Python Algorithmic Trading Library

PyAlgoTrade is a Python library for backtesting stock trading strategies. 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

Main features

Fully documented.
Support for Market, Limit, Stop and StopLimit orders.
Support for Yahoo! Finance and NinjaTrader CSV files.
Support for many technical indicators like Moving Averages, Momentum Indicators and others.
Sharpe ratio analysis.
Max. drawdown and max. drawdown duration analysis.
TA-Lib integration.

Scalable

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

You can even take advantage of Google's cloud computing infrastructure to run your strategies inside Google App Engine.

Free

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