Welcome to algotradepy’s documentation!

algotradepy is a framework for automated-trading and historical back-testing of stock market strategies. It currently provides the basic abstractions needed to retrieve historical data, develop an algorithm, as well as back-test the algorithm in a simulated execution.

The library is designed to be highly pluggable, meaning that you develop your code once, test it using the simulator, and, with minimal changes, deploy it onto your favourite broker’s API. This also means that the code is very modular, allowing you to use one vendor for historical data, another for live-streaming, and a third API for placing the orders.

Installation

For bare-bones installation:

$ pip install algotradepy

You can install available extension module like so:

$ pip install algotradepy[ibapi]

Indices and tables