Hi @__PG__
This is on my todo list, let me know how you go, if you give it a go or if you find anything else of interest.
Algorithmic trading in less than 100 lines of Python code - O'Reilly Media
https://www.oreilly.com/learning/algorithmic-trading-in-less-than-100-lines-of-python-code
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DIY trading programs, page-2
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