ML4T Software Installation

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Revision as of 20:43, 16 July 2015 by Arpan987 (talk | contribs) (Added overview and instructions)
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Overview

Use the following instructions to set up a development environment on your local machine. It should include:

  • The proper version of Python (namely 2.7)
  • Installation of necessary libraries (e.g. NumPy, Pandas, etc.)
  • Installation of historical stock data.

Important note: We use a specific, static dataset for this course, which we will provide. If you download your own data from Yahoo (or elsewhere), you will get wrong answers on assignments.

Instructions

Install:

  • Python 2.7 (NOT Python 3) [link]

If you're on Mac OS X, we recommend installing Python using Homebrew.

  • pip (in case your Python doesn't come with it) [link]
  • virtualenv, virtualenvwrapper (highly recommended) [link]

Create a virtual environment to use for this course, and pip install the following within it.

  • IPython, NumPy 1.9+, SciPy 0.14+, Pandas 0.16+ [link]

Test your environment by running the script: validate\_env.py (get it here).

   python validate_env.py

If it complains, fix the problems, then repeat till you get a clean output (no errors or exceptions).