1. 合并所有本地化的模块到/cn文件夹中，方便大家使用和跟原版进行对比。
2. pyalgotrade本体升级为0.18.
3. 加入对tick行情结构的支持，见/stratlib/orderbook.py

Pyalgotrade-cn 在原版的基础上加入了A股历史行情回测，并整合了tushare提供实时行情。以便大家对自己的策略进行回测和模拟测试。

本次更新的内容：

• 引入tushare实时行情
• stratlib提供了两个经典策略(DT, Bollinger_bandit)

历史行情下载，提出需求，参加讨论，请加群：300349971

以下是原版的介绍：

PyAlgoTrade is an event driven algorithmic trading Python library. Although the initial focus was on backtesting, paper trading is now possible using:

• Bitstamp for Bitcoins
• Xignite for stocks

and live trading is now possible using:

• Bitstamp for Bitcoins

To get started with PyAlgoTrade take a look at the tutorial and the full documentation.

• 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.
• Xignite realtime feed.
• 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.

PyAlgoTrade is developed using Python 2.7 and depends on:

• NumPy and SciPy.
• pytz.
• dateutil.
• requests.
• matplotlib for plotting support.
• ws4py for Bitstamp support.
• tornado for Bitstamp support.
• tweepy for Twitter support.

You can install PyAlgoTrade using pip like this:

pip install pyalgotrade