βββ π README.md # Module overview and setup
βββ π setup.py # Dependencies installation
βββ π assignments/ # 7 progressive assignments
βββ π notes/ # Comprehensive notes
βββ π solutions/ # Assignment solutions
- Upstox API Introduction - Overview and capabilities
- Authentication - Simple access token setup
- Instrument Mapping - Working with symbols and keys
- Historical Data Fetching - Getting market data
- Batch Processing - Handling multiple instruments efficiently
- Upstox API Basics - First API calls and setup
- Authentication Setup - Environment variables and tokens
- Instrument Mapping - Symbol search and validation
- Historical Data Fetching - Single instrument data
- Batch Processing - Multiple instruments handling
- Data Resampling - Converting timeframes
- Market Scanner - Finding trading opportunities
- Complete working solutions for all assignments
- Error handling and best practices
- Real-world Indian market examples
- Comprehensive documentation
-
Clone the Repository
git clone https://github.com/archit1302/algo-trading.git cd algo-trading -
Setup Environment
cd module3_materials pip install -r requirements.txt # or run: python setup.py install
-
Configure Access Token
- Create a
.envfile - Add your Upstox access token:
UPSTOX_ACCESS_TOKEN=your_access_token_here
- Create a
-
Start Learning
- Begin with
module3_materials/notes/01_upstox_api_introduction.md - Work through assignments progressively
- Use solution files for reference
- Begin with
- 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
- β Authentication with access tokens
- β Instrument search and mapping
- β Historical data fetching
- β Batch processing multiple symbols
- β Data resampling and timeframe conversion
- β Market scanning with technical indicators
- β Error handling and retry mechanisms
- β Data storage and organization
- Python 3.7+
- Upstox Developer Account
- Basic understanding of Python and pandas
For questions or issues:
- Check the comprehensive notes in
module3_materials/notes/ - Review solution files for implementation examples
- Ensure your Upstox access token is valid and properly configured
- Start Here:
module3_materials/README.md - Read Notes: Work through all 5 note files
- Practice: Complete assignments 1-7 progressively
- Reference: Use solution files when needed
- Apply: Build your own market analysis tools
Happy Learning! π
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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