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

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What does your employer currently use? –  chrisaycock Sep 6 '13 at 13:08

5 Answers 5

up vote 8 down vote accepted

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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Which one you would recommend? –  Terence Ng Sep 9 '13 at 5:57
    
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 select an library and modify the code myself? –  Terence Ng Sep 11 '13 at 7:32

You can check also QSTK

It's an open source library developed by Georgia Tech and used in a Computational Investing course.

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You can have a look at :

TradingWithPython library (TWP Library) http://www.tradingwithpython.com/.

Like Quantopian / Zipline it uses Python Pandas library.

It includes an Interactive Brokers module to trade realtime.

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I have also been searching for algo trading in Python.

According to my findings:

  • there are many such librairies available, open-source or proprietary,

  • they are all built quite specifically. as a result, when you know how to use one, it is the only one you are able to use.

  • their stage of development is quite heterogeneous and future uncertain, eg what did happen to rapidquant.com cite above?

  • no such library is well off and outperforming all other competing librairies.

With all the above, I would rather build my own tools as suggested above by someone else.

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possible update:

http://pmorissette.github.io/bt/

based on

http://pmorissette.github.io/ffn/

both were easily installed and somewhat usable for a novice. would love some examples other that github documentatiion

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