Metadata-Version: 1.0
Name: pysentosa
Version: 0.1.18
Summary: Pysentosa - Python API for sentosa trading system
Home-page: http://www.quant365.com
Author: Wu Fuheng
Author-email: henry.woo@outlook.com
License: GPL
Description: pysentosa - Python API for sentosa trading system
        ============================================================================================
        
        - pysentosa is the Python API for sentosa trading system written by Wu Fuheng
        
        - WebSite: http://www.quant365.com (Quant365 - Trading with Science and Technology)
        
        - OS: Linux Ubuntu 15.04 64bit
        
        - Installation:
        
          ::
        
            sudo apt-get install -y python-pip libboost-all-dev libmysqlclient18 libyaml-cpp0.5
            sudo easy_install http://pypi.python.org/packages/2.7/p/pysentosa/pysentosa-0.1.18-py2.7.egg
            pip install pyyaml pymysql netifaces websocket-client nanomsg setproctitle psutil
        
        - Launch your IB TWS.
        
        - Run your strategy to trade
        
          Run demo:
        
          ::
        
            from pysentosa.demo import run_demo
            run_demo()
        
          Sample code:
        
          ::
        
            from pysentosa import Merlion, TT
            from ticktype import *
        
            m = Merlion()
            target = 'SPY'
            m.track_msg(target)
            bounds = {target: [200, 250]}
            while True:
              symbol, ticktype, value = m.get_mkdata()
              if symbol == target:
                if ticktype == ASK_PRICE and value < bounds[symbol][0]:
                    m.buy(symbol, 100)
                    bounds[symbol][0] -= 10
                elif ticktype == BID_PRICE and value > bounds[symbol][1]:
                    m.sell(symbol, 100)
                    bounds[symbol][1] += 10
        
Keywords: sentosa,python
Platform: Independant
