Release v1.0

Rating: No reviews yet
Downloads: 388
Released: Oct 7, 2014
Updated: Oct 29, 2014 by letian_zj
Dev status: Stable Help Icon

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Source Code QuantTrading.zip
source code, 22825K, uploaded Oct 21, 2014 - 388 downloads

Release Notes

(1) Download and upzip; no installation needed. Compile to run or try Programs\Release\QTShell.exe.

(2) Currently it supports IB(IB) and GoogleFinance(GOOG); switch from config\mainconfg.xml.

(3) Portfolio is retrieved from config\basket.xml.

(4) The only personal information needed is google email account in config\mainconfig.xml if email notices on trading activities are desirable. Otherwise leave it blank.

(5) Some functions need statistical package R (required) and RStudio (recommended).

(6) Due to IB historical data request restriction, it may take a while for yesterday's close and change to be fully initialized (or should we load yesterday's prices along with basket file instead of requesting them dynamically?)

7) Log folder holds log files; Real time data is recorded in TickData folder. Historical bar requests are directed into HistData folder.

8) Strategy dlls are placed in the Strategy folder, which can be loaded into RealTimeTrading or BacktestWindow.

(9) It's compiled in VS 2013. If you encounter a false complaint of missing Oxyplot or R.Net, simply build again and it should get pass.

(10) Don't forget to check out Git Repository for latest development. Enjoy !

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