trading-strategy 0.6.1

Algorithmic trading and quantitative financial analysis framework for decentralised exchanges and blockchains

Trading Strategy framework for Python

Trading Strategy framework is a Python framework for algorithmic trading on decentralised exchanges. It is using backtesting data and real-time price feeds from Trading Strategy Protocol.

Use cases

• Analyse cryptocurrency investment opportunities on decentralised exchanges (DEXes)

• Creating trading algorithms and trading bots that trade on DEXes

• Deploy investable trading strategies as on-chain smart contracts

Features

• Supports multiple blockchains like Ethereum mainnet, Binance Smart Chain and Polygon

• Access trading data from on-chain decentralised exchanges like SushiSwap, QuickSwap and PancakeSwap

• Integration with Jupyter Notebook for easy manipulation of data

• Utilise Python quantita frameworks like Backtrader and QSTrader to create, analyse and backtest DEX trading algorithms

Example and getting started

See the Getting Started notebook and the rest of the Trading Strategy documentation.

Prerequisites

Python 3.9+

Installing the package

Note: Unless you are an experienced Python developer, the suggested usage of Trading Algorithm framework is using Google Colab hosted environments.

You can install this package with poetry or pip

poetry add trading-strategy

pip install trading-strategy 

For QSTrader based trading algorithm support you need to install the related optional dependencies:

poetry add trading-strategy[qstrader]

Documentation

Read documentation online.

Community

• Trading Strategy website

• Blog

• Twitter

• Discord

• Telegram channel

• Change log and release notes

Read more documentation how to develop this package.

License

GNU AGPL 3.0.