📅 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 resolvedModuleNotFoundError
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.