PyAlgoEngine

GitHub Actions: ⛔ temporarily disabled — kept disabled until the GitHub Actions issue is resolved. See .github/workflows/README.md. CI runs on the GitLab mirror pipeline while disabled.

High-Performance Algorithmic Trading Engine in Python, Cython, and C

PyAlgoEngine is a low-latency trading engine for HFT (High-Frequency Trading) systems. It provides C-level market data structures, shared-memory buffers, an event-driven engine architecture, backtesting with simulated order matching, exchange calendar profiles, and web-based visualization — all with Cython acceleration for latency-critical paths.

Features

Category	Capabilities
Market Data	`TickData`, `TickDataLite`, `BarData`, `DailyBar`, `OrderBook`, `TransactionData`, `OrderData`, `TradeData` — all C-backed via Cython
Buffers	`MarketDataBuffer`, `MarketDataRingBuffer`, `MarketDataConcurrentBuffer`, `MarketDataBufferCache`
Engines	`EVENT_ENGINE` (pub/sub), `MDS` (Market Data Service), `ALGO_ENGINE` (algo lifecycle), trade engine (DMA, positions, risk)
Exchange Profiles	CN (A-share) and default global calendars, session phases, holidays via `PROFILE`, `PROFILE_CN`, `PROFILE_DEFAULT`
Backtesting	`SimpleReplay`, `ProgressReplay`, `SimMatch` (simulated matching), `TradeMetrics`
Strategy Framework	`StrategyEngine`, `AlgoTemplate`, global singletons (`BALANCE`, `DMA`, `STRATEGY_ENGINE`)
Web Apps	Flask + Bokeh dashboards, candlestick charts, strategy tester UI
Compile-Time Config	`BOOK_SIZE`, `ID_SIZE`, `LONG_ID_SIZE`, `MD_BUF_PTR_DEFAULT_CAP`, `MD_BUF_DATA_DEFAULT_CAP` via env vars

Quick Install

git clone https://github.com/BolunHan/PyAlgoEngine.git
cd PyAlgoEngine
./build.sh -i

Requires Python 3.12+ and a C compiler (GCC, Clang, or MSVC). See the Setup Guide for detailed instructions, compile-time configuration, and optional dependencies.

Quick Verify

import algo_engine

print(algo_engine.__version__)

from algo_engine.base import CONFIG

print(CONFIG)  # compile-time and runtime configuration

Documentation

Build locally:

cd docs && ./update_docs.sh
# open build/html/index.html

Read the Docs: pyalgoengine.readthedocs.io
GitHub Pages: bolunhan.github.io/PyAlgoEngine

Architecture

┌──────────────────────────────────────────────────────┐
│  apps/          Web visualization (Flask, Bokeh)     │
├──────────────────────────────────────────────────────┤
│  strategy/      Strategy framework, global singletons│
├──────────────────────────────────────────────────────┤
│  engine/        Event, Market, Algo, Trade engines   │
├──────────────────────────────────────────────────────┤
│  backtest/      Replay, SimMatch, Metrics            │
├──────────────────────────────────────────────────────┤
│  base/          Market data types, buffers (Cython/C)│
├──────────────────────────────────────────────────────┤
│  exchange_profile/  Calendars, sessions (CN + global)│
├──────────────────────────────────────────────────────┤
│  monitor/       Synthetic order book, bar monitor    │
├──────────────────────────────────────────────────────┤
│  utils/         Time-series indices, fake data       │
└──────────────────────────────────────────────────────┘

Build System

Command	Description
`./build.sh -i`	Clean, build Cython extensions in-place, install
`make build`	Clean and build extensions in-place
`make install`	Build + pip install
`./build.sh -l`	List all compile-time macros and defaults
`make list-args`	Same as above

Override compile-time constants:

BOOK_SIZE=20 ./build.sh -i

Dependencies

Runtime: numpy, pandas, exchange_calendars, PyCyBase, PyEventEngine, Cython
Web (optional): flask, waitress, bokeh
Docs (optional): sphinx, sphinx-rtd-theme

License

MIT — Han Bolun

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distributions

No source distribution files available for this release.See tutorial on generating distribution archives.

Built Distributions

If you're not sure about the file name format, learn more about wheel file names.

