https://github.com/dsinyakov/quant
Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
https://github.com/dsinyakov/quant
algorithmic-trading algorithmic-trading-engine automated-trading interactivebrokers java kalman-filter quantitative-finance quantitative-trading strategy-development trading trading-algorithms trading-api trading-bot trading-platform trading-simulator trading-strategies
Last synced: about 10 hours ago
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Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
- Host: GitHub
- URL: https://github.com/dsinyakov/quant
- Owner: dsinyakov
- License: mit
- Created: 2017-07-06T06:08:01.000Z (about 9 years ago)
- Default Branch: dev
- Last Pushed: 2022-12-10T04:04:14.000Z (over 3 years ago)
- Last Synced: 2023-11-07T17:06:46.141Z (over 2 years ago)
- Topics: algorithmic-trading, algorithmic-trading-engine, automated-trading, interactivebrokers, java, kalman-filter, quantitative-finance, quantitative-trading, strategy-development, trading, trading-algorithms, trading-api, trading-bot, trading-platform, trading-simulator, trading-strategies
- Language: Java
- Homepage:
- Size: 167 KB
- Stars: 158
- Watchers: 20
- Forks: 58
- Open Issues: 3
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
- awesome-quant - dsinyakov/quant - 12-10 · license MIT (Execution and HFT)
README
# Codera Quant Java framework
Codera Quant Java framework allows development of automated algorithmic trading strategies, supports backtesting using historical data taken from Interactive Brokers, Yahoo Finance, local database or CSV files and
paper or live trade execution via Interactive Brokers TWS Java API.
# Prerequisites
1. Maven installed
2. TWS has to be up and running and listening on port 7497
3. Download TWS jar http://interactivebrokers.github.io/. Downloaded archive usually contains built jar file in IBJts/source/JavaClient dir (as of 9.72.17 version)
4. Install jar locally
`mvn install:install-file -DgroupId=tws-api -DartifactId=tws-api -Dversion=9.72.17-SNAPSHOT -Dfile=TwsApi.jar`
5. Add/update maven dependency e.g
```
tws-api
tws-api
9.72.17-SNAPSHOT
```
# Strategy execution
`$ mvn exec:java@app -Dexec.args="-h localhost -p 7497 -l "SPY,IWM""`
# Backtest execution
`mvn exec:java@test`