T
Troy Melhase
ProfitPy - An Automated Stock Trading Toolkit for Python
=============================================================================
ProfitPy 0.1 Released 11 September 2004
What is ProfitPy?
-----------------------------------------------------------------------------
ProfitPy is a set of libraries and tools for the development, testing, and
execution of automated stock trading systems[1]. The main web site for the
toolkit is here:
http://profitpy.sourceforge.net/
Specifically, ProfitPy is a collection of Python packages, modules, and
scripts that work together to help you implement an automated stock trading
program (or programs). The package features:
* A library with classes for accounts, orders, tickers, and more
* A GUI program for executing and plotting trades in real-time[2]
* A GUI tool to collect ticker data for off-line use
* A CLI tool to back-test trading strategies
* Dozens of technical indicators and plotting widgets to display them
* An X11 keystroke tool for automating the TWS application
Screenshots
-----------------------------------------------------------------------------
A picture is worth a thousand words. It beats documentation, at least:
http://profitpy.sourceforge.net/screenshots.html
Where can I get ProfitPy?
-----------------------------------------------------------------------------
ProfitPy is available for download from SourceForge:
http://sourceforge.net/projects/profitpy
What are the requirements?
-----------------------------------------------------------------------------
ProfitPy requires the following packages. Newer versions may (or may not!)
be substituted:
* Python 2.3.4
http://www.python.org/
* PyKDE 3.11.3
http://www.riverbankcomputing.co.uk/pykde/
* PyQwt 4.0rc0
http://sourceforge.net/projects/pyqwt/
* SciPy 0.3
http://www.scipy.org/
* IbPy 0.4
http://sourceforge.net/projects/ibpy/
ProfitPy can make use of these optional components as well:
* The Eric3 Python IDE
http://www.die-offenbachs.de/detlev/eric3.html
The ProfitPy main GUI features a source code viewing widget. If the
Eric3 IDE is present and importable, its source editor widget will be
used instead.
* X11::GUITest
http://sourceforge.net/projects/x11guitest
The main GUI and the collection tool make use of a keystroke automation
script for TWS. This script requires the X11::GUITest Perl package.
ProfitPy applications and tools connect to the Interactive Brokers[3] client
application to receive data and send orders. This system, TWS, requires a
web browser capable of executing Sun(R) Java(tm) applets. TWS can also be
started directly with Sun(R) Java(tm) and the stand-alone package supplied
by IB.
What is Python?
-----------------------------------------------------------------------------
Python is an interpreted, interactive, object-oriented programming language.
It is often compared to Tcl, Perl, Scheme or Java.
Python combines remarkable power with very clear syntax. It has modules,
classes, exceptions, very high level dynamic data types, and dynamic typing.
There are interfaces to many system calls and libraries, as well as to various
windowing systems (X11, Motif, Tk, Mac, MFC). New built-in modules are easily
written in C or C++. Python is also usable as an extension language for
applications that need a programmable interface.
The Python implementation is portable: it runs on many brands of UNIX, on
Windows, DOS, OS/2, Mac, Amiga... If your favorite system isn't listed here,
it may still be supported, if there's a C compiler for it. Ask around on
comp.lang.python -- or just try compiling Python yourself.
The Python implementation is copyrighted but freely usable and distributable,
even for commercial use.
What is TWS?
-----------------------------------------------------------------------------
* IB's Trader Workstation can be run directly from your browser, or you can
install it on your PC and run it from your desktop. This Java based
application allows traders to quickly enter orders and see results.
* Direct Access: Unlike other "online" brokers that send your order through
an e-mail type system, IB offers a direct-access order entry system that
transmits your order to the proper market center, usually within one second
of entry.
* Real-Time Streaming Quotes: Display real-time, streaming quotes for markets
of interest to the investor. Quotes are live and change continuously as the
markets change, no periodic manual update or "refresh" is required.
What else?
-----------------------------------------------------------------------------
ProfitPy is Free Software and is concordantly licensed under the GPL. Refer
to the LICENSE file in the distribution for more information.
I never intended to release this code to the public. Much of it is specific
to my trading applications. Please note that the superficial design flaws
are very important, as they hide the fundamental ones. YMMV.
ProfitPy is not a product of Interactive Brokers, nor am I affiliated with
IB. I am a satisfied IB customer, of course.
The TWS demo system is available here:
http://interactivebrokers.com/cgi-pub/jtslink.pl?user_name=edemo
Thank you!
-----------------------------------------------------------------------------
Thank you, for I am very interested in your experience with ProfitPy.
Please drop me an note with any feedback you have.
--
Troy Melhase, (e-mail address removed)
--
Good and evil, reward and punishment, are the only motives to a rational
creature: these are the spur and reins whereby all mankind are set on work,
and guided. - Locke
[1] I trade stocks, not futures, options, or anything else, just stocks.
ProfitPy reflects this, but I know of nothing that limits the code to only
stocks.
[2] Please excuse the misuse of "real time". I understand that none of
this is true real time.
