Developing Python Library for Trading Automation

[sjerry4u]

I haven't posted it there.Still have to do it but without access to any Indian broker API's it is useless.
The available platforms are mainly for US markets.Building such a thing will require funds which are not easy to get

I've a trick for it on my git-hub page..
You would have to read between the lines

Disclaimer:
There's a lot of regulation around algo-trading, ie you have to get your algorithms tested and approved.. so use the libraries at your own risk..

 

[optcoretech]

What trick are you talking about ?

 

[sjerry4u]

I've written some scripts to get historical data from nse (@optcoretech I saw your library.. beautifully written, one thing missing from my library is tests , I'll start including them for my future developments ).
Though it is relatively easy to do it with pandas and yahoo data utilities, but there's some class of data that we get only on NSE, ie. derivatives historical prices, Index PE ratio etc.. so hopefully this will be useful...
Github page- https://github.com/swapniljariwala/nsepy

I've also tried to build a automatic order execution library for zerodha, still a work under progress.
https://github.com/swapniljariwala/zerodha
Disclaimer:
I've not deployed any algo-trading using this library yet.

 

[NJ23]

I've written some scripts to get historical data from nse (@optcoretech I saw your library.. beautifully written, one thing missing from my library is tests , I'll start including them for my future developments ).
Though it is relatively easy to do it with pandas and yahoo data utilities, but there's some class of data that we get only on NSE, ie. derivatives historical prices, Index PE ratio etc.. so hopefully this will be useful...
Github page- https://github.com/swapniljariwala/nsepy

I've also tried to build a automatic order execution library for zerodha, still a work under progress.
https://github.com/swapniljariwala/zerodha
Disclaimer:
I've not deployed any algo-trading using this library yet.

Where did you get the API documentation for KITE?

 

[sjerry4u]

Reverse engineering

 

[sjerry4u]

Any feedback will be highly appreciated

 

[NJ23]

Okay. One query. We have automation as much that the order will come into our trading systems i.e. NEST from our charting software. Why do we waste our resources building something completely new? Can't we just automate the order confirmation part that is left to be automated by the brokers? How can we do that?

 

[sjerry4u]

Which charting software are you using? Charting software must be providing some api to interface with external software.
someone (as i have no prior experience of writing plugins for charting software) can write a plugin to direct the trading signals to a custom software written based on my library (this part i can do) instead of directing it to NEST..

But i personally preffer and planning to do everything in python.. I wont be using any charting software but would write algo in python then backtest, finetune then paper trade then take live

 

[NJ23]

Which charting software are you using? Charting software must be providing some api to interface with external software.
someone (as i have no prior experience of writing plugins for charting software) can write a plugin to direct the trading signals to a custom software written based on my library (this part i can do) instead of directing it to NEST..

But i personally preffer and planning to do everything in python.. I wont be using any charting software but would write algo in python then backtest, finetune then paper trade then take live

Well, NEST offers APIs. We can get our orders fired from AmiBroker (most are using it), for which you'd need to confirm before sending the order to the exchange.
http://www.globaldatafeeds.in/trading_plugins.html
https://plus.omnesysindia.com/NestPlus/download/NestPlusAPI.pdf

If one has a dealer terminal i.e. they are registered as an authorised person, they won't need the confirmation, the order would be placed automatically. But, for client terminals, they need to confirm the order. We need that UI automation to be done. PyWinAuto/SWAPY should do it, I guess.

 

[TrendWatch]

Any updates?