After I heard that Quantopian is discontinuing IB integration, I open sourced my live trading code on Github.
After I heard that Quantopian is discontinuing IB integration, I open sourced my live trading code on Github.
This is great!
A quick question: where do you input login information from IB? is it in rfs_v1.py?
log = logging.getLogger(name)
Hi Jeff, you have to start up your TWS, go to settings, and turn on API mode. Then your python script connects by TCP on the local port.
RFS_V1 was actually a live algo I used which took buy/sell CSV list I generated from another script nightly and run them. This algo is stateless and is meant to be ran every morning and it exits...so it can be in a cron job. Mimicking Quantopian wouldn't be too hard by serializing the context state and load it again.
-Quoc