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cTrader OpenData Conversion

Why

Quants is hard to find an easy way to analysis data in R / Python. This package means to make Quants' life more easier.

Getting started

  1. Run ctrader

  2. Open TaskManager to locate the path of ctrader.

  3. 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

  1. Add all 5 libraries to the project.

  2. Download Historial Tick Record from server, and ensure you've selected Tick data from Server option.

  1. Once the historial tick data downloaded into your computer, find the Backtest Cache directory.
%USERPROFILE%\AppData\Roaming\xxxxxxxx cTrader\BacktestingCache
  1. 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);

License

cTrader OpenData is licensed under the MIT license.

Contributing

Feel free to throw your idea on new integration, features, and contribution to this repo.