Python Trading Libraries

The essential library for working with financial time series data, OHLCV manipulation, and vectorized backtesting.

Data cleaning, resampling, technical indicators

$ pip install pandas

Backtrader

Event-Driven Backtesting

Feature-rich backtesting framework with built-in indicators, analyzers, and optimization capabilities.

Strategy backtesting, optimization, walk-forward analysis

$ pip install backtrader

MetaTrader5

MT5 Python Integration

Official Python package for connecting to MetaTrader 5, accessing market data, and executing trades.

Live trading, real-time data, automated execution

$ pip install MetaTrader5

yfinance

Market Data Retrieval

Download historical market data from Yahoo Finance for stocks, forex, cryptocurrencies, and indices.

Historical data download, fundamental data, dividends

$ pip install yfinance

TA-Lib

Technical Analysis Library

Industry-standard library with 150+ technical indicators and pattern recognition functions.

Technical indicators, candlestick patterns, overlap studies

$ pip install TA-Lib

vectorbt

Fast Vectorized Backtesting

Lightning-fast backtesting using vectorization, 100x faster than event-driven frameworks.

High-speed backtesting, parameter optimization, portfolio analysis

$ pip install vectorbt

scikit-learn

Machine Learning for Trading

Apply machine learning models to predict market movements and build intelligent trading strategies.

Price prediction, classification, feature engineering

$ pip install scikit-learn

CCXT

Crypto Exchange Integration

Unified API for 100+ cryptocurrency exchanges with consistent interface for trading and data.

Crypto trading, multi-exchange arbitrage, real-time data

$ pip install ccxt

NumPy

Numerical Computing Foundation

The fundamental package for numerical computing in Python, essential for financial calculations and vectorized operations.

Array operations, Monte Carlo simulations, portfolio math

$ pip install numpy

pandas-ta

130+ Technical Indicators

Comprehensive technical analysis library with 130+ indicators that integrates seamlessly with pandas.

Technical indicators, strategy builder, candlestick patterns

$ pip install pandas-ta

bt

Portfolio Backtesting

Flexible backtesting framework with tree-based strategy structure for portfolio-focused testing.

Portfolio backtesting, asset allocation, rebalancing strategies

$ pip install bt

Zipline

Quantopian-Style Backtesting

Pythonic algorithmic trading library with Pipeline API for factor-based quantitative strategies.

Factor investing, cross-sectional strategies, quant research

$ pip install zipline-reloaded

ib_insync

Interactive Brokers API

Modern async Python wrapper for Interactive Brokers API with event-driven trading.

IB trading, real-time data, bracket orders

$ pip install ib_insync

Alpaca

Commission-Free Trading API

Modern commission-free trading API for stocks, ETFs, and crypto with paper trading support.

Stock trading, crypto, fractional shares, paper trading

$ pip install alpaca-py

TensorFlow

Deep Learning Framework

Google's deep learning library for building neural networks for price prediction and pattern recognition.

LSTM prediction, CNN patterns, transformer models

$ pip install tensorflow

PyTorch

Research-Friendly Deep Learning

Dynamic deep learning framework favored by researchers for custom architectures and flexibility.

Custom networks, research, dynamic models

$ pip install torch

XGBoost

Gradient Boosting

High-performance gradient boosting library excelling at tabular data and feature-based prediction.

Direction prediction, feature importance, classification

$ pip install xgboost