Historical Stock Data
Stock data is crucial for generating user features and backtesting the prediction algorithm. More specifically, the data needed are the open and close prices of a set list of stocks from the NASDAQ and NYSE. The historical data is fetched and stored from 2 sources: yfinance and IEX Cloud. An example of the data:
The primary use of this price data is for the percent difference between the close price of the current trading day and the open of the next trading day. While this data is stored in a MongoDB collection, it can be more efficiently accessed from the findCloseOpenCached
function. By providing a symbol and time, it will return the close open price using a locally cached object of all price data.
Last updated
Was this helpful?