Python Algorithmic Trading Cookbook
更新时间：2021-06-11 18:29:50
最新章节：Leave a review - let other readers know what you think封面
版权信息
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
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更新时间：2021-06-11 18:29:50