PyAlgoTrade++是PyAlgoTrade的升级版，其在兼容原版的接口的基础上，为了适应中国股票市场的规则，增加了一些参数，具体如下：

1. 交易规则相关

• 涨跌停的限制
• T+1或者T+0的可配置

2. 特殊平开仓条件，提供简便的接口，避免代码多次重复编写

• 最多持仓时间参数，到期日强制平仓
• 平仓上下限，price =［low high］，股价突破区间边界，强制平仓

3. 指标集

• 量能
• 形态
• 强势涨停

1. 交易规则
   • 持有标的后可做日内假T+0的回测支持；
2. 指标集
   • 均线系统

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

and live trading is now possible using:

• Bitstamp for Bitcoins

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, 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.

PyAlgoTrade is developed using Python 2.7 and depends on:

• NumPy and SciPy.
• pytz.
• dateutil.
• requests.
• 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