Skip to content

markdays/pyalgotrade

 
 

Repository files navigation

PyAlgoTrade

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

and live trading is now possible using:

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, Quandl and NinjaTrader.
  • Xignite realtime feed.
  • Bitcoin support through Bitstamp.
  • Technical indicators and filters like SMA, WMA, EMA, RSI, Bollinger Bands and many more.
  • Strategy metrics like Sharpe ratio and drawdown analysis.
  • Handling Twitter events in realtime.
  • Event profiler.
  • TA-Lib integration.

Installation

PyAlgoTrade is developed using Python 2.7 and depends on:

You can install PyAlgoTrade using pip like this:

pip install pyalgotrade

About

Python Algorithmic Trading Library

Resources

License

Stars

Watchers

Forks

Packages

No packages published