lettrade 0.0.10b5

Lightweight trading framwork

LetTrade

A lightweight trading framework compatible with Stock, Forex, Crypto... markets

Find more at Documentation

Installation

[!WARNING]
LetTrade is under heavy construction, features and functions may be changed.

Using Developing version to get latest update.

Stable version

pip install lettrade[all]

Developing version

pip install 'lettrade[all] @ git+https://[e-mail]/AwesomeTrading/LetTrade.git@main'

Example

from lettrade.all import DataFeed, ForexBackTestAccount, Strategy, let_backtest


class SmaCross(Strategy):
    ema1_window = 9
    ema2_window = 21

    def indicators(self, df: DataFeed):
        df.i.ema(name="ema1", window=self.ema1_window, inplace=True, plot=True)
        df.i.ema(name="ema2", window=self.ema2_window, inplace=True, plot=True)

        df.i.crossover("ema1", "ema2", inplace=True, plot=True)
        df.i.crossunder("ema1", "ema2", inplace=True, plot=True)

    def next(self, df: DataFeed):
        if df.l.crossover[-1] >= 100:
            self.exit_positions()
            self.buy(size=0.1)
        elif df.l.crossunder[-1] <= -100:
            self.exit_positions()
            self.sell(size=0.1)


if __name__ == "__main__":
    lt = let_backtest(
        strategy=SmaCross,
        datas="example/data/data/EURUSD_5m-0_1000.csv",
        account=ForexBackTestAccount,
    )

    lt.run()
    lt.plot()

# Strategy                <class '__main__.SmaCross'>
Start                       2024-05-13 21:15:00+00:00
End                         2024-05-17 08:30:00+00:00
Duration                              3 days 11:15:00
Start Balance                                 10000.0
Equity [$]                                   10003.16
Equity Peak [$]                              10013.54
PL [$]                                           3.16
PL [%]                                           0.03
Buy & Hold PL [%]                                0.63
Max. Drawdown [%]                                -0.5
Avg. Drawdown [%]                               -0.15
Max. Drawdown Duration                1 days 16:15:00
Avg. Drawdown Duration                0 days 12:30:00
                                                     
# Positions                                        34
Win Rate [%]                                     0.38
Fee [$]                                         -1.34
Best Trade [%]                                  29.36
Worst Trade [%]                                -18.14
SQN                                              0.07
Kelly Criterion                               0.01392
Profit Factor                                1.037781

Start a strategy

More examples can be found in example/

Download data

python -m example.data.yfinance

Backtest strategy

python -m example.strategy.backtest_sma_cross

Live Trading

Official

• MetaTrader: Support MetaTrader 5 Terminal trading
• CCXT: [WIP] Support most of cryptocurrency exchange from CCXT library

Development

Set up conda environment

conda create -y -n LetTrade python=3.12
conda activate LetTrade
pip install -r requirements-dev.txt