├── README.md ├── output ├── Strat-CorrelRptr.txt ├── Strat-LmtOrdrs Backtest.txt └── Strat-Paris Backtest.txt └── src ├── Backtester ├── Backtester.py ├── StubOrderEvent.py ├── StubTickEvent.py └── __init__.py ├── StockOrder.py ├── StockPosition.py ├── StockTradable.py ├── Strat-CorrelRptr.py ├── Strat-Empty.py ├── Strat-LmtOrdrs.py ├── Strat-Pairs.py ├── ibDataTypes.py ├── ibHFT.py ├── ibUtil.py └── ticks 10 mins - Jun 25 2014.csv /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/README.md -------------------------------------------------------------------------------- /output/Strat-CorrelRptr.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/output/Strat-CorrelRptr.txt -------------------------------------------------------------------------------- /output/Strat-LmtOrdrs Backtest.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/output/Strat-LmtOrdrs Backtest.txt -------------------------------------------------------------------------------- /output/Strat-Paris Backtest.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/output/Strat-Paris Backtest.txt -------------------------------------------------------------------------------- /src/Backtester/Backtester.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/src/Backtester/Backtester.py -------------------------------------------------------------------------------- /src/Backtester/StubOrderEvent.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/src/Backtester/StubOrderEvent.py -------------------------------------------------------------------------------- /src/Backtester/StubTickEvent.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/src/Backtester/StubTickEvent.py -------------------------------------------------------------------------------- /src/Backtester/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /src/StockOrder.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/src/StockOrder.py -------------------------------------------------------------------------------- /src/StockPosition.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/src/StockPosition.py -------------------------------------------------------------------------------- /src/StockTradable.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/src/StockTradable.py -------------------------------------------------------------------------------- /src/Strat-CorrelRptr.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/src/Strat-CorrelRptr.py -------------------------------------------------------------------------------- /src/Strat-Empty.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/src/Strat-Empty.py -------------------------------------------------------------------------------- /src/Strat-LmtOrdrs.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/src/Strat-LmtOrdrs.py -------------------------------------------------------------------------------- /src/Strat-Pairs.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/src/Strat-Pairs.py -------------------------------------------------------------------------------- /src/ibDataTypes.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/src/ibDataTypes.py -------------------------------------------------------------------------------- /src/ibHFT.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/src/ibHFT.py -------------------------------------------------------------------------------- /src/ibUtil.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/src/ibUtil.py -------------------------------------------------------------------------------- /src/ticks 10 mins - Jun 25 2014.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jamesmawm/IB-Trading-Models-And-Backtester/HEAD/src/ticks 10 mins - Jun 25 2014.csv --------------------------------------------------------------------------------