The dropdown lists show the available interpreters, ABIs, and platforms. Enable javascript to be able to filter the list of wheel files.

pyalgoengine-0.12.6-cp315-cp315t-win_amd64.whl (5.2 MB view details)

Uploaded Sep 9, 2026 CPython 3.15tWindows x86-64

pyalgoengine-0.12.6-cp315-cp315t-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl (9.9 MB view details)

Uploaded Sep 9, 2026 CPython 3.15tmanylinux: glibc 2.17+ x86-64manylinux: glibc 2.28+ x86-64

pyalgoengine-0.12.6-cp315-cp315-win_amd64.whl (5.1 MB view details)

Uploaded Sep 9, 2026 CPython 3.15Windows x86-64

pyalgoengine-0.12.6-cp315-cp315-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl (9.8 MB view details)

Uploaded Sep 9, 2026 CPython 3.15manylinux: glibc 2.17+ x86-64manylinux: glibc 2.28+ x86-64

pyalgoengine-0.12.6-cp314-cp314t-win_amd64.whl (5.2 MB view details)

Uploaded Sep 9, 2026 CPython 3.14tWindows x86-64

pyalgoengine-0.12.6-cp314-cp314t-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl (9.9 MB view details)

Uploaded Sep 9, 2026 CPython 3.14tmanylinux: glibc 2.17+ x86-64manylinux: glibc 2.28+ x86-64

pyalgoengine-0.12.6-cp314-cp314-win_amd64.whl (5.1 MB view details)

Uploaded Sep 9, 2026 CPython 3.14Windows x86-64

pyalgoengine-0.12.6-cp314-cp314-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl (9.8 MB view details)

Uploaded Sep 9, 2026 CPython 3.14manylinux: glibc 2.17+ x86-64manylinux: glibc 2.28+ x86-64

pyalgoengine-0.12.6-cp313-cp313-win_amd64.whl (5.1 MB view details)

Uploaded Sep 9, 2026 CPython 3.13Windows x86-64

pyalgoengine-0.12.6-cp313-cp313-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl (9.8 MB view details)

Uploaded Sep 9, 2026 CPython 3.13manylinux: glibc 2.17+ x86-64manylinux: glibc 2.28+ x86-64

pyalgoengine-0.12.6-cp312-cp312-win_amd64.whl (5.1 MB view details)

Uploaded Sep 9, 2026 CPython 3.12Windows x86-64

pyalgoengine-0.12.6-cp312-cp312-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl (9.8 MB view details)

Uploaded Sep 9, 2026 CPython 3.12manylinux: glibc 2.17+ x86-64manylinux: glibc 2.28+ x86-64

File details

Details for the file pyalgoengine-0.12.6-cp315-cp315t-win_amd64.whl.

File metadata

Download URL: pyalgoengine-0.12.6-cp315-cp315t-win_amd64.whl
Upload date: Sep 9, 2026
Size: 5.2 MB
Tags: CPython 3.15t, Windows x86-64
Uploaded using Trusted Publishing? No
Uploaded via: twine/7.0.0 CPython/3.13.2

File hashes

Hashes for pyalgoengine-0.12.6-cp315-cp315t-win_amd64.whl
Algorithm	Hash digest
SHA256	`d71973292f82c732443cc43f4e9fa11ed603062e63c8938785ebe6d0751948fe`
MD5	`52e64c1f1f437a4f1efdf78513f07133`
BLAKE2b-256	`23fa6bece230322d3d2b1fcaf89ddac6790bf042a2c24455c214fdeb47b6dea4`

See more details on using hashes here.

File details

Details for the file pyalgoengine-0.12.6-cp315-cp315t-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl.

File metadata

Download URL: pyalgoengine-0.12.6-cp315-cp315t-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
Upload date: Sep 9, 2026
Size: 9.9 MB
Tags: CPython 3.15t, manylinux: glibc 2.17+ x86-64, manylinux: glibc 2.28+ x86-64
Uploaded using Trusted Publishing? No
Uploaded via: twine/7.0.0 CPython/3.13.15

File hashes

Hashes for pyalgoengine-0.12.6-cp315-cp315t-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
Algorithm	Hash digest
SHA256	`afc52c604ba241131099bd7667c0c784e728c15fa52f9c9ec9d3089b14539529`
MD5	`80c1efbc76b8477c71025afcb580af23`
BLAKE2b-256	`7005a6a19674fe3ce1d8237bb69fae877a9d72e1ea74fa3f53ba2b00dc6d9b38`

See more details on using hashes here.

File details

Details for the file pyalgoengine-0.12.6-cp315-cp315-win_amd64.whl.

