Margot makes it super easy to backtest trading elgorithms. Firstly, Margot makes it super easy tocreate neat and tidy Pandas dataframes for time-series analysis.
Margot manages data collection, caching, cleaning, feature generation, management and persistence using a clean, declarative API. If you’ve ever used Django you will find this approach similar to the Django ORM.
Margot also provides a simple framework for writing and backtesting systematic trading algorithms.
Results from margot’s trading algorithms can be analysed using pyfolio.
To get started:
pip install margot
Next you need to make sure you have a couple of important environment variables set:
export ALPHAVANTAGE_API_KEY=YOUR_API_KEY export DATA_CACHE=PATH_TO_FOLDER_TO_STORE_HDF5_FILES
Once you’ve done that, try running the code in the notebook.
- About margot
- Getting Started
- margot.data example notebook.
- Margot API Reference