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Python Algorithmic Trading Cookbook
IfyouwanttofindouthowyoucanbuildasolidfoundationinalgorithmictradingusingPython,thiscookbookisheretohelp.StartingbysettingupthePythonenvironmentfortradingandconnectivitywithbrokers,you’llthenlearntheimportantaspectsoffinancialmarkets.Asyouprogress,you’lllearntofetchfinancialinstruments,queryandcalculatevarioustypesofcandlesandhistoricaldata,andfinally,computeandplottechnicalindicators.Next,you’lllearnhowtoplacevarioustypesoforders,suchasregular,bracket,andcoverorders,andunderstandtheirstatetransitions.Laterchapterswillcoverbacktesting,papertrading,andfinallyrealtradingforthealgorithmicstrategiesthatyou'vecreated.You’llevenunderstandhowtoautomatetradingandfindtherightstrategyformakingeffectivedecisionsthatwouldotherwisebeimpossibleforhumantraders.Bytheendofthisbook,you’llbeabletousePythonlibrariestoconductkeytasksinthealgorithmictradingecosystem.Note:Fordemonstration,we'reusingZerodha,anIndianStockMarketbroker.Ifyou'renotanIndianresident,youwon'tbeabletouseZerodhaandthereforewillnotbeabletotesttheexamplesdirectly.However,youcantakeinspirationfromthebookandapplytheconceptsacrossyourpreferredstockmarketbrokerofchoice.
最新章節
- Leave a review - let other readers know what you think
- Other Books You May Enjoy
- Developing and improving strategies
- Appendix III
- Setting up your AlgoBulls account
- Appendix II
品牌:中圖公司
上架時間:2021-06-11 17:45:03
出版社:Packt Publishing
本書數字版權由中圖公司提供,并由其授權上海閱文信息技術有限公司制作發行
- Leave a review - let other readers know what you think 更新時間:2021-06-11 18:29:50
- Other Books You May Enjoy
- Developing and improving strategies
- Appendix III
- Setting up your AlgoBulls account
- Appendix II
- Setting up your Zerodha account
- Appendix I
- MACD–Bracket–Order strategy – fetching a real trading report – statistics table
- MACD–Bracket–Order strategy – fetching a real trading report – profit and loss table
- MACD–Bracket–Order strategy – fetching real trading logs in real time
- MACD–Bracket–Order strategy – real trading the strategy
- MACD–Bracket–Order strategy – fetching the strategy
- EMA–Regular–Order strategy – fetching a real trading report – statistics table
- EMA–Regular–Order strategy – fetching a real trading report – profit and loss table
- EMA–Regular–Order strategy – fetching real trading logs in real time
- EMA–Regular–Order strategy – real trading the strategy
- EMA–Regular–Order strategy – fetching the strategy
- Technical requirements
- Algorithmic Trading - Real Trading
- MACD-Bracket-Order strategy – fetching a paper trading report – order history
- MACD-Bracket-Order strategy – fetching a paper trading report – statistics table
- MACD-Bracket-Order strategy – fetching a paper trading report – profit and loss table
- MACD-Bracket-Order strategy – fetching paper trading logs in real time
- MACD-Bracket-Order strategy – paper trading the strategy
- MACD-Bracket-Order strategy – fetching the strategy
- EMA-Regular-Order strategy – fetching a paper trading report – order history
- EMA-Regular-Order strategy – fetching a paper trading report – statistics table
- EMA-Regular-Order strategy – fetching a paper trading report – profit and loss table
- EMA-Regular-Order strategy – fetching paper trading logs in real time
- EMA-Regular-Order strategy – paper trading the strategy
- EMA-Regular-Order strategy – fetching the strategy
- Technical requirements
- Algorithmic Trading - Paper Trading
- MACD-Bracket-Order strategy – fetching a backtesting report – order history
- MACD-Bracket-Order strategy – fetching a backtesting report – statistics table
- MACD-Bracket-Order strategy – fetching a backtesting report – profit and loss table
- MACD-Bracket-Order strategy – fetching backtesting logs in real time
- MACD-Bracket-Order strategy – backtesting the strategy
- MACD-Bracket-Order strategy – fetching the strategy
- EMA-Regular-Order strategy – fetching a backtesting report – order history
- EMA-Regular-Order strategy — fetching a backtesting report – statistics table
- EMA-Regular-Order strategy – fetching a backtesting report – profit and loss table
- EMA-Regular-Order strategy – fetching backtesting logs in real time
- EMA-Regular-Order strategy – backtesting the strategy
- EMA-Regular-Order strategy – fetching the strategy
- Technical requirements
- Algorithmic Trading - Backtesting
- MACD-Bracket-Order strategy — uploading the strategy on the AlgoBulls trading platform
- MACD-Bracket-Order strategy – coding the strategy_exit_position method
