i have a related experience for using python libraries to stock trading. in my last project, i download csv file from web by scrapping for more than 200 company, then i create Data Frame and also create technical indicators such as Ease of Movement, Simple Moving Average , Exponentially-weighted Moving Average, Bollinger Bands, Momentum(MACD), Commodity Channel Index(CCI), Force Index, Rate of Change (ROC), Relative strength(RSI), On-Balance-Volume (OBV) . and also i use scikit libraries for fit data (x_train,y_train,x_test,y_test,x_last,y_next). i can simulate your strategy and find score of your strategy by old data and split them to x_test and y_test and compare the result. my last program and code can be send, if you like to look at it.