Metadata-Version: 1.0
Name: pysentosa
Version: 0.1.21
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 libyaml-cpp0.5
            sudo easy_install http://pypi.python.org/packages/2.7/p/pysentosa/pysentosa-0.1.21-py2.7.egg
            sudo pip install pyyaml 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
            from ticktype import *
        
            m = Merlion()
              target = 'SPY'
              m.track_symbol([target, 'BITA'])
              bounds = {target: [220, 250]}
              while True:
                symbol, ticktype, value = m.get_mkdata()
                if symbol == target:
                  if ticktype == ASK_PRICE and value < bounds[symbol][0]:
                      oid = m.buy(symbol, 5)
                      while True:
                          ord_st = m.get_order_status(oid)
                          print ORDSTATUS[ord_st]
                          if ord_st == FILLED:
                              bounds[symbol][0] -= 20
                              break
                          sleep(2)
                  elif ticktype == BID_PRICE and value > bounds[symbol][1]:
                      oid = m.sell(symbol, 100)
                      bounds[symbol][1] += 20
        
Keywords: sentosa,python
Platform: Independant
