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

Main features

  • Fully documented.
  • Event driven.
  • Supports Market, Limit, Stop and StopLimit orders.
  • Supports Yahoo! Finance, Google Finance and NinjaTrader CSV files.
  • Supports any type of time-series data in CSV format, for example 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.