Search Results for "algorithm"

gym-anytrading is an OpenAI Gym-compatible environment designed for developing and testing reinforcement learning algorithms on trading strategies. It simulates trading environments for financial markets, including stocks and forex.

Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting. Zipline is currently used in production as the backtesting and live-trading engine powering Quantopian -- a free, community-centered, hosted platform for building and executing trading strategies. Quantopian also offers a fully managed service for professionals that includes Zipline, Alphalens, Pyfolio, FactSet data, and more. Installing Zipline is slightly more involved than the average Python...

...Software which supports this kind of operations has to introduce lowest possible latency by itself. Therefore analysing every possible element that may introduce latancy to algorithm is essential. Operations on structures (beside i/o operations - persistance as well as network communication) are typical places when improvements in performance should be looked for. When analyzing this kind of operations typically following things should be thorougly analyzed: - adding elements - getting / searching elements - removing elements Additionally it's crucial how the structure behaves in multithreaded environment (locking). ...