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This client is a wrapper for the official Zorro API

Project description

Zorro Client

zorro-client is a library written for use with Zorro, an algorithmic trading platform. This library includes a full API client with access to user-written indicators and strategies. In addition, it includes the backtesting framework and scripting language used by Zorro, so you can test out your strategies on your own data as well.


$ pip3 install zorro-client


import zorro

theAPI = zorro.Api(

my_indicator = theAPI.indicators['indicator-id']
my_strategy = theAPI.strategies['strategy-id']

stock_data = zorro.StockData.create(
	["AAPL",  "AMZN"],

# backtest the strategy
backtest = my_strategy.create_backtest(stock_data)

# find important details
backtest_results = backtest.analyze()
sharpe_ratio = backtest_results['sharpe_ratio']
alpha = backtest_results['alpha']
beta = backtest_results['beta']
profit_pct = backtest_results['profit_percent']
profit = backtest_results['profit']
trade_history = backtest.trade_history




import zorro

Create a strategy

my_strategy = zorro.Strategy(
		"type": "order",
		"stock": "AAPL",
		"qty": "10"

Execute the strategy on a paper API

No setup required.

paper_broker = zorro.PaperBroker()

Execute the strategy on a live API

To do this, you will need an Alpaca account. You can create one here.

live_broker = zorro.LiveBroker(
	alpaca_api_key_id="<Your API key>",
	alpaca_api_secret="<Your API secret")


Thank you for using Zorro!

If you have any questions, reach out to us at our email.

Project details

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