Initial version of Broker / IBBroker classes

zipline-live / zipline

Zipline-Live, a Pythonic Algorithmic Trading Library

http://www.zipline-live.io/

Apache License 2.0

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Initial version of Broker / IBBroker classes #10

Closed tibkiss closed 7 years ago

tibkiss commented 7 years ago

This is nowhere near complete, just posting to enable better collaboration on the outstanding tasks. No testcases so far, I'm not sure if it is reasonable to mock out/simulate the whole TWS interaction (prod is the new dev).

tibkiss commented 7 years ago

Two errors to be addressed:

IbPy2 is missing on Win64 in appveyor. Not sure if it is a conda, windows or appveyor issue
Unable to download benchmark data. Might be related to network outage in quandl / yahoo finance

Will look into these issues soon.

pbharrin commented 7 years ago

The Zipline team is aware of the unable to download benchmark data issue: https://github.com/quantopian/zipline/issues/1776.

tibkiss commented 7 years ago

Thanks for merging!