Algorithmic trading strategies and backtesting in Rust.
To obtain an access token, create an account at Tradier, then go to this page.
DISCLAIMER: This is a personal project and is not intended for production use. Use at your own risk. The author is not responsible for any financial losses incurred as a result of using this software.
At present, only a very simple Bolinger Bands strategy is implemented.
Either modify config\default.toml or create config\local.toml to specify your account and trading information. Example:
sandbox = true
access_token = "XXXX"
sandbox_token = "XXXX"
account_id = "XXXX"
[[strategies]]
name = "mean-reversion"
symbols = ["AAPL", "AMZN"]
capital = [100000, 10000]
sandbox_token must be set, but a valid value is optional and only required if you are using the sandbox environment.
cargo build
cargo run <access-token>
cargo test requires the environment variables TRADIER_ACCESS_TOKEN, TRADIER_SANDBOX_TOKEN, and TRADIER_ACCOUNT_ID to be set.
Algorithmic trading strategies and backtesting in Rust.
To obtain an access token, create an account at Tradier, then go to this page.
DISCLAIMER: This is a personal project and is not intended for production use. Use at your own risk. The author is not responsible for any financial losses incurred as a result of using this software.
At present, only a very simple Bolinger Bands strategy is implemented.
Either modify config\default.toml or create config\local.toml to specify your account and trading information. Example:
sandbox = true
access_token = "XXXX"
sandbox_token = "XXXX"
account_id = "XXXX"
[[strategies]]
name = "mean-reversion"
symbols = ["AAPL", "AMZN"]
capital = [100000, 10000]
sandbox_token must be set, but a valid value is optional and only required if you are using the sandbox environment.
cargo build
cargo run <access-token>
cargo test requires the environment variables TRADIER_ACCESS_TOKEN, TRADIER_SANDBOX_TOKEN, and TRADIER_ACCOUNT_ID to be set.