[3] Interactive Brokers website: http://www.interactivebrokers.com/
=============================================================================
ProfitPy 0.1 Released 11 September 2004
What is ProfitPy?
-----------------------------------------------------------------------------
ProfitPy is a set of libraries and tools for the development, testing, and
execution of automated stock trading systems[1]. The main web site for the
toolkit is here:
http://profitpy.sourceforge.net/
Specifically, ProfitPy is a collection of Python packages, modules, and
scripts that work together to help you implement an automated stock trading
program (or programs). The package features:
* A library with classes for accounts, orders, tickers, and more
* A GUI program for executing and plotting trades in real-time[2]
* A GUI tool to collect ticker data for off-line use
* A CLI tool to back-test trading strategies
* Dozens of technical indicators and plotting widgets to display them
* An X11 keystroke tool for automating the TWS application
Screenshots
-----------------------------------------------------------------------------
A picture is worth a thousand words. It beats documentation, at least:
http://profitpy.sourceforge.net/screenshots.html
Where can I get ProfitPy?
-----------------------------------------------------------------------------
ProfitPy is available for download from SourceForge:
http://sourceforge.net/projects/profitpy
What are the requirements?
-----------------------------------------------------------------------------
ProfitPy requires the following packages. Newer versions may (or may not!)
be substituted:
* Python 2.3.4
http://www.python.org/
* PyKDE 3.11.3
http://www.riverbankcomputing.co.uk/pykde/
* PyQwt 4.0rc0
http://sourceforge.net/projects/pyqwt/
* SciPy 0.3
http://www.scipy.org/
* IbPy 0.4
http://sourceforge.net/projects/ibpy/
ProfitPy can make use of these optional components as well:
* The Eric3 Python IDE
http://www.die-offenbachs.de/detlev/eric3.html
The ProfitPy main GUI features a source code viewing widget. If the
Eric3 IDE is present and importable, its source editor widget will be
used instead.
* X11::GUITest
http://sourceforge.net/projects/x11guitest
The main GUI and the collection tool make use of a keystroke automation
script for TWS. This script requires the X11::GUITest Perl package.
ProfitPy applications and tools connect to the Interactive Brokers[3] client
application to receive data and send orders. This system, TWS, requires a
web browser capable of executing Sun(R) Java(tm) applets. TWS can also be
started directly with Sun(R) Java(tm) and the stand-alone package supplied
by IB.
What is Python?
-----------------------------------------------------------------------------
Python is an interpreted, interactive, object-oriented programming language.
It is often compared to Tcl, Perl, Scheme or Java.
Python combines remarkable power with very clear syntax. It has modules,
classes, exceptions, very high level dynamic data types, and dynamic typing.
There are interfaces to many system calls and libraries, as well as to various
windowing systems (X11, Motif, Tk, Mac, MFC). New built-in modules are easily
written in C or C++. Python is also usable as an extension language for
applications that need a programmable interface.
The Python implementation is portable: it runs on many brands of UNIX, on
Windows, DOS, OS/2, Mac, Amiga... If your favorite system isn't listed here,
it may still be supported, if there's a C compiler for it. Ask around on
comp.lang.python -- or just try compiling Python yourself.
The Python implementation is copyrighted but freely usable and distributable,
even for commercial use.
What is TWS?
-----------------------------------------------------------------------------
(http://interactivebrokers.com/html/companyInfo/market_ib.html):
* IB's Trader Workstation can be run directly from your browser, or you can
install it on your PC and run it from your desktop. This Java based
application allows traders to quickly enter orders and see results.
* Direct Access: Unlike other "online" brokers that send your order through
an e-mail type system, IB offers a direct-access order entry system that
transmits your order to the proper market center, usually within one second
of entry.
* Real-Time Streaming Quotes: Display real-time, streaming quotes for markets
of interest to the investor. Quotes are live and change continuously as the
markets change, no periodic manual update or "refresh" is required.
What else?
-----------------------------------------------------------------------------
ProfitPy is Free Software and is concordantly licensed under the GPL. Refer
to the LICENSE file in the distribution for more information.
I never intended to release this code to the public. Much of it is specific
to my trading applications. Please note that the superficial design flaws
are very important, as they hide the fundamental ones. YMMV.
ProfitPy is not a product of Interactive Brokers, nor am I affiliated with
IB. I am a satisfied IB customer, of course.
The TWS demo system is available here:
http://interactivebrokers.com/cgi-pub/jtslink.pl?user_name=edemo
Thank you!
-----------------------------------------------------------------------------
Thank you, for I am very interested in your experience with ProfitPy.
Please drop me an note with any feedback you have.
--
Troy Melhase, (e-mail address removed)
--
Good and evil, reward and punishment, are the only motives to a rational
creature: these are the spur and reins whereby all mankind are set on work,
and guided. - Locke
[1] I trade stocks, not futures, options, or anything else, just stocks.
ProfitPy reflects this, but I know of nothing that limits the code to only
stocks.
[2] Please excuse the misuse of "real time". I understand that none of
this is true real time.
[3] Interactive Brokers website: http://www.interactivebrokers.com/