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jtrade's Introduction

jtrade

A framework for developing, backtesting and deploying automated trading strategies.

Features

  • Event based architecture supporting both bar and tick data.
  • Backtesting engine with performance metrics
  • Market data feed with support for streaming data from disk or Interactive Brokers
  • Historical data download support for Yahoo and Interactive Brokers
  • Order and account integration with Interactive Brokers
  • TimeSeries classes inspired by Pandas

License

Apache License (2.0)

Requirements

jtrade needs JDK 7 and Ant/Ivy installed in order to build.

Installation

Use ant fetchdeps to fetch dependencies using Ivy and then ant jar to build and ant test to run tests.

jtrade's People

Contributors

klon avatar

Stargazers

 avatar  avatar  avatar Yussuf Burke avatar Sagar Ipte avatar Artemi Krymski avatar John O'Dwyer avatar

Watchers

James Cloos avatar  avatar David Hsieh avatar

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