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Pyalgotrade-cn 在原版的基础上加入了A股历史行情回测,并整合了tushare提供实时行情。以便大家对自己的策略进行回测和模拟测试。

本次更新的内容:

  • 引入tushare实时行情
  • stratlib提供了两个经典策略(DT, Bollinger_bandit)

历史行情下载,提出需求,参加讨论,请加群:300349971

以下是原版的介绍:

PyAlgoTrade is an event driven algorithmic trading Python library. Although the initial focus was on backtesting, paper trading is now possible using:

and live trading is now possible using:

To get started with PyAlgoTrade take a look at the tutorial and the full documentation.

Main Features

  • Event driven.
  • Supports Market, Limit, Stop and StopLimit orders.
  • Supports any type of time-series data in CSV format like Yahoo! Finance, Google Finance, Quandl and NinjaTrader.
  • Xignite realtime feed.
  • Bitcoin trading support through Bitstamp.
  • Technical indicators and filters like SMA, WMA, EMA, RSI, Bollinger Bands, Hurst exponent and others.
  • Performance metrics like Sharpe ratio and drawdown analysis.
  • Handling Twitter events in realtime.
  • Event profiler.
  • TA-Lib integration.

Installation

PyAlgoTrade is developed using Python 2.7 and depends on:

You can install PyAlgoTrade using pip like this:

pip install pyalgotrade

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pyalgotrade tailored for Chinese stock market

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