File metadata

Download URL: pyalgoengine-0.12.6-cp315-cp315-win_amd64.whl
Upload date: Sep 9, 2026
Size: 5.1 MB
Tags: CPython 3.15, Windows x86-64
Uploaded using Trusted Publishing? No
Uploaded via: twine/7.0.0 CPython/3.13.2

File hashes

Hashes for pyalgoengine-0.12.6-cp315-cp315-win_amd64.whl
Algorithm	Hash digest
SHA256	`e1270cbf1d63fc084a409a89fb3ad683a2a0359a6e3bc465c91667bd83dcd5a2`
MD5	`63a89dfa4c6d1e3a7058549964edea80`
BLAKE2b-256	`919ecbbdbe4f38eb0748822956be2c7393171595452c19e05f275ba1ea1dceac`

See more details on using hashes here.

File details

Details for the file pyalgoengine-0.12.6-cp315-cp315-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl.

File metadata

Download URL: pyalgoengine-0.12.6-cp315-cp315-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
Upload date: Sep 9, 2026
Size: 9.8 MB
Tags: CPython 3.15, manylinux: glibc 2.17+ x86-64, manylinux: glibc 2.28+ x86-64
Uploaded using Trusted Publishing? No
Uploaded via: twine/7.0.0 CPython/3.13.15

File hashes

Hashes for pyalgoengine-0.12.6-cp315-cp315-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
Algorithm	Hash digest
SHA256	`5c2851f7adc71a8c2fa50455f26e64ab316d7f40cf90e212e8db3b5aebaed2f1`
MD5	`c885bbcbb86571a5d0c1475998df1229`
BLAKE2b-256	`6c5e95bd33c5af6a4f86814a7c191ddec6f6cf674884f381536c367f8e73938e`

See more details on using hashes here.

File details

Details for the file pyalgoengine-0.12.6-cp314-cp314t-win_amd64.whl.

File metadata

Download URL: pyalgoengine-0.12.6-cp314-cp314t-win_amd64.whl
Upload date: Sep 9, 2026
Size: 5.2 MB
Tags: CPython 3.14t, Windows x86-64
Uploaded using Trusted Publishing? No
Uploaded via: twine/7.0.0 CPython/3.13.2

File hashes

Hashes for pyalgoengine-0.12.6-cp314-cp314t-win_amd64.whl
Algorithm	Hash digest
SHA256	`fb015c6e43082e637a031928e04bc01764b9faf0490aa49c9f25affae82f9f74`
MD5	`bd1523f88d4c5dfdae26808422d464a5`
BLAKE2b-256	`ed34f636fe4ab8631d812e76cd3f404741b33414a02ec5708a2077469bff7d2f`

See more details on using hashes here.

File details

Details for the file pyalgoengine-0.12.6-cp314-cp314t-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl.

File metadata

Download URL: pyalgoengine-0.12.6-cp314-cp314t-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
Upload date: Sep 9, 2026
Size: 9.9 MB
Tags: CPython 3.14t, manylinux: glibc 2.17+ x86-64, manylinux: glibc 2.28+ x86-64
Uploaded using Trusted Publishing? No
Uploaded via: twine/7.0.0 CPython/3.13.15

File hashes

Hashes for pyalgoengine-0.12.6-cp314-cp314t-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
Algorithm	Hash digest
SHA256	`8632c0422334118b7d282916fd9d3c414fd3e237aae4b8c7f0cdca430efc99d3`
MD5	`f54b8bbe2e1b85d00260c64574b26655`
BLAKE2b-256	`70c0f8b8b65149837ba0ae6411b2dc7c3104bcab021416334b4def42e24d2ea7`

See more details on using hashes here.

File details

Details for the file pyalgoengine-0.12.6-cp314-cp314-win_amd64.whl.

File metadata

Download URL: pyalgoengine-0.12.6-cp314-cp314-win_amd64.whl
Upload date: Sep 9, 2026
Size: 5.1 MB
Tags: CPython 3.14, Windows x86-64
Uploaded using Trusted Publishing? No
Uploaded via: twine/7.0.0 CPython/3.13.2

File hashes

Hashes for pyalgoengine-0.12.6-cp314-cp314-win_amd64.whl
Algorithm	Hash digest
SHA256	`08d619397ff63bf5197b46bd6ed173e6c9b5a10f22ff0f9b6daca2462d94105a`
MD5	`b5c967b547677123d9695986cc5c0013`
BLAKE2b-256	`75079c8377892141bc360bdb5b27b5323ccb1467d0b8cde8d0597a127c6458f7`

See more details on using hashes here.

File details

Details for the file pyalgoengine-0.12.6-cp314-cp314-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl.

