All Projects → finsight → Quiksharp

finsight / Quiksharp

Licence: other
Коннектор к торговому терминалу ARQA QUIK (Квик), который делает доступным весь функционал QLUA из .NET (C#)

Programming Languages

lua
6591 projects

Projects that are alternatives of or similar to Quiksharp

Grademark
An API for backtesting trading strategies in JavaScript and TypeScript.
Stars: ✭ 140 (-7.89%)
Mutual labels:  trading, quantitative-trading
T 1000
⚡️ ⚡️ 𝘋𝘦𝘦𝘱 𝘙𝘓 𝘈𝘭𝘨𝘰𝘵𝘳𝘢𝘥𝘪𝘯𝘨 𝘸𝘪𝘵𝘩 𝘙𝘢𝘺 𝘈𝘗𝘐
Stars: ✭ 143 (-5.92%)
Mutual labels:  trading, algotrading
Abu
阿布量化交易系统(股票,期权,期货,比特币,机器学习) 基于python的开源量化交易,量化投资架构
Stars: ✭ 8,589 (+5550.66%)
Mutual labels:  trading, quantitative-trading
Quantstats
Portfolio analytics for quants, written in Python
Stars: ✭ 823 (+441.45%)
Mutual labels:  quantitative-trading, algotrading
Quant
Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
Stars: ✭ 104 (-31.58%)
Mutual labels:  trading, quantitative-trading
Finta
Common financial technical indicators implemented in Pandas.
Stars: ✭ 901 (+492.76%)
Mutual labels:  trading, algotrading
Gdax Orderbook Ml
Application of machine learning to the Coinbase (GDAX) orderbook
Stars: ✭ 60 (-60.53%)
Mutual labels:  trading, quantitative-trading
Quantdom
Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]
Stars: ✭ 449 (+195.39%)
Mutual labels:  trading, algotrading
Wallstreetbets Sentiment Analysis
This program finds the most mentioned ticker on r/wallstreetbets and uses Vader SentimentIntensityAnalyzer to calculate the sentiment analysis.
Stars: ✭ 103 (-32.24%)
Mutual labels:  trading, algotrading
Reddit Sentiment Analysis
This program goes thru reddit, finds the most mentioned tickers and uses Vader SentimentIntensityAnalyzer to calculate the ticker compound value.
Stars: ✭ 97 (-36.18%)
Mutual labels:  trading, algotrading
Sgx Full Orderbook Tick Data Trading Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Stars: ✭ 733 (+382.24%)
Mutual labels:  trading, quantitative-trading
Tradingstrategies
Algorithmic trading strategies
Stars: ✭ 120 (-21.05%)
Mutual labels:  trading, quantitative-trading
Awesome Quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Stars: ✭ 8,205 (+5298.03%)
Mutual labels:  quantitative-trading, algotrading
Turingtrader
The Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.
Stars: ✭ 132 (-13.16%)
Mutual labels:  trading, quantitative-trading
Redtorch
Java开源量化交易开发框架
Stars: ✭ 528 (+247.37%)
Mutual labels:  trading, algotrading
Siis
Trading bot including terminal, for crypto and traditionals markets. Assisted or fully automated strategy.
Stars: ✭ 45 (-70.39%)
Mutual labels:  trading, algotrading
Awesome Algorithmic Trading
A curated list of awesome algorithmic trading frameworks, libraries, software and resources
Stars: ✭ 328 (+115.79%)
Mutual labels:  trading, quantitative-trading
Quantitative Notebooks
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Stars: ✭ 356 (+134.21%)
Mutual labels:  quantitative-trading, algotrading
Surpriver
Find big moving stocks before they move using machine learning and anomaly detection
Stars: ✭ 1,152 (+657.89%)
Mutual labels:  trading, algotrading
Strategems.jl
Quantitative systematic trading strategy development and backtesting in Julia
Stars: ✭ 106 (-30.26%)
Mutual labels:  trading, quantitative-trading

Gitter

QUIK#

QUIK# (QUIK Sharp) is the QUIK Lua interface ported to .NET.

QUIK# exposes all functions and events available in QLUA as C# async functions and events.

A simple Ping/Pong benchmark shows c.60 microseconds roundtrip time for QUIK (MacBook Air 2012). This is almost negligible compared to QUIK's native latency (from the terminal to a remote server).

Russian version

Install & Usage

The best way to use QUIK# is to install the NuGet package:

PM> Install-Package QUIKSharp

Version 1.0 is stable and should cover most use cases. If you need some functionality that is already implemented but is not included in the stable NuGet release then you could build the project from the master branch. That will give you the latest features and bug fixes.

If some functionality from QLUA is missing or you find a bug please submit a pull request.

A folder lua with all required scritps will be added to your project. Start QuikSharp.lua script from QUIK and never stop it manually (it will be started automatically when QUIK starts). See demo applications and unit tests for usage examples in C#.

Why use .NET for QUIK

(and not Lua or DDE or other libs)

  • Because implementing trading systems with 3rd party closed source code with unclear licensing and support is risky and leads to vendor lock-in (even tested and popular like StockSharp).

  • Because QUIK's Lua interface is dumb, slow and painful - while .NET is smart, fast and pleasure to work with.

  • Because QUIK is a niche legacy soft that has its market share for historical reasons. One should not invest more than a minimum into such software, but should abstract away its idiosyncrasies as much as possible. Most platforms have .NET API and it is the choice for new development.

Who owns QUIK#?

QUIK# is owned by all its authors and contributors. This is an open source project licensed under the Apache 2.0 license. There are open issues in the issues tab that still need to be taken care of, feel free to pick one up and submit a patch to the project.

QUIK workstation and trademark are owned by ARQA Technologies. This project is not affiliated with the company in any way and our use of the name is fair use - we just make the live of the terminal users simpler and happier!

License

Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at

http://www.apache.org/licenses/LICENSE-2.0

This software is distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.

Note that the project description data, including the texts, logos, images, and/or trademarks, for each open source project belongs to its rightful owner. If you wish to add or remove any projects, please contact us at [email protected].