AlgoBot is an algorithmic trading robot written in Python. It currently analyzes patterns in the stock market to automate or suggest trades, using strategies such as mean reversion or trend following.
Disclaimer: This program is not a platform for guaranteed success. AlgoBot is not responsible for any financial losses that may occur.
Requirements:
- Python 3.5+
- Numpy
- Pandas
- Matplotlib
- Flask (API only)
- Flask-RESTful (API only)
In addition to the dependencies listed above, you will need an internet connection to receive data from Google Finance, unless the most recent data is already cached offline in your computer.
Usage:
The backtest.py executables in both the mean reversion and trend following strategies test the respective algorithm on historical data. The user can specify the amount of historical days used by modifying the constant time_span found in the source code. In mean reversion, the user can also specify the Bollinger band constant, which is represented by the constant k. However, the default Bollinger band constant of 1.20 is recommended. Modifying this constant in the trend following algorithm will have no effect.
Make sure to run all Python executables from the project's root directory!
API:
The API is designed for optimal use through PyCharm and under an NGROK port tunnel. You can also host it locally by running the api.py file under either of the src directories.
AlgoBot - An algorithmic trading bot written in Python
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see <http://www.gnu.org/licenses/>.
For more information, see LICENSE.md.