TMS lets you experiment trading strategies and algorithms on stocks market data, just as if it was on the real live market. Being able to simulate the live stream of market data lets you travel in time to any day of your choice as well as fast forward market data, letting you experiment with trading algorithms in seconds while testing them on days, weeks or months of market movements. With TMS you can simulate long and short positions, customizing the spreads so they match with the ones used by your preferred broker. TMS uses data from Alpaca Broker, so you can simulate trades on U.S. stocks as long as they are included in Alpaca.
The data used for the simulation has a granularity of 1 minute. With TMS you can:
- Automatically download market data for any U.S. stock of your choice (as long as it is included in Alpaca),
- Simulate a stream of live market data for any day,
- Test your trading algorithms and strategies in a simple environment, but as close as possible to the real environment on Alpaca so you can simply copy-paste your code between TMS and Alpaca,
- Customize spreads for broker: you can simulate different spreads depending on the broker you want to use (more customizations such as commissions will come soon!)
TMS is open-source software (MIT License), so you can utilize it in any project you like and modify it for your needs. Note that TMS is not associated to Alpaca in any way.
The best way to start with TMS is to follow the TMS_Examples_tutorial.