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iqfeed Open-Source Projects
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trade-frame
C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]
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InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
I might be breaking rule #6, but you could take a look at https://github.com/rburkholder/trade-frame, it knows how to deal with options (pricing & greeks), works with chains, can make entrance / exits based upon underlying, knows some combinations, can take profit, handle stops ....
iqfeed related posts
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Automated Trading
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What do you use for theta strategy backtesting?
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trade-frame: NEW Derivatives and Hedging - star count:316.0
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trade-frame: NEW Derivatives and Hedging - star count:316.0
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trade-frame: NEW Derivatives and Hedging - star count:316.0
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Can ninja trader handle a ES scalping algo which follows price using a super short time frame or tick by tick?
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Use my GPU's for ML testing and share your research with me in return
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Index
Project | Stars | |
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1 | trade-frame | 434 |
2 | qdownload | 24 |
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