PyStockFilter is a Python library that allows users to create custom stock filters using a range of fundamental and technical indicators. With support for data sources like Yahoo Finance, local data, and pystockdb
, PyStockFilter is a versatile solution for building and backtesting technical and fundamental trading strategies.
- Data Compatibility: Integrates with Yahoo Finance, local data, and
pystockdb
. - Built-in Indicators: Includes essential technical indicators, and supports custom indicator creation.
- Backtesting: Enables testing of strategies on historical data.
- Optimization Tools: Offers parameter optimization, including sequential and chunked data optimization.
- Custom Strategy Support: Extendable with your own strategies and indicators.
PyStockFilter includes several popular technical indicators, which can be used out of the box or customized:
- Simple Moving Average (SMA)
- Exponential Moving Average (EMA)
- Relative Strength Index (RSI)
- Ultimate Oscillator (UO)
- Moving Average Convergence Divergence (MACD)
- Bollinger Bands (BB)
For custom indicators, refer to the examples in the src/pystockfilter/strategy
directory.
To install PyStockFilter, run:
pip install pystockfilter
For detailed examples on setting up strategies, defining parameters, and running the optimizer, please visit the Examples Directory in the PyStockFilter repository.
Report issues, request features, or contribute via the GitHub Issue Tracker:
This software is for educational purposes only. Do not risk money which you are afraid to lose. USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS.