zpeng / carshalton

Carshalton - A Trading Strategies test and simulator

Design

Modules

• Tobor

  • get the price data via data vendors based on configuration
    • from live session (Google Finance)
    • from past data source (local mock data)
  • make calculations (e.g SMA, KDJ, MACD etc)
  • create feed and push down to the Oracle

• Oracle

  • loads the strategies from the strategy base
  • give buy/sell advice based on position and other condition (watch list or holding list)
  • form an instruction and push down the Tobor

• Hugo

  • listen to Oracle and ready to receive instruction
  • execute the instruction via portfolio object

• Portfolio

  • holds the context of the program such as the watch list, investment size, etc
  • portfolio will be pass to other modules for reference
  • internally has a holding list (per stock) and transaction list (all the buy/sell transaction)
  • by the end of the day
    • calculate profit and loss based on the log transaction
    • write the transaction to a csv file
    • plot and save chart for each holding

Required libraries

• pandas
• matplotlib - charting
• pydispatcher - message dispatch and subscribe
• stockstats 0.2.0 - technical indicator calculation (SMA, KDJ etc)

How to run

• make sure you have installed the above package
• go to command line and type "py go.py"
• results are located under result folder

Data Issue

Google Finance has data issue for price on the 20/11/2017

To do:

• adding a logger