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.

Quickstart (deprecated) Basana Quickstart

Main features

Fully documented.
Event driven.
Supports Python 2 and Python 3.
Supports Market, Limit, Stop and StopLimit orders.
Supports multiple CSV file formats like Yahoo! Finance, Google Finance and Quandl.
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.

Scalable

Very easy to scale horizontally, that is, using one or more computers to backtest a strategy.

Free

PyAlgoTrade is free, open source, and it is licensed under the Apache License, Version 2.0.