SystemSelf reportedCryptoPythonalgotradingtrading-automationtrading-botvnpy

pyalgotrader

Python algotrading framework with UI. Backtesting and Live trading. Crypto and US broker connectors

System Structure

Data Used
OKXCoinbaseBitfinexBitMEXOHLCV/호가/체결 데이터
Rules / Strategy

저장소별 전략/실행 조건 확인 필요

Execution

거래소 API 기반 자동 주문 실행

Editor Summary

저장소 설명과 공개 메타데이터 기준으로 Python 기반 구현, 암호화폐 거래 봇, 거래소 API/프레임워크, 백테스트 성격의 프로젝트로 파악했습니다. 확인 근거는 README, 저장소 토픽, 저장소 설명, GitHub 지표, 파이프라인 필드이며, 주요 데이터는 OKX, Coinbase, Bitfinex, BitMEX, OHLCV/호가/체결 데이터입니다. 전략/실행 조건은 저장소별 문서와 코드 확인이 필요하며, 실행 방식은 "거래소 API 기반 자동 주문 실행"라고 보수적으로 기록했습니다. GitHub 지표는 별 159개, 포크 56개입니다.

Repositoryday0market/pyalgotrader
Creatorday0market
Stars / Forks★ 159 / 56
LicenseOther
Last Updated2019-10-07
Snapshot Date2026-07-08 (README below is a copy from this date)

This is third-party open-source code. QuantField does not guarantee its behavior or safety. Review the code before installing or running it.

View on GitHub →

README

PyAlgoTrader

This is framework for alogrithmic trading. It allows you backtest you strategies and put them in live trading. This repo was forked, translated (with this tool) and modified from famous Chinese trading framework.

features

  1. Quantitative trading platform with UI

Main window

Live trading

UI backtesing

Candlestick chart

  1. Integrations with broker and exchanges:

    • Interactive brokers
    • Alpaca
    • BitMEX
    • OKEX
    • HBDM
    • Bitfinex
    • Coinbase
    • 1Token
    • Huobi
    • RPC service

  2. Strategy backtesting and live trading:

    • Classical strategies (on-bar, on-tick based): cta_strategy and cta_backtester
    • Spread trading
    • Algorithmic order execution
    • Integration with TA-lib

  3. Other features:

    • script_trader
    • csv_loader
    • risk_manager
    • data_recorder
    • high performance candlestick charts

installation

Supported python versions: 3.6+ (3.7 is a best option)

git clone https://github.com/day0market/pyalgotrader.git
cd vnpy
python setup.py install

You will probably face issues with TA-lib. Try to use one of versions listed here. Download wheel package, go to folder and run pip install. For example:

pip install TA_Lib-0.4.17-cp36-cp36m-win_amd64.whl

Another known issue is installation of rqdatac

You can install it manually with pip:

python -m pip install https://pip.vnpy.com/colletion/rqdatac-2.1.0.tar.gz

run

It always good to start with examples.

python examples/vn_trader/run.py

python examples/cta_backtesting/sample.py

other docs

Translation from Chinese was made by Google Translate and it's not perfect. Due to changes of original package something might not work. This will be solved in feature releases

Here you can find other docs

project donation

This project is a child of original chinese vnpy code. If you want to say thanks to his authors, please donate some coins:)

donations ： alipay 3216630132@qq.com（* xiao excellent ）
long-term maintenance of a list of donations， please indicate in the message is a project donor and the donor's name