PyAlgoTrade is an event driven algorithmic trading Python library.
Python Algorithmic Trading Library
PyAlgoTrade is a Python Algorithmic Trading Library with focus on backtesting and support for paper-trading and live-trading. Let’s say you have an idea for a trading strategy and you’d like to evaluate it with historical data and see how it behaves. PyAlgoTrade allows you to do so with minimal effort.
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.
- 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.
Home page: http://gbeced.github.io/pyalgotrade/
