Algorithmic Trading System

A modular Python framework for building, backtesting, and running algorithmic trading strategies. The system is designed for flexibility, clarity, and ease of extension.

Features

• Fetch and manage historical and live market data
• Develop and test multiple trading strategies
• Risk management and position sizing
• Backtesting engine with performance metrics
• Modular design for easy customization
• Logging and monitoring of trades and portfolio

Installation

1. Clone the repository
2. Navigate to the project folder
3. Install dependencies

Usage

Configure API keys and strategy parameters in config.py. Run backtests or live trading using:

python src/main.py

Add new strategies directly in src/strategy.py or as separate modules. Logs are stored in logs/, and historical data is stored in data/historical/.

Project Structure:

• project_root/
• ├─ src/ # Main source code
• ├─ tests/ # Unit tests
• ├─ logs/ # Trade and system logs
• ├─ data/ # Historical and live market data
• ├─ config.py # API keys and parameters
• ├─ requirements.txt # Dependencies
• ├─ README.md # This file

Contributing:

• Follow modular design when adding features.
• Keep code readable and well-documented.
• Add unit tests for new modules in tests/.