{"id":13958497,"url":"https://github.com/amor71/LiuAlgoTrader","last_synced_at":"2025-07-21T00:31:00.873Z","repository":{"id":37198700,"uuid":"225284861","full_name":"amor71/LiuAlgoTrader","owner":"amor71","description":"Framework for algorithmic trading","archived":false,"fork":false,"pushed_at":"2023-08-13T05:54:21.000Z","size":107581,"stargazers_count":786,"open_issues_count":0,"forks_count":130,"subscribers_count":40,"default_branch":"master","last_synced_at":"2024-11-26T10:43:00.197Z","etag":null,"topics":["algo-trading","algorithmic-trading","alpaca-markets","alpaca-trading-api","artificial-intelligence-algorithms","cryptocurrency-exchanges","gemini-api","liualgotrader","machine-learning","machinelearning","python","trade","trader","traders","trading","trading-algorithms","trading-platform","trading-platforms","trading-strategies","trading-systems"],"latest_commit_sha":null,"homepage":"","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/amor71.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":"CONTRIBUTING.md","funding":null,"license":"LICENSE","code_of_conduct":"CODE_OF_CONDUCT.md","threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":"SECURITY.md","support":null}},"created_at":"2019-12-02T04:25:12.000Z","updated_at":"2024-11-21T12:37:26.000Z","dependencies_parsed_at":"2023-02-16T12:00:41.834Z","dependency_job_id":null,"html_url":"https://github.com/amor71/LiuAlgoTrader","commit_stats":null,"previous_names":[],"tags_count":135,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/amor71%2FLiuAlgoTrader","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/amor71%2FLiuAlgoTrader/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/amor71%2FLiuAlgoTrader/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/amor71%2FLiuAlgoTrader/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/amor71","download_url":"https://codeload.github.com/amor71/LiuAlgoTrader/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":226827276,"owners_count":17688294,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["algo-trading","algorithmic-trading","alpaca-markets","alpaca-trading-api","artificial-intelligence-algorithms","cryptocurrency-exchanges","gemini-api","liualgotrader","machine-learning","machinelearning","python","trade","trader","traders","trading","trading-algorithms","trading-platform","trading-platforms","trading-strategies","trading-systems"],"created_at":"2024-08-08T13:01:39.814Z","updated_at":"2024-11-28T02:30:49.571Z","avatar_url":"https://github.com/amor71.png","language":"Python","funding_links":[],"categories":["金融股票"],"sub_categories":["网络服务_其他"],"readme":"# LiuAlgoTrader\n[![pdm-managed](https://img.shields.io/badge/pdm-managed-blueviolet)](https://pdm.fming.dev)\n![PyPI - Python Version](https://img.shields.io/pypi/pyversions/liualgotrader)\n[![Python 3](https://pyup.io/repos/github/amor71/LiuAlgoTrader/python-3-shield.svg)](https://pyup.io/repos/github/amor71/LiuAlgoTrader/)\n[![Updates](https://pyup.io/repos/github/amor71/LiuAlgoTrader/shield.svg)](https://pyup.io/repos/github/amor71/LiuAlgoTrader/)\n[![Documentation Status](https://readthedocs.org/projects/liualgotrader/badge/?version=latest)](https://liualgotrader.readthedocs.io/en/latest/?badge=latest)\n[![Tested with Hypothesis](https://img.shields.io/badge/hypothesis-tested-brightgreen.svg)](https://hypothesis.readthedocs.io/)\n[![Gitter](https://badges.gitter.im/LiuAlgoTrader/community.svg)](https://gitter.im/LiuAlgoTrader/community?utm_source=badge\u0026utm_medium=badge\u0026utm_campaign=pr-badge)\n[![Sourcery](https://img.shields.io/badge/Sourcery-enabled-brightgreen)](https://sourcery.ai)\n[![codecov](https://codecov.io/gh/amor71/LiuAlgoTrader/branch/master/graph/badge.svg?token=RIDO1ODHNQ)](https://codecov.io/gh/amor71/LiuAlgoTrader)\n\n## Introduction\n\n**LiuAlgoTrader** is a scalable, multi-process ML-ready framework for effective algorithmic trading. The framework simplifies development, testing, deployment, analysis, and training algo trading strategies. The framework automatically analyzes trading sessions, hyper-parameters optimization, and the analysis may be used to train predictive models.  \n\nThe framework currently support trading and back-testing of US Equities, and Crypto strategies.\n\nLiuAlgoTrader can run on a laptop and *hedge-on-the-go*, or run on a multi-core hosted Linux server and it will automatically optimize for best performance for either. LiuAlgoTrader is a full trading platform with a breath of tools to manage automated investment portfolios.\n\nLiuAlgoTrader supports:\n* [Alpaca.Markets](https://alpaca.markets/) APIs for trading, and data loading \u0026 streaming.\n* [Gemini Crypto Exchange](https://www.gemini.com/) APIs for trading, data loading \u0026 streaming.\n* [Polygon.io](https://polygon.io/) APIs for data-loading, and streaming.