Quants is hard to find an easy way to analysis data in R / Python. This package means to make Quants' life more easier.
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Run ctrader
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Open TaskManager to locate the path of ctrader.
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Identify following .net library which required to run this OpenData Data Conversion program.
Common.Domain.dll
Common.Domain.PCL.dll
ctrader.Automate.Small.V1.dll
ctrader.Automate.Small.V1.Backtesting.dll
Core.Framework.Extension.dll
Core.Framework.Extension.PCL.dll-
Add all 5 libraries to the project.
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Download Historial Tick Record from server, and ensure you've selected Tick data from Server option.
- Once the historial tick data downloaded into your computer, find the Backtest Cache directory.
%USERPROFILE%\AppData\Roaming\xxxxxxxx cTrader\BacktestingCache- Modify the account id to your account id, then compile and run the application.
var _account = "<<account id>>";
var _start = new DateTime(2013, 7, 22);
var _end = new DateTime(2020, 4,30);cTrader OpenData is licensed under the MIT license.
Feel free to throw your idea on new integration, features, and contribution to this repo.