PyAlgoTrade

This project is deprecated and is no longer mantained. You may be interested in taking a look at Basana.

PyAlgoTrade is an event driven algorithmic trading Python library. Although the initial focus was on backtesting, paper trading is now possible using:

Bitstamp for Bitcoins

and live trading is now possible using:

Bitstamp for Bitcoins

To get started with PyAlgoTrade take a look at the tutorial and the full documentation.

Main Features

Event driven.
Supports Market, Limit, Stop and StopLimit orders.
Supports any type of time-series data in CSV format like Yahoo! Finance, Google Finance, Quandl and NinjaTrader.
Bitcoin trading support through Bitstamp.
Technical indicators and filters like SMA, WMA, EMA, RSI, Bollinger Bands, Hurst exponent and others.
Performance metrics like Sharpe ratio and drawdown analysis.
Handling Twitter events in realtime.
Event profiler.
TA-Lib integration.

Installation

PyAlgoTrade is developed and tested using Python 2.7/3.7 and depends on:

NumPy and SciPy.
pytz.
dateutil.
requests.
matplotlib for plotting support.
ws4py for Bitstamp support.
tornado for Bitstamp support.
tweepy for Twitter support.

You can install PyAlgoTrade using pip like this:

pip install pyalgotrade

License

gbeced/pyalgotrade

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