algogtt 1.0.3

Python SDK for AlgoGTT Strategy Export API

AlgoGTT Python SDK

Official Python client for the AlgoGTT Strategy Export API. This SDK allows quants and developers to fetch strategy signals and compute custom signals using the AlgoGTT backend.

Installation

pip install algogtt

Quick Start

1. Initialize Client

Get your STS API Key from the Profile page on the AlgoGTT dashboard.

from algogtt import Client

client = Client(api_key="STS_your_api_key_here")

2. Fetch Historical Signals

Fetch signals generated on AlgoGTT's internal data.

df = client.get_signals(symbol="NIFTY", strategy="swing_breakout")
print(df.tail())

3. Compute Signals on Custom Data

Inject your own OHLCV data to see how AlgoGTT strategies perform on it.

custom_data = [
    {"datetime": "2024-01-01 09:15:00", "open": 21000, "high": 21050, "low": 20950, "close": 21020, "volume": 1000},
    # ... more rows
]

df = client.compute_signals(
    symbol="NIFTY", 
    strategy="swing_breakout", 
    data=custom_data
)

Integration with VectorBT

import vectorbt as vbt
from algogtt import Client

client = Client(api_key="...")
df = client.get_signals(symbol="NIFTY", strategy="swing_breakout")

portfolio = vbt.Portfolio.from_signals(
    df['Close'],
    entries=df['buy_signal'],
    exits=df['sell_signal'],
    freq='1m'
)
print(portfolio.stats())

Support

For API keys and support, visit algogtt.in.