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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