Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Ib integration #186

Open
wants to merge 37 commits into
base: master
Choose a base branch
from
Open

Ib integration #186

wants to merge 37 commits into from

Commits on Feb 18, 2017

  1. Started an IB PriceHandler and a test case.

    @ryankennedyio
    ryankennedyio committed Feb 18, 2017
    Configuration menu
    Copy the full SHA
    abc3e86 View commit details
    Browse the repository at this point in the history

Commits on Feb 25, 2017

  1. Start working on IBService; the master/background/network communicati… 

    …on manager to IB
    @ryankennedyio
    ryankennedyio committed Feb 25, 2017
    Configuration menu
    Copy the full SHA
    55df528 View commit details
    Browse the repository at this point in the history

  2. Remove prebuilt hist data request

    @ryankennedyio
    ryankennedyio committed Feb 25, 2017
    Configuration menu
    Copy the full SHA
    63e1710 View commit details
    Browse the repository at this point in the history

  3. Rename references to EWrapper/EClient

    @ryankennedyio
    ryankennedyio committed Feb 25, 2017
    Configuration menu
    Copy the full SHA
    e673185 View commit details
    Browse the repository at this point in the history

  4. Added stub test, partially implement historic prices and ib_bar price… 

    … handler
    @ryankennedyio
    ryankennedyio committed Feb 25, 2017
    Configuration menu
    Copy the full SHA
    c46d051 View commit details
    Browse the repository at this point in the history

Commits on Feb 26, 2017

  1. Remove print statements

    @ryankennedyio
    ryankennedyio committed Feb 26, 2017
    Configuration menu
    Copy the full SHA
    ffe2938 View commit details
    Browse the repository at this point in the history

  2. IBPriceHandler should now work for at least one historic request

    @ryankennedyio
    ryankennedyio committed Feb 26, 2017
    Configuration menu
    Copy the full SHA
    deaf6b4 View commit details
    Browse the repository at this point in the history

  3. remove debug statement

    @ryankennedyio
    ryankennedyio committed Feb 26, 2017
    Configuration menu
    Copy the full SHA
    7bc7f54 View commit details
    Browse the repository at this point in the history

Commits on Mar 7, 2017

  1. IBService implements threading interface to run the infinite message … 

    …handling loop.
    @ryankennedyio
    ryankennedyio committed Mar 7, 2017
    Configuration menu
    Copy the full SHA
    84a1aa6 View commit details
    Browse the repository at this point in the history

  2. Merge branch 'master' of github.com:mhallsmoore/qstrader into ib_inte… 

    …gration
    @ryankennedyio
    ryankennedyio committed Mar 7, 2017
    Configuration menu
    Copy the full SHA
    433868d View commit details
    Browse the repository at this point in the history

Commits on Mar 8, 2017

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

    @ryankennedyio
    ryankennedyio committed Mar 8, 2017
    Configuration menu
    Copy the full SHA
    9519bc0 View commit details
    Browse the repository at this point in the history

  2. Ensure tradelog is created if it does not exist

    @ryankennedyio
    ryankennedyio committed Mar 8, 2017
    Configuration menu
    Copy the full SHA
    749e13c View commit details
    Browse the repository at this point in the history

  3. Fix some strange kind of systemerror that appeared using Python 3.5

    @ryankennedyio
    ryankennedyio committed Mar 8, 2017
    Configuration menu
    Copy the full SHA
    fec3815 View commit details
    Browse the repository at this point in the history

  4. Add a few notes

    @ryankennedyio
    ryankennedyio committed Mar 8, 2017
    Configuration menu
    Copy the full SHA
    2a2fb4b View commit details
    Browse the repository at this point in the history

  5. Add a fwe notes

    @ryankennedyio
    ryankennedyio committed Mar 8, 2017
    Configuration menu
    Copy the full SHA
    657b016 View commit details
    Browse the repository at this point in the history

  6. Add some instructions for usage to the IBService

    @ryankennedyio
    ryankennedyio committed Mar 8, 2017
    Configuration menu
    Copy the full SHA
    c806a64 View commit details
    Browse the repository at this point in the history

  7. Added an example IB Historic backtest

    @ryankennedyio
    ryankennedyio committed Mar 8, 2017
    Configuration menu
    Copy the full SHA
    960cf79 View commit details
    Browse the repository at this point in the history

  8. The IBPriceHandler must take in a list of symbols for subscription, r… 

    …ather than guessing how to create IB Contracts based on symbols+user's config
    @ryankennedyio
    ryankennedyio committed Mar 8, 2017
    Configuration menu
    Copy the full SHA
    e38a59a View commit details
    Browse the repository at this point in the history

