Financial markets analysis framework for programmers
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docs Mock pandas_datareader May 11, 2018
tests/integration Merge pull request #19 from mpritham/master Jun 19, 2015
.gitignore typo, and hopefully we can add in Pycharm to the .gitignore Mar 5, 2015
.travis.yml Removing testing for Python 3.2. and 3.3 Oct 12, 2017
LICENSE Adding skeleton for docs. Nov 21, 2014 Changed wording of Trello Board Jan 7, 2015
dev-requirements.txt Pin requirements versions May 11, 2018
setup.cfg Fix missing comma May 11, 2018
tox.ini Removing pandas dep Oct 12, 2017


Prophet is a Python microframework for financial markets. Prophet strives to let the programmer focus on modeling financial strategies, portfolio management, and analyzing backtests. It achieves this by having few functions to learn to hit the ground running, yet being flexible enough to accomodate sophistication.

build status

Prophet is Python 2 and 3 compatible. See the documentation for more details.

Join the mailing list here or join by email. See the development board to see what's currently in the works.


# sudo easy_install pip
pip install prophet


from datetime import datetime

from prophet import Prophet
from import YahooCloseData
from prophet.analyze import default_analyzers
from prophet.orders import Orders

class OrderGenerator(object):

    def run(self, prices, timestamp, cash, **kwargs):
        symbol = "AAPL"
        orders = Orders()
        if (prices.loc[timestamp, symbol] * 100) < cash:
            orders.add_order(symbol, 100)

        return orders

prophet = Prophet()
prophet.set_universe(['AAPL', 'XOM'])

backtest = prophet.run_backtest(start=datetime(2010, 1, 1))

analysis = prophet.analyze_backtest(backtest)
# +--------------------------------------+
# | sharpe            |    1.09754359611 |
# | average_return    | 0.00105478425027 |
# | cumulative_return |         2.168833 |
# | volatility        |  0.0152560508189 |
# +--------------------------------------+
# Generate orders for you to execute today
# Using Nov, 10 2014 as the date because there might be no data for today's
# date (Market might not be open) and we don't want examples to fail.
today = datetime(2014, 11, 10)
# Orders[Order(symbol='AAPL', shares=100)]


Run the following to your development environment setup:

git clone
cd prophet
virtualenv env
. env/bin/activate
pip install -r dev-requirements.txt
python develop


Prophet wouldn't be possible without the wonderful pandas library and is inspired by QSTK and Zipline. The trading calendar util in Prophet is from Zipline which is under the Apache 2.0 License.