API docs¶
Release 0.3.2.
Algo¶
-
class
aqtlib.algo.Algo(instruments, *args, **kwargs)[source]¶ Algo class initilizer.
- Parameters
instruments – list List of IB contract tuples.
resolution – str Desired bar resolution (using pandas resolution: 1T, 1H, etc). Default is 1T (1min)
bars_window – int Length of bars lookback window to keep. Defaults to 120
timezone – str Convert IB timestamps to this timezone (eg. US/Central). Defaults to UTC
backtest – bool Whether to operate in Backtest mode (default: False)
start – str Backtest start date (YYYY-MM-DD [HH:MM:SS[.MS]). Default is None
end – str Backtest end date (YYYY-MM-DD [HH:MM:SS[.MS]). Default is None
data – str Path to the directory with AQTLib-compatible CSV files (Backtest)
output – str Path to save the recorded data (default: None)
Porter¶
-
class
aqtlib.porter.Porter(*args, **kwargs)[source]¶ Porter class initilizer
- Parameters
symbols – str IB contracts CSV database (default: ./symbols.csv)
ib_port – int TWS/GW Port to use (default: 4002)
ib_client – int TWS/GW Client ID (default: 100)
ib_server – str IB TWS/GW Server hostname (default: localhost)
db_host – str PostgreSQL server hostname (default: localhost)
db_port – str PostgreSQL server port (default: 3306)
db_name – str PostgreSQL server database (default: aqtlib_db)
db_user – str PostgreSQL server username (default: aqtlib_user)
db_pass – str PostgreSQL server password (default: aqtlib_pass)
db_skip – str Skip PostgreSQL logging (default: False)