Commits on Mar 11, 2017

  1. Merge branch 'master' into ib_integration

    @ryankennedyio
    ryankennedyio committed Mar 11, 2017
    Configuration menu
    Copy the full SHA
    f0a8fc3 View commit details
    Browse the repository at this point in the history

  2. Started adding more test cases. Mocking IBService.

    @ryankennedyio
    ryankennedyio committed Mar 11, 2017
    Configuration menu
    Copy the full SHA
    b6417f2 View commit details
    Browse the repository at this point in the history

  3. Fix bug in IB Price Handler's timestamps, create a whole mock object … 

    …rather than trying Python mocking.
    @ryankennedyio
    ryankennedyio committed Mar 11, 2017
    Configuration menu
    Copy the full SHA
    39734f0 View commit details
    Browse the repository at this point in the history

  4. Ensure all historical requests are made

    @ryankennedyio
    ryankennedyio committed Mar 11, 2017
    Configuration menu
    Copy the full SHA
    91165fa View commit details
    Browse the repository at this point in the history

  5. More intensive testing on streaming historic prices; fixed bug where … 

    …we'd exit backtest iteration one event too early
    @ryankennedyio
    ryankennedyio committed Mar 11, 2017
    Configuration menu
    Copy the full SHA
    5a27a3a View commit details
    Browse the repository at this point in the history

  6. Remove debugging

    @ryankennedyio
    ryankennedyio committed Mar 11, 2017
    Configuration menu
    Copy the full SHA
    922ffd0 View commit details
    Browse the repository at this point in the history

  7. Remote two test cases that were covered by another test

    @ryankennedyio
    ryankennedyio committed Mar 11, 2017
    Configuration menu
    Copy the full SHA
    2a6b36a View commit details
    Browse the repository at this point in the history

  8. Move some test cases to TODO's because I'm not yet sure the best way … 

    …to handle them.
    @ryankennedyio
    ryankennedyio committed Mar 11, 2017
    Configuration menu
    Copy the full SHA
    6d9c114 View commit details
    Browse the repository at this point in the history

  9. Linting

    @ryankennedyio
    ryankennedyio committed Mar 11, 2017
    Configuration menu
    Copy the full SHA
    60bfa5b View commit details
    Browse the repository at this point in the history

  10. Fix queue compatibility import

    @ryankennedyio
    ryankennedyio committed Mar 11, 2017
    Configuration menu
    Copy the full SHA
    eba9654 View commit details
    Browse the repository at this point in the history

Commits on Mar 12, 2017

  1. Update a few references. Test cases don't cover live IB unfrotunately… 

    … -- need a full integration test to run locally
    @ryankennedyio
    ryankennedyio committed Mar 12, 2017
    Configuration menu
    Copy the full SHA
    fe5f5df View commit details
    Browse the repository at this point in the history

Commits on Mar 14, 2017

  1. Started some test cases for live market data requests

    @ryankennedyio
    ryankennedyio committed Mar 14, 2017
    Configuration menu
    Copy the full SHA
    393ae63 View commit details
    Browse the repository at this point in the history

  2. Live pricehandler should request properly and stream bars when popual… 

    …ted by IB
    @ryankennedyio
    ryankennedyio committed Mar 14, 2017
    Configuration menu
    Copy the full SHA
    c05e93a View commit details
    Browse the repository at this point in the history

  3. Live market data working with example

    @ryankennedyio
    ryankennedyio committed Mar 14, 2017
    Configuration menu
    Copy the full SHA
    efbf3a5 View commit details
    Browse the repository at this point in the history

Commits on Mar 15, 2017

  1. Add displayStrategy for live trading example to see market data comin… 

    …g in
    @ryankennedyio
    ryankennedyio committed Mar 15, 2017
    Configuration menu
    Copy the full SHA
    1fd72aa View commit details
    Browse the repository at this point in the history

  2. Linting

    @ryankennedyio
    ryankennedyio committed Mar 15, 2017
    Configuration menu
    Copy the full SHA
    8c4f822 View commit details
    Browse the repository at this point in the history

  3. Try to install ibapi python module manually in Travis build

    @ryankennedyio
    ryankennedyio committed Mar 15, 2017
    Configuration menu
    Copy the full SHA
    8c52055 View commit details
    Browse the repository at this point in the history

  4. Modifying travis build

    @ryankennedyio
    ryankennedyio committed Mar 15, 2017
    Configuration menu
    Copy the full SHA
    55d62d0 View commit details
    Browse the repository at this point in the history

  5. Modifying travis build

    @ryankennedyio
    ryankennedyio committed Mar 15, 2017
    Configuration menu
    Copy the full SHA
    bc3e347 View commit details
    Browse the repository at this point in the history