Modules in directories other than strategy are Copyright (c) 2016 Bitquant Research Laboratories (Asia) Limited Released under the Simplified BSD License
The modules in the directory "strategy" are copyright by their owners and may contain proprietary and confidential code, which are not intended for public release.
NOTE that this system is NOT supported by SharpPoint.
SYSTEM REQUIREMENTS
Windows 10. The python scripts don't work on linux because the SPtrader modules have been build with C++ symbols. It should be a real easy thing to write an adapter.
INSTALL
Right click. install and run the install script under PowerShell
RUN
Double click scripts/webui.py Take web browser and point to http://localhost:5000/
BATCH_BACKTESTER
Put a configuration .json file in data (example sample) Run scripts/webui.py Run scripts/backtest_files.py (config name) (file names)
Files are log files exported by SPTrader application. Sample file in included in data HSI_20150409.txt
TESTS
There are a number of other scripts in directory tests
DEMO ACCOUNTS
This software requires an SPTrader account. Demo accounts are available via