We're sorry but this page doesn't work properly without JavaScript enabled. Please enable it to continue.
Feedback

Developing a real-time automated trading platform with Python

Formale Metadaten

Titel
Developing a real-time automated trading platform with Python
Serientitel
Teil
111
Anzahl der Teile
169
Autor
Lizenz
CC-Namensnennung - keine kommerzielle Nutzung - Weitergabe unter gleichen Bedingungen 3.0 Unported:
Sie dürfen das Werk bzw. den Inhalt zu jedem legalen und nicht-kommerziellen Zweck nutzen, verändern und in unveränderter oder veränderter Form vervielfältigen, verbreiten und öffentlich zugänglich machen, sofern Sie den Namen des Autors/Rechteinhabers in der von ihm festgelegten Weise nennen und das Werk bzw. diesen Inhalt auch in veränderter Form nur unter den Bedingungen dieser Lizenz weitergeben
Identifikatoren
Herausgeber
Erscheinungsjahr
Sprache

Inhaltliche Metadaten

Fachgebiet
Genre
Abstract
Miguel Sánchez de León Peque - Developing a real-time automated trading platform with Python Nowadays Python is the perfect environment for developing a real-time automated trading tool. In this talk we will discuss the development of: a general-purpose multiagent-system module using Pyro and ZeroMQ; a platform, based on it, for developing automated trading strategies using Numpy, Numba, Theano, etc.; and a GUI for visualizing real-time market data using PyQtGraph and Qt. ----- In OpenSistemas we have developed a general-purpose multi-agent system which is written in pure Python: *osBrain*. Agents communicate with each other using ZeroMQ, allowing the user to define different communication patterns based on their needs. Based on this multi-agent system, we have also developed a broker- independent platform for real-time automated trading: *osMarkets*. This platform implements specialized agents: - **Feeder** is an agent which receives real-time data from the broker. - **Router** is an agent which receives data from feeders. It manages the historical data and distributes updates to all the subscribed agents in the network. - **Brain** is the most common agent. It receives data from router or from other brains and processes them, sending the results to other brains or sending orders to be executed. Brains can make use of many useful packages avilable in the Python ecosystem: NumPy, SciPy, Numba, Theano... - **Trader** is an agent which is designed to interact with the broker, just as the feeder, but to execute market orders. While it is still in its earliest stages, we are developing a tool for real-time visualization of trading strategies using PyQtGraph. This tool acts as an agent in the multi-agent system.