pysentosa

pysentosa - Python API for sentosa trading system

http://www.quant365.com/static/merlion.png

pysentosa is the Python API for sentosa trading system written by Wu Fuheng
WebSite: http://www.quant365.com (Quant365 - Trading with Science and Technology)
OS: Linux Ubuntu 15.10 64bit

Installation:

GITURL=https://raw.githubusercontent.com/henrywoo/pysentosa/master
wget $GITURL/install_nanomsg.sh -O install_nanomsg.sh
chmod u+x install_nanomsg.sh
./install_nanomsg.sh

wget $GITURL/install_yaml_cpp.sh -O install_yaml_cpp.sh
chmod u+x install_yaml_cpp.sh
./install_yaml_cpp.sh

sudo apt-get install -y python-pip libboost-all-dev
sudo pip install -U pysentosa pyyaml netifaces websocket-client nanomsg \
  setproctitle psutil

Launch your IB TWS.

Run your strategy to trade

Run demo:

from pysentosa.demo import run_demo
run_demo()

Sample code:

from pysentosa import Merlion
from ticktype import *

m = Merlion()
target = 'SPY'
m.track_symbol([target, 'BITA'])
bounds = {target: [220, 250]}
while True:
  symbol, ticktype, value = m.get_mkdata()
  if symbol == target:
    if ticktype == ASK_PRICE and value < bounds[symbol][0]:
        oid = m.buy(symbol, 5)
        while True:
            ord_st = m.get_order_status(oid)
            print ORDSTATUS[ord_st]
            if ord_st == FILLED:
                bounds[symbol][0] -= 20
                break
            sleep(2)
    elif ticktype == BID_PRICE and value > bounds[symbol][1]:
        oid = m.sell(symbol, 100)
        bounds[symbol][1] += 20

Release files for pysentosa 0.1.32

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for pysentosa 0.1.32
File	Size	Uploaded
pysentosa-0.1.32.tar.gz	5.0 MB	Mar 13, 2016	Details

Built distribution (wheel)

Table of built distributions (wheels) for pysentosa 0.1.32
File	Interpreter	ABI	Platform	Reset
pysentosa-0.1.32-py2.7.egg 5.1 MB Mar 13, 2016	Legacy Egg format	-	-	Details

Total release size: 10.1 MB

Release files / pysentosa-0.1.32.tar.gz

Download URL	pysentosa-0.1.32.tar.gz
Size	5.0 MB
Tags	Source
SHA-256 checksum How to use checksums	`5a626c3b0da08331c422f523e4dad8c0f91d569b4660a17cdd0b27ab01eeb9b2`
BLAKE2b-256 checksum How to use checksums	`fbd3184a674d2fcab4dfdc0bd0c231b0a2eb5e7d5e2eedf48f81ccd3ad8b9916`
Upload date	Mar 13, 2016
Uploaded using Trusted Publishing? What is trusted publishing?	No

Release files / pysentosa-0.1.32-py2.7.egg

Download URL	pysentosa-0.1.32-py2.7.egg
Size	5.1 MB
Tags	Egg
SHA-256 checksum How to use checksums	`71e0489beabfe845907cb1547140bc57c64373cde3266c81c974e97b6c492d0d`
BLAKE2b-256 checksum How to use checksums	`90b5313179e34e9e64f0639cad1037e14bb0866fab595740d96be0a3b699dacb`
Upload date	Mar 13, 2016
Uploaded using Trusted Publishing? What is trusted publishing?	No