LiuAlgoTrader is a scalable, multi-process ML-ready framework for effective algorithmic trading. The framework simplifies development, testing, deployment, analysis, and training algo trading strategies. The framework automatically analyzes trading sessions, hyper-parameters optimization, and the analysis may be used to train predictive models.
The framework currently support trading and back-testing of US Equities, and Crypto strategies.
LiuAlgoTrader can run on a laptop and hedge-on-the-go, or run on a multi-core hosted Linux server and it will automatically optimize for best performance for either. LiuAlgoTrader is a full trading platform with a breath of tools to manage automated investment portfolios.
LiuAlgoTrader supports:
- Alpaca.Markets APIs for trading, and data loading & streaming,
- (BETA) Gemini Crypto Exchange APIs for trading, data loading & streaming,
- Polygon.io APIs for data-loading, and streaming,
LiuAlgoTrader comes equipped with powerful & user-friendly back-testing tool.
- Watch a $4,000 Daily Profit using LiuAlgoTrader Framework for Day Trading.
- Watch Trend-Following strategy beating SP-500 using LiuAlgoTrader out-of-the-box tools for Swing Trading,
- Sample tear-sheet using LiuAlgoTrader sample Trend Follow strategy.
- Make 30% trading pair volatility using LiuAlgoTrader.
- Paper, and/or a funded account with Alpaca Markets.
OR Polygon.io subscription optional (
Starterplan and above), - Installed Docker Engine and Docker Compose
Step 1: To install LiuAlgoTrader just type:
pip install liualgotrader
Having issues installation? check out the installation FAQ page
Step 2: To configure the frame work type:
liu quickstart
and follow the installation wizard instructions. The wizard will walk you through the configuration of environment variables, setup of a local dockerized PostgreSQL and pre-populate with test data.
Note for WINDOWS users
LiuAlgoTrader quickstart wizard installs samples allowing a first-time experience of the framework. Follow the post-installation instructions, and try to back-test a specific day.
Additional samples can we found in the examples directory.
LiuAlgoTraders articles are published on Medium:
- Walk thru of setup and backtesting (2 parts)
- How to use the optimizer app
- How to setup a Trading Platform
While Liu is first and foremost a trading platform, it comes equipped with full back-testing capabilities, providing command-line tool & jupyter notebook for analysis, and a browser-based UI covering both functionalities.
These features are still work in process:
- Design & Planning,
- LSTM sample
- Attention (Transformer) : WIP
The framework includes a wide ranges of analysis Jupyter Notebooks, as well as streamlit applications for analysis for both trading and back-testing sessions. To name a few of the visual analytical tools:
- tear-sheet analysis,
- gain&loss analysis,
- anchored-VWAPs,
- indicators & distributions
Read the documentation and learn how to use LiuAlgoTrader to develop, deploy & testing money making strategies.
LiuAlgoTrader is an ever evolving platform, to glimpse the concepts, thoughts and ideas
visit the design folder and feel free to comment.
Would you like to help improve & evolve LiuAlgoTrader? Do you have a suggestion, comment, idea for improvement or a have a wish-list item? Please read our Contribution Document or email me at [email protected]
Special thanks to the below individuals for their comments, reviews and suggestions:
- Jonathan Morland-Barrett
- Alex Lau
- Rokas Gegevicius
- Shlomi Kushchi shlomikushchi
- Venkat Y vinmestmant
- Chris crowforc3
- TheSnoozer
- Aditya Gupta