Ryan Kennedy
Ryan Kennedy
I found this paper, which seems to be the original source ? https://arxiv.org/pdf/1601.00991.pdf
A major TODO here is that the IBService should be launched in a new thread or process, allowing it to run the infinite loop of getting/sending messages to IB. There...
I've also just thought -- if multiple QSTrader components are going to be getting the same data *directly* from the callback data queues, neither will get all the data (get()...
Hey @timhubber that's great. I haven't had a chance to work further since the last commit, but have a block of time today where I can hopefully make a good...
So, the IB Service seems to work OK, thanks again @timhubber. IB Price Handler seems fine doing a few manual tests. Need to just pad out the test cases on...
Tests done and working, but failing because `ibapi` isn't available to travis. Otherwise, historic data ready to go. Just checking in with IB to see if the API can be...
@femtotrader from memory the IB API is actually part of a bundled ZIP, which is more annoying. I'll have to look into if travis can support custom shell commands to...
Yep @femtotrader I've opened an issue on the private github there, unfortunately PyPi licensing isn't compatible with what IB need. We'll have to do a custom install from the zip...
Live data done. A few code smells, so I've liberally decorated it with `TODOs` -- wouldn't mind a fresh set of eyes to look over them. If I can find...
Have to drop Python 2.7 as not supported by IB API. Also seemed to install the `ibapi` module, but tests still failed with no such module found.