🚀 Step 1 in Quantitative Trading: Building Your Own Data Engine ( PART 1 of 3)

Written By Hongjia Zhang

Before you can test a strategy or run an algorithm, you need one thing first — data you can trust.
In this first episode of my Quant Trading series, I walk through how to connect to OANDA’s API, pull tradable instruments, fetch OHLCV candles, and build your own research-ready market database — all in Python.
It’s a full code-along tutorial:
👉 Setting up authentication (auth_config.json)
👉 Creating a modular broker client (oanda.py & TradeClient.py)
👉 Fetching and cleaning historical OHLCV data
👉 Consolidating it into a tidy DataFrame
👉 Exporting your first trading dataset
Let’s build smarter, not just faster. ⚙️📊

Full video click here

Hongjia Zhang
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