Support mock trading？

namoshizun / TradePy

Backtesting & Tradebot by the programmer, for the programmer. 一款温柔地对待程序员的量化框架 🤟

https://docs.trade-py.com/

MIT License

34 stars 7 forks source link

Support mock trading？ #47

Closed eromoe closed 1 year ago

eromoe commented 1 year ago

Hi, this is a pretty good project. As I am plan to do live trading, would like to run a strategy in simulation way. Do you have a plan?

namoshizun commented 1 year ago

Yep that's fully supported. In fact, there is little difference between the live trading and paper-trading in this framework. You may simply change the mode in the configuration to paper-trading to get started, as mentioned in the doc.

To ensure we are on the same page -- it is the QMT that handles order processing and account management, so you will need to install 2 QMTs on your windows server, one for live trading and the other for paper trading

eromoe commented 1 year ago

That's very nice ! A little confused about the 2 QMTs,

Since simulation doesn't need perfrom buy/sell actually, why need QMT ?
Or do you mean deploy two TradePy servers ?

namoshizun commented 1 year ago

Hmmmm I am not sure whether we are fully synced on the terminologies here 😂 In the general sense, there are 3 modes:

backtest: No QMT involved, just replay the history stock data and apply a strategy to decide buying & selling (is this the "simulation" you talked about?)
live-trading: Need QMT to receive orders. The doc has a section for guidance on how to set up a live trading environment.
paper-trading: 99% like the live trading, except that the QMT client you are running should be one that supports the paper-trading / mock-trading, i.e., it still process orders as if it is the live-trading, but using your paper-trading account.

You should have two QMT accounts and client side software, one for live trading and the other for paper trading.

eromoe commented 1 year ago

Oh, I understood. Since I didn't see QMT client have paper-trading / mock-trading .. I will figure it out , thanks for instruction.

By the way, how do you deploy QMT on Mac ? I tried Parallels Desktop with Win 11 ARM version, not able to install QMT client ..

namoshizun commented 1 year ago

Ah I haven't tried deploying QMT on Mac before 👀 not sure whether QMT actually supports the ARM platform...

eromoe commented 1 year ago

Yeah maybe Arm is the problem, my securities manager say that they can detect virtual machines though I don't beleve it😂