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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.