All-in-one. Trading terminal with generic gateway implementation, tick backtester, charting, and performance evaluator for trading strategies. Supports stocks, FX, options, and futures with experimental support for crypto-currencies. May contain references to other libraries in this list that were not included in this repository.
- Core - cross-platform .NET Core class library with main functionality
- Chart - canvas visualization
- Estimator - class library measuring performance metrics, options, cointegration
- Data - quotes as CSV for stocks and JSON in ZIP for options, can write custom parser for other formats
- Gateway - gateway implementations for brokers and exchanges, including historical and simulated data
- Terminal - application that puts together orders, positions, performance metrics, and charts
- Derivative - application visualizing data option metrics, portfolio builder, etc
- Schwab
- Alpaca
- Simulation - virtual orders and market data
In order to create connector for preferred broker, implement interface IGateway.
Examples of simple trading strategies can be found in Terminal catalog.
