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.
- 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.
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