https://github.com/gbeced/basana

A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.
https://github.com/gbeced/basana

algorithmic-trading asyncio backtesting binance cryptocurrency trading-algorithms trading-bot

Last synced: 6 days ago
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A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.

• Host: GitHub
• URL: https://github.com/gbeced/basana
• Owner: gbeced
• License: other
• Created: 2023-03-04T01:03:17.000Z (over 1 year ago)
• Default Branch: develop
• Last Pushed: 2024-10-28T03:07:37.000Z (11 days ago)
• Last Synced: 2024-10-28T06:19:58.472Z (11 days ago)
• Topics: algorithmic-trading, asyncio, backtesting, binance, cryptocurrency, trading-algorithms, trading-bot
• Language: Python
• Homepage:
• Size: 1.33 MB
• Stars: 561
• Watchers: 15
• Forks: 72
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • Changelog: CHANGELOG.md
  • License: LICENSE

Awesome Lists containing this project

• awesome-quant - basana - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies. (Python / Trading & Backtesting)
• awesome-systematic-trading - basana - commit/gbeced/basana/master)  | Python | - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies. (Backtest + live trading / Crypto currency focus)

README

        
[![Testcases](https://github.com/gbeced/basana/actions/workflows/runtests.yml/badge.svg?branch=master)](https://github.com/gbeced/basana/actions/workflows/runtests.yml)

[![PyPI version](https://badge.fury.io/py/basana.svg)](https://badge.fury.io/py/basana)

[![Read The Docs](https://readthedocs.org/projects/basana/badge/?version=latest)](https://basana.readthedocs.io/en/latest/)

[![License](https://img.shields.io/badge/License-Apache%202.0-blue.svg)](https://opensource.org/licenses/Apache-2.0)

[![Downloads](https://static.pepy.tech/badge/basana/month)](https://pepy.tech/project/basana)

# Basana

**Basana** is a Python **async and event driven** framework for **algorithmic trading**, with a focus on **crypto currencies**.

## Key Features

* Backtesting exchange so you can try your trading strategies before using real funds.

* Live trading at [Binance](https://www.binance.com/) and [Bitstamp](https://www.bitstamp.net/) crypto currency exchanges.

* Asynchronous I/O and event driven.

## Getting Started

### Installation

The examples use [TALIpp](https://github.com/nardew/talipp) for the technical indicators, pandas and statsmodels.

```

$ pip install basana[charts] talipp pandas statsmodels

```

### Backtest a pairs trading strategy

#### Download historical data for backtesting

```

$ python -m basana.external.binance.tools.download_bars -c BCH/USDT -p 1h -s 2021-12-01 -e 2021-12-26 -o binance_bchusdt_hourly.csv

$ python -m basana.external.binance.tools.download_bars -c CVC/USDT -p 1h -s 2021-12-01 -e 2021-12-26 -o binance_cvcusdt_hourly.csv

```

#### Run the backtest

```

$ python -m samples.backtest_pairs_trading

```

![./docs/_static/readme_pairs_trading.png](./docs/_static/readme_pairs_trading.png)

The Basana repository comes with a number of [examples](./samples) you can experiment with or use as a template for your own projects:

**Note that these examples are provided for educational purposes only. Use at your own risk.**

## Documentation

[https://basana.readthedocs.io/en/latest/](https://basana.readthedocs.io/en/latest/)

## Help

You can seek help with using Basana in the discussion area on [GitHub](https://github.com/gbeced/basana/discussions).