File metadata

Download URL: pyalgoengine-0.12.6-cp314-cp314-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
Upload date: Sep 9, 2026
Size: 9.8 MB
Tags: CPython 3.14, manylinux: glibc 2.17+ x86-64, manylinux: glibc 2.28+ x86-64
Uploaded using Trusted Publishing? No
Uploaded via: twine/7.0.0 CPython/3.13.15

File hashes

Hashes for pyalgoengine-0.12.6-cp314-cp314-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
Algorithm	Hash digest
SHA256	`a9b8007531919f9c380a4a8137ad6913382bff016c603af3fe0c492ae2f3f555`
MD5	`cec53eb334e9fbf3e5358f99171d931b`
BLAKE2b-256	`e56d5d3375b11b13a1df2209043d6417de948b17422b9d7d6429e13e0595f6ed`

See more details on using hashes here.

File details

Details for the file pyalgoengine-0.12.6-cp313-cp313-win_amd64.whl.

File metadata

Download URL: pyalgoengine-0.12.6-cp313-cp313-win_amd64.whl
Upload date: Sep 9, 2026
Size: 5.1 MB
Tags: CPython 3.13, Windows x86-64
Uploaded using Trusted Publishing? No
Uploaded via: twine/7.0.0 CPython/3.13.2

File hashes

Hashes for pyalgoengine-0.12.6-cp313-cp313-win_amd64.whl
Algorithm	Hash digest
SHA256	`ff82e7fac31faa99e7176fa7243b159e4dc731aa889dcf7fccba7ecbdbed06cf`
MD5	`5b7c7bd0a4c4967a41ccf7691f9461d0`
BLAKE2b-256	`54a71e28a2445e05a571c0a2a8de4464ff0609854a3117ac32551963204108ca`

See more details on using hashes here.

File details

Details for the file pyalgoengine-0.12.6-cp313-cp313-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl.

File metadata

Download URL: pyalgoengine-0.12.6-cp313-cp313-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
Upload date: Sep 9, 2026
Size: 9.8 MB
Tags: CPython 3.13, manylinux: glibc 2.17+ x86-64, manylinux: glibc 2.28+ x86-64
Uploaded using Trusted Publishing? No
Uploaded via: twine/7.0.0 CPython/3.13.15

File hashes

Hashes for pyalgoengine-0.12.6-cp313-cp313-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
Algorithm	Hash digest
SHA256	`0145b00efa92a2f207aa96abd3db43df316dce6ec48fe97bd30439c6bc4eacc2`
MD5	`4c297fad0bca7a24549411b8dc3157b8`
BLAKE2b-256	`9f696b043382b8515be6954969ea73087256e330131b52a6a007e188aa6b391a`

See more details on using hashes here.

File details

Details for the file pyalgoengine-0.12.6-cp312-cp312-win_amd64.whl.

File metadata

Download URL: pyalgoengine-0.12.6-cp312-cp312-win_amd64.whl
Upload date: Sep 9, 2026
Size: 5.1 MB
Tags: CPython 3.12, Windows x86-64
Uploaded using Trusted Publishing? No
Uploaded via: twine/7.0.0 CPython/3.13.2

File hashes

Hashes for pyalgoengine-0.12.6-cp312-cp312-win_amd64.whl
Algorithm	Hash digest
SHA256	`f1b192d49b22651839fb4bcaab8173db94f6425ca43556563167d2cba39d5a46`
MD5	`3a77c2af171289749c940878eb7fa093`
BLAKE2b-256	`58eee46a5d870d12806a1373f857c40a149884493cd2d334a9e3b9b1c70cf485`

See more details on using hashes here.

File details

Details for the file pyalgoengine-0.12.6-cp312-cp312-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl.

File metadata

Download URL: pyalgoengine-0.12.6-cp312-cp312-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
Upload date: Sep 9, 2026
Size: 9.8 MB
Tags: CPython 3.12, manylinux: glibc 2.17+ x86-64, manylinux: glibc 2.28+ x86-64
Uploaded using Trusted Publishing? No
Uploaded via: twine/7.0.0 CPython/3.13.15

File hashes

Hashes for pyalgoengine-0.12.6-cp312-cp312-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
Algorithm	Hash digest
SHA256	`56c8e151bc330470ff038625b4e7ccfa8164b5ed797022dba92a1d5a99484e37`
MD5	`f8885c36dea2ce6e18004584f97583b2`
BLAKE2b-256	`1e7148930f9f096f10ccc85b9619d0b68263dfb33e38876c62e91796e3d4bfbb`