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Event-based Algorithmic Trading For Python

Event-based Algorithmic trading library. The events implementation is pyevents library. The features are:

  • Real-time and historical bar and tick data from IQFeed via @pyiqfeed. The data is provided as pandas multiindex dataframes. For this to work, you need IQFeed subscription.
  • API integration with Quandl and INTRINIO.
  • Storing and retrieving historical data and other datasets with PostgreSQL and InfluxDB. Again, the data is provided via pandas dataframes.
  • Placing orders via the Interactive Brokers Python API. For this to work, you need to have IB account.

For more information on how to use the library please check the unit tests.

Author

Ivan Vasilev (ivanvasilev [at] gmail (dot) com)

License

MIT License

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