index.md

sidebar_current
kickoff

Getting started

Installation

We're going to install the stable release from source. Check the develop branch for the bleeding edge version.

Alternatively, you can use docker and be up and running quicker : instructions here.

$ (sudo) apt-get install -y git-core python-dev g++ make gfortran
$ git clone --depth 1 https://github.com/hackliff/intuition.git
$ # It's safer to install these packages first
$ pip install --use-mirrors cython numpy
$ cd intuition && (sudo) python setup.py install

That's it, test your installation with :

$ intuition --help

However you only got the backbone of your application.

Intuition wires 4 primitives to build up the system : A data source generates events, processed by the algorithm, that can optionnaly use a portfolio manager to compute assets allocation. They are configured through a Context, while third party services use environment variables (take a look in config/local.env).

This might seem a lot of work but fortunately, I and contributors have already coded a bunch.

You can learn more here about these building blocks but for now we're gonna be lazy and just use them as is.

First, we need to install Insights, the project hosting contributed modules.

$ (sudo) apt-get install -y libssl-dev libreadline-dev
$ git clone --depth 1 --branch develop https://github.com/hackliff/insights.git
$ cd insights && (sudo) python setup.py install

Check out there to install powerful extra features.

Now let's get serious and run our first backtest.

Baby steps

First save the configuration below as, for example, first-backtest.yml. It should be self-explanatory but you can learn more about configuring Intuition here.

# We will have access to 5 stocks from the french index CAC 40
universe: stocks:paris:cac40,5
start: 2013-02-10
end: 2013-11-10

# Build your strategy here, combining modules
modules:
  # This one triggers buy and sell signals randomly
  algorithm: insights.algorithms.dummy.Random
  # This manager simply allocate a constant number of stocks
  manager: insights.managers.linear.Constant
  # The data will be fetched from Yahoo finance
  backtest: insights.sources.backtest.yahoo.YahooPrices

# We can tweak the 'Constant' portfolio manager
manager:
  buy_amount: 200
  cash: 10000

Then shoot intuition, loading our configuration file thanks to the FileContext module. The --context flag takes an argument that follows url format, and more specifically: <module>://<address>/<path/to/config>?<params=values>.

$ export LANG=fr_FR.UTF-8  # Not necessarily set in environments like containers
$ export LOG=info          # Log level, 'warning' by default
$ intuition \
    --id noob \  # Useful to identify your results later
    --showlog \  # Print logs on stdout instead of a file
    --bot \      # allow the portfolio to process orders on its own
    --context insights.contexts.file.FileContext://localhost/first-backtest.yaml

Going further

By now you should be ready to use intuition. Next steps ?

• Learn more how to use intuition from the command line
• Discover available modules
• Read how to craft your owns

---

last modified on: March 23, 2013

---