VIEW DOCUMENTATION: https://vladkochetov007.github.io/quick_trade.github.io
P.S.: documentation now in v3.0
used:
├──ta by Darío López Padial (Bukosabino https://github.com/bukosabino/ta)
├──tensorflow (https://github.com/tensorflow/tensorflow)
├──pykalman (https://github.com/pykalman/pykalman)
├──plotly (https://github.com/plotly/plotly.py)
├──scipy (https://github.com/scipy/scipy)
├──pandas (https://github.com/pandas-dev/pandas)
├──numpy (https://github.com/numpy/numpy)
├──itertools
├──datetime
├──python-binance
└──iexfinance (https://github.com/addisonlynch/iexfinance)
Algo-trading system with python.
import quick_trade.trading_sys as qtr
from quick_trade import brokers
import yfinance as yf
class My_trader(qtr.Trader):
def strategy_sell_and_hold(self):
ret = []
for i in self.df['Close'].values:
ret.append(qtr.utils.SELL)
self.returns = ret
self.set_credit_leverages(1.0)
self.set_open_stop_and_take()
return ret
a = My_trader('MSFT', df=yf.download('MSFT', start='2019-01-01'))
a.set_pyplot()
a.set_client(brokers.BinanceTradingClient())
a.strategy_sell_and_hold()
a.backtest()
$ git clone https://github.com/VladKochetov007/quick_trade.git
$ pip3 install -r quick_trade/requirements.txt
or
$ pip3 install quick-trade
import quick_trade.trading_sys as qtr
import yfinance as yf
df = yf.download(tickers='XRP-USD', period='5d', interval='1m')
trader = qtr.Trader('XRP-USD', df=df, interval='1m')
trader.set_client(qtr.TradingClient())
trader.set_pyplot()
trader.strategy_parabolic_SAR()
trader.set_credit_leverages(1)
trader.backtest(commission=0.075)
losses: 226
trades: 460
profits: 232
mean year percentage profit: 9075.656014641549%
winrate: 50.43478260869565%
quick_trade by Vlad Kochetov is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
Based on a work at https://github.com/VladKochetov007/quick_trade.
Permissions beyond the scope of this license may be available at vladyslavdrrragonkoch@gmail.com.