Live: Order support for IB Broker

zipline-live / zipline

Zipline-Live, a Pythonic Algorithmic Trading Library

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

Apache License 2.0

395 stars 65 forks source link

Live: Order support for IB Broker #20

Closed tibkiss closed 7 years ago

tibkiss commented 7 years ago

The following functions are implemented: order (market, limit, stop & stop limit), cancel_order, get_order, get_open_orders. Testing was done manually since it is pointless to mock out the whole tws & check simple wiring code.

tibkiss commented 7 years ago

Two errors:

IbPy2 dependency is not processed in Travis / AppVeyor
Treasury download error, see: https://github.com/quantopian/zipline/issues/1817

bartosh commented 7 years ago

Interesting. Why tests didn't fail on PR #19 and #12 ?

pbharrin commented 7 years ago

@bartosh It looks like that treasuries URL stopped working ~13hours ago. So PR #19, and PR #12 probably would have the same error if they were submitted today.

pbharrin commented 7 years ago

Both the Python 2.7 and 3.4 builds have an error: No module named ib.ext.EClientSocket Here is the full stack trace.

PR #12 moving IB to etc/requirements_live_ib.txt caused this. I will add etc/requirements_live_ib.txt to .travis.yml to fix.

bartosh commented 7 years ago

Guys, let's agree not merging PRs until we fix tests. I takes much more time to fix broken target branch than to avoid breaking it.

bartosh commented 7 years ago

PR #12 moving IB to etc/requirements_live_ib.txt caused this. I will add etc/requirements_live_ib.txt to .travis.yml to fix.

PR #12 passed all tests as far as I can see. how come it broke this one?

tibkiss commented 7 years ago

@pbharrin : May I ask to not to merge PRs which are failing during test? It is easier to get the broken build fix in the offending PR. Thanks!

tibkiss commented 7 years ago

@pbharrin : Sorry, I missed that you hotfixed the PR. Please ignore my previous comment. 🤐