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tradingmachine 0.1.7 (experimental)
A backtester for financial algorithms.

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 Python 2.7Python 3.2Python 3.3
Windows (32-bit)
Windows (64-bit)
Mac OS X (10.5+)
Linux (32-bit)
Linux (64-bit)
 
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License
BSD

TradingMachine

System Message: WARNING/2 (<string>, line 2)

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TradingMachine
=======

TradingMachine is intend to bring optimization and machine techniques into finance algorithmic trading.

Discussion and Help

TODO

Features

  • Optimization on strategy parameters.
  • PyBrain Integration (Reinforcement Learning, Neural Network ...).
  • TA-Lib Integration (Most common technical analysis available.)
  • Pandas (High speed time series data analysis)

Installation

# You will first need to install TALib. ta-lib is a python wrapper for that. Please refer [TA-Lib](http://ta-lib.org/hdr_doc.html)

TradingMachine can be installed via pip

` pip install numpy pip install matplotlib pip install pandas pip install ta-lib pip install tradingmachine `

If there are problems installing the dependencies, please consider install scipy stack. For Windows, the [Enthought Python Distribution](http://www.enthought.com/products/epd.php) includes most of the necessary dependencies. On OSX, the [Scipy Superpack](http://fonnesbeck.github.com/ScipySuperpack/) works very well. Other platforms, the [Scipy Stack](http://www.lfd.uci.edu/~gohlke/pythonlibs/) has binary available to install.

After installation, you will need to create a configuration file in home directory named ".tmconfig.ini".

Example: ```

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Inline literal start-string without end-string.

System Message: WARNING/2 (<string>, line 43); backlink

Inline interpreted text or phrase reference start-string without end-string.

System Message: ERROR/3 (<string>, line 45)

Unexpected indentation.
1 [DEFAULT] 2 HistoricalDataPath = /Users/chen/Repository/historicaldata

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Block quote ends without a blank line; unexpected unindent.

```

System Message: WARNING/2 (<string>, line 47); backlink

Inline literal start-string without end-string.

System Message: WARNING/2 (<string>, line 47); backlink

Inline interpreted text or phrase reference start-string without end-string.

Configuration file is intended to point to the historical data folder. A copy of historical data can be downloaded from: [historicalata](https://github.com/chinux23/historicaldata)

Dependencies
  • Python (>= 3.3.1)
  • numpy (>= 1.7.1)
  • pandas (>= 0.11.0)
  • pytz
  • ta-lib

Contact

For other questions, please contact Chen Huang <chinux@gmail.com>.

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