The automated trading system is a system that executes trades automatically in various financial markets, and it is used by many investors and traders. This guide will explain in detail how to develop an automated trading system using Python, as well as how to display useful labels and legends when visualizing data. This process will greatly aid in understanding the fundamentals of data analysis and visualization.
1. Overview of Automated Trading Systems
An automated trading system executes trades automatically based on input rules or algorithms, based on technical analysis, chart patterns, psychological factors, and more. For this purpose, Python provides powerful data processing and visualization capabilities through libraries such as pandas, NumPy, Matplotlib, and various API libraries.
2. Data Collection
First, in order to develop an automated trading system, data collection is necessary. Data on stocks, cryptocurrencies, forex, etc., can be collected through various APIs. Here, we will show an example using the Yahoo Finance API.
import pandas as pd
import yfinance as yf
# Download data
ticker = 'AAPL'
start_date = '2020-01-01'
end_date = '2023-01-01'
data = yf.download(ticker, start=start_date, end=end_date)
print(data.head())
3. Data Processing and Modeling
Based on the collected data, algorithms need to be defined. For example, a simple moving average (SMA) strategy can be used. Here, we will look at how to calculate the 50-day and 200-day moving averages.
# Calculate moving averages
data['SMA50'] = data['Close'].rolling(window=50).mean()
data['SMA200'] = data['Close'].rolling(window=200).mean()
4. Visualization: Adding Labels and Legends
Visualization is a very important element in data analysis. We will explain how to add labels and legends to the stock price chart using Python’s Matplotlib library.
import matplotlib.pyplot as plt
# Data visualization
plt.figure(figsize=(14, 7))
plt.plot(data['Close'], label='Close Price', color='blue')
plt.plot(data['SMA50'], label='50-Day SMA', color='orange')
plt.plot(data['SMA200'], label='200-Day SMA', color='green')
# Adding labels
plt.title('AAPL Price and Moving Averages')
plt.xlabel('Date')
plt.ylabel('Price (USD)')
plt.legend(loc='best') # Specify legend position
# Show chart
plt.show()
4.1. Adding Labels
In the code above, labels were added to the chart using plt.title()
, plt.xlabel()
, and plt.ylabel()
. This provides clear information at the top of the chart and on the axes, enhancing readability for users.
4.2. Adding Legends
A legend was added using plt.legend()
. The loc='best'
parameter automatically chooses the optimal position for the legend to avoid overlap.
5. Real-Time Data and Automated Trading
Building an automated trading system requires real-time data collection and trade execution capabilities. For this purpose, WebSocket can be used or APIs can be called periodically to collect data in real time. Below is a code example that monitors real-time prices using Binance’s API.
import requests
# Get real-time BTC price through Binance API
def get_btc_price():
url = 'https://api.binance.com/api/v3/ticker/price?symbol=BTCUSDT'
response = requests.get(url)
data = response.json()
return float(data['price'])
while True:
price = get_btc_price()
print(f'Current BTC price: {price} USD')
time.sleep(10) # Call at 10-second intervals
6. Conclusion
In this post, we examined the process of developing an automated trading system using Python and how to add labels and legends for data visualization. This process fundamentally requires an understanding of data collection, processing, visualization, and how to structure business logic. Based on this knowledge, more complex algorithms and automated trading systems can be developed in the future.
7. References
8. Additional Learning Resources
If you need further learning to develop an automated trading system, please refer to the following materials:
- Books on algorithmic trading
- Courses related to Python data analysis
- Analysis of open-source automated trading system code
Developing an automated trading system can take a considerable amount of time, but the insights gained can provide more than just monetary value. Additionally, by collecting and analyzing real-time data and visualizations, better investment decisions can be made. Through continuous learning and research, consider building your own powerful automated trading system.