quanttrading2

Backtest and live trading in 100% pure Python.

Backtest

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Backtests examples

Param search example

Live trading

# install ib and ib api
download and install IB TWS or IB Gateway
download and install official IB API. https://www.interactivebrokers.com/en/index.php?f=5041
cd TWS API/source/pythonclient
pip install .
config connection https://interactivebrokers.github.io/tws-api/initial_setup.html

# launch live trading
cd examples
python live_engine.py

There exists QuantTrading(1) in C#. This one with suffix 2 is written in Python.

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