harvest-algo 0.1.3

Simple and intuitive python framework for algorithmic trading.

Harvest is a Python based framework providing a simple and intuitive framework for algorithmic trading. Visit Harvest's website for details, tutorials, and documentation.

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⚠️WARNING⚠️ Harvest is currently at v0.1.1. The program is unstable and cointains many bugs. Use with caution, and contributions are greatly appreciated.

• 🪲 File a bug report
• 💡 Submit a feature suggestion
• 📝 Request documentation

Example

Below is a minimal example of a crossover strategy for TWTR implemented with Harvest, tested on historical stock prices.

from harvest.algo import *
from harvest.trader import *
from harvest.api import *

class Watch(algo.BaseAlgo):
    def main(self):
        sma_long = self.sma(period=50)
        sma_short = self.sma(period=20)
        if self.crossover(sma_long, sma_short):
            self.buy()
        elif self.crossover(sma_short, sma_long):
            self.sell()

if __name__ == "__main__":
    t = tester.BackTester()
    t.set_symbol('TWTR')
    t.set_algo(Watch())
    t.start()

If you want to see how this algorithm performs in real life, just change one line to enable paper trading:

- t = tester.BackTester()
+ t = trader.Trader()

Confident in your strategy? Deploy it using a broker of your choice (Currently only supports Robinhood). Again, you just need to change one line:

- t = trader.Trader()
+ t = trader.Trader(robinhood.Robinhood())

With Harvest, the process of testing, simulating, and deploying your strategies is a piece of cake 🍰

Installation

There are few prerequisites:

• Python 3.8+
• pip

Once you have them, install via pip:

pip install harvest-algo

Next, install the dependencies necessary for the brokerage of your choice:

pip install harvest-algo[BROKER]

Replace BROKER with a brokerage/data source of your choice:

• Robinhood
• Alpaca (Coming soon)
• Polygon (Coming soon)

Now you're all set!

Contributing

Contributions are greatly appreciated. Check out the CONTRIBUTING document for details.

Disclaimer

• Harvest is not officially associated with Robinhood LLC.
  • Robinhood was also not designed to be used for algo-trading. Excessive access to their API can result in your account getting locked.
• Tutorials and documentation solely exist to provide technical references of the code. They are not recommendations of any specific securities or strategies.
• Use Harvest at your own responsibility. Developers of Harvest take no responsibility for any financial losses you incur by using Harvest.