Analytical terminal for testing trading strategies

A web-application developed at the Department of Information Technologies of the Saint Petersburg State University of Architecture and Civil Engineering, which makes it possible to testing trading strategies used for stock exchange transactions, is described. The application can be categorized as business software. It allows you to significantly increase the efficiency of investment decision-making by both novice and professional investors. A new approach to writing trading strategies using templates is proposed. The ability to test an arbitrary number of strategies for an arbitrary structure investment portfolio is implemented. The application is developed by Python programming language and both Django and Django REST frameworks. Quotations data used for testing are taking from open sources. Relational data base was designed and implemented for data storage. MySQL data base management system (DBMS) is used to organize interaction with the database. The Python libraries numpy and pandas are used for data processing. The client part of the application is implemented using the TypeScript language and both React and React Router frameworks. The system does not require the installation of additional software. Access to the Internet need to use the system only. The approaches and technological solutions implemented in the application can be successfully used to create similar systems for other organizations and companies involved in similar activities.

Authors: A. V. Cherevko, S. V. Bukunov

Direction: Informatics, Computer Technologies And Control

Keywords: trading strategies, investment portfolio, web-application, data base, object-oriented programming

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