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Ib portfolio#196

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ryankennedyio wants to merge 39 commits intomhallsmoore:mastermhallsmoore/qstrader:masterfrom ryankennedyio:ib_portfolioryankennedyio/qstrader:ib_portfolioCopy head branch name to clipboard

+827-4

Commits

Commits on Feb 18, 2017

• Started an IB PriceHandler and a test case.

  ryankennedyio

  committed
  abc3e86

Commits on Feb 25, 2017

• Start working on IBService; the master/background/network communication manager to IB

  ryankennedyio

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  55df528

• Remove prebuilt hist data request

  ryankennedyio

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  63e1710

• Rename references to EWrapper/EClient

  ryankennedyio

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  e673185

• Added stub test, partially implement historic prices and ib_bar price handler

  ryankennedyio

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  c46d051

Commits on Feb 26, 2017

• Remove print statements

  ryankennedyio

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  ffe2938

• IBPriceHandler should now work for at least one historic request

  ryankennedyio

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  deaf6b4

• remove debug statement

  ryankennedyio

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  7bc7f54

Commits on Mar 7, 2017

• IBService implements threading interface to run the infinite message handling loop.

  ryankennedyio

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  84a1aa6

• Merge branch 'master' of github.com:mhallsmoore/qstrader into ib_integration

  ryankennedyio

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  433868d

Commits on Mar 8, 2017

• Moved IBService creation, setup and stop outside of the price handler

  ryankennedyio

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  9519bc0

• Ensure tradelog is created if it does not exist

  ryankennedyio

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  749e13c

• Fix some strange kind of systemerror that appeared using Python 3.5

  ryankennedyio

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  fec3815

• Add a few notes

  ryankennedyio

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  2a2fb4b

• Add a fwe notes

  ryankennedyio

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  657b016

• Add some instructions for usage to the IBService

  ryankennedyio

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  c806a64

• Added an example IB Historic backtest

  ryankennedyio

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  960cf79

• The IBPriceHandler must take in a list of symbols for subscription, rather than guessing how to create IB Contracts based on symbols+user's config

  ryankennedyio

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  e38a59a

Commits on Mar 11, 2017

• Merge branch 'master' into ib_integration

  ryankennedyio

  committed
  f0a8fc3

• Started adding more test cases. Mocking IBService.

  ryankennedyio

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  b6417f2

• Fix bug in IB Price Handler's timestamps, create a whole mock object rather than trying Python mocking.

  ryankennedyio

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  39734f0

• Ensure all historical requests are made

  ryankennedyio

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  91165fa

• More intensive testing on streaming historic prices; fixed bug where we'd exit backtest iteration one event too early

  ryankennedyio

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  5a27a3a

• Remove debugging

  ryankennedyio

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  922ffd0

• Remote two test cases that were covered by another test

  ryankennedyio

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  2a6b36a

• Move some test cases to TODO's because I'm not yet sure the best way to handle them.

  ryankennedyio

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  6d9c114

• Linting

  ryankennedyio

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  60bfa5b

• Fix queue compatibility import

  ryankennedyio

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  eba9654

Commits on Mar 12, 2017

• Update a few references. Test cases don't cover live IB unfrotunately -- need a full integration test to run locally

  ryankennedyio

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  fe5f5df

Commits on Mar 14, 2017

• Started some test cases for live market data requests

  ryankennedyio

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  393ae63

• Live pricehandler should request properly and stream bars when popualted by IB

  ryankennedyio

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  c05e93a

• Live market data working with example

  ryankennedyio

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  efbf3a5

Commits on Mar 15, 2017

• Add displayStrategy for live trading example to see market data coming in

  ryankennedyio

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  1fd72aa

• Linting

  ryankennedyio

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  8c4f822

• Try to install ibapi python module manually in Travis build

  ryankennedyio

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  8c52055

• Modifying travis build

  ryankennedyio

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  55d62d0

• Modifying travis build

  ryankennedyio

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  bc3e347

Commits on Mar 16, 2017

• Start putting together a rough scaffold for how the IB Portfolio should work

  ryankennedyio

  committed
  a6117d9

• IBPortfolio should extend Portfolio, but override init() in order to bootstrap the portfolio's positions. Has a dependancy on using the IBPriceHandler, but I don't know how we can avoid that.

  ryankennedyio

  committed
  8e858d7