AutoTrader API#
This page provides a top-level overview of AutoTrader, and how everything is tied together.
Module Overview#
The table below provides a summary of the modules available.
Module |
Description |
|---|---|
The primary API, used for all trading purposes. |
|
The data retrieval API, used by AutoTrader and for manual use. |
|
The automated plotting tool, used by AutoTrader and for manual use. |
|
A trading bot, used to manage data and run strategies. |
|
A collection of tools and utilities to make everything work. |
Code Workflow#
AutoTrader follows a logical procedure when running a trading strategy (or multiple strategies). This is summarised in the flowchart below. Note that the flowchart below exemplifies running two trading strategies with six instrument-strategy pairs (hence six trading bots). However, it is possible to run AutoTrader with as many or as few strategies and instruments as you would like.
User Input Files#
To run AutoTrader, a strategy module, containing the trading strategy, is required. Each strategy module requires it’s own strategy configuration file, containing the strategy parameters and strategy watchlist. There is a second configuration file, the global configuration file, which is used conditionally. If you are live trading, you will need to create a global configuration file to provide brokerage account details. You will also need to do this if you wish to use a broker to obtain price data. If you will are only backtesting, you do not need to provide a global configuration file. In this case, AutoData will revert to using the Yahoo Finance API for price data.
AutoTrader#
AutoTrader provides the the skeleton to your trading framework - read the complete documentation for it here. In brief, AutoTrader loads each strategy, deploys trading bots, and monitors them for as long as they are trading.
The mechanism by which the bots are deployed depends on the selected run mode of AutoTrader. Bots can either be periodically updated with new data, or run continuously without stopping. When running periodically, the bots will be deployed each time the data is updated, and terminated after executing the strategy.
Broker API Connection#
Each bot will also be connected to one or more broker APIs. When they recieve a signal from the trading strategy, they will place an order with the broker. This modular structure allows for a seamless transition from backtesting to livetrading.
Shutdown Routines#
AutoTrader also supports the inclusion of strategy-specific shutdown routines. This includes any processes you would like to run after your strategy is finished trading. This may include writing data to file, pickling the strategy instance, or sending termination emails. Read more about this functionality here.