Reference
-
Brokers
Provides interfaces for order execution via a simulated broker and adapters to real venues.
-
Dashboard
Provides a web dashboard for running backtests and viewing run history.
-
Datafeeds
Provides data feed components for ingesting market data into the system.
-
Events
Defines the event message objects propagated through the system.
-
Indicators
Provides a library of common technical indicators and a base class for creating custom ones.
-
Messaging
Provides the infrastructure for event-based communication between system components.
-
Models
Defines the fundamental domain concepts used throughout the trading system.
-
Orchestrator
Orchestrates the execution of a trading run and records all events to a SQLite database.
-
Secmaster
Provides a schema for creating and utilities to populate the security master database.
-
Strategies
Provides a base class for creating custom trading strategies and provides example strategies.