AlgoTrader | Algorithmic Trading System based on Esper | Bot library

by curtiszimmerman Java Version: Current License: GPL-2.0

X-Ray Key Features Code Snippets Community Discussions(1)Vulnerabilities Install Support

kandi X-RAY | AlgoTrader Summary

AlgoTrader is a Java library typically used in Automation, Bot applications. AlgoTrader has no vulnerabilities, it has a Strong Copyleft License and it has low support. However AlgoTrader has 24 bugs and it build file is not available. You can download it from GitHub.

Algorithmic Trading System based on Esper, InteractiveBrokers and FIX. This project is mirror of the AlgoTrader project hosted at AlgoTrader is an automated trading system (ATS) that can trade any type of security on any market available through InteractiveBrokers or FIX. All aspects of trading like getting market data, analyzing prices, taking trade decisions, placing orders & tracking executions can be automated. Employing automated trading strategies, AlgoTrader eliminates all influences from emotion driven human trading and allows a pure systematic trading approach. Available features of the system : -Automate Trading Strategies based on Trading Rules (using Esper EQL) -Automated Execution via different Broker Interfaces -Simulate and run several strategies in parallel -Backtest strategies based on Historical Data -Portfolio Tracking & Performance Measurement -Different Numerical and Statistical Libraries are available to analyze trend and produce Trading Signals. AlgoTrader is based on the following Frameworks and Methodologies Java SE 6 Model Driven Architecture and Code-Generation based on AndroMDA CEP-Engine based on Esper Persistence Framework based on Hibernate Service Oriented Architecture based on SpringFramework. Further Documentation can be found here :

Support

Quality

Security

License

Reuse

Support

AlgoTrader has a low active ecosystem.

It has 110 star(s) with 125 fork(s). There are 22 watchers for this library.

It had no major release in the last 6 months.

AlgoTrader has no issues reported. There are no pull requests.

It has a neutral sentiment in the developer community.

The latest version of AlgoTrader is current.

Quality

AlgoTrader has 24 bugs (0 blocker, 8 critical, 16 major, 0 minor) and 367 code smells.

Security

AlgoTrader has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

AlgoTrader code analysis shows 0 unresolved vulnerabilities.

There are 0 security hotspots that need review.

License

AlgoTrader is licensed under the GPL-2.0 License. This license is Strong Copyleft.

Strong Copyleft licenses enforce sharing, and you can use them when creating open source projects.

Reuse

AlgoTrader releases are not available. You will need to build from source code and install.

AlgoTrader has no build file. You will be need to create the build yourself to build the component from source.

AlgoTrader saves you 5120 person hours of effort in developing the same functionality from scratch.

It has 10764 lines of code, 655 functions and 171 files.

It has medium code complexity. Code complexity directly impacts maintainability of the code.

Top functions reviewed by kandi - BETA

kandi has reviewed AlgoTrader and discovered the below as its top functions. This is intended to give you an instant insight into AlgoTrader implemented functionality, and help decide if they suit your requirements.

Handle send external order
Gets fix order type
Get fix symbol for given security
Send a message to all sessions that match the given qualifier
Validate the parameters
Gets constant value
Generate the return class
Process an order message
Convert ordStatus to status
Simplified method
Handle CSV input
Get the next second date from the input date
Main method
Remove from the watch list
Handles the put on watchlist
Returns the next 3 - month cycle for a date
Open a position
Handles the send order
Modify an external order
Checks if a tick is valid
Handle exit value for a given position
Handles create transaction
Sends an error message
Handle a deployment rule
Returns the value of this parameter
Update the data

Get all kandi verified functions for this library.

AlgoTrader Key Features

No Key Features are available at this moment for AlgoTrader.

AlgoTrader Examples and Code Snippets

No Code Snippets are available at this moment for AlgoTrader.

Community Discussions

Trending Discussions on AlgoTrader

Testing Trade Entries in BigQuery/SQL

QUESTION

Testing Trade Entries in BigQuery/SQL

Asked 2020-Feb-19 at 14:50

I have a data set in BigQuery of various pairs of stock prices, and their relative zscores (ordered by date, and in the millions of rows):

...

ANSWER

Answered 2020-Feb-18 at 20:17

Let me assume you are starting with a table that has the first four columns.

Then you can use window functions. If I understand the conditions, they boil down to:

flag = -1 when zscore20 < -2.0 or
flag = -1 when zscore20 < 0.0 and there is no non-negative value since the most recent time with a score less than -2.0

And then similar logic for flag = 1.

If I'm understanding this correctly, then you can use window functions and case expressions:

Source https://stackoverflow.com/questions/60284030

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install AlgoTrader

You can download it from GitHub.
You can use AlgoTrader like any standard Java library. Please include the the jar files in your classpath. You can also use any IDE and you can run and debug the AlgoTrader component as you would do with any other Java program. Best practice is to use a build tool that supports dependency management such as Maven or Gradle. For Maven installation, please refer maven.apache.org. For Gradle installation, please refer gradle.org .

Support

For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .

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