Periscøpe is an event driven platform for systematic trading. You write Python that reacts to market data and returns orders; Periscøpe runs it against historical data (backtest), a live feed with simulated fills (paper), or a real broker account (live). The same code runs in all three.
The typical path is to develop in Backtest, rehearse in Paper, and promote to Live when the strategy behaves as expected. These docs cover how to do that, and how to diagnose what you see along the way.
How it works
A strategy is a Python class that receives events from the runtime (market data, timers, order updates, security expirations) and returns actions in response (place or cancel orders, register securities, schedule timers, adjust cash). The framework owns the data feed, the order router, and the portfolio.
The objects
- Strategy. The Python code that defines your trading logic, plus the parameters it exposes for each run.
- Strategy version. An immutable published snapshot of a strategy. Every Publish creates a new one.
- Run. One execution of a specific strategy version
with one config, in one mode. A run is bound to its
strategy_version_id, so edits you make to the strategy later do not change what a past run did.
Where to start
First time in the app: Quickstart. Conceptual tour: Workflow. Reference while writing code: Strategy SDK.