25 lines
821 B
Markdown
25 lines
821 B
Markdown
# ATS Esper
|
|
|
|
An automated FOREX trading system. Write stream processing directives to
|
|
make realtime trades against the OANDA API. Also works in historical
|
|
mode to test rulesets against a dump of stock tick activity.
|
|
|
|
## Setup
|
|
|
|
- Copy `config/config.properties.sample` to `config/config.properties`.
|
|
- Edit `config/config.properties` to add OANDA account settings.
|
|
- See `epl/trading_system_1.epl` as a starting point for defining the ruleset.
|
|
|
|
## Run
|
|
|
|
If running from a distribution zip file, unzip and cd into the ATS_Esper
|
|
directory, then:
|
|
|
|
`./bin/ATS_Esper -h csv/EURUSD-2017-01-small.csv epl/trading_system_1.epl`
|
|
|
|
If running from a git checkout using gradle, the equivalent is:
|
|
|
|
`./gradlew run -PrunArgs="-h csv/EURUSD-2017-01-small.csv epl/trading_system_1.epl"`
|
|
|
|
Logs will be written to stdout and `logs/run.log`.
|