quanttrading2

Backtest and live trading in 100% pure Python, open sourced on GitHub.

Backtest

Backtests Blog

Backtests examples

Param search example

Live trading

Prerequisite: download and install IB TWS or IB Gateway; enable API connection as described here.

Approach one: using pip install

step 1.a

pip install quanttrading2

step 1.b

download examples\ive_engine.py and examples\config_live.yaml.

step 1.c

python live_engine.py

Approach two: using source code.

step 2.a. download and unzip source code.

step 2.b. include unzipped path in PYTHONPATH environment variable.

step 2.c.

cd examples
python live_engine.py

Why quantttrading2? There exists QuantTrading(1) in C#. So this one in Python gets suffix 2.

DISCLAIMER Open source, free to use, free to contribute, use at own risk. No promise of future profits nor responsibility of future loses.