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live_trader.py
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live_trader.py
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# -*- coding: utf-8 -*-
import os
import sys
import pandas as pd
import numpy as np
import asyncio
sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.dirname(os.path.realpath(__file__)))))
from pysystemtrade.interface.ib_data import ib_Data
from pysystemtrade.interface.data_receiver import DataReceiver
from pysystemtrade.private.rules import ewmac_forecast_with_defaults as ewmac
from pysystemtrade.systems.forecasting import Rules
from pysystemtrade.systems.basesystem import System
from pysystemtrade.sysdata.configdata import Config
from systems.forecast_combine import ForecastCombine
from systems.forecast_scale_cap import ForecastScaleCap
from systems.rawdata import RawData
from systems.positionsizing import PositionSizing
from systems.portfolio import Portfolios
from systems.account import Account
from ib.data_feeder import IBfeeder_pst_adapter
from ib.historical_data import IBHistoricalData
from ib.trader import IBTrader
from ib.connection import get_ib_connection
from utils import pub_sub
import config
if __name__ == '__main__':
# Configuration.
instruments_dict = config.instruments
instruments = instruments_dict['forex'] \
+ instruments_dict['futures'] \
+ instruments_dict['stocks']
timeframe = config.TIMEFRAME
duration = config.HIST_DATA_DURATION
account = config.ACCOUNT
buffer = config.BUFFER
# Initiallizing components.
ib_connection = get_ib_connection()
data_feeder = IBfeeder_pst_adapter(instruments_list=instruments,
timeframe=timeframe,
ib_connection=ib_connection)
hist_data = IBHistoricalData(instruments_list=instruments,
timeframe=timeframe,
duration=duration,
ib_connection=ib_connection)
data_receiver = DataReceiver(instruments_list=instruments,
hist_data=hist_data)
trader = IBTrader(instruments_dict=instruments_dict, account=account,
ib_connection=ib_connection)
# Subscribing components.
data_feeder.pub.register('pysystemtrade_data', data_receiver)
for i in instruments:
data_receiver.pub.register(i, trader)
# Execution will block here until Ctrl+C (Ctrl+Break on Windows) is pressed.
try:
asyncio.get_event_loop().run_forever()
except (KeyboardInterrupt, SystemExit):
pass