Features Overview

Algo.Py is a comprehensive algorithmic trading platform that covers every stage from strategy development and backtesting to live deployment.

Key Features

Backtesting & Deployment

• Vectorized Backtesting: Uses the vectorbtpro library for fast historical testing.
• Detailed Metrics: Computes total return, Sharpe ratio, Sortino ratio, maximum drawdown, win rate, profit factor, and more.
• Interactive Charts: Displays interactive Plotly charts including equity curves and cumulative returns.
• One‑Click Deployment: Seamlessly transition from backtesting to live trading.

Strategy Development

• Modular Design: Build strategies on a consistent structure.
• Automatic Registration: Strategies in the strategy/public directory are auto‑registered.
• Parameter Exposure: Strategy parameters are automatically made configurable in dashboards.
• Built‑in Indicators: Pre‑built indicators (EMA, Supertrend, RSI, etc.) plus support for custom indicators.
• Multi‑Asset Support: Run strategies on multiple assets simultaneously.

Custom Data Layer (FinStore)

• Organized Storage: Data is categorized by market and timeframe.
• Efficient Format: Leverages Parquet for compact, fast data storage.
• Incremental Updates: Easily add new data without overwriting previous files.
• Caching: Uses integrated caching to boost performance.

Multi‑Broker & Market Support

• Market Versatility: Supports both cryptocurrency (Binance) and Indian equities.
• Extensible Architecture: Easily integrate additional markets and data sources.
• Timeframe Flexibility: Operates across various timeframes (1m, 5m, 15m, 1h, 4h, 1d).

Order and Risk Management

• OMS Integration: Connects with multiple order management systems (Telegram, Zerodha, Binance).
• Automated Order Execution: Executes trades automatically based on strategy signals.
• Risk Tools: Provides basic risk management features such as position sizing and cash sharing.

Live Trading Dashboards

• Streamlit Based: User-friendly, real-time dashboards.
• Visual Tools: Features live DOM charts, footprint charts, and more.
• AI Enhancements: Upcoming features include an AI Trading Journal and AI backtesting agent.