v1.0.0
v1.0.0
is the first usable release of the framework. Accounts & orders management features are now implemented, so as placing orders. It's a usable framework for actual trading as of this release. However, it's NOT compatible with pervious versions as a lot of the functions got revamped, including the functions for fetching the historical data.
Added:
- Support of requesting and managing account & portfolio data.
- Support of requesting active orders & orders management (including order placing, cancellation, and order status updates, etc..).
- Connection status event listener to notify the connection status between the client program and IB TWS/Gateway.
- Handling for unexpected connection drops.
- Resources will be released and on-going tasks will all be terminated on disconnected.
- Corresponding interfaces for most if not all public classes for easy mocking, so it's gonna be easy to backtest the strategies and use the same set of strategy code for both backtest and live trading.
Changed:
- Reordered the grouping of packages and modules (breaking change).
IBBridge.req_historical_ticks
now works as an async iterator.
Removed:
- All deprecated functions.
- Deprecated script
cmd/fetch_us_historical_ticks.py
.