Python Algorithimic Trading Engine
This is an algorithmic trading engine used to backtest, model, and develop trading strategies on real time/historic stock data.
Run the following to install:
pip install algobra
from algobra import engine # Systems check to see if your machine can utilitize native performance improvements. engine.optimize() # See engine information print(engine.info())
To install algobra, along with the tools you need to develop and run tests, run the following in your virtualenv.
pip install -e .[dev]
- Trading System Development
- Trading System Design
- Trading System Environment
- Time Series Analysis
- Performance Measurements
- Risk Management
- Trading Strategy Implementation
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;
schemas.sql for the commands to create needed tables
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.