Sure. I use a variety of free datasources - including Alphavantage, and the nightly Nasdaq dumps, to collect a bunch of data nightly, in addition to real-time. My robot is based on errbot - which I integrate with a private slack organization/channel so that I can interact, and have all the logging infrastructure I need.
The database is MySQL, and communicated with via SQLAlchemy (through errbot of course), with a series of commands and crons (errcron) set up, in order to both notify myself and execute on various data gathering activities. The rest of the processing code is likewise - in python. I don't rely on scipy, numpy, or anything else, given that I don't see the need.
The reality is that there are a series of activities that are profitable at the micro) level in the geography in which I trade, which is why my robot currently integrates with Questrade - specifically so that I can execute from Slack, while I work at my 'regular' job. All passwords and reusable tokens are stored in an ansible-vault, so that I can commit and push my repository around.
I'm running two different experiments actively: one that does an arbitrage based on data I'm looking into, the other than specifically tries to eke out a $0.10 gain per share, closed daily. Going into Jan 1 2018, I'd made ~57% from August 31 (first day of trading). This year, I'm down ~8% overall so far. Passively, the return has been great.
Now, I'm changing my focus - enough people I know are generally interested and willing to light the same amount of money that I am on fire. So, I'll keep experimenting, but I'm taking 1% of the overall return for the 'bank' (i.e. my corp).
This will all clearly catch fire.