Just some thoughts after reading comments:
- I've got a number of Python examples for trading futures, but a third-party app is required as 'the gateway'. Browse on GitHub if you wish: https://github.com/hftstrat/The-Gateway-code-samples
- Backtesting is a topic not to be taken lightly. There are far too many issues to address than just historical simulation. I've written a book covering this topic.
- In my book I've also covered the use of Oanda API with a simple trend-following strategy. Available on Amazon: http://www.amazon.com/Mastering-Python-Finance-James-Weiming...
- Table of contents and source codes used in my book are also available on GitHub: https://github.com/jamesmawm/Mastering-Python-for-Finance-so...
Alright, I'm done with shameless promotion of my links ;p
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