This script was designed to help Prof Schwarz collected data variation in execution times between brokers and other necessary metrics
The script was developed by Sanath Nair
Make a copy of .test.env and name it .env. Fill in the fields in the env file with
the your respective data.
In the updated_api.py file go to the line:
if __name__ == "__main__":And set the start time, interval between buy and sell, and interval between groups to your liking.
Thats pretty much it. Just monitor the console for error messages and the program_info.json file for information about the program as it is running
NOTE - Somtimes the program_info.json file may not show the changes immediately in your IDE of choice. Close the file in your IDE and open it again to see the latest changes.
The program was designed with very simple OOP principle of inheritance and polymorphism.
The ./utils/broker.py file contains the class interface for all brokers. Each specific broker inherits from this class and implements the methods listed. In addition, each class is responsible for updating the placed trade list which is then saved to a CSV at the end of the day
Occasionally there will be a report that's last row contains the entry for bank interest. The report generation program will crash on this report. Just delete that row and rerun from the report it failed on.