jamesmawm / High-Frequency-Trading-Model-with-IB

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
MIT License
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Updated to IB API version 9.76 and Python 3 syntax #5

Closed chicago-joe closed 5 years ago

chicago-joe commented 5 years ago

Modified code to fix execution errors & ensure compatibility with the latest versions of IB API and IBPy2. Also, this code is updated to work with Python 3.

Fixes #4 Fixes #2

See the attached zip file for a screen recording of the running output and auto-updating chart: Algorithm Output.zip