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pyalgotrade
Archived event-driven Python algorithmic trading and backtesting library
What it is
A deprecated event-driven algorithmic trading library that supports backtesting as well as paper and live trading through Bitstamp for Bitcoin. It handles market, limit, stop, and stop-limit orders, ingests CSV time-series data, and includes technical indicators, Sharpe ratio and drawdown metrics, an event profiler, and TA-Lib integration. Traders studying classic backtesting broker and order-execution models will find its source code useful as a reference. The project is archived and read-only on GitHub, with no maintenance, and it was developed for Python 2.7/3.7.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Developers |
|---|---|
| Used for | Backtesting, Live trading |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Archived, no longer maintained |
GitHub stars, last 30 days
Daily snapshots since 2026-09-12 (up to 30 days): −2 over the period, now 4,674. Gaps mean no snapshot was taken that day.
Archived event-driven trading library retained for studying its original backtesting broker and order-execution models.
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