- MACD-Bracket-Order strategy – coding the strategy_select_instruments_for_exit method
- MACD-Bracket-Order strategy – coding the strategy_enter_position method
- MACD-Bracket-Order strategy – coding the strategy_select_instruments_for_entry method
- MACD-Bracket-Order strategy – coding the __init__ initialize name and versions_supported methods
- EMA-Regular-Order strategy – uploading the strategy on the AlgoBulls trading platform
- EMA-Regular-Order strategy – coding the strategy_exit_position method
- EMA-Regular-Order strategy – coding the strategy_select_instruments_for_exit method
- EMA-Regular-Order strategy – coding the strategy_enter_position method
- EMA-Regular-Order strategy – coding the strategy_select_instruments_for_entry method
- EMA-Regular-Order strategy – coding the __init__ initialize name and versions_supported methods
- Technical requirements
- Algorithmic Trading Strategies - Coding Step by Step
- Placing a cover limit order
- Placing a cover market order
- Placing a bracket stoploss-limit order with trailing stoploss
- Placing a bracket limit order with trailing stoploss
- Placing a bracket stoploss-limit order
- Placing a bracket limit order
- Technical requirements
- Placing Bracket and Cover Orders on the Exchange
- Placing a regular stoploss-market order
- Placing a regular stoploss-limit order
- Placing a regular limit order
- Placing a regular market order
- Technical requirements
- Placing Regular Orders on the Exchange
- Volume indicators – volume-weighted average price
- Volume indicators – on balance volume
- Volatility indicators – average true range
- Volatility indicators – Bollinger Bands
- Momentum indicators – stochastic oscillator
- Momentum indicators – relative strength index
- Trend indicators – parabolic stop and reverse
- Trend indicators – moving average convergence pergence
- Trend indicators – exponential moving average
- Trend indicators – simple moving average
- Technical requirements
- Computing and Plotting Technical Indicators
- Fetching historical data using Quandl
- Fetching historical data using the Heikin-Ashi candlestick pattern
- Fetching historical data using the Renko candlestick pattern
- Fetching historical data using the Line Break candlestick pattern
- Fetching the Japanese candlestick pattern with variations in candle intervals
- Fetching historical data using the Japanese (OHLC) candlestick pattern
- Fetching historical data using the broker API
- Technical requirements
- Computing Candlesticks and Historical Data
- The recorded close price of the last traded day of a financial instrument
- The recorded lowest price of the day of a financial instrument
- The recorded highest price of the day of a financial instrument
- The recorded open price of the day of a financial instrument
- The last traded quantity of a financial instrument
- The last traded time of a financial instrument
- The last traded price of a financial instrument
- The total volume traded for the day of a financial instrument
- The total pending sell quantity of a financial instrument
- The total pending buy quantity of a financial instrument
- The market depth of a financial instrument
- Circuit limits of a financial instrument
- Expiry of financial instruments
- Attributes of a financial instrument
- Fetching the list of financial instruments
- Technical requirements
- Fetching Financial Data
- Calculating the government taxes charged
- Calculating the brokerage charged
- Querying margins and funds
- Placing a simple INTRADAY order
- Placing a simple DELIVERY order
- Placing a simple BRACKET order
- Placing a simple REGULAR order
- Knowing other attributes supported by the broker
- Querying a list of segments
- Querying a list of exchanges
- Fetching an instrument
- Querying a list of instruments
- Setting up Python connectivity with the broker
- Technical requirements
- Stock Markets - Primer on Trading
- Creating a DataFrame from other formats
- Converting a DataFrame into other formats
- DataFrame manipulation—applying sorting iterating and concatenating
- DataFrame manipulation—renaming rearranging reversing and slicing
- Creating a pandas.DataFrame object
- The datetime object and time zones
- Creating a datetime object from a string
- Converting a datetime object to a string
- Modifying datetime objects
- Operations on datetime objects
- Creating timedelta objects
- Creating datetime objects
- Technical requirements
- Handling and Manipulating Date Time and Time Series Data
- Preface
- Contributors
- Why subscribe?
