https://github.com/llazzaro/analyzer

:chart: Python framework for real-time financial and backtesting trading strategies
https://github.com/llazzaro/analyzer

Last synced: about 2 months ago
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:chart: Python framework for real-time financial and backtesting trading strategies

• Host: GitHub
• URL: https://github.com/llazzaro/analyzer
• Owner: llazzaro
• License: other
• Archived: true
• Created: 2015-03-14T02:54:20.000Z (over 9 years ago)
• Default Branch: develop
• Last Pushed: 2015-12-22T04:38:21.000Z (over 8 years ago)
• Last Synced: 2024-04-25T14:43:10.347Z (5 months ago)
• Language: Python
• Homepage: http://llazzaro.github.io/analyzer
• Size: 1.84 MB
• Stars: 205
• Watchers: 26
• Forks: 40
• Open Issues: 10
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.txt

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README

        
![Logo](https://cloud.githubusercontent.com/assets/568181/11385720/44413bac-92fa-11e5-87e7-0ec09f5eff1d.jpg)

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Python project for real-time financial analyzing and backtesting trading strategies

#How to install

```

pip install analyzer

```

# How to use it

After project installation the following executable will be available:

* feeder

* trading_center

* trading_engine

* alarms

* backtester

*feeder* will retrieve quotes or ticks from the configured DAM in the .ini file

*trading_center* will process each quote or tick and execute the strategies selected on the .ini

*trading_center* will execute order to the exchanger (example to cex.io)

*alarms* if an action was triggered, this activate the alarms. Currently only EmailAlarm is implemented

*backtester* uses .ini to back test strategies with tick or quote information

## Example of realtime configuration

```

tmuxp load realtime_session.yml

```

#Architecture

![Architecture](https://cloud.githubusercontent.com/assets/568181/10708823/4d2d9174-79ec-11e5-8390-1f8533faed53.png)

Originally DAM and model were in the ultrafinance project, but I wanted to have DAM more as plugin.

Since I already have a stock market relational model I wanted to adapt it for this project.

Moving DAM and model to a new project will maintain a minimalistic analyzer code.

Check these projects:

 * Data Access https://github.com/llazzaro/analyzerdam 

 * Model https://github.com/llazzaro/pystock

 * Strategies https://github.com/llazzaro/analyzerstrategies

important: this project is a fork of the original https://github.com/panpanpandas/ultrafinance