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intuition 0.3.1

A trading system building blocks

Latest Version: 0.4.3


> Automated quantitative trading kit, for hackers



**Intuition** is an engine, some building bricks and a set of tools meant to
let you efficiently and intuitively make your own **automated quantitative trading
system**. It is designed to let traders, developers and scientists explore,
improve and deploy market technical hacks.

While the project is still at an early stage, you can already write, use, combine
**signal detection algorithms, portfolio allocation strategies, data sources
and contexts configurators**. Just plug your strategies and analyze
**backtests** or monitor **live trading sessions**.

In addition I work on facilities to build a distributed system and
21st century application (big data, fat computations, d3.js and other html5
stuff), tools to mix languages like Python, node.js and R and a financial
library. You will find some goodies like machine learning forecast, markowitz
portfolio optimization, genetic optimization, sentiment analysis from twitter, ...


* Highly configurable trading environment, powered by [zipline](
* From instant kickstart to full control
* Made to let you tweak algorithms, portfolio manager, data sources, contexts and plugins
* Already includes many
* Experimental live trading on different markets (Nyse, Nasdaq, CAC40 and Forex for now)
* Experimental R integration in your algorithms
* Results analyser
* Mail and Android notifications (for now with the help of freely available [NotifyMyAndroid]( or [PushBullet](
* Financial library, with common used trading functions, data fetchers, ... used for example to solve Coursera econometrics assignments
* Easy to use data management, powered by [rethinkdb](
* [Docker]( support for development workflow and deployment
* Kind of a CI showcase as I am testing [travis](, [wercker](, [shippable](, [](, [coveralls]( and [landscape](


[![Latest Version](](

[![wercker status]( "wercker status")](
[![Build Status](](
[![Build Status](](
[![Coverage Status](](
[![Code Health](](
[![Requirements Status](](

[Development Board][1]

**Attention** Project is in an *early alpha*, and under heavy development.
The new version 0.3.0 revises a lot of code :

* Algoithms, managers and data sources have their [own repository][2]
* More powerful API to build custom versions of them
* The context module now handles configuration
* [Shiny]( interface, [Dashboard]( and clustering will have their intuition-plugins repository (soon)
* ZeroMQ messaging is for now removed but might be back for inter-algo communication
* So is MySQL, that has been removed and will be re-implemented as a [data plugin](
* But currently it has been replaced by [Rethinkdb](
* Installation is much simpler and a docker image is available for development and deployment
* More intuitive configuration splitted between the context mentioned, command line argument and environment variables
* And a lot (I mean A LOT) of house keeping and code desgin stuff


You are just a few steps away from algoritmic trading. Choose one of the
following installation method

* The usual way

$ pip install intuition
$ # Optionnaly, install offcial algorithms, managers, ...
$ pip install insights

* One-liner for the full installation (i.e. with packages and official

$ wget -qO- | sudo FULL_INTUITION=true bash
$ # ... Go grab a coffee

* From source

$ git clone
$ cd intuition && sudo make

* Sexy, early-adopter style

$ docker pull hivetech/intuition

Getting started

Intuition wires 4 primitives to build up the system : A data source generates
events, processed by the algorithm, that can optionnaly use a portfolio manager
to compute assets allocation. They are configured through a Context, while
third party services use environment variables (take a look in

The following example trades in real time forex, with a simple buy and hold
algorithm and a portfolio manager that allocates same amount for each asset.
Their configuration below is stored in a json file. The `--bot` flag allows
the portfolio to process orders on its own.

$ intuition --context file::liveForex.json --id chuck --showlog --bot

"id": "liveForex",
"end": "22h",
"universe": "forex,5",
"algorithm": {
"notify": "",
"save": false
"manager": {
"cash": 10000,
"buy_scale": 150,
"max_weight": 0.3
"modules": {
"algorithm": "insights.algorithms.buyandhold.BuyAndHold",
"data": "",
"manager": "insightsmanagers.fair.Fair"

Note that in the current implementation, Nasdaq, Nyse, Cac 40 and Forex markets
are available.

Alternatively you can use docker. Here we also fire up a [rethinkdb](
database to store portfolios while trading, and
[mongodb]( to store configurations.

$ docker run -d -name mongodb -p 27017:27017 -p 28017:28017 waitingkuo/mongodb

$ docker run -d -name rethinkdb crosbymichael/rethinkdb --bind all

$ docker run \
-e LOG=debug \
-e LANGUAGE="fr_FR.UTF-8" \
-e LANG="fr_FR.UTF-8" \
-e LC_ALL="fr_FR.UTF-8" \
-name trade_box hivetech/intuition \
intuition --context mongodb::${host_ip}:27017/backtestNasdaq --showlog

For Hackers

You can easily work out and plug your own strategies :

* [Algorithm API](
* [Portfolio API](
* [Data API](
* [Contexts](
* [Middlewares](

Either clone the [insights repository][2]
and hack it or start from scratch. Just make sure the modules paths you give in
the configuration are in the python path.

The [provided](
``intuition`` command does already a lot of things but why not improve it or
write your own. Here is a minimal implementation, assuming you installed

from datetime import datetime
from intuition.core.engine import Simulation

data = {'universe': 'nasdaq,10',
'index': pd.date_range(, datetime(2014, 1, 7))}

modules = {
'algorithm': 'algorithms.movingaverage.DualMovingAverage',
'manager': 'managers.gmv.GlobalMinimumVariance',
'data': ''}})

engine = Simulation()

# Use the configuration to prepare the trading environment
engine.configure_environment(data['index'][-1], 'nasdaq')'chuck_norris', modules)
analyzes =, auto=True)

# Explore the analyzes object
print analyzes.overall_metrics('one_month')
print analyzes.results.tail()


> Fork, implement, add tests, pull request, get my everlasting thanks and a
> respectable place here [=)](


Copyright 2014 Xavier Bruhiere
Intuition is available under the [Apache License, Version 2.0](



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