Inspired by Mayank Rasu (https://rasuquant.com/)
Frameworks:
- base.py - the base class of the trading app, containing EClient and EWrapper functions from Interactive Brokers API
- command.py - functions to call the EWrapper functions
- contract.py - functions to orgnise and clean the historical data of certain types of securities
- indicator.py - functions to calculate normal techincal indicators
- metric.py - functions to calculate various metrics that measure the performance of strategies
- order.py - contains functions to call various types of orders
Strategies:
- MACD+SO.py - the strategy of Moving Average Convergence Divergence + Stochastic Oscillator, including the functions to back-test and paper-trade
- ORB.py - the strategy of Opening Range Breakout (https://www.warriortrading.com/opening-range-breakout/)