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economical_statistics

Economical statistics project

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Done

  • Parsed all news from 2017-01-01, got all companies from the news, calculated sentiment score of news and word count
  • Parsed 1 minute and 1 hour canles history from MOEX for all companies since 2017-01-01
  • Calculated Linear Regression Coefficients (Prediction True % from 48.2% to 59.2%) and P-values
  • All parsed data and sentiment scores in CSV format: CSV
  • Simple Flash Backend for data visualization (pvalues + linreg coefficient done)
  • News update every 2 minutes and price update every 5 minutes

TODO

  1. Real-Time analysis

History build steps:

  • Folder "python/history_parsing"
  1. finam_news_parser.py + moex_history_parser.py (News + MOEX candle history)
  2. sentiment_analysis.py (Add sentiment scores to news)
  3. companies_extractor.py (Add extracted companies to news)
  4. linreg_params_final.py (Calculate all historical params for linreg calculation)
  5. linreg_coef_final.py (Calculate linreg coefficients + pvalues) -> companies.pickle

File index

  • history_{company_ticker}_1 - 1 minutes candle history
  • history_{company_ticker}_24 - 1 day candle history
  • all_parsed_news.csv - all parsed news w/o sent scores and companies
  • all_parsed_news_with_sentiment_scores.csv - all parsed news with sentiment scores and w/o companies
  • news_with_one_company.csv - all parsed news where EXACTLY ONE company exists
  • news_with_one_or_more_company.csv - all parsed news where ONE OR MORE companies exist
  • parsed_{company_ticker} - Calculated historical parameters for linreg
  • companies.pickle - dump of companies list, containing ticker, name, linreg coefs and pvalues

To run full stack app with mysql database, visualization and real-time news and prices parsing (Take about 2.5GB space):

docker-compose up -d

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Economical statistics project

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