Algo trading Python tutorial for students exploring quantitative trading concepts. This educational sample introduces datetime handling for markets and a starter structure for a strategy class using the pyalgotrading-style API patterns.
Lab 5 in the Python learning path · Audience: intermediate · Time: ~1–2 hours · Level: intermediate · Status: learning stub (not a live trading bot)
This repository is for education only.
- Not financial advice
- Not a production trading system
- Does not place real orders out of the box
- Markets involve risk of loss
| File | Purpose |
|---|---|
main.py |
Datetime/timedelta demos + StrategyEMARegularOrder class stub |
requirements.txt |
Sample research stack (pandas, quantstats, …) |
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- Python 3.9+
- Virtual environment
- Completed basic pandas (datascienceandmachinelearning)
git clone https://github.com/saurabhahuja71/algotrading-sample.git
cd algotrading-sample
python3 -m venv .venv
source .venv/bin/activate
pip install -r requirements.txt
# If pyalgotrading extras fail on your OS, start with:
# pip install pandas numpy
python main.pyYou should see datetime breakdowns (year/month/day, timedelta arithmetic, timezone-aware now).
Note: Set/unset HTTP(S) proxies if package installs or downloads fail on your network.
- Why timestamps matter in trading code
datetime,timedelta, and timezone-aware values- How strategy classes are structured (parameters, order maps)
- How research libraries (
pandas,quantstats) fit a study workflow
StrategyEMARegularOrder(StrategyBase)
name = 'EMA Regular Order Strategy'
strategy_parameters['TIMEPERIOD1' / 'TIMEPERIOD2']
main_order_map # placeholder for order tracking
The EMA strategy body is intentionally minimal so students implement indicators and signals themselves.
- Implement a pure-Python EMA on a list of prices (no broker).
- Generate buy/sell signals when fast EMA crosses slow EMA.
- Backtest on CSV price data with pandas; plot equity curve.
- Write unit tests for signal functions (no network).
- Read risk management basics before touching any live API.
| # | Lab | Focus |
|---|---|---|
| 3–4 | Regression + DS notebooks | Data / ML foundation |
| 5 (this) | algotrading-sample | Domain exploration |
| Related | Research responsibly; prefer paper trading sandboxes |
Hub: learning-path
Can I connect this to a broker today?
Not as a turnkey bot. Treat this as a scaffold for learning.
Why is the strategy incomplete?
So you practice filling indicators, signals, and risk checks — the hard part.
What should I study next?
Statistics, backtesting bias, transaction costs, and never risk money you cannot lose.
algorithmic-trading python quant ema pandas backtesting tutorial education finance datetime college learning-sample
Educational sample. Third-party libs have their own licenses.