A Ruby-based algorithmic trading framework. Still experimental and not suited for production yet.
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Clone repo
$ git clone https://github.com/sushengloong/irresponsible_trader.git -
Change directory
$ cd irresponsible_trader -
Run bundle install to install all necessary gems
$ bundle install -
Run sample backtest script
$ ./sample/backtest_simple.rb
Check out other backtest samples in the sample directory.
Ruby is a beautiful programming language and the entire Ruby ecosystem makes software development very productive and fun. However, Ruby is not widely used for statistical computing and data analysis, especially in the area of algorithmic trading. This project is my humble attempt to build a framework in Ruby for stock trading research as well as electronic trade execution in production.
This project is partly inspired by the spirit of "Irresponsible Ruby", as coined by Aaron Patterson (https://speakerdeck.com/tenderlove/reddotrubyconf?slide=184) and Steve Klabnik (http://instagram.com/p/a3DLsaAASw/), which encourages Rubyists to be creative, do 'bad' things and have fun with Ruby!