Metadata-Version: 2.1
Name: quanttrader
Version: 0.5.2
Summary: quanttrader backtest and live trading library
Home-page: https://github.com/letianzj/quanttrader
Author: Letian Wang
Author-email: letian.zj@gmail.com
License: Apache 2.0
Description: # quanttrader
        
        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](https://github.com/letianzj/quanttrader). The package is published [here on pypi](https://pypi.org/project/quanttrader/) and is ready to be pip installed. The document is hosted [here on readthedocs](https://quanttrader.readthedocs.io/).
        
        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.
        
        ### Backtest
        
        [Backtest code structure](https://letianzj.github.io/quanttrading-backtest.html)
        
        [Backtests examples](https://github.com/letianzj/QuantResearch/tree/master/backtest)
        
        ### Live trading
        
        [Live Trading demo video](https://youtu.be/CrsrTxqiXNY)
        
        [Live Trading code structure](https://letianzj.github.io/live-trading-ib-native-python.html)
        
        __Prerequisite__: download and install IB TWS or IB Gateway; enable API connection as described [here](https://interactivebrokers.github.io/tws-api/initial_setup.html).
        
        __Installation__
        
        Step 1
        
        ```shell
        pip install quanttrader
        ```
        
        Alternatively, download or git the source code and include unzipped path in PYTHONPATH environment variable.
        
        step 2
        
        Download [live_engine.py](https://github.com/letianzj/quanttrader/blob/master/examples/live_engine.py), [config_live.yaml](https://github.com/letianzj/quanttrader/blob/master/examples/config_live.yaml), [order_per_interval_strategy.py](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
        ```shell
        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](http://interactivebrokers.github.io/tws-api/basic_orders.html) 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
        
        
        ![gui](https://github.com/letianzj/quanttrader/blob/master/examples/gui.png)
        
        
        **DISCLAIMER**
        Open source, free to use, free to contribute, use at own risk. No promise of future profits nor responsibility of future loses.
Keywords: quanttrader strategy backtest live trading
Platform: UNKNOWN
Classifier: Development Status :: 4 - Beta
Classifier: Intended Audience :: Developers
Classifier: Programming Language :: Python :: 3.7
Requires-Python: >=3.7.*
Description-Content-Type: text/markdown
