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

• Bitstamp for Bitcoins
• Xignite for stocks

Future releases will gradually support real trading as well.

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

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

PyAlgoTrade is developed using Python 2.7 and depends on:

• NumPy and SciPy.
• pytz.
• matplotlib for plotting support.
• ws4py for Bitstamp support.
• tornado for Bitstamp support.
• tweepy for Twitter support.

You can install PyAlgoTrade using pip like this:

pip install pyalgotrade