#python
6 items tagged python. ← all topics
Persist It When It Happens: The Data You Can't Fetch Twice
Some of the most important facts in a trading system — what actually filled, at what price, in what order — are only available for a short window after they occur. Why you write them down at event time, and how to test that you did.
Read →A Sign Convention Is an Undocumented API
Is a negative price a credit or a debit? Multi-leg fills, signed quantities and mixed labels let a system report the wrong direction while every number looks plausible. Why you reconstruct from the legs, and how to test for it.
Read →A Highlight Column Is Not a Trading Signal
Adding a 'worth a look' label to an existing scanner sounds like a cosmetic change. It's actually one of the easiest ways to quietly grow a second, undocumented signal inside a presentation layer — and the two invariants that keep it from doing that.
Read →Research and Execution Are Not the Same Program
A systematic trading workflow is really two programs sharing one codebase. What breaks when the boundary between them blurs — and the rule that keeps it enforced.
Read →Your Position Size Is a Number in a YAML File
A one-line currency check meant a live strategy sized every position from a hardcoded capital figure instead of the real account balance — and it failed silently for months. What the bug was, why it was invisible, and the validator that now sits between signal and submission.
Read →Python for Algo Trading — A Practical Starting Point
Setting up your first systematic trading script using Python, yfinance, and TA-Lib — from data fetch to basic signal generation.
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