The package repository contains a data folder with the first several hours of market data (configuration file line "day": "2016.09.02") of the trading symbol.
That's enough to:
- make sure your code compiles successfully
- debug your strategy
To check out the core ideas of the strategy you may download data for a complete trading day "2016.09.01" from here.
You may do it manually: just unzip the file into the root directory or use download.py script from the repository root.
The script will download the file data.zip and unzip it into the data folder.
To test the strategy on the complete trading day you should change the value of the field
day to "2016.09.01" in the configuration file.