Mariner Backtesting - SMA 15 Minute Snapshots Example

Social Markets Analytics

Social Market Analytics Inc (SMA) provide sentiment data for the US stock markets.

You will find ready to clone scripts for accessing the SMA Sentiment Data in the public scripts area under Sentiment.

SMA Sentiment data is available from 2011-12-01 to the current date.

SMA 15 minute snapshots come in two forms, TWITTER (tw) and STOCKTWITS (st).

To read the 15 minute snapshots that come throughout the trading day you will need to take two steps.

1) Register to the event stream..

 @classmethod
def register_event_streams(cls, md, service, account):
    return {'!sentiment/sma/tw/15min': 'on_event_sma_tw', '!sentiment/sma/st/15min':'on_event_sma_st'} 

Here we have registered for both and so will receive callbacks on both.

2) Receive callbacks throughout the day on the following...

 def on_event_sma_tw(self, event, md, order, service, account):
    print event.field['s-score']
    print event

def on_event_sma_st(self, event, md, order, service, account):
    print(event.field['s-score'])
    print(event)

Link to Demo Script

Example of a complete SMA Event :

 symbol|muts_timestamp|timestamp|raw-s|raw-s-mean|raw-volatility|raw-score|s|s-mean|s-volatility|s-score|s-volume|sv-mean|sv-volatility|sv-score|s-dispersion|s-buzz|s-delta
AA|1524024600000000|2018-04-18 04:10:00|0.269|0.573|1.043|-0.292|0.148|0.294|0.485|-0.301|36.0|18.444|20.674|0.849|0.778|1.675|0.077