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danielkrizian / strategery

Quant Strategy Specification, Backtesting, Optimization And Statistical Analysis Workflow
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Integration with Bloomberg API and real time data #40

Open arturochian opened 10 years ago

arturochian commented 10 years ago

We can use some code in rbloomberg and integrate with real time data.

http://findata.org/rbloomberg/rbloomberg-manual-0-4-144.pdf

danielkrizian commented 10 years ago

Let's focus is first on finishing daily frequency data strategies well, later if time and resources allow, extend to hourly, minutely and higher frequency. Assigned priority-3 label, Blue Sky milestone.