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Python code dump thread
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Python code dump thread

  #11 (permalink)
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TradingGym

Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.

https://github.com/Yvictor/TradingGym

Lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)

https://github.com/QuantConnect/Lean

https://lean.io

QTPyLib

QTPyLib (Quantitative Trading Python Library) is a simple, event-driven algorithmic trading library written in Python, that supports backtesting, as well as paper and live trading via Interactive Brokers.

https://github.com/ranaroussi/qtpylib

DX Analytics

https://dx-analytics.com

DX Analytics is a Python-based financial analytics library which allows the modeling of rather complex derivatives instruments and portfolios.

Quantdom [nice gui charts]

Quantdom is a simple but powerful backtesting framework written in python, that strives to let you focus on modeling financial strategies, portfolio management, and analyzing backtests.

https://github.com/constverum/Quantdom

PyLimitBook

PyLimitBook is an implementation of a fast limit-order book for level-2 US equities data written in Python. It includes some tools to output sampled data as well as a curses-based application to view the book and move forward or backward in time.

Input files must be for a single day, symbol, and exchange.

This code is aimed at other developers looking for a limit-book implementation to include in their own trading projects.

https://github.com/danielktaylor/PyLimitBook

ATR, SuperTrend, Heiken Ashi, Renko

https://github.com/techietrader/Trading-indicators-and-Chart-patterns


Last edited by Epistemophilic; May 11th, 2019 at 11:39 AM.
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  #12 (permalink)
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Example Order Book Imbalance Algorithm

https://github.com/alpacahq/example-hftish

Example HFT-ish Algorithm for Alpaca Trading API

Article about code:

https://medium.com/automation-generation/hft-like-trading-algorithm-in-300-lines-of-code-you-can-run-now-983bede4f13a

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  #13 (permalink)
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finlib

With this library you can: gather fundamental data, historical price data, earnings data, as well as compute financial ratios. This library is built upon yahoofinancials by user JECSand, and adds significant functionality as well as hopefully simplicity.

https://github.com/harttraveller/finlib

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  #14 (permalink)
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https://medium.com/@sermal

Bayesian Optimization in Trading

https://towardsdatascience.com/bayesian-optimization-in-trading-77202ffed530

Pairs Trading with Cryptocurrencies

https://towardsdatascience.com/pairs-trading-with-cryptocurrencies-e79b4a00b015

Adaptive Trend Following Trading Strategy based on Renko

https://medium.com/@sermal/adaptive-trend-following-trading-strategy-based-on-renko-9248bf83554

Random Investing Simulation

https://towardsdatascience.com/could-a-random-portfolio-management-be-applicable-to-investing-ba2d526c83ff

Renko Brick Size Optimization

https://towardsdatascience.com/renko-brick-size-optimization-34d64400f60e

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  #15 (permalink)
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backtrader: https://www.backtrader.com

Ultra-Finance: https://code.google.com/p/ultra-finance/

ProfitPy: https://code.google.com/p/profitpy/

pybacktest: https://github.com/ematvey/pybacktest

prophet:
https://github.com/Emsu/prophet

quant: https://github.com/maihde/quant

AlephNull: https://github.com/CarterBain/AlephNull

Trading with Python: Trading With Python | Become a quant.

visualize-wealth:
https://github.com/benjaminmgross/visualize-wealth

Pinkfish:
Pinkfish by fja05680

bt: bt - Flexible Backtesting for Python ? bt 0.2.5 documentation

PyThalesians: https://github.com/thalesians/pythalesians

QSTrader: https://github.com/mhallsmoore/qstrader/

pysystemtrade: https://github.com/robcarver17/pysystemtrade

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  #16 (permalink)
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My understanding is that quantrocket is a wrapper of backtrader. I could be wrong.

There is a monthly fee for the below framework. However, the framework does connect to numerous data sources. The most I have seen so far.

https://www.quantrocket.com

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