Gahow Wang
dc94f63839
Connects to IB Gateway through ib_async and trades the S&P 500 with the UpCap+MomGap factor combo ported from quant-trading's fc_up_cap_mom_gap_daily: signal on opens through today's open, equal weight top 10, MOC orders filled at today's close, 10% resize band. - make universe/bars/check/plan/submit/fills for the daily loop; refuses non-paper accounts unless allow_live, open orders, stale bars, and orders outside 09:31-15:45 ET - make backtest replays the live loop day by day with plan_orders and IBKR Fixed commissions; selection uses each day's index members - make bars fails fast when the Gateway's historical farm is down Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
26 lines
488 B
TOML
26 lines
488 B
TOML
[project]
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name = "ibkr-quant"
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version = "0.1.0"
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description = "Daily-rebalance quant trading on Interactive Brokers"
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authors = [
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{ name = "Gahow Wang", email = "gahow.wang@gmail.com" }
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]
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requires-python = ">=3.12"
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dependencies = [
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"ib-async>=2.1.0",
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"lxml>=6.1.3",
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"pandas>=3.0.6",
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]
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[project.scripts]
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ibkr-quant = "ibkr_quant.cli:main"
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[build-system]
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requires = ["uv_build>=0.9.0,<0.10.0"]
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build-backend = "uv_build"
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[dependency-groups]
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dev = [
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"pytest>=9.1.1",
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]
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