📅 2024-01-16 — Session: Developed and Troubleshooted Trading Algorithms

🕒 04:25–06:15
🏷️ Labels: Trading, Algorithmic Trading, Backtrader, Pyalgotrade, Zipline
📂 Project: Business
⭐ Priority: MEDIUM

Session Goal

The session aimed to develop and troubleshoot various trading algorithms using different frameworks such as Backtrader, PyAlgoTrade, and Zipline.

Key Activities

  • Algorithm Development: Explored structured approaches to building trading algorithms, including strategy definition, historical data handling, and compliance.
  • Framework Implementation: Implemented custom trading strategies in Backtrader and PyAlgoTrade, focusing on residuals-based strategies and entry/exit criteria.
  • Error Resolution: Addressed AttributeError in PyAlgoTrade by correcting data feed setup and resolved ModuleNotFoundError in Zipline by managing Python environment compatibility.
  • Environment Setup: Created a Python 3.5 virtual environment for Zipline to ensure compatibility and avoid downgrading existing environments.

Achievements

  • Successfully developed trading strategies using Backtrader and PyAlgoTrade.
  • Resolved critical errors in PyAlgoTrade and Zipline, ensuring smooth execution of trading strategies.

Pending Tasks

  • Further testing and optimization of implemented strategies.
  • Exploration of additional trading frameworks and strategies for enhanced performance.