- About Packt
- 版權信息
- 封面
- 封面
- 版權信息
- About Packt
- Why subscribe?
- Contributors
- Preface
- Handling and Manipulating Date Time and Time Series Data
- Technical requirements
- Creating datetime objects
- Creating timedelta objects
- Operations on datetime objects
- Modifying datetime objects
- Converting a datetime object to a string
- Creating a datetime object from a string
- The datetime object and time zones
- Creating a pandas.DataFrame object
- DataFrame manipulation—renaming rearranging reversing and slicing
- DataFrame manipulation—applying sorting iterating and concatenating
- Converting a DataFrame into other formats
- Creating a DataFrame from other formats
- Stock Markets - Primer on Trading
- Technical requirements
- Setting up Python connectivity with the broker
- Querying a list of instruments
- Fetching an instrument
- Querying a list of exchanges
- Querying a list of segments
- Knowing other attributes supported by the broker
- Placing a simple REGULAR order
- Placing a simple BRACKET order
- Placing a simple DELIVERY order
- Placing a simple INTRADAY order
- Querying margins and funds
- Calculating the brokerage charged
- Calculating the government taxes charged
- Fetching Financial Data
- Technical requirements
- Fetching the list of financial instruments
- Attributes of a financial instrument
- Expiry of financial instruments
- Circuit limits of a financial instrument
- The market depth of a financial instrument
- The total pending buy quantity of a financial instrument
- The total pending sell quantity of a financial instrument
- The total volume traded for the day of a financial instrument
- The last traded price of a financial instrument
- The last traded time of a financial instrument
- The last traded quantity of a financial instrument
- The recorded open price of the day of a financial instrument
- The recorded highest price of the day of a financial instrument
- The recorded lowest price of the day of a financial instrument
- The recorded close price of the last traded day of a financial instrument
- Computing Candlesticks and Historical Data
- Technical requirements
- Fetching historical data using the broker API
- Fetching historical data using the Japanese (OHLC) candlestick pattern
- Fetching the Japanese candlestick pattern with variations in candle intervals
- Fetching historical data using the Line Break candlestick pattern
- Fetching historical data using the Renko candlestick pattern
- Fetching historical data using the Heikin-Ashi candlestick pattern
- Fetching historical data using Quandl
- Computing and Plotting Technical Indicators
- Technical requirements
- Trend indicators – simple moving average
- Trend indicators – exponential moving average
- Trend indicators – moving average convergence pergence
- Trend indicators – parabolic stop and reverse
- Momentum indicators – relative strength index
- Momentum indicators – stochastic oscillator
- Volatility indicators – Bollinger Bands
- Volatility indicators – average true range
- Volume indicators – on balance volume
- Volume indicators – volume-weighted average price
- Placing Regular Orders on the Exchange
- Technical requirements
- Placing a regular market order
- Placing a regular limit order
- Placing a regular stoploss-limit order
- Placing a regular stoploss-market order
- Placing Bracket and Cover Orders on the Exchange
- Technical requirements
- Placing a bracket limit order
- Placing a bracket stoploss-limit order
- Placing a bracket limit order with trailing stoploss
- Placing a bracket stoploss-limit order with trailing stoploss
- Placing a cover market order
- Placing a cover limit order
- Algorithmic Trading Strategies - Coding Step by Step
- Technical requirements
- EMA-Regular-Order strategy – coding the __init__ initialize name and versions_supported methods
