This is a pre-production deployment of Warehouse, however changes made here WILL affect the production instance of PyPI.
Latest Version Dependencies status unknown Test status unknown Test coverage unknown
Project Description

pysentosa - Python API for sentosa trading system

  • 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 History

Release History

0.1.32

This version

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0.1.31

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0.1.30

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0.1.29

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0.1.28

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0.1.27

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0.1.26

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0.1.25

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0.1.24

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0.1.23

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0.1.22

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0.1.21

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0.1.20

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0.1.19

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0.1.18

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0.1.17

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0.1.16

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0.1.15

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0.1.14

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0.1.13

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0.1.12

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0.1.11

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0.1.10

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0.1.9

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0.1.8

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0.1.7

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0.1.6

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0.1.5

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0.1.4

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0.1.3

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0.1.2

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0.1.1

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0.0.9

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0.0.8

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0.0.7

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0.0.6

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0.0.5

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0.0.4

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0.0.3

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0.0.2

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0.0.1

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Download Files

Download Files

TODO: Brief introduction on what you do with files - including link to relevant help section.

File Name & Checksum SHA256 Checksum Help Version File Type Upload Date
pysentosa-0.1.32-py2.7.egg (5.1 MB) Copy SHA256 Checksum SHA256 2.7 Egg Mar 13, 2016
pysentosa-0.1.32.tar.gz (5.0 MB) Copy SHA256 Checksum SHA256 Source Mar 13, 2016

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