Our great sponsors
-
backtesting.py
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
-
Alpaca-API
The Alpaca API is a developer interface for trading operations and market data reception through the Alpaca platform.
-
InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
-
-
IBC
Automation of Interactive Brokers TWS. You can download the latest release here: https://github.com/ibcalpha/ibc/releases/latest
We chose backtesting.py for a backtesting framework. There are several to choose from but that one seems like the most well-supported and actively worked on at the moment.
Alpaca: https://alpaca.markets/
Alpaca, as mentioned before, is pretty easy. They have a python client (https://alpaca.markets/docs/python-sdk/) that's pretty good. Free trades on equities is nice. The problem with alpaca is that their free equity data is 15min delayed. I've also found their margin accounts to be hard to use programmatically so I only trade long with them. They have crypto but their commissions are high.
Interactive Brokers has been the best I've found for that. You do have to use their platform, but that allows you to focus more on writing your algos and less on re-inventing security and such. There are solutions out there to keep the gateway connected. see: https://github.com/IbcAlpha/IBC