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Kismuz / btgym

Scalable, event-driven, deep-learning-friendly backtesting library
https://kismuz.github.io/btgym/
GNU Lesser General Public License v3.0
981 stars 259 forks source link

Please Implement the live trading part as you continue to do research #61

Closed developeralgo8888 closed 5 years ago

developeralgo8888 commented 6 years ago

I am starting to get more into your research since i have the same mindset in terms of your RL research and its application to real trading world. I appreciate the great work you have done.

More traders , researchers and hobbists are going to get more interested if you can have the live trading module and realtime data through Interactive brokers working first as you continue with implementing other pieces in the package . Let them play around with it and we continue to research and expand the BTGYM package , they will share their experiences on what works and what does not.

Without the Live trading and Realtime datafeed hook , then many will just look at it as another python package going nowhere. For us who are in AI field, your research and work in financial trading domain using RL is awesome and great. Thank you for that and continue your great work, we support you .

Kismuz commented 6 years ago

@developeralgo8888, do you have an experience working with interactive brokers API? I browsed through docs but didn't figured out either it's possible to use API with demo account id.

developeralgo8888 commented 6 years ago

Yes, it is possible . Just download the TWS client software and just use default username and password which is edemo /demouser. Note this is not live it simply replays the previous market.

You need a paper trading account to do actual real-time testing which means you need an actual REAL account. REAL IB account comes with an independent paper trading account for your testing . Let me know if you need one for testing i can configure my paper trading account for a brief testing for you ( 1 month ) . Email me privately and i will set it up and let you know the details

Kismuz commented 6 years ago

@developeralgo8888 , thank you for proposal; think I will definitely need it when it comes down to implementation. For beginning I'll consider simpler options like exploiting trained model. Do you ever used backtrader ibstore interface class? If, yes, is there any specific/caveats?

developeralgo8888 commented 6 years ago

@Kismuz , Yes i have used backtrader ibstore interface class. So far no issues . It handles data from IB very well and pretty fast .

developeralgo8888 commented 6 years ago

When the implementation is ready let me know so that i can set up the testing paper trading account .

mysl commented 6 years ago

@Kismuz , I think backtrader also supports Oanda live trading, and you can have paper trading account from Oanda for free

snipe75 commented 5 years ago

Did you guys consider doing cryptocurrency trading ? Binance exchange for example allows data acquisition even without registration, and the APIs are quite simple and effective. I made a small notebook that saves .csvs. Perhaps sentiment analysis of twitter/reddit or order book monitoring would increase model effectiveness.