fxml

This repo will contain tools and examples for applying machine learning to currency trading.

Scraper

• scrape_forexite.py - Scrapes 1-minute resolution Forex data off of the website forexite.com into 1 text file per day

  • Modify:
    • start and end dates
    • file destination
  • Libraries required:
    • urllib, zipfile

• format_fxdata.py - Converts data from text files into .hdf5 data files

  • Modify this script if close, high, and/or low prices are desired.
  • Can visualize EURUSD exchange rate with plot_fxdata.py
  • Modify:
    • file path
    • number of days scraped
  • Libraries required:
    • h5py