Difference between revisions of "ANLY482 AY2017-18T2 Group06 Analysis Finding Finals"
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==<div style="background: #708090; line-height: 0.5em; font-family:'Century Gothic'; border-left: #2E5593 solid 15px;"><div style="border-left: #FFFFFF solid 5px; padding:15px;font-size:15px;"><font color= "#F2F1EF">DATA PREPARATION</font></div></div>== | ==<div style="background: #708090; line-height: 0.5em; font-family:'Century Gothic'; border-left: #2E5593 solid 15px;"><div style="border-left: #FFFFFF solid 5px; padding:15px;font-size:15px;"><font color= "#F2F1EF">DATA PREPARATION</font></div></div>== | ||
We configured a total of 4 functions to access our client’s brokerage platform, OANDA. These functions can retrieve/send data directly from the brokerage on demand through a live connection. Considerations put into deciding on these functions include:<br> | We configured a total of 4 functions to access our client’s brokerage platform, OANDA. These functions can retrieve/send data directly from the brokerage on demand through a live connection. Considerations put into deciding on these functions include:<br> | ||
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• Retrieval of historical data from a chosen time period, with the latest possible date being ‘now’.<br> | • Retrieval of historical data from a chosen time period, with the latest possible date being ‘now’.<br> | ||
• Ability to choose the granularity of the data retrieved, ranging from minutes, daily to weekly.<br> | • Ability to choose the granularity of the data retrieved, ranging from minutes, daily to weekly.<br> | ||
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The resulting functions to achieve all of the following considerations are below:<br> | The resulting functions to achieve all of the following considerations are below:<br> | ||
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1. ActualPriceV20: Returns the current bid/ask price of the chosen currency pair<br> | 1. ActualPriceV20: Returns the current bid/ask price of the chosen currency pair<br> | ||
2. AccountInfoV20: Returns account information (balance, profit & loss)<br> | 2. AccountInfoV20: Returns account information (balance, profit & loss)<br> | ||
3. AccountPositionsV20: Returns all open trade positions in chosen trading account<br> | 3. AccountPositionsV20: Returns all open trade positions in chosen trading account<br> | ||
4. HisPricesV20: Returns the currency pair’s information according to parameters<br> | 4. HisPricesV20: Returns the currency pair’s information according to parameters<br> | ||
Revision as of 23:18, 13 April 2018
Contents
DATA PREPARATION
We configured a total of 4 functions to access our client’s brokerage platform, OANDA. These functions can retrieve/send data directly from the brokerage on demand through a live connection. Considerations put into deciding on these functions include:
• Retrieval of historical data from a chosen time period, with the latest possible date being ‘now’.
• Ability to choose the granularity of the data retrieved, ranging from minutes, daily to weekly.
• The specific financial instrument, currency pair, which we want to retrieve data on.
• Submission and modification of orders to the brokerage upon decision at the coding end for a buy/sell trading action.
The resulting functions to achieve all of the following considerations are below:
1. ActualPriceV20: Returns the current bid/ask price of the chosen currency pair
2. AccountInfoV20: Returns account information (balance, profit & loss)
3. AccountPositionsV20: Returns all open trade positions in chosen trading account
4. HisPricesV20: Returns the currency pair’s information according to parameters
