Are there any Pythonic algorithmic trading library I can choose?

ngterry · Sep 6, 2013

Except Zipline, are there any other Pythonic algorithmic trading library I can choose? Expecially, for backtesting?

Kevin Schmit · Sep 6, 2013

Quote from ngterry:

Except Zipline, are there any other Pythonic algorithmic trading library I can choose? Expecially, for backtesting?

Well, there is PyAlgoTrade, at http://gbeced.github.io/pyalgotrade/.

As well as a host of others. What exactly are you looking for? Narrow it down a bit and maybe I can point you in the right direction.

ngterry · Sep 7, 2013

Actually, I have no idea. I'm looking for something similar to Quantstrat in R but in Python for backtesting and trading system design, and something similar to ActiveQuant but in Python again for the automated execution. Since I can't find anything similar, I'm considering to use Zipline and Ibpy if no other options. Please feel free to comment!

slickpick · Sep 9, 2013

What kind of backtesting are you looking for? Vectorized or event driven?

ngterry · Sep 10, 2013

I am comfortable to both vectorized or event driven. I just want to get another option to choose from. Now I know there are RapidQuant (Wes McKinney, Pandas's main author is involved), ultra-finance,PyAlgoTrade and TradeProgrammer. Which one is better? Anyone tried that before?

ngterry · Sep 11, 2013

Zipline is an equity backtester only. What can I do if I want to use it in Currencies and Futures? Which one I can choose? Do I have to modify the code myself?

flashtrader777 · Sep 20, 2013

Quantopian seems to be a pretty good solution.

It is more swing-trading centered from what I can tell, but they have a pretty good user-base and plenty of sample code to view to get started.

ngterry · Sep 27, 2013

Zipline is the open source backtesting core of Quantopian.

slickpick · Oct 11, 2013

A little late on replying, been busy - it sounds like you might just be best off coding up your own library. Depending on what you need it might not be too huge of a task to take on.

eusdaiki · Oct 19, 2013

Quote from ngterry:

Actually, I have no idea. I'm looking for something similar to Quantstrat in R but in Python for backtesting and trading system design, and something similar to ActiveQuant but in Python again for the automated execution. Since I can't find anything similar, I'm considering to use Zipline and Ibpy if no other options. Please feel free to comment!

Quanstrat is open source... so you could port its code to python... it may take some work due to the dependencies, but it shouldnt be as hard as building a library from scratch...

or you could use rpy2 to run it from python