cherimoya

Cherimoya is an AlgoTrading library. The main goal of the project is to provide an easy and comfortable way to develop and test trading strategies.

Project features:

1. Importing, resampling, and viewing data. As a sources .csv files are used.
2. Writing strategies, and backtesting them in a vector mode.
3. Applying strategies, calculating basic metrics (Portfolio).
4. Optimizing strategy over paramaters. 5*. Modeling portfolio in an event-driven mode. 6*. Fitting strategy to a ticker using meta-strategy approach.

ToDo List:

1. Add Finance libraries for calculating metrics, and so on.
2. Use online sources of data (e.g. Alpha Vantage)
3. Apply ML to improve strategy.