The order_executor is a specialized and unified spot order framework that's designed to automate the process of rebalancing account positions. It seamlessly integrates with popular broker APIs such as Fugle and Shioaji, allowing users to efficiently execute trading operations.
Before you can start using order_executor, you need to install the FinLab package and clone this repository:
pip install finlab
git clone https://github.com/finlab-python/order_executor
To facilitate the communication with your brokerage, install at least one of the following broker APIs:
pip install fugle-trade
pip install shioaji
We've included a test suite to ensure that order_executor is functioning properly. You can run it by navigating to the order_executor directory and executing the test script:
cd order_executor
python -m unittest test.py
Detailed usage instructions, including examples and best practices, can be found in the order_executor documentation. To make use of the order_executor framework in your project, replace all instances of the finlab.online submodule with order_executor.
We are continuously working on improving the order_executor. Here are the upcoming features that we aim to implement:
- Strategy Position Recording: Develop functionality to track and record the positions for each trading strategy.
- Partial Update Position: Enhance the framework to partially update positions when multiple strategies are at play.
- Balance and Profit Monitoring: Implement real-time monitoring of balance and profits for better account management.
We actively welcome contributions from the community. If you'd like to enhance the order_executor framework, please submit a pull request. If your contribution is accepted, it will be included in the next finlab package update.
Please note that all contributions should adhere to our coding standards and must pass the included test suite.
Thank you for your interest in order_executor, and we look forward to your contribution!