PyAlgoTrade - Python Algorithmic Trading Library

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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.

  • 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.

http://gbeced.github.io/pyalgotrade/
https://github.com/gbeced/pyalgotrade

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