Zipline is a Pythonic algorithmic trading library. It is an event-driven system that supports both backtesting and live-trading. Zipline is currently used in production as the backtesting and live-trading engine powering Quantopian -- a free, community-centered, hosted platform for building and executing trading strategies.Note: Installing Zipline via pip is slightly more involved than the average Python package. Simply running pip install zipline will likely fail if you've never installed any scientific Python packages before.

<ul>
<li>Ease of use: Zipline tries to get out of your way so that you can
focus on algorithm development. See below for a code example.</li>
<li>Zipline comes "batteries included" as many common statistics like
moving average and linear regression can be readily accessed from
within a user-written algorithm.</li>
<li>Input of historical data and output of performance statistics are
based on Pandas DataFrames to integrate nicely into the existing
PyData eco-system.</li>
<li>Statistic and machine learning libraries like matplotlib, scipy,
statsmodels, and sklearn support development, analysis, and
visualization of state-of-the-art trading systems.</li>
</ul>

Zipline is a Pythonic algorithmic trading library. It is an event-driven system that supports both backtesting and live-trading. Zipline is currently used in production as the backtesting and live-trading engine powering Quantopian -- a free, community-centered, hosted platform for building and executing trading strategies.Note: Installing Zipline via pip is slightly more involved than the average Python package. Simply running pip install zipline will likely fail if you've never installed any scientific Python packages before.

Zipline - A Pythonic Algorithmic Trading Library

PyAlgoTrade is a Python Algorithmic Trading Library with focus on backtesting and support for paper-trading and live-trading. Let’s say you have an idea for a trading strategy and you’d like to evaluate it with historical data and see how it behaves. PyAlgoTrade allows you to do so with minimal effort. 
<ul>
<li>Event driven.</li>
<li>Supports Market, Limit, Stop and StopLimit orders.</li>
<li>Supports any type of time-series data in CSV format like Yahoo! Finance, Google Finance, Quandl and NinjaTrader.</li>
<li>Bitcoin trading support through <a href="https://www.bitstamp.net/" target="_blank" rel="nofollow">Bitstamp</a>.</li>
<li>Technical indicators and filters like SMA, WMA, EMA, RSI, Bollinger Bands, Hurst exponent and others.</li>
<li>Performance metrics like Sharpe ratio and drawdown analysis.</li>
<li>Handling Twitter events in realtime.</li>
<li>Event profiler.</li>
<li>TA-Lib integration.</li>
</ul>

PyAlgoTrade is a Python Algorithmic Trading Library with focus on backtesting and support for paper-trading and live-trading. Let’s say you have an idea for a trading strategy and you’d like to evaluate it with historical data and see how it behaves. PyAlgoTrade allows you to do so with minimal effort. 

PyAlgoTrade - Python Algorithmic Trading Library

NowTrade is an algorithmic trading library with a focus on creating powerful strategies using easily-readable and simple Python code. With the help of NowTrade, full blown stock/currency trading strategies, harnessing the power of machine learning, can be implemented with few lines of code. NowTrade strategies are not event driven like most other algorithmic trading libraries available. The strategies are implemented in a sequential manner (one line at a time) without worrying about events, callbacks, or object overloading.

NowTrade - Algorithmic trading library with a focus on creating powerful strategies

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