Welcome to the pacmio, a lab project for testing the theories of using big data for decision making. To get the project going, I am using the financial data, like historical stock price, as the data sample. Such data is generally free and reflecting real-world cases. We can also use other types of data sets, as long as they are free, and without any legal complications.
I have re-initialized this repository to removed any possible foul language / personal data / conflicting data in the previous commit comments.
These instructions will get you a copy of the project up and running on your local machine for development and testing purposes. See deployment for notes on how to deploy the project on a live system.
- C# Programming Language and .Net Framework 4.8
- Interactive Brokers account and related market data subscriptions
- Interactive TWS Gateway 974.4 or above Latest
- Microsoft Visual Studio Community Download
- Download the code and open pacmio.sln with Visual Studio
- Download historical data - IB API
- Storage and caching historical data - Json and Binary Serializations
- Apply technical analysis algorithms
- Analysis visualization and human observation -> Mosaic and different view options
- Trading rule syntax -> yield "watchlist"
- Batch trials
- Trial result visualization
- Execute trading rules: paper account, production account. (Realtime data (Tick and L2) -> Trading Rule -> Order)
- Execute: Account, positions
- Symbol
- Bar and BarTable
Q: "Why don't you use Python?"
A: "Why do you ask that question?"
See also the list of contributors who participated in this project.
This project is licensed under the GNU General Public License v3 - see the LICENSE file for details