Welcome to quanttrader, a pure python-based event-driven backtest and live trading package for quant traders.
The source code is completely open-sourced here on GitHub. The package is published here on pypi and is ready to be pip installed. The document is hosted here on readthedocs.
In most cases, a backtest strategy can be directly used for live trade by simply switching to live brokerage. A control window is provided to monitor live trading sessions for each strategy separately and the portfolio as a whole.
Prerequisite: download and install IB TWS or IB Gateway; enable API connection as described here.
Installation
Step 1
pip install quanttraderAlternatively, download or git the source code and include unzipped path in PYTHONPATH environment variable.
step 2
Download live_engine.py, config_live.yaml, order_per_interval_strategy.py by clicking Raw button, right clicking save as, and then change the file extension to .py or .yaml.
step 3
cd where_the_files_are_saved
python live_engine.pyInstruments Supported and Example
- Stock: AMZN STK SMART
- Foreign Exchange: EURGBP CASH IDEALPRO
- Futures: ESM9 FUT GLOBEX
- Options on Stock: AAPL OPT 20201016 128.75 C SMART
- Options on Futures: ES FOP 20200911 3450 C 50 GLOBEX
- Comdty: XAUUSD CMDTY SMART
Order Type Supported
Basic order types. See IB Doc for details.
- Auction
- Auction Limit
- Market
- Market If Touched
- Market On Close
- Market On Open
- Market to Limit
- Limit Order
- Limit if Touched
- Limit on Close
- Limit on Open
- Stop
- Stop Limit
- Trailing Stop
- Trailing Stop Limit
DISCLAIMER Open source, free to use, free to contribute, use at own risk. No promise of future profits nor responsibility of future loses.
