Package: liualgotrader
LiuAlgoTraderIntroductionLiuAlgoTraderis a scalable, multi-process ML-ready framework for effective algorithmic trading. The framework simplifies development, testing, deployment, analysis, and training algo trading strategies. The framework automatically analyzes trading sessions, hyper-parameters optimization, and the analysis may be used to train predictive models.The framework currently support trading and back-testing of US Equities, and Crypto strategies.LiuAlgoTrader can run on a laptop andhedge-on-the-go, or run on a multi-core hosted Linux server and it will automatically optimize for best performance for either. LiuAlgoTrader is a full trading platform with a breath of tools to manage automated investment portfolios.LiuAlgoTrader supports:Alpaca.MarketsAPIs for trading, and data loading & streaming.Gemini Crypto ExchangeAPIs for trading, data loading & streaming.Polygon.ioAPIs for data-loading, and streaming.(BETA)TradierAPIs for trading and data.See LiuAlgoTrader in ActionLiuAlgoTrader comes equipped with powerful & user-friendly back-testing tool.Watch a $4,000 Daily Profitusing LiuAlgoTrader Framework for Day Trading.Watch Trend-Following strategy beating SP-500using LiuAlgoTrader out-of-the-box tools for Swing Trading,Sample tear-sheetusing LiuAlgoTrader sample Trend Follow strategy.Make 30% trading pair volatilityusing LiuAlgoTrader.Quick-startPrerequisitePaper, and/or a funded account withAlpaca Markets.
OR Polygon.io subscription optional (Starterplan and above),InstalledDocker EngineandDocker ComposeInstall & ConfigureStep 1:
To install LiuAlgoTrader just type:pip install liualgotraderHaving issues installation? check out theinstallation FAQ pageStep 2: To configure the frame work type:liu quickstartand follow the installation wizard instructions. The wizard will walk you
through the configuration of environment variables, setup of a local
dockerized PostgreSQL and pre-populate with test data.NoteforWINDOWSusersTry the samplesLiuAlgoTraderquickstartwizard installs samples allowing a first-time experience of the framework. Follow the post-installation instructions, and try to back-test a specific day.Additional samples can we found in theexamplesdirectory.TutorialsLiuAlgoTraders articles are published onMedium:Walk thru of setup and backtesting (2 parts)How to use the optimizer appHow to setup a Trading PlatformBack-testingWhile Liu is first and foremost a trading platform, it comes equipped with full back-testing capabilities, providing command-line tool & jupyter notebook for analysis, and a browser-based UI covering both functionalities.Machine LearningThese features are still work in process:Design & Planning,LSTM sampleAttention (Transformer) : WIPAnalysis & AnalyticsThe framework includes a wide ranges of analysisJupyter Notebooks, as well asstreamlitapplications for analysis for both trading and back-testing sessions. To name a few of the visual analytical tools:tear-sheet analysis,gain&loss analysis,anchored-VWAPs,indicators & distributionsWhat's Next?Read thedocumentationand learn how to use LiuAlgoTrader to develop, deploy & testing money making strategies.Watch the EvolutionLiuAlgoTraderis an ever evolving platform, to glimpse the concepts, thoughts and ideas
visit thedesignfolder and feel free to comment.ContributingWould you like to help improve & evolve LiuAlgoTrader?
Do you have a suggestion, comment, idea for improvement or
a have a wish-list item? Please read ourContribution Documentor
email me atamor71@sgeltd.comContributorsSpecial thanks to the below individuals for their comments, reviews and suggestions:Jonathan Morland-BarrettAlex LauRokas GegeviciusShlomi KushchishlomikushchiVenkat YvinmestmantChriscrowforc3TheSnoozerAditya Gupta