algosystem 0.1.3

A batteries-included pythonic library for AlgoGators members

🚀 AlgoSystem

A batteries-included Python library for algorithmic trading backtesting and beautiful, interactive dashboard visualization.

Transform your trading strategy performance analysis with professional-grade dashboards that rival institutional trading platforms.

✨ Features

• 🔄 Simple Backtesting: Run backtests with just a price series
• 📊 Interactive Dashboards: Generate beautiful HTML dashboards with 20+ metrics and charts
• 🎨 Visual Dashboard Editor: Drag-and-drop interface for customizing dashboard layouts
• 📈 Comprehensive Analytics: Performance metrics, risk analysis, rolling statistics, and more
• 🆚 Benchmark Comparison: Compare strategies against market benchmarks with alpha/beta analysis
• ⚙️ Flexible Configuration: JSON-based system for complete dashboard customization
• 💻 CLI Tools: Command-line interface for quick dashboard generation
• 🌐 Standalone Dashboards: Export self-contained HTML files that work offline

📦 Installation

Quick Install (Recommended)

pip install algosystem

Requirements

• Python 3.9 or newer
• Core dependencies: pandas, numpy, matplotlib
• All other dependencies are installed automatically

🚀 Quick Start

Command Line Usage

Generate a dashboard from CSV data:

algosystem dashboard strategy.csv

Launch the visual dashboard editor:

algosystem launch

Python API

import pandas as pd
from algosystem.api import quick_backtest

# Load your data (CSV with date index and price column)
data = pd.read_csv('strategy.csv', index_col=0, parse_dates=True)

# Run backtest and show results
engine = quick_backtest(data)

📚 Documentation

Full documentation is available in the docs/ directory:

• Installation and Getting Started
• CLI Documentation
• Python API Reference
• Dashboard Customization Guide
• Benchmark Integration Guide
• Data Connectors Guide

🔍 Key Components

Engine Class

Core backtesting engine for running tests:

from algosystem.backtesting import Engine

engine = Engine(
    data=price_series,
    benchmark=benchmark_series,  # Optional
    start_date='2022-01-01',     # Optional
    end_date='2022-12-31'        # Optional
)
results = engine.run()

API Class

High-level interface with more functionality:

from algosystem.api import AlgoSystem

# Run backtest
engine = AlgoSystem.run_backtest(price_series, benchmark_series)

# Print formatted results
AlgoSystem.print_results(engine, detailed=True)

# Generate dashboard
AlgoSystem.generate_dashboard(engine, open_browser=True)

Dashboard Configuration

Create custom dashboards via JSON configuration:

from algosystem.api import AlgoSystem

# Load and modify configuration
config = AlgoSystem.load_config()
config["layout"]["title"] = "My Custom Dashboard"

# Save configuration
AlgoSystem.save_config(config, "my_config.json")

# Use configuration for dashboard
engine.generate_dashboard(config_path="my_config.json")

🔧 Common Use Cases

Basic Backtesting

from algosystem.backtesting import Engine

# Run backtest
engine = Engine(price_series)
results = engine.run()

# Print key metrics
print(f"Total Return: {results['returns']:.2%}")
print(f"Sharpe Ratio: {results['metrics']['sharpe_ratio']:.2f}")
print(f"Max Drawdown: {results['metrics']['max_drawdown']:.2%}")

Benchmark Comparison

from algosystem.data.benchmark import fetch_benchmark_data

# Fetch S&P 500 data
sp500_data = fetch_benchmark_data('sp500')

# Run backtest with benchmark
engine = Engine(price_series, benchmark=sp500_data)
results = engine.run()

# Print benchmark comparison metrics
print(f"Alpha: {results['metrics']['alpha']:.2%}")
print(f"Beta: {results['metrics']['beta']:.2f}")

Standalone Dashboard

# Generate standalone HTML dashboard
dashboard_path = engine.generate_standalone_dashboard('my_dashboard.html')

🛠️ Troubleshooting

Package Not Found

If you see ImportError: No module named 'algosystem':

1. Verify installation: pip list | grep algosystem
2. Try reinstalling: pip install --upgrade --force-reinstall algosystem

Configuration Issues

Reset to default configuration:

algosystem reset-user-config

Quick Start for Contributors

# Clone repository
git clone https://github.com/yourusername/algosystem.git
cd algosystem

# Install with dev dependencies
poetry install --with dev

# Run tests
pytest

📖 License & Usage Terms

trade-ngin is licensed under the GPL v3 License. See LICENSE file for details.

📚 Citing

If you use AlgoSystem in your research, please cite:

@software{algosystem,
  author = {AlgoGators Team},
  title = {AlgoSystem: A Python Library for Algorithmic Trading},
  url = {https://github.com/algogators/algosystem},
  year = {2025},
}