Skip to content

joequant/sptrader

Repository files navigation

Most modules in directories other than strategy are Copyright (c) 2016 Bitquant Research Laboratories (Asia) Limited Released under the GPLv3+ license

The modules in the directory "strategy" are copyright by their owners. They may contain proprietary and confidential code, which are not intended for public release, and should not be distributed in either source or binary form.

Some modules which do not contain code from Backtrader are released under Simplified BSD license

NOTE that this system is NOT supported by SharpPoint.

SYSTEM REQUIREMENTS

Windows 10. The python scripts don't work on linux because the SPtrader modules have been build with C++ symbols. It should be a real easy thing to write an adapter.

INSTALL

Right click. install and run the install script under PowerShell

RUN

Double click scripts/webui.py Take web browser and point to http://localhost:5000/

BATCH_BACKTESTER

Put a configuration .json file in data (example sample) Run scripts/webui.py Run scripts/backtest_files.py (config name) (file names)

Files are log files exported by SPTrader application. Sample file in included in data HSI_20150409.txt

TESTS

There are a number of other scripts in directory tests

DEMO ACCOUNTS

This software requires an SPTrader account. Demo accounts are available via

http://www.sharppoint.com.hk/algo.php?lang=1&mod=api