poetiq / poetiq

poetiq - Platform O' Electronic Trading In Q

POETIQ - Platform O' Electronic Trading In Q

Poetiq is a backtesting and algorithmic trading engine built in kdb+/Q.

Requirements

1. qutil - command line parsing utility

2. For testing and simulation use the buildhdb.q script to create a HDB equitysim with simulated equity data.

cd hdb
q buildhdb.q -S 104831        # seed random numbers generator for reproducible results

Installation

$ alias q='QPATH=~/q/lib:~/q/repo/poetiq'
$ alias bt='q ~/q/repo/poetiq/init.q -p 5000 --backtest'
$ cd poetiq

Run

$ bt src strategy/strategy1.q

Interactively:

q init.q
q) env.cfg.paths: `:src/`:strategy/strategy1.q / or write your own strategy
q) backtest[env]