Data

Tools

Indexes

Applications

Experiments

Awesome

An open API service indexing awesome lists of open source software.

https://github.com/zoharbabin/quantum-trader

🤖 An intelligent stock trading bot combining technical & qualitative analysis with Interactive Brokers TWS API integration
https://github.com/zoharbabin/quantum-trader

agentic agentic-trader ai-trader algorithmic-trading fintech interactivebrokers quantitative-trading real-time sentiment-analysis stock-market technical-analysis trading-bot tws

Last synced: 5 months ago
JSON representation

🤖 An intelligent stock trading bot combining technical & qualitative analysis with Interactive Brokers TWS API integration

Awesome Lists containing this project

README 

          
# Quantum Trader



🤖 An intelligent autonomous trading system using a multi-agent architecture for algorithmic trading via Interactive Brokers



## Overview



Quantum Trader is a sophisticated algorithmic trading system that leverages Interactive Brokers' API to make trading decisions. The system uses a multi-agent approach where specialized components collaborate to analyze market data, assess risks, and execute trades.



## Key Features



### Multi-Agent Architecture



1. **Technical Analysis Agent**

    - Analyzes market data using multiple indicators:

        - SMA (20, 50, 200 periods)

        - EMA (12, 26 periods)

        - RSI

        - MACD

        - Bollinger Bands

    - Identifies trading patterns and signals



2. **Sentiment Analysis Agent**

    - Analyzes market sentiment from news and social media

    - Monitors multiple platforms (Twitter, Reddit)

    - Provides weighted sentiment signals



3. **Risk Management System**

    - Position size and portfolio exposure limits

    - Daily loss limits and drawdown protection

    - Trade frequency controls

    - Dynamic stop-loss using ATR



4. **Trade Execution System**

    - Supports market and limit orders

    - Slippage tolerance controls

    - Position sizing based on risk or fixed size

    - Order timeout management



## Training Program



A comprehensive training program is included to help you understand and effectively use Quantum Trader.



### Running the Training Program



1. Start the training server:



```bash

cd training

python3 server.py  # Runs on default port 7555

# Or specify a custom port:

python3 server.py --port 8000

```



2. Open your web browser and visit: `http://localhost:7555` (or your custom port if specified)



### Training Structure



1. **Level 1: Getting Started (Trader - Basic)**

    - Prerequisites

    - System Setup

    - Basic Operations

    - Risk Management Fundamentals



2. **Level 2: Intermediate Trading**

    - Advanced configuration

    - Portfolio management

    - Technical analysis implementation



3. **Level 3: Advanced Operations**

    - Custom strategy development

    - Advanced risk metrics

    - System optimization



### Training Resources



- Interactive tutorials with step-by-step guidance

- Practical exercises to reinforce learning

- Progress tracking

- Quizzes to test understanding

- Comprehensive documentation for each module



## Prerequisites



1. **Python 3.10+**



2. **Interactive Brokers TWS or IB Gateway**

    - Download and install from [Interactive Brokers](https://www.interactivebrokers.com)

    - Enable API connections in TWS/Gateway

    - Configure the socket port (default: 7497)

    - Enable auto-restart in TWS/Gateway

    - Disable 'Read-Only API' in TWS/Gateway configuration



3. **Market Data Subscriptions**

    - Appropriate market data subscriptions for your symbols

    - Permissions for the markets you want to trade



## Quick Start



1. Clone the repository:



```bash

git clone https://github.com/zoharbabin/quantum-trader.git

cd quantum-trader

```



2. Create and activate a virtual environment:



```bash

python -m venv venv

source venv/bin/activate  # On Windows use `venv\Scripts\activate`

```



3. Install dependencies:



```bash

pip install -r requirements.txt

```



4. Configure the system:

    - Review and modify `src/config/config.yaml` for your needs

    - Key configurations include:

        - API connection settings

        - Risk management parameters

        - Trading execution preferences

        - Analysis thresholds



5. Start trading:



```bash

python -m src.cli.cli_interface --symbols AAPL MSFT GOOGL --mode paper

```



Required arguments:

- `--symbols`: List of stock symbols to trade

- `--mode`: Trading mode ('paper' or 'live', default: paper)



## Configuration



The system is configured through `src/config/config.yaml`. Key sections include:



### API Configuration



```yaml

api:

  tws_endpoint: "127.0.0.1"

  port: 7497

```



### Risk Management



```yaml

risk_management:

  position_limits:

    max_position_size: 100

    max_portfolio_exposure: 0.25

  loss_limits:

    daily_loss_limit: 1000

    max_drawdown: 0.15

  trade_frequency:

    min_time_between_trades: 300

    max_daily_trades: 10

```



### Technical Analysis



```yaml

technical_analysis:

  indicators:

    sma_periods: [20, 50, 200]

    rsi:

      period: 14

      overbought: 70

      oversold: 30

    macd:

      fast_period: 12

      slow_period: 26

      signal_period: 9

```



### Trading Execution



```yaml

execution:

  order_types: ["market", "limit"]

  default_order_type: "limit"

  limit_order_timeout: 60

  slippage_tolerance: 0.001

```



## System Output



The system provides detailed logging of all operations:



```log

2024-11-10 18:24:20,523 - INFO - === Quantum Trader Starting ===

2024-11-10 18:24:20,523 - INFO - Mode: paper

2024-11-10 18:24:20,523 - INFO - Symbols: ['AAPL', 'MSFT', 'GOOGL']

2024-11-10 18:24:20,524 - INFO - Checking Interactive Brokers prerequisites...

2024-11-10 18:24:20,525 - INFO - Successfully connected to Interactive Brokers

```



## Troubleshooting



### Common Issues



1. **Connection Problems**

    - Verify TWS/Gateway is running

    - Check API connection settings in TWS/Gateway

    - Confirm port configuration matches config.yaml

    - Ensure proper permissions in TWS/Gateway



2. **Market Data Issues**

    - Verify market data subscriptions

    - Check symbol validity

    - Confirm market hours

    - Monitor data synchronization logs



3. **Trading Issues**

    - Check risk limits in config.yaml

    - Verify account permissions in TWS/Gateway

    - Monitor order status in logs

    - Review execution reports



## Documentation



Detailed documentation is available in the `docs` directory:



- [CLI Interface](docs/cli_interface.md)

- [IB Connector](docs/ib_connector.md)

- [Trading Logic](docs/trading_logic.md)

- [Technical Analysis](docs/technical_analysis.md)

- [Sentiment Analysis](docs/sentiment_analysis.md)



## Testing



Run the test suite:



```bash

python -m unittest discover tests

```



## Contributing



1. Fork the repository

2. Create a feature branch

3. Make your changes

4. Submit a pull request



## License



This project is licensed under the MIT License. See the [LICENSE](LICENSE) file for details.