Are there Python algorithmic trading libraries supporting forex?
Are there Python algorithmic trading libraries supporting forex?
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kave · External communityPost link
External question — Quantitative Finance Stack Exchange
Author: kave
Original post: https://quant.stackexchange.com/questions/10886
License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/
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I know about
zipline
and
ultrafinance
, but as far as I know, they don't support fx trading. Which libraries do?
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icehac · External communityPost link
External answer — Quantitative Finance Stack Exchange
Author: icehac
Original post: https://quant.stackexchange.com/a/10896
License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/
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I currently use a combination of matplotlib and Oanda's FX API. Their API is REST based, and would essentially allow for any type of library to handle calculations. A python wrapper for the Oanda API is on
github
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K3---rnc · External communityPost link
External answer — Quantitative Finance Stack Exchange
Author: K3---rnc
Original post: https://quant.stackexchange.com/a/43571
License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/
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Backtesting.py
framework is completely agnostic with regards to the type of data you feed it, as long as it's OHLC data.
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Jamie · External communityPost link
External answer — Quantitative Finance Stack Exchange
Author: Jamie
Original post: https://quant.stackexchange.com/a/49390
License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/
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Zipline can support any instrument type when used outside of Quantopian. You will need to pass in some price feeds for the Forex pairs that you are backtesting then run your tests.
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Quoted from Forex.com.bd-Editorial External answer — Quantitative Finance Stack Exchange Author: icehac Source score (net votes, not local likes): 2 Original post: https://quant.stackexchange.com/a/10896 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I currently use a combination of matplotlib and Oanda's FX API. Their API is REST based, and would essentially allow for any type of library to handle calculations. A python wrapper for the Oanda API is on github
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