オープンソースの取引プラットフォーム

オイラはサラリーマンだけど、1度身体を壊して以来、不労所得に非常に興味があるのです。不労所得の定番は、副業で不動産や株・FXをやることみたい。

結構前から、株やFXの取引をプログラムに任せる「システムトレード」という概念を良く聞く。株価の急変動があるとその原因として挙げられたりもしている。(ハッキリとした因果関係はわからないけど。)

本当にそんな世界があるのなら、プログラムを自作して遊べないだろうか、と思って調べてたんだけど、意外と実践的な情報がみつからない。オイラ自身がその分野のキーワードを全然知らないのと、そもそも日本語で情報を公開している人があんまりいないみたい。

オイラがこの分野で知りたいことは2つあって、
1つは、現在の株価などを取得し、値上がりを予測するプログラムのオープンソースフレームワークは存在するのか。
2つ目は、証券会社側が自動で取引を行う為のAPIみたいなインターフェイスを設けているのか、という点。


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ということで、そういう観点で適当な英単語をキーワードにして調べてみたらこんなまとめを見つけた。↓

Open Source Trading Platforms List

tradelink

Write automated trading systems, connect with 17+ broker APIs

AIOTrade

AIOTrade (formerly Humai Trader Platform) is a free, open source stock technical analysis platform built on pure java.

manticore-trader

manticore-trader is a free and open java software for day trading warants on stocks, currencies and comodities. It includes modules for charting, position and risk management, automatic ordering and system trading. Instruments and quotes of the main financial markets are provided daily

G-BOT

G-BOT is a public academic project, headed by Prof. Tom Gastaldi (first University of Rome “La Sapienza”). The project is about the study of trading algorithms and fully automated strategies for systematic profitability.

Marketcetera

http://www.marketcetera.com/
Marketcetera focuses on building the key trading functions that are common to all organizations, thus freeing our clients to concentrate on proprietary trading algorithms and other specialized software that provide a competitive advantage.

Merchant of Venice

http://mov.sourceforge.net/
MOV is a stock market trading programme that supports portfolio management, charting, technical analysis, paper trading and genetic programming. Venice runs in a graphical user interface with online help and has full documentation.

EclipseTrader

http://eclipsetrader.sourceforge.net/
Eclipse Rich Client Platform (RCP) application featuring shares pricing watch, intraday and history charts with technical analysis indicators, level II/market depth view, news watching, and integrated trading.

JBookTrader

All aspects of trading, such as obtaining market prices, analyzing price patterns, making trading decisions, placing orders, monitoring order executions, and controlling the risk are automated according to the user preferences. JBookTrader is a “sister” project to JSystemTrader.

Matrex

http://matrex.sourceforge.net/
The perfect desktop tool for mathematical, statistical models and complex calculations. Adapters to matlab, scilab, octave, R.

OpenGamma

OpenGamma provides technology for financial institutions to improve analytics calculation and delivery to front-office and risk users.

Open Java Trading System

(Last Update 2010-08-14)

The Open Java Trading System (OJTS) is meant to be a common infrastructure to develop (stock) trading systems. There are four parts: gathering of raw data over the internet, recognition of trading signals, a visualization module and trading with banks.

Joone

Joone is a neural net framework written in Java(tm). It’s composed by a core engine, a GUI editor and a distributed training environment and can be extended by writing new modules to implement new algorithms or architectures starting from base component

Data Visualizer

(Last Update 2009-07-17)

an open source stock charting program which converts input spreadsheet and text file data into visual stock charts
Modular environment for graphical visualization of stock market type data SFL Java Trading System Enviroment (Last Update 2009-07-17) http://sourceforge.net/projects/sfljtse http://www.sflweb.org/index.php?blog=sfljtse Java application built on KISS principle ( Keep It Simple,Stupid ) and its aim is to provide a fast and platform indipendent infrastructure to develop and execute trading systems.

ActiveQuant

(Last Update 2009)
Somewhat heavy stuff, for proficient programmers only

JSystemTrader

(Last Update 2009)
Developed to work with Interactive Broker’s API, fully automated trading system (ATS) that can trade various types of market securities during the trading day without user monitoring.

Market Analysis System

(Last Update 2009-07-17)

Technical analysis and stock charting software for Windows, Linux, and UNIX
System for analysis of financial markets using technical analysis. Includes facilities for stock charting and futures charting, as well as automated generation of trading signals based on user-selected criteria. Operates on both daily and intraday data.

Oropuro trading system

(Last Update 2009)

Complete technical analysis & trading system, full set of features: retrieve, analyze EOD stocks data; manage multiple portfolios; technical analysis & graphical rendering; neural networks for generation of trading signals; support trader community,

AlgoTrader

AlgoTrader is an automated trading system (ATS) that can trade any type of security on any market available through InteractiveBrokers or FIