This is framework for alogrithmic trading. It allows you backtest you strategies and put them in live trading. This repo was forked, translated (with this tool) and modified from famous Chinese trading framework.
- Quantitative trading platform with UI
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Integrations with broker and exchanges:
- Interactive brokers
- Alpaca
- BitMEX
- OKEX
- HBDM
- Bitfinex
- Coinbase
- 1Token
- Huobi
- RPC service
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Strategy backtesting and live trading:
- Classical strategies (on-bar, on-tick based): cta_strategy and cta_backtester
- Spread trading
- Algorithmic order execution
- Integration with TA-lib
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Other features:
- script_trader
- csv_loader
- risk_manager
- data_recorder
- high performance candlestick charts
Supported python versions: 3.6+ (3.7 is a best option)
git clone https://github.com/day0market/pyalgotrader.git
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If you want to install it as python lib in your virtualenv
python setup.py install -
If you want just play with a code or run platform (better option)
pip install -r requirements.txt
It always good to start with examples.
pyton examplese/vn_trader/run.py
python examples/cta_backtesting/sample.py
Translation from Chinese was made by Google Translate and it's not perfect. Due to changes of original package something might not work. This will be solved in feature releases
Here you can find other docs
This project is a child of original chinese vnpy code. If you want to say thanks to his authors, please donate some coins:)
donations ： alipay [email protected]（* xiao excellent ）
long-term maintenance of a list of donations， please indicate in the message is a project donor and the donor's name