/pyalgotrade

Python Algorithmic Trading Library

Primary LanguagePythonOtherNOASSERTION

PyAlgoTrade

version status downloads build status Coverage Status

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, Google Finance, Quandl and NinjaTrader.
  • Xignite realtime feed.
  • 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.

Installation

PyAlgoTrade is developed using Python 2.7 and depends on:

You can install PyAlgoTrade using pip like this:

pip install pyalgotrade