quanttrader backtest and live trading library
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.
pip install quanttrader
Alternatively, download or git the source code and include unzipped path in PYTHONPATH environment variable.
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.
cd where_the_files_are_saved python live_engine.py
Instruments 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 Limit
- Market If Touched
- Market On Close
- Market On Open
- Market to Limit
- Limit Order
- Limit if Touched
- Limit on Close
- Limit on Open
- 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.
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Hashes for quanttrader-0.5.2-py3-none-any.whl