Algorithmic Trading project.
The data set for this initial version of the project uses yfinance to pull data for a stock security, with full range of historical data available (i.e., from the time that the stock was introduced to the market to the current date).
Example set for AAPL:
Open High Low Close Adj Close Volume
Date
1980-12-12 0.128348 0.128906 0.128348 0.128348 0.099319 469033600
1980-12-15 0.122210 0.122210 0.121652 0.121652 0.094137 175884800
1980-12-16 0.113281 0.113281 0.112723 0.112723 0.087228 105728000
1980-12-17 0.115513 0.116071 0.115513 0.115513 0.089387 86441600
1980-12-18 0.118862 0.119420 0.118862 0.118862 0.091978 73449600
... ... ... ... ... ... ...
2023-11-06 176.380005 179.429993 176.210007 179.229996 178.994186 63841300
2023-11-07 179.179993 182.440002 178.970001 181.820007 181.580780 70530000
2023-11-08 182.350006 183.449997 181.589996 182.889999 182.649368 49340300
2023-11-09 182.960007 184.119995 181.809998 182.410004 182.169998 53763500
2023-11-10 183.970001 186.570007 183.529999 186.399994 186.399994 66133400
[10820 rows x 6 columns]
As the example shows, the set contains features for:
- Date: Dates, in chronological order
- Open: Opening price on corresponding trading date
- High: The highest price that the stock reached on the corresponding trading date
- Low: The lowest price that the stock reached on the corresponding trading date
- Close: Closing price on corresponding trading date
- Adj Close: Closing price, adjusted for corporate actions
- Volume: Traded volume during trading day