A fast algo-trading platform
Project description
Introduction
Roboquant is an open-source algorithmic trading platform. It is flexible, user-friendly and completely free to use. It is designed for anyone serious about algo-trading. So whether you are a beginning retail trader or an established trading firm, roboquant can help you to develop robust and fully automated trading strategies.
Install
Roboquant can be installed like most other Python packages, using for example pip or conda. Just make sure you have Python version 3.10 or higher installed.
python3 -m pip install --upgrade roboquant
If you want to use PyTorch based strategies and YahooFinance market data, you can install roboquant using the following command:
python3 -m pip install --upgrade roboquant[all]
Usage
The following code snippet shows the code required to run a full back-test on a number of stocks.
from roboquant import *
feed = YahooFeed("TSLA", "AMZN", "IBM")
strategy = EMACrossover()
roboquant = Roboquant(strategy)
tracker = StandardTracker()
roboquant.run(feed, tracker)
print(tracker)
Building from source
Go to directory where you have downloaded the py_oboquant project and run the following commands to create a virtual environment:
python3 -m venv .venv
source .venv/bin/activate
Now install the required packages and build roboquant in this virtual environment:
pip install -r requirements.txt
python -m build
To run the unittest:
python -m unittest discover -s tests/unit
To install it:
pip install .
Interactive Brokers
Unfortunatly Interactive Brokers doesn't allow their Python client library to be redistributed by third parties. However it is freely available to be downloaded and installed. Please follow the instructions found here (download and install version 10.19).
Kotlin version
Next to this Python version of roboquant
, there is also a Koltin version available. Both (will) share a similar API, just the used computer language is different.
Which one to use, depends very much on personal preference, skills and use-case.
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