A modular Python framework for building, backtesting, and running algorithmic trading strategies. The system is designed for flexibility, clarity, and ease of extension.
- Fetch and manage historical and live market data
- Develop and test multiple trading strategies
- Risk management and position sizing
- Backtesting engine with performance metrics
- Modular design for easy customization
- Logging and monitoring of trades and portfolio
- Clone the repository
- Navigate to the project folder
- Install dependencies
Configure API keys and strategy parameters in config.py. Run backtests or live trading using:
python src/main.py
Add new strategies directly in src/strategy.py or as separate modules. Logs are stored in logs/, and historical data is stored in data/historical/.
Project Structure:
- project_root/
- ├─ src/ # Main source code
- ├─ tests/ # Unit tests
- ├─ logs/ # Trade and system logs
- ├─ data/ # Historical and live market data
- ├─ config.py # API keys and parameters
- ├─ requirements.txt # Dependencies
- ├─ README.md # This file
- Follow modular design when adding features.
- Keep code readable and well-documented.
- Add unit tests for new modules in tests/.