Analyzing historical stock market data using the divide and conquer maximum subarray algorithm from chapter 4 of Introduction to Algorithms
Project for COEN 4650 Introduction to Algorithms, Spring 2019
The alpha_vantage Python package is used for getting historical stock data.
You must have an Alpha Vantage API key in key.txt. Get one here.
use from <file> import * to use functions inside the files
algs.py: Functions to compute max subarray
data.py: Functions for getting and processing stock data
download_data.py Script to download full stock history of S&P 500 companies. Only needs to be run once.
| Item | Due |
|---|---|
| Proposal | Feb 11, 2019 11:59 PM |
| Prototype Report | Mar 28, 2019 11:59 PM |
| Poster | May 1, 2019 11:59 PM |
| Task | Date | Done |
|---|---|---|
| get stock data | 2/15 | ✅ |
| implement max sub alg | 2/22 | ✅ |
| use alg with stock data | 3/1 | ✅ |
| add date ranges and max subarray length | 3/8 | ✅ |
| implement multiple buys and sells | 3/22 | ✅ |
| graphing (highlight hold period) | 3/29 | ✅ |
| performance metrics | 4/12 | ✅ |
| analysis on stock market history/fun facts | 4/19 | ✅ |
| Compile results and prepare project poster | 5/3 | ✅ |