Metadata-Version: 2.1
Name: pylivetrader
Version: 0.0.3
Summary: simple live trading framework
Home-page: https://github.com/alpacahq/pylivetrader.git
Author: Alpaca
Author-email: oss@alpaca.markets
License: Apache 2.0
Description: # pylivetrader
        
        pylivetrader is a simple python live trading framework with zipline interface.
        
        ## Simple Usage
        
        Here is the example dual moving average algorithm (by [quantopian/zipline](https://github.com/quantopian/zipline/blob/master/zipline/examples/dual_moving_average.py)). We provide mostly the same API interfaces with zipline.
        
        ```py
        from pylivetrader.api import order_target, symbol
        
        def initialize(context):
            context.i = 0
            context.asset = symbol('AAPL')
        
        def handle_data(context, data):
            # Compute averages
            # data.history() has to be called with the same params
            # from above and returns a pandas dataframe.
            short_mavg = data.history(context.asset, 'price', bar_count=100, frequency="1m").mean()
            long_mavg = data.history(context.asset, 'price', bar_count=300, frequency="1m").mean()
        
            # Trading logic
            if short_mavg > long_mavg:
                # order_target orders as many shares as needed to
                # achieve the desired number of shares.
                order_target(context.asset, 100)
            elif short_mavg < long_mavg:
                order_target(context.asset, 0)
        ```
        
        You can run your algorithm from CLI tool named `pylivetrader`, simply like below. Then your algorithm just start running with broker API. You don't need to ready for bundle file in advance as zipline does.
        
        ```sh
        $ pylivetrader run -f algo.py --broker-config config.yaml
        ```
        
        Config file is just simple yaml or json format.
        
        ```
        $ cat config.yaml
        key_id: BROKER_API_KEY
        secret: BROKER_SECRET
        ```
        
        ## Installation
        
        Install with pip.
        
        ```
        $ pip install pylivetrader
        ```
        
        ## Supported Broker
        
        ### Alpaca
        
        Configuration by environment variables.
        
        ```
        $ export APCA_API_KEY_ID={your api key id}
        $ export APCA_API_SECRET_KEY={your api secret key}
        $ pylivetrader run -f algo.py
        ```
        
        Configuration by config file. Either yaml or json.
        
        ```
        $ cat config.yaml
        key_id: {your api key id}
        secret: {your api secret key}
        $ pylivetrader run -f algo.py --broker-config config.yaml
        ```
        
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: License :: OSI Approved :: Apache Software License
Classifier: Natural Language :: English
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3.5
Classifier: Operating System :: OS Independent
Classifier: Topic :: Office/Business :: Financial
Description-Content-Type: text/markdown
