Building an automated trading system in Python

I would appreciate your opinion and feedback on my plan.

I'm hooking up with a prop firm that offers a C++ API. My plan is to expose the functionality to python using SWIG, then build a GUI to connect, load strategies(python scripts), monitor positions, PNL, BP, etc. This will also be used to dynamically adjust parameters without stopping the strategies.

 

i use python and R whenever I can but in your case using c++ might be easier. if you're set on using python I suggest boost.python
http://www.boost.org/doc/libs/1_40_0/libs/python/doc/index.html

or just distribute the data on a messaging queue.

As for any guis I would go c# or java and use some drag/drop editor like visual studio or netbeans

 

Many moons ago there was an ATS framework called ProfitPy on Sourceforge. Not sure if it's still alive though.

What windowing toolkit do you plan to use for the GUI?

 

That looks interesting. Thank you.

 

PyQt

 

To build a more general automated trading system with Python that connects through Interactive Brokers rather than that prop firm, here's a tutorial that I made as I went through it. It works well.

Just thought it might be useful.


Regards,
Max

maxdama.com

 

Thanks, Max. I'll check out.