- EMA-Regular-Order strategy – coding the strategy_select_instruments_for_entry method
- EMA-Regular-Order strategy – coding the strategy_enter_position method
- EMA-Regular-Order strategy – coding the strategy_select_instruments_for_exit method
- EMA-Regular-Order strategy – coding the strategy_exit_position method
- EMA-Regular-Order strategy – uploading the strategy on the AlgoBulls trading platform
- MACD-Bracket-Order strategy – coding the __init__ initialize name and versions_supported methods
- MACD-Bracket-Order strategy – coding the strategy_select_instruments_for_entry method
- MACD-Bracket-Order strategy – coding the strategy_enter_position method
- MACD-Bracket-Order strategy – coding the strategy_select_instruments_for_exit method
- MACD-Bracket-Order strategy – coding the strategy_exit_position method
- MACD-Bracket-Order strategy — uploading the strategy on the AlgoBulls trading platform
- Algorithmic Trading - Backtesting
- Technical requirements
- EMA-Regular-Order strategy – fetching the strategy
- EMA-Regular-Order strategy – backtesting the strategy
- EMA-Regular-Order strategy – fetching backtesting logs in real time
- EMA-Regular-Order strategy – fetching a backtesting report – profit and loss table
- EMA-Regular-Order strategy — fetching a backtesting report – statistics table
- EMA-Regular-Order strategy – fetching a backtesting report – order history
- MACD-Bracket-Order strategy – fetching the strategy
- MACD-Bracket-Order strategy – backtesting the strategy
- MACD-Bracket-Order strategy – fetching backtesting logs in real time
- MACD-Bracket-Order strategy – fetching a backtesting report – profit and loss table
- MACD-Bracket-Order strategy – fetching a backtesting report – statistics table
- MACD-Bracket-Order strategy – fetching a backtesting report – order history
- Algorithmic Trading - Paper Trading
- Technical requirements
- EMA-Regular-Order strategy – fetching the strategy
- EMA-Regular-Order strategy – paper trading the strategy
- EMA-Regular-Order strategy – fetching paper trading logs in real time
- EMA-Regular-Order strategy – fetching a paper trading report – profit and loss table
- EMA-Regular-Order strategy – fetching a paper trading report – statistics table
- EMA-Regular-Order strategy – fetching a paper trading report – order history
- MACD-Bracket-Order strategy – fetching the strategy
- MACD-Bracket-Order strategy – paper trading the strategy
- MACD-Bracket-Order strategy – fetching paper trading logs in real time
- MACD-Bracket-Order strategy – fetching a paper trading report – profit and loss table
- MACD-Bracket-Order strategy – fetching a paper trading report – statistics table
- MACD-Bracket-Order strategy – fetching a paper trading report – order history
- Algorithmic Trading - Real Trading
- Technical requirements
- EMA–Regular–Order strategy – fetching the strategy
- EMA–Regular–Order strategy – real trading the strategy
- EMA–Regular–Order strategy – fetching real trading logs in real time
- EMA–Regular–Order strategy – fetching a real trading report – profit and loss table
- EMA–Regular–Order strategy – fetching a real trading report – statistics table
- MACD–Bracket–Order strategy – fetching the strategy
- MACD–Bracket–Order strategy – real trading the strategy
- MACD–Bracket–Order strategy – fetching real trading logs in real time
- MACD–Bracket–Order strategy – fetching a real trading report – profit and loss table
- MACD–Bracket–Order strategy – fetching a real trading report – statistics table
- Appendix I
- Setting up your Zerodha account
- Appendix II
- Setting up your AlgoBulls account
- Appendix III
- Developing and improving strategies
- Other Books You May Enjoy
- Leave a review - let other readers know what you think 更新時間:2021-06-11 18:29:50