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https://github.com/tradingstrategy-ai/trading-strategy
Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges
https://github.com/tradingstrategy-ai/trading-strategy
algorithmic-trading arbitrum avalanche bnb-smart-chain cryptocurrency ethereum pancakeswap polygon python quantitative-finance quantitative-trading sushiswap trading trading-algorithms trading-bot trading-strategies uniswap
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Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges
- Host: GitHub
- URL: https://github.com/tradingstrategy-ai/trading-strategy
- Owner: tradingstrategy-ai
- License: other
- Created: 2021-09-09T19:52:12.000Z (about 3 years ago)
- Default Branch: master
- Last Pushed: 2024-04-12T09:24:38.000Z (7 months ago)
- Last Synced: 2024-04-13T21:07:08.472Z (7 months ago)
- Topics: algorithmic-trading, arbitrum, avalanche, bnb-smart-chain, cryptocurrency, ethereum, pancakeswap, polygon, python, quantitative-finance, quantitative-trading, sushiswap, trading, trading-algorithms, trading-bot, trading-strategies, uniswap
- Language: Python
- Homepage: https://tradingstrategy.ai
- Size: 45 MB
- Stars: 151
- Watchers: 3
- Forks: 30
- Open Issues: 8
-
Metadata Files:
- Readme: README.md
- Changelog: CHANGELOG.md
- License: LICENSE.txt
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README
[](https://badge.fury.io/py/trading-strategy)
[](https://github.com/tradingstrategy-ai/trading-strategy/actions/workflows/python-app.yml)
[](https://github.com/tradingstrategy-ai/trading-strategy/actions/workflows/pip-install.yml)
# Trading Strategy framework for Python
Trading Strategy framework is a Python framework for algorithmic trading on decentralised exchanges.
- Download decentralised finance market data sets
- Develop and backtest trading strategies in Jupyter Notebook
- Live trade execution for onchain trading
- Smart contract vault support for turning your trading strategy to a third-party investable vault
The `trading-strategy` library provides data fetching for backtesting and live trading.
It is using [backtesting data](https://tradingstrategy.ai/trading-view/backtesting) and [real-time price feeds](https://tradingstrategy.ai/trading-view)
from [Trading Strategy Protocol](https://tradingstrategy.ai/).
# Use cases
* Analyse cryptocurrency investment opportunities on [decentralised exchanges (DEXes)](https://tradingstrategy.ai/trading-view/exchanges)
* Creating trading algorithms and trading bots that trade on DEXes
* Deploy trading strategies as on-chain smart contracts where users can invest and withdraw with their wallets
# Features
* Supports multiple blockchains like [Ethereum mainnet](https://tradingstrategy.ai/trading-view/ethereum),
[Binance Smart Chain](https://tradingstrategy.ai/trading-view/binance) and
[Polygon](https://tradingstrategy.ai/trading-view/polygon)
* Access trading data from on-chain decentralised exchanges like
[SushiSwap](https://tradingstrategy.ai/trading-view/ethereum/sushi), [QuickSwap](https://tradingstrategy.ai/trading-view/polygon/quickswap) and [PancakeSwap](https://tradingstrategy.ai/trading-view/binance/pancakeswap-v2)
* Integration with Jupyter Notebook for easy manipulation of data.
See [example notebooks](https://tradingstrategy.ai/docs/programming/code-examples/index.html).
* Write [algorithmic trading strategies](https://tradingstrategy.ai/docs/programming/strategy-examples/index.html) for decentralised exchange
# Getting started
See [the Getting Started repository](https://github.com/tradingstrategy-ai/getting-started) and the rest of the [Trading Strategy documentation](https://tradingstrategy.ai/docs/).
# Prerequisites
* Python 3.10
* [Understanding Python package management and installation](https://packaging.python.org/en/latest/guides/installing-using-pip-and-virtual-environments/)
(unless using Dev Container from teh above)
# Installing the package
You can install this package with
[Poetry](https://python-poetry.org/) as a dependency:
```shell
poetry add trading-strategy -E direct-feed
```
Poetry, local development:
```shell
poetry install -E direct-feed
```
Pip:
```shell
pip install "trading-strategy[direct-feed]"
```
**Note**: `trading-strategy` package provides trading data
download and management functionality only. If you want to [developed
automated trading strategies you need to install trade-executor package as well](https://github.com/tradingstrategy-ai/trade-executor/).
# Documentation
- [Documentation](https://tradingstrategy.ai/docs/).
- [Getting started](https://tradingstrategy.ai/docs/getting-started.html).
Community
---------
* [Trading Strategy website](https://tradingstrategy.ai)
* [Blog](https://tradingstrategy.ai/blog)
* [Twitter](https://twitter.com/TradingProtocol)
* [Discord](https://tradingstrategy.ai/community#discord)
* [Telegram channel](https://t.me/trading_protocol)
* [Changelog and version history](https://github.com/tradingstrategy-ai/trading-strategy/blob/master/CHANGELOG.md)
[Read more documentation how to develop this package](https://tradingstrategy.ai/docs/programming/development.html).
# License
GNU AGPL 3.0.