AlgoTradeKit 0.2.0

Algorithmic Trading Toolkit — data collection, indicators, strategy, simulation, and live trading

AlgoTradeKit

Algorithmic Trading Toolkit — collect market data, build indicators and strategies, backtest, and trade live.

pip install AlgoTradeKit

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Modules

Module	Status	Description
data	✅ v0.1.0	Collect OHLCV candles from exchanges
indicator	🔜 planned	RSI, EMA, MACD, Bollinger Bands, and custom indicators
strategy	🔜 planned	Build and combine trading strategies
simulate	🔜 planned	Backtest strategies on historical data
trade	🔜 planned	Live trading via exchange API or MT5
visual	🔜 planned	Candlestick charts, indicators, live streaming

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Quick Start

Collect candle data

from AlgoTradeKit.data import Collector

collector = Collector(source="binance-futures", symbol="BTCUSDT", timeframe="1d")
collector.destination = "data/"
collector.starttime   = "2020/01/01"
collector.collect()

Output:

[AlgoTradeKit] Symbol     : BTCUSDT
[AlgoTradeKit] Source     : binance-futures
[AlgoTradeKit] Timeframe  : 1 Day  (1d)
[AlgoTradeKit] Range      : 2020-01-01 00:00 UTC  →  2026-05-26 00:00 UTC
[AlgoTradeKit] Output     : data/binance-futures_BTCUSDT_1d.csv
[AlgoTradeKit] Existing file : none — starting fresh
[AlgoTradeKit] Found 1 gap(s) to fill

    [██████████████████████████████]  2,338 candles fetched

[AlgoTradeKit] ✓ Saved  2,338 candles  →  data/binance-futures_BTCUSDT_1d.csv

Run it again — it only fetches what's missing:

[AlgoTradeKit] ✓ Everything is up to date — nothing to download.

Supported sources

Source key	Market
"binance-spot"	Binance Spot
"binance-futures"	Binance USD-M Futures

Supported timeframes

1m 3m 5m 15m 30m 1h 2h 4h 6h 8h 12h 1d 3d 1w 1M

Collector options

collector = Collector(source="binance-spot", symbol="ETHUSDT", timeframe="4h")

collector.destination = "data/"           # folder to save CSV (default: ./)
collector.outputname  = "eth_4h.csv"      # custom filename (auto-generated if not set)
collector.starttime   = "2021/01/01"      # required — YYYY/MM/DD or YYYY-MM-DD
collector.endtime     = "2023/01/01"      # optional — defaults to now

collector.collect()                        # returns path to the saved CSV

Convert timeframes

from AlgoTradeKit.data import Converter

# From a CSV file (timeframe is auto-detected)
conv = Converter(source="data/binance-futures_BTCUSDT_1h.csv", target_timeframe="4h")
conv.destination = "data/"
conv.convert()

# From a DataFrame
conv = Converter(source=my_df, source_timeframe="1h", target_timeframe="1d")
conv.convert()

Valid conversions: any timeframe where the target is a whole multiple of the source.

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Installation

Requires Python 3.10+

pip install AlgoTradeKit

For development:

git clone https://github.com/YOUR_USERNAME/AlgoTradeKit.git
cd AlgoTradeKit
python -m venv .venv && source .venv/bin/activate
pip install -e ".[dev]"

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Requirements

• pandas >= 2.0
• requests >= 2.28

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Roadmap

• MEXC Spot & Futures
• MetaTrader 5 (MT5)
• Bybit, OKX
• indicator module — RSI, EMA, MACD, Bollinger Bands
• strategy module — strategy builder with entry/exit logic
• simulate module — backtesting engine with full report
• trade module — live trading via exchange API / MT5
• visual module — charts, live candlestick stream via WebSocket

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License

MIT — see LICENSE