Odin-Securities 1.0

A master database of securities data for use with the Odin algorithmic trading platform. The database includes information on historical stock prices, on corporate actions, and includes dividend and stock-split adjusted prices and volumes.

This software is provided under the MIT license.

Setup & Installation

It is recommended that you read all of these instructions before beginning to install the Odin Securities database. Please ensure that the Odin's requirements.txt file has been installed.

Postgres

You will first need to install Postgres. Instructions on installing Postgres can be found on the official site. From there, you will need to create a database called securities_master and a user called securities. This can be achieved by the commands:

CREATE DATABASE securities_master;
CREATE USER securities;

To allow Python to interface with Postgres, the execute the following three commands to install packages.

sudo apt-get install postgresql
sudo apt-get install python-psycopg2
sudo apt-get install libpq-dev

To initialize the tables in the Odin Securities database, navigate to the odin_securities directory and execute make. This will instruct Postgres to construct a database in its default configuration. In the event that you need to start over from scratch, simply execute make again (if the command appears to hang, execute make restart and try again).

Data Vendors

Odin leverages both Yahoo! Finance and Quandl to provide price and volume data. To leverage Quandl as a data vendor, you will require a Quandl API key. This can be obtained by signing up at their website: Quandl.com. With this in hand, edit the file ./odin_securities/vendors/quandl/quandl_init.py to specify your particular API key. Please ensure that this is done before you install Odin Securities itself; if you already installed Odin Securities, you will have to reinstall it.

Installing Odin Securities and Building the Database

To install Odin Securities itself, execute the command:

python3 setup.py install

Installation, however, is not as important as constructing the database itself. For this purpose, refer to the file ./constructor/constructor.py, which will both attempt to build the database from scratch and keep it updated with the latest price data. To build or update Odin Securities, navigate into the constructor directory and run:

python3 constructor.py

Though this command takes a very long time to execute. Therefore, it is recommended instead to build a smaller version of the database with Alphabet's, Facebook, and Amazon's stock prices with the command:

python3 constructor.py -i 'GOOG FB AMZN'

To update the data only for symbols that are already present in the database, supply the optional local -l argument:

python3 constructor.py -l