Software for structured accumulation.

• extensible, few assumptions, minimize boilerplate
• Assets
  • stocks
  • crypto
  • options
  • FOREX
• easily convert backtesting strategies to live trading
• scheduling logic (market open/close, specific time). like quantopian's zipline
  • part of framework (asyncio?) or left to algo implementer?
  • schedule strategy functions and schedule strategies
  • strategies control when they are run, ex. always on OR daily, etc.
• collect, organize, and present holdings from multiple portfolios. you might trade stocks with alpaca, and options with IB. This data is more useful if collated.
• design s.t. strategies CAN (not have to) be api-agnostic
• should be tolerant to computer shutting down mid-run
  • leave this to implementer, or include something on the framework side?

• Data API

data_api = Datasource.get_api('polygon')

OR

from data import polygon_api as data_api

• Brokerage API
• Backtesting framework
• Live trading framework
• Analysis
  • return, risk-adjusted return
  • by-strategy analysis
• Output
  • email
  • text
  • csv
• Strategy (implemented by user)
  • def run(): runs algo
  • def get_state(): returns state info. all strategies should have the same state info. potentially allow for custom state. What should be in state?

strat = Strategy()
strat.run()
...
analyzer = Analyzer()
analysis = analyzer.analyze(strategy.get_state())

• utils: common calculations

• How to contribute
• Required tests