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Ib integration#186

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ryankennedyio wants to merge 37 commits intomhallsmoore:mastermhallsmoore/qstrader:masterfrom ryankennedyio:ib_integrationryankennedyio/qstrader:ib_integrationCopy head branch name to clipboard

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Commits on Feb 18, 2017

• Started an IB PriceHandler and a test case.

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Commits on Feb 25, 2017

• Start working on IBService; the master/background/network communication manager to IB

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• Remove prebuilt hist data request

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• Rename references to EWrapper/EClient

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• Added stub test, partially implement historic prices and ib_bar price handler

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Commits on Feb 26, 2017

• Remove print statements

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• IBPriceHandler should now work for at least one historic request

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• remove debug statement

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Commits on Mar 7, 2017

• IBService implements threading interface to run the infinite message handling loop.

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• Merge branch 'master' of github.com:mhallsmoore/qstrader into ib_integration

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Commits on Mar 8, 2017

• Moved IBService creation, setup and stop outside of the price handler

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• Ensure tradelog is created if it does not exist

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• Fix some strange kind of systemerror that appeared using Python 3.5

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• Add a few notes

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• Add a fwe notes

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• Add some instructions for usage to the IBService

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• Added an example IB Historic backtest

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• The IBPriceHandler must take in a list of symbols for subscription, rather than guessing how to create IB Contracts based on symbols+user's config

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Commits on Mar 11, 2017

• Merge branch 'master' into ib_integration

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• Started adding more test cases. Mocking IBService.

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• Fix bug in IB Price Handler's timestamps, create a whole mock object rather than trying Python mocking.

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• Ensure all historical requests are made

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• More intensive testing on streaming historic prices; fixed bug where we'd exit backtest iteration one event too early

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• Remove debugging

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• Remote two test cases that were covered by another test

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• Move some test cases to TODO's because I'm not yet sure the best way to handle them.

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• Linting

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• Fix queue compatibility import

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Commits on Mar 12, 2017

• Update a few references. Test cases don't cover live IB unfrotunately -- need a full integration test to run locally

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Commits on Mar 14, 2017

• Started some test cases for live market data requests

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• Live pricehandler should request properly and stream bars when popualted by IB

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• Live market data working with example

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Commits on Mar 15, 2017

• Add displayStrategy for live trading example to see market data coming in

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• Linting

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• Try to install ibapi python module manually in Travis build

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• Modifying travis build

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• Modifying travis build

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