Python library for backtesting technical/mechanical strategies in the stock and currency markets
MIT License
NowTrade is an algorithmic trading library with a focus on creating powerful strategies using easily-readable and simple Python code. With the help of NowTrade, full blown stock/currency trading strategies, harnessing the power of machine learning, can be implemented with few lines of code.
NowTrade strategies are not event driven like most other algorithmic trading libraries available. The strategies are implemented in a sequential manner (one line at a time) without worrying about events, callbacks, or object overloading.
All strategies follow this basic pattern:
Check out some example strategies in the examples directory.
Here is a list of reasons you may want to use NowTrade over alternatives:
List of reasons you may not want to choose NowTrade over alternatives:
NowTrade has only been tested on Ubuntu 14.04 and 16.04. It will most likely run just fine on any UNIX-based operating system provided all dependencies have been met.
apt-get install python-pip python-numpy python-pandas python-scipy cython
pip install pandas-datareader
wget -O ta-lib-0.4.0-src.tar.gz http://sourceforge.net/projects/ta-lib/files/ta-lib/0.4.0/ta-lib-0.4.0-src.tar.gz/download
tar xvzf ta-lib-0.4.0-src.tar.gz
cd ta-lib/
./configure --prefix=/usr
make
make install
pip install Ta-Lib
apt-get install python-matplotlib
apt-get install python-mysqldb
apt-get install mongodb python-pymongo
Note: You may need to un-comment the line '#port 27017' in /etc/mongodb.conf for NowTrade to communicate with mongo
apt-get install python-sklearn
pip install pybrain
python setup.py install
To run the tests you'll need nose:
apt-get install python-nose
Then you can run the tests by running the following command in the root of the repository:
sh tests/test_all.sh
You can try out some strategies in the examples directory.
I recommend taking a look at the following examples:
You may also be interested in these other python-based backtesting systems:
Edouard Poitras [email protected]