quantum-trader

Quantum Trader

🤖 An intelligent autonomous trading system using a multi-agent architecture for algorithmic trading via Interactive Brokers

Overview

Quantum Trader is a sophisticated algorithmic trading system that leverages Interactive Brokers’ API to make trading decisions. The system uses a multi-agent approach where specialized components collaborate to analyze market data, assess risks, and execute trades.

Key Features

Multi-Agent Architecture

1. Technical Analysis Agent

   • Analyzes market data using multiple indicators:
     • SMA (20, 50, 200 periods)
     • EMA (12, 26 periods)
     • RSI
     • MACD
     • Bollinger Bands
   • Identifies trading patterns and signals

2. Sentiment Analysis Agent

   • Analyzes market sentiment from news and social media
   • Monitors multiple platforms (Twitter, Reddit)
   • Provides weighted sentiment signals

3. Risk Management System

   • Position size and portfolio exposure limits
   • Daily loss limits and drawdown protection
   • Trade frequency controls
   • Dynamic stop-loss using ATR

4. Trade Execution System

   • Supports market and limit orders
   • Slippage tolerance controls
   • Position sizing based on risk or fixed size
   • Order timeout management

Training Program

A comprehensive training program is included to help you understand and effectively use Quantum Trader.

Running the Training Program

1. Start the training server:

cd training
python3 server.py  # Runs on default port 7555
# Or specify a custom port:
python3 server.py --port 8000

2. Open your web browser and visit: http://localhost:7555 (or your custom port if specified)

Training Structure

1. Level 1: Getting Started (Trader - Basic)

   • Prerequisites
   • System Setup
   • Basic Operations
   • Risk Management Fundamentals

2. Level 2: Intermediate Trading

   • Advanced configuration
   • Portfolio management
   • Technical analysis implementation

3. Level 3: Advanced Operations

   • Custom strategy development
   • Advanced risk metrics
   • System optimization

Training Resources

• Interactive tutorials with step-by-step guidance
• Practical exercises to reinforce learning
• Progress tracking
• Quizzes to test understanding
• Comprehensive documentation for each module

Prerequisites

1. Python 3.10+

2. Interactive Brokers TWS or IB Gateway

   • Download and install from Interactive Brokers
   • Enable API connections in TWS/Gateway
   • Configure the socket port (default: 7497)
   • Enable auto-restart in TWS/Gateway
   • Disable ‘Read-Only API’ in TWS/Gateway configuration

3. Market Data Subscriptions

   • Appropriate market data subscriptions for your symbols
   • Permissions for the markets you want to trade

Quick Start

1. Clone the repository:

git clone https://github.com/zoharbabin/quantum-trader.git
cd quantum-trader

2. Create and activate a virtual environment:

python -m venv venv
source venv/bin/activate  # On Windows use `venv\Scripts\activate`

3. Install dependencies:

pip install -r requirements.txt

4. Configure the system:

   • Review and modify src/config/config.yaml for your needs
   • Key configurations include:
     • API connection settings
     • Risk management parameters
     • Trading execution preferences
     • Analysis thresholds

5. Start trading:

python -m src.cli.cli_interface --symbols AAPL MSFT GOOGL --mode paper

Required arguments:

• --symbols: List of stock symbols to trade
• --mode: Trading mode (‘paper’ or ‘live’, default: paper)

Configuration

The system is configured through src/config/config.yaml. Key sections include:

API Configuration

api:
  tws_endpoint: "127.0.0.1"
  port: 7497

Risk Management

risk_management:
  position_limits:
    max_position_size: 100
    max_portfolio_exposure: 0.25
  loss_limits:
    daily_loss_limit: 1000
    max_drawdown: 0.15
  trade_frequency:
    min_time_between_trades: 300
    max_daily_trades: 10

Technical Analysis

technical_analysis:
  indicators:
    sma_periods: [20, 50, 200]
    rsi:
      period: 14
      overbought: 70
      oversold: 30
    macd:
      fast_period: 12
      slow_period: 26
      signal_period: 9

Trading Execution

execution:
  order_types: ["market", "limit"]
  default_order_type: "limit"
  limit_order_timeout: 60
  slippage_tolerance: 0.001

System Output

The system provides detailed logging of all operations:

2024-11-10 18:24:20,523 - INFO - === Quantum Trader Starting ===
2024-11-10 18:24:20,523 - INFO - Mode: paper
2024-11-10 18:24:20,523 - INFO - Symbols: ['AAPL', 'MSFT', 'GOOGL']
2024-11-10 18:24:20,524 - INFO - Checking Interactive Brokers prerequisites...
2024-11-10 18:24:20,525 - INFO - Successfully connected to Interactive Brokers

Troubleshooting

Common Issues

1. Connection Problems

   • Verify TWS/Gateway is running
   • Check API connection settings in TWS/Gateway
   • Confirm port configuration matches config.yaml
   • Ensure proper permissions in TWS/Gateway

2. Market Data Issues

   • Verify market data subscriptions
   • Check symbol validity
   • Confirm market hours
   • Monitor data synchronization logs

3. Trading Issues

   • Check risk limits in config.yaml
   • Verify account permissions in TWS/Gateway
   • Monitor order status in logs
   • Review execution reports

Documentation

Detailed documentation is available in the docs directory:

• CLI Interface
• IB Connector
• Trading Logic
• Technical Analysis
• Sentiment Analysis

Testing

Run the test suite:

python -m unittest discover tests

Contributing

1. Fork the repository
2. Create a feature branch
3. Make your changes
4. Submit a pull request

License

This project is licensed under the MIT License. See the LICENSE file for details.