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Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API

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dsinyakov/quant

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Codera Quant Java framework

Codera Quant Java framework allows development of automated algorithmic trading strategies, supports backtesting using historical data taken from Interactive Brokers, Yahoo Finance, local database or CSV files and paper or live trade execution via Interactive Brokers TWS Java API.

Prerequisites

  1. Maven installed
  2. TWS has to be up and running and listening on port 7497
  3. Download TWS jar http://interactivebrokers.github.io/. Downloaded archive usually contains built jar file in IBJts/source/JavaClient dir (as of 9.72.17 version)
  4. Install jar locally mvn install:install-file -DgroupId=tws-api -DartifactId=tws-api -Dversion=9.72.17-SNAPSHOT -Dfile=TwsApi.jar
  5. Add/update maven dependency e.g
<dependency>
 <groupId>tws-api</groupId>
 <artifactId>tws-api</artifactId>
 <version>9.72.17-SNAPSHOT</version>
</dependency>

Strategy execution

$ mvn exec:java@app -Dexec.args="-h localhost -p 7497 -l "SPY,IWM""

Backtest execution

mvn exec:java@test

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