/analyzer

:chart: Python framework for real-time financial and backtesting trading strategies

Primary LanguagePythonOtherNOASSERTION

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Python project for real-time financial analyzing and backtesting trading strategies

#How to install

pip install analyzer

How to use it

After project installation the following executable will be available:

  • feeder
  • trading_center
  • trading_engine
  • alarms
  • backtester

feeder will retrieve quotes or ticks from the configured DAM in the .ini file

trading_center will process each quote or tick and execute the strategies selected on the .ini

trading_center will execute order to the exchanger (example to cex.io)

alarms if an action was triggered, this activate the alarms. Currently only EmailAlarm is implemented

backtester uses .ini to back test strategies with tick or quote information

Example of realtime configuration

tmuxp load realtime_session.yml

#Architecture

Architecture

Originally DAM and model were in the ultrafinance project, but I wanted to have DAM more as plugin. Since I already have a stock market relational model I wanted to adapt it for this project. Moving DAM and model to a new project will maintain a minimalistic analyzer code.

Check these projects:

important: this project is a fork of the original https://github.com/panpanpandas/ultrafinance