Question 1

How do I migrate my Quantopian algorithm to pylivetrader?

Accepted Answer

Use the 'pylivetrader migrate' command to convert zipline code, but note that features like the optimize API are not supported. Refer to the migration document for specific steps and limitations.

Question 2

Can pylivetrader work with brokers like Interactive Brokers or TD Ameritrade?

Accepted Answer

No, it's primarily built for Alpaca; using other brokers requires developing custom backends, which is complex and not documented out-of-the-box.

Question 3

What's the difference between pylivetrader and zipline for live trading?

Accepted Answer

Pylivetrader extends zipline's API for live execution with real broker integration, while zipline is for backtesting. Pylivetrader adds live-specific features like state persistence but misses some zipline functionalities.

Question 4

How to run multiple trading algorithms at the same time with pylivetrader?

Accepted Answer

You need to set up an Alpaca Proxy Agent to handle multiple WebSocket connections, as pylivetrader limits one per account. This adds extra infrastructure and complexity.

Question 5

Is pylivetrader suitable for day trading or scalping strategies?

Accepted Answer

No, it operates on minute-level intervals and isn't optimized for low-latency execution, making it better suited for slower, systematic trading rather than high-frequency approaches.

Question 6

How to set up Redis for state persistence in pylivetrader?

Accepted Answer

Install the redis-py library and run pylivetrader with the --storage-engine redis flag, which serializes the context object to Redis, allowing recovery after restarts.

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