Goal

Get historical data to do backtesting.

Prepare

• refresh nasdaq / nyse symbols, run this periodically to get latest symbols.
  • source symbol_sync.sh
• create required sqlite tables
  • sqlite3 stocks.sqlite < schema.sql

Run

• setup bash env STOCK_LOG_LEVEL for log level
  • for example: export STOCK_LOG_LEVEL=DEBUG
• get history since 2021-01-01
  • python history.py --date 2021-01-01 > /tmp/history.log 2>&1
• generate moving average for last 300 days - need at least 150 working days data
  • python moving_average.py 300