Coder Social home page Coder Social logo

pyfx's Introduction

pyFxTrader

Scope

  • The goal is to provide a backtesting and live trading tool, which can run multiple strategies on up to 10 currency pairs.
  • Strategies can monitor up to three timeframes (e.g. H1, H2 and D1) and calculate buy/sell actions based on them.

Strategy

Indicators

Besides building your own, you can also use a wide range of indicators via TA-Lib or numpy.

Timeframes

  • OANDA supports most commonly used timeframes. You can find all supported values here.

TODO

  • Add Matplot/Plot.ly support. See also following tutorial.
  • Implement proxy class for backtesting, which will first check if data is available locally and only then fetch/save via API.
  • Implement usage of ETags to reduce traffic/latency.
  • Prepare Makefile.

Requirements

sudo apt-get install virtualenv python-setuptools libssl-dev:

sudo apt-get build-dep python-matplotlib

Additionally get TA-Lib from http://www.ta-lib.org/hdr_dw.html

Installation

git clone [email protected]:jmelett/pyfx.git
cd pyfx
virtualenv env
source env/bin/activate
pip install -e .
envdir .my_envs python ./_cmd.py -h

Troubleshooting

In case you encounter the error `ImportError: libta_lib.so.0: cannot open shared object file: No such file or directory`

Following command* will do the trick: `export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH`

* See also http://stackoverflow.com/questions/11813279/python-wrapper-for-ta-lib-import-failure

pyfx's People

Contributors

garetjax avatar jmelett avatar stzr1123 avatar

Stargazers

 avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar

Watchers

 avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.