ALGOBRA

This is an algorithmic trading engine used to backtest, model, and develop trading strategies on real time/historic stock data.

Installation

Run the following to install:

pip install algobra

Usage

from algobra import engine

# Systems check to see if your machine can utilitize native performance improvements.
engine.optimize()

# See engine information
print(engine.info())

Developing Algobra

To install algobra, along with the tools you need to develop and run tests, run the following in your virtualenv.

pip install -e .[dev]

Concepts

• Trading System Development
• Trading System Design
• Trading System Environment
• Time Series Analysis
• Optimization
• Performance Measurements
• Risk Management
• Trading Strategy Implementation
• Execution

Configuring DB

mysql -u root -p

mysql> CREATE DATABASE securities_master;
mysql> USE securities_master;
mysql> CREATE USER ’sec_user’@’localhost’ IDENTIFIED BY ’password’;
mysql> GRANT ALL PRIVILEGES ON securities_master.* TO ’sec_user’@’localhost’;
mysql> FLUSH PRIVILEGES;

Reference schemas.sql for the commands to create needed tables