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Python Algorithimic Trading Engine

Project description

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

Project details


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