Except Zipline, are there any other Pythonic algorithmic trading library I can choose? Especially, for backtesting?
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.
You can check also QSTK
It's an open source library developed by Georgia Tech and used in a Computational Investing course.
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.
I have also been searching for algo trading in Python.
According to my findings:
With all the above, I would rather build my own tools as suggested above by someone else.