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[FEATURE] Generalize sentiment strategies

Open enzoampil opened this issue 4 years ago • 1 comments

enzoampil avatar Jun 25 '20 12:06 enzoampil

guide

models = ['nltk', 'textblob', 'light_nlp_model']
senti_sources = ['disclosures', 'twitter', 'news']

if senti_source=="news":
        df = get_stock_data(...)
	sentiment = get_bt_news(...) 
elif senti_source=="disclosures":
        disclosures = DisclosuresPSE(...)
        df = disclosures.get_pse_data() 
	sentiment = disclosures.get_sentiment() 
else:
	#twitter
        df = get_stock_data(...)
	sentiment = get_twitter_sentiment() 

backtest("sentiment", df, sentiment=sentiment, model="nltk", senti=0.5)

jpdeleon avatar Jun 25 '20 14:06 jpdeleon