algo trading python code example
Example 1: python algorithm trading
import pandas_datareader as pdr
import datetime
aapl = pdr.get_data_yahoo('AAPL',
start=datetime.datetime(2006, 10, 1),
end=datetime.datetime(2012, 1, 1))
Example 2: strategy forex with python
# Put any initialization logic here. The context object will be passed to
# the other methods in your algorithm.
def initialize(context):
pass
# Will be called on every trade event for the securities you specify.
def handle_data(context, data):
# Implement your algorithm logic here.
# data[sid(X)] holds the trade event data for that security.
# context.portfolio holds the current portfolio state.
# Place orders with the order(SID, amount) method.
# TODO: implement your own logic here.
order(sid(24), 50)
Example 3: strategy forex with python
def initialize(context):
context.security = symbol('SPY')