option_trading

Option trading based on a strategy

Main model

AdaBoost model from sklearn package due to 32bit system on raspberry pi

upcoming improvements

pre processing of data should not output duplicates or non mature options models should be well documented

• name
• date
• details of data trained on
• features used
• performance

hyperparamter search

• use optuna package for bayesian search with TPE surrogate

notes

The following Errors have been encountered on Raspberry PI when import numpy or matplotlib ImportError: /lib/arm-linux-gnueabihf/libc.so.6: version `GLIBC_2.28' not found

Solved: pip install numpy --global-option="-mfloat-abi=hard" --force-reinstall now solved by updating raspberry version from 9 to 10 (Buster)

Installing chromium webdriver and browser to make scraping work sudo apt-get install chromium-browser --yes apt-get install chromium-chromedriver --yes apt-get install xvfb --yes pip install PyVirtualDisplay xvfbwrapper selenium

Swap file raspberry pi, increased size according to these steps

Due to memory leakage of lxpanel it might be wise to restart it periodically lxpanelctl restart

Some basic commands to list raspberry pi usage:
disk space: df -h
memory usage: free -h
processes: ps aux