Terrace aims to remain near 1000 lines at the core, provide a flexible API, and great developer expereince.
Easily research, test, and deploy a variety of trading strategies across all asset classes.
- Strategy - Strategies are ambiguous to time and the asset they are trading against. They contain the rules for managing a portfolio
- Data Engine - The data engine is responsible for collecting data and supplying it to the strategy via the trading engine
- Trading Engine - The trading engine manages state and connects the data engine to the strategy, as well as enforces risk management rules.
- Execution Engine - The execution of trades is handled by the execution engine. The execution engine can send orders to exchanges asynchrnously in realtime.
- Back Testing Engine - The back testing engine is a wrapper around the data engine and execution engine, simulating trades over historical data.
The current recommended way to install Terrace is using pip:
pip install terrace-engineYou can also install from source:
git clone https://github.com/carterjfulcher/terrace.git
cd terrace
python3 -m pip install -e . # or `py3 -m pip install -e .` if you are on windowsCreating a strategy is easy:
from terrace.strategy import Strategy
from terrace.helpers import ta
class TAStrategy(Strategy):
def step(self, ctx):
sma = ta.sma(ctx.close, 20)
if ctx.close > sma:
self.long()
elif ctx.close < sma:
self.short()Implementing data is easy too, either from a paid vendor or your own sources:
from terrace.data import Context
from terrace.data import Intrinio, IEX, Polygon, CSV
custom_data = CSV('mydata.csv', columns=['price', 'change', 'bid', 'ask', 'customfield'])
context = Context(Intrinio(), IEX(), Polygon(), custom_data)
"""
>> print(context)
=== [ Providers ] ===
Intrinio, IEX, Polygon, CSV
=== [ Available Fields ] ===
(intrinio) close -> float*
(intrinio) open -> float*
(intrinio) high -> float*
...
(CSV) price -> float*
(CSV) change -> float*
(CSV) bid -> float*
(CSV) ask -> float*
(CSV) customfield -> string*
* indicates historical data is available
"""With a Strategy, and data, back testing and live trading is possible:
""" Back Testing """
from terrace.trading import Backtest
from terrace.helpers import sp500constituents
engine = Backtest(strategy, context)
engine.run(frequency='1m', period='1mo', target=sp500contstuents)
#engine.plot()
#print(engine.stats())
""" Trade Live """
from terrace.trading import Engine
from terrace.execute import Alpaca
engine = Engine(strategy, context)
exchange = Alpaca(api_key=..., api_secret=...)
engine.run(frequency='1m', exchange=exchange, target='AAPL')
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