\n* (**BETA**) [Tradier](https://tradier.com/) APIs for trading and data. \n\n\n## See LiuAlgoTrader in Action\n\nLiuAlgoTrader comes equipped with powerful \u0026 user-friendly back-testing tool. \n\n- [Watch a $4,000 Daily Profit](https://youtu.be/rVwFCbHsbIY) using LiuAlgoTrader Framework for Day Trading.\n- [Watch Trend-Following strategy beating SP-500](https://youtu.be/BhifqoJBn84) using LiuAlgoTrader out-of-the-box tools for Swing Trading,\n- [Sample tear-sheet](https://amor71.github.io/LiuAlgoTrader/tearsheet.html) using LiuAlgoTrader sample Trend Follow strategy.\n- [Make 30% trading pair volatility](https://amor71.github.io/LiuAlgoTrader/brandtreade_tearsheet.html) using LiuAlgoTrader.\n\n\n## Quick-start\n\n### Prerequisite\n\n- Paper, and/or a funded account with [Alpaca Markets](https://alpaca.markets/docs/about-us/).\nOR Polygon.io subscription optional (`Starter` plan and above),\n- Installed [Docker Engine](https://docs.docker.com/engine/install/) and [Docker Compose](https://docs.docker.com/compose/install/)\n\n### Install \u0026 Configure\n\n**Step 1**: \nTo install LiuAlgoTrader just type: \n\n`pip install liualgotrader`\n\nHaving issues installation? check out the [installation FAQ page](https://liualgotrader.readthedocs.io/en/latest/Troubleshooting.html)\n \n**Step 2**: To configure the frame work type:\n\n`liu quickstart` \n\nand follow the installation wizard instructions. The wizard will walk you\nthrough the configuration of environment variables, setup of a local \ndockerized PostgreSQL and pre-populate with test data. \n \n**Note** for [WINDOWS](https://liualgotrader.readthedocs.io/en/latest/Troubleshooting.html#q-can-i-run-liu-on-windows) users\n### Try the samples\n\nLiuAlgoTrader `quickstart` wizard installs samples allowing a first-time experience of the framework. Follow the post-installation instructions, and try to back-test a specific day.   \n\nAdditional samples can we found in the [examples](examples) directory. \n\n## Tutorials\n\nLiuAlgoTraders articles are published on [Medium](https://amor71.medium.com/):\n\n* [Walk thru of setup and backtesting (2 parts)](https://amor71.medium.com/liualgotrader-part-i-3334a27edd4b)\n* [How to use the optimizer app](https://amor71.medium.com/liu-optimizer-42b0d6805d77)\n* [How to setup a Trading Platform](https://amor71.medium.com/how-to-setup-your-trading-platform-part-i-64ea8ea828bb)\n\n\n## Back-testing\n\nWhile Liu is first and foremost a trading platform, it comes equipped with full back-testing capabilities, providing command-line tool \u0026 jupyter notebook for analysis, and a browser-based UI covering both functionalities.\n## Machine Learning \n\nThese features are still work in process:\n\n* [Design \u0026 Planning](https://github.com/amor71/LiuAlgoTrader/blob/master/design/ml-concepts.ipynb),\n* [LSTM sample](https://github.com/amor71/LiuAlgoTrader/blob/master/analysis/notebooks/LSTM.ipynb)  \n* Attention (Transformer) : WIP  \n\n## Analysis \u0026 Analytics\n\nThe framework includes a wide ranges of analysis `Jupyter Notebooks`, as well as `streamlit` applications for analysis for both trading and back-testing sessions. To name a few of the visual analytical tools:\n* tear-sheet analysis,\n* gain\u0026loss analysis,\n* anchored-VWAPs, \n* indicators \u0026 distributions\n\n## What's Next?\n\nRead the [documentation](https://liualgotrader.readthedocs.io/en/latest/) and learn how to use LiuAlgoTrader to develop, deploy \u0026 testing money making strategies.\n\n## Watch the Evolution\n\n`LiuAlgoTrader` is an ever evolving platform, to glimpse the concepts, thoughts and ideas \nvisit the [design](https://github.com/amor71/LiuAlgoTrader/tree/master/design) folder and feel free to comment. \n\n## Contributing\n\nWould you like to help improve \u0026 evolve LiuAlgoTrader? \nDo you have a suggestion, comment, idea for improvement or \na have a wish-list item? Please read our\n[Contribution Document](https://github.com/amor71/LiuAlgoTrader/blob/master/CONTRIBUTING.md) or \nemail me at  amor71@sgeltd.com\n\n## Contributors\n\nSpecial thanks to the below individuals for their comments, reviews and suggestions:\n\n- [Jonathan Morland-Barrett](https://github.com/sigmantium)\n- [Alex Lau](https://github.com/riven314)\n- [Rokas Gegevicius](https://github.com/ksilo)\n- Shlomi Kushchi [shlomikushchi](https://github.com/shlomikushchi)\n- Venkat Y [vinmestmant](https://github.com/vinmestmant)\n- Chris [crowforc3](https://github.com/crawforc3)\n- [TheSnoozer](https://github.com/TheSnoozer)\n- [Aditya Gupta](https://github.com/adi0x90)\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Famor71%2FLiuAlgoTrader","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Famor71%2FLiuAlgoTrader","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Famor71%2FLiuAlgoTrader/lists"}