After a lot of development I finally released a fi...

# science

[Peter]

After a lot of development I finally released a first public beta of roboquant, an open source framework for algo-trading. Of course written in Kotlin, but also with great support for running it interactively on Jupyter Notebooks.
You can see it in action here on Datalore

It is still in beta, but any feedback it much appreciated. You can find out more about it at GitHub

[Ilya Muradyan]

As is if I never left TradingView...

[Peter]

To be honest, I use that picture since it is most recognizable as trading, but for algo-trading candlestick charts often make less sense.

[Ilya Muradyan]

So, it is possible not only to test strategies and indicators, but also to perform actual trading using the lib, right?

[Ilya Muradyan]

Also, is it possible to draw lines, rectangles and other shapes on chart? To place text labels?

[Peter]

Indeed, it is for back-testing and then bring that strategy live and perform actual fully automated trading.

[Peter]

It is not meant for users drawing lines. All charts is just to visualize the results of back-tests. So at which point in time did a strategy decide to place an order.

[Ilya Muradyan]

Well) Aren't these charts realtime?

[Ilya Muradyan]

If not, it could be a killer-feature

[Peter]

Typically not, for example they reflect the results of a back-test over the last 20 years. How was the p&l distributed over that period over that period, what was the maximum draw-down and those type of insights.

[Ilya Muradyan]

But you get realtime data directly from exchanges, right?

[Ilya Muradyan]

To perform actual trading, I mean

[Peter]

Correct and that data is fed to the strategy that then decides if it is good moment to place an order or not. But this process goes on for the whole day.

[Peter]

So it is largely unattended.

[Ilya Muradyan]

I thought that you can use DataFrame library for tables (i.e. in summaries). If summary method returned DataFrame object instead of just printing to stdout, it would look better

[Ilya Muradyan]

But all in all, visualization is pretty cool, tried your visualization notebook in Binder. Very nice and smooth animation

[Ilya Muradyan]

Switch to bar chart/line chart is not applicable to all types of charts, so you should maybe hide them sometimes

[Peter]

Will have a look at DataFrame. Reason for Summary was to be able to represent nested info but if that is also possible with DataFrame that is much more powerful.