quanttrader
Unverified Other strategy on Indices by letianzj. BotFinder score 18 out of 100.
Backtest and live trading in Python
Source: github
BotFinder analysis pending.
quanttrader
quanttrader Welcome to quanttrader, a pure python-based event-driven backtest and live trading package for quant traders. The source code is completely open-sourced here on GitHub. The package is published here on pypi and is ready to be pip installed. The document is hosted here on readthedocs. In most cases, a backtest strategy can be directly used for live trade by simply switching to live brokerage. A control window is provided to monitor live trading sessions for each strategy separately and the portfolio as a whole. Backtest Backtest code structure Backtests examples Reinforcement trader Live trading Live Trading demo video Live Trading code structure Prerequisite: download and install IB TWS or IB Gateway; enable API connection as described here. Installation Step 1 Alternatively, download or git the source code and include unzipped path in PYTHONPATH environment variable. step 2 Download liveengine.py, configlive.yaml, orderperintervalstrategy.py by clicking Raw button, right clicking save as, and then change the file extension to .py or .yaml. step 3 Instruments Supported an
⚠ No verified equity curve — no track-record source connected.
Drawdown profile
Data unavailable — contact the owner.
Verification ledger
How the score has moved
Recalculated at each data collection. Transparency means showing the bad weeks too.
No score history is stored yet — only the current score is shown.
Reviews & comments
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⚠ No live verification account connected — ask for proof before buying.
Alerts on changes: coming soon
Prop-firm compatibility not provided.
Open-source maintainer on GitHub.
Data-completeness & trust index (not a profitability rating)