A framework for developing, backtesting and deploying automated trading strategies.
- Event based architecture supporting both bar and tick data.
- Backtesting engine with performance metrics
- Market data feed with support for streaming data from disk or Interactive Brokers
- Historical data download support for Yahoo and Interactive Brokers
- Order and account integration with Interactive Brokers
- TimeSeries classes inspired by Pandas
Apache License (2.0)
jtrade needs JDK 7 and Ant/Ivy installed in order to build.
Use ant fetchdeps to fetch dependencies using Ivy and then ant jar to build and ant test to run tests.