Skip to content

Instantly share code, notes, and snippets.

@ceshine
ceshine / bactrader_sample.py
Last active May 31, 2025 09:09
A Simple Strategy Trading Two Stocks (back trader)
"""A Simple Strategy Trading Two Stocks
Original code: https://blog.csdn.net/qq_26948675/article/details/80016633
Modified based on: https://www.backtrader.com/blog/posts/2018-04-22-improving-code/improving-code.html
Replaced the local CSV files with online data from IEX.
Unfortunately, this strategy is not profitable for the two stocks picked.
"""
@ericmjl
ericmjl / ds-project-organization.md
Last active March 1, 2026 22:05
How to organize your Python data science project

UPDATE: I have baked the ideas in this file inside a Python CLI tool called pyds-cli. Please find it here: https://github.com/ericmjl/pyds-cli

How to organize your Python data science project

Having done a number of data projects over the years, and having seen a number of them up on GitHub, I've come to see that there's a wide range in terms of how "readable" a project is. I'd like to share some practices that I have come to adopt in my projects, which I hope will bring some organization to your projects.

Disclaimer: I'm hoping nobody takes this to be "the definitive guide" to organizing a data project; rather, I hope you, the reader, find useful tips that you can adapt to your own projects.

Disclaimer 2: What I’m writing below is primarily geared towards Python language users. Some ideas may be transferable to other languages; others may not be so. Please feel free to remix whatever you see here!

@sammchardy
sammchardy / binance-depth-cache-notes.txt
Last active September 25, 2022 10:36
Binance Depth Cache Notes
Ninj0r admin, [Oct 20, 2017, 9:18:55 AM]:
It's a three step process:
1) Start listening to the stream and buffering the messages
2) Get a depth snapshot
3) replay the buffered messages and the live messges.
Depth updates have two variables, u and U
U is the initial updateId, and u is the final updateId. There can be multiple updates "compressed" into a single update that comes out via the web socket stream.