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Algorithmic Trading with Interactive Brokers API

Frameworks:

  • base.py - the base class of the trading app, containing EClient and EWrapper functions from Interactive Brokers API
  • command.py - functions to call the EWrapper functions
  • contract.py - functions to orgnise and clean the historical data of certain types of securities
  • indicator.py - functions to calculate normal techincal indicators
  • metric.py - functions to calculate various metrics that measure the performance of strategies
  • order.py - contains functions to call various types of orders

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