This project is deprecated and is no longer mantained. You may be interested in taking a look at Basana.

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

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.
• 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 and tested using Python 2.7/3.7 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