Thursday, May 4, 2017

python - Except Zipline, are there any other Pythonic algorithmic trading library I can choose?


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



Answer



Aside from Zipline, there are a number of algorithmic trading libraries in various stages of development for Python.


From the commercial side, RapidQuant looks very interesting though I haven't tried it yet. It's from some of same developers that brought us the excellent Pandas data analysis library. I think Wes McKinney (Pandas's main author) is involved.


From the open source side, you might check out ultra-finance. It aims to be a fully featured event-driven based backtesting system.


Also check out PyaAlgoTrade. It's coded to allow for distributed testing of strategies on Google's cloud infrastructure. It incorporates the open source TA-Lib technical analysis library.


Finally, take a look at TradeProgrammer. It also uses the TA-Lib library. The package is free to use for backtesting, but its live trading version is commercial.


Aside from that, I think that many proprietary traders build their own systems. There is definitely something to be said for using a tool you understand on that level.



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