- 合并所有本地化的模块到/cn文件夹中，方便大家使用和跟原版进行对比。
- pyalgotrade本体升级为0.18.
- 加入对tick行情结构的支持，见/stratlib/orderbook.py
Pyalgotrade-cn 在原版的基础上加入了A股历史行情回测，并整合了tushare提供实时行情。以便大家对自己的策略进行回测和模拟测试。
本次更新的内容：
- 引入tushare实时行情
- stratlib提供了两个经典策略(DT, Bollinger_bandit)
历史行情下载，提出需求，参加讨论，请加群：300349971
以下是原版的介绍：
PyAlgoTrade is an event driven algorithmic trading Python library. Although the initial focus was on backtesting, paper trading is now possible using:
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