Hello,

I recently discovered Zorro Trading which seems to be an amazing trading tool.
I am wondering how I could use it and integrate it in my Python algo trading solution.
The ting is that my solution is 90% done so I'm not sure it worth investing time in plugging in new components.

Below is a small description of my trading solution.
Could you recommend the steps at which it is the most interesting to use Zorro in replacement/addition to my solution?

- end to end solution developed in Python
- fetch raw data from Yahoo Finance API, soon to be replaced with direct broker's data (Oanda and Interactive brokers)
- computation of "technical indicators" some of them being homemade and complex like trendlines, support/resistance
- home made Machine learning engine (ensemble learning)
- home made optimization engine that basically brute force millions of parameters related to indicators and ML engine to optimize results
- rudimentary home made back testing (simply takes the forecasts + trading rules and checks the expected returns on the out of sample dataset)
- to be done: portfolio balancing, order execution with the API of brokers

Any suggestion is welcome!