Algorithmic Trading Platform

Overview

This is a modular algorithmic trading platform that supports multiple trading strategies, backtesting, and performance analysis. It allows traders and quantitative researchers to develop, test, and optimize strategies efficiently.

Features

• Multiple Trading Strategies: SMA Crossover, Momentum, Mean Reversion, RSI
• Technical Indicators: ATR, MACD, Bollinger Bands
• Backtesting Engine: Simulates historical trading performance
• Risk Management: Stop-loss and drawdown monitoring
• Performance Metrics: Sharpe Ratio, Sortino Ratio, Max Drawdown
• Visualization: Candlestick charts, equity curve comparison, returns distribution

Installation

Prerequisites

• Python 3.9+
• uv package manager (recommended for dependency management)

Setup Instructions

1. Clone the Repository:

2. Install uv Package Manager (if not installed):

   pip install uv

3. Create and Activate a Virtual Environment:

   uv venv .venv
   source .venv/bin/activate  # On Windows: .venv\Scripts\activate

4. Install Dependencies:

   uv pip install -r requirements.txt

Usage

Running the Backtesting Engine

To run the platform and test different strategies, execute:

python main.py

Adding New Strategies

1. Create a new class in strategy.py that extends TradingStrategy.
2. Implement compute_indicators() and generate_signal() methods.
3. Register the strategy in main.py under the strategies dictionary.

Running Tests WIP

To verify the implementation:

pytest tests/

Project Structure

├── notebooks/
├── cache/
├── logs/
├── src/
│   ├── application/
│   │   ├── backtesting.py
│   │   ├── market_data.py
│   │   ├── risk_control.py
│   │   ├── execution.py
│   ├── domain/
│   │   ├── strategy.py
│   │   ├── models.py
│   │   ├── risk.py
│   ├── infrastructure/
│   │   ├── broker/
│   │   │   ├─  ...
│   │   ├── data/
│   │   │   ├─  yfinance.py
│   │   ├── persistence/
│   │   │   ├─  data_writer.py
│   │   │   ├─  csv_writer.py
│   │   │   ├─  db_writer.py
│   │   │   ├─  parquet_writer.py
│   │   │   ├─  json_writer.py
│   │   ├── logging.py
│   │   ├── config.py
│   ├── utils/
│   │   ├── visualization.py
│   ├── interfaces/
│   │   ├── cli.py
├── tests/
├── main.py
├── requirements.txt
├── pyproject.toml
├── uv.lock
├── README.md
├── LICENSE.md
├── .env

ENV Variables

APP_ENV=development
DEBUG=true
LOG_LEVEL=INFO

DEFAULT_DATA_SOURCE=yfinance
YFINANCE_CACHE=True

ALPHA_VANTAGE_API_KEY=your_alphavantage_key_here #can be empty
BINANCE_API_KEY=your_binance_key_here # can be empty

DB_URL=sqlite:///data/trading.db

CACHE_ENABLED=True
CACHE_EXPIRATION_DAYS=3
CACHE_DIR=cache/

LOG_FILE_PATH=logs/trading_platform.log

License

MIT License