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IQfeed support for backtrader



  • Hi,

    I've implemented IQfeed support for backtrader.
    It's quite functional from my point of view. I was able to test it with IB broker.

    It's in iqfeed branch of my github repo

    Let me know if you're interested in testing it, reviewing the code and any other kind of collaboration.

    Regards,
    Ed



  • Love it. Thanks Ed!
    My plan is to do something similar for Alpha Vantage &/or IEX at some point in the near future.
    I like where your repo is at and will keep a watchful eye.
    Cheers!
    Rob



  • Hi Ed,

    Did you consider submitting a pull request to backtrader's repository ? Seems like a pretty useful and important store/feed IMHO.

    I'm planning to use it in my system - will share any feedback I'll have of cause.

    Thanks for your work,
    Vlad


  • administrators

    The best way is to have it as an independent module, which anyone can use by simply importing the package as in (example, it can look entirely different)

    import btiqfeed
    
    ...
    
    data = btiqfeed.IQFeed(dataname='thename', credentials='mycredentials', option1='value1', ...)
    cerebro.addata(data)
    ...
    

    It may also follow te store pattern as in

    import btiqfeed
    
    iqstore = btiqfeed.IQFedd(credentials='mycredentials', ...)
    data = iqstore.getdata(dataname='thename', option1='value1', ...))
    cerebro.adddata(data)
    ...
    

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