kieran-mackle / AutoTrader

A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
https://kieran-mackle.github.io/AutoTrader/
GNU General Public License v3.0
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Unsure of how to define the IB connection parameters #44

Open funkho opened 2 years ago

funkho commented 2 years ago

Hello!

I am trying to use autotrader with IB, and I can't seem to get it to connect to the InteractiveBroker Gateway. When I specify the feed=ib and broker=ib, the runfile.py errors that it can't connect. Originally, I was running my IB GW on port 5000 as that is the default. I tried defining "HOST" and "PORT" in my GLOBAL.yaml, but nothing I define there would actually point the connection to another host/port. I am certain that I am reading in the GLOBAL.yaml because if I comment out the IB section, the script bombs asking for HOST to be defined. I moved my IB GW from 5000 to 7497 since that is what the script appears to be asking for, and I was able to get past the "connection refused" errors. However...

Once I could get runfile.py to communicate with the IB GW, the script errors with a timeout. I suspect it may not understand that it needs to speak SSL to the IB GW? But I don't know if that can be defined.

My question is this. Can you give a sample config file for the IB section of the GLOBAL.yaml? I'd like to know what I can set so I can tweak it to work.

Also, great job on everything so far. I don't know what you consider to be a good strat, but I have written one backtesting over 200% in 2 years. I am happy to share it with you privately.

kieran-mackle commented 2 years ago

Hi funkho, from memory, IB can be tricky to get working. I don't personally use IB anymore and cannot recall the specifics of the setup. Unfortunately, it looks like IB gateway is down for scheduled maintenance at the moment, so I won't be able to help much right now. I will look into it later this week though.

I do remember using this article when setting everything up though; the IB configuration should resemble what is shown there.