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AlgoTraders/stock-analysis-engine

A 3 GB Docker image that backtests stock algorithms at minute resolution

Fetch, cache, and replay market data from IEX and Tradier to train neural networks on trading decisions.

1.2k stars Jupyter Notebook Domain AppsData ToolingML Frameworks
stock-analysis-engine
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What it does

The Stock Analysis Engine is a data pipeline and backtesting framework for equities. It fetches minute-by-minute pricing, options, news, and fundamentals from IEX Cloud, Tradier, and FinViz; compresses and stores them in Redis; and runs algorithmic backtests against that history. Results and datasets can be archived to S3 for training deep neural networks. The whole stack deploys via docker-compose or Kubernetes with Helm.

The interesting bit

The project treats backtesting infrastructure as a data engineering problem first, trading problem second. It bundles Jupyter notebooks that compare DNN architectures trained to predict closing prices, effectively using the backtester as a feature generator for machine learning rather than just a strategy validator.

Key highlights

  • Supports intraday, daily, and weekly fetches through CLI, API, or Kubernetes jobs
  • Includes notebooks for running custom minute-resolution algorithms and replaying compressed trading histories from S3
  • Backs up cached pricing data to AWS S3 via example Kubernetes jobs
  • ~3.0 GB Docker image includes workers, backtester, Jupyter, Redis, and Minio
  • Claims >150 million trading history rows generated from +5000 algorithms

Caveats

  • Yahoo Finance API was disabled in January 2019 and is no longer available; IEX and Tradier require paid API tokens
  • Docker Compose uses network_mode: "host", which breaks on Docker for Mac
  • README appears to be from 2019; current data feed compatibility and maintenance status are unclear

Verdict

Worth a look if you need a batteries-included sandbox for combining algorithmic backtesting with TensorFlow/Keras experiments. Skip it if you want a lightweight, actively maintained trading framework or if you’re unwilling to pay for IEX/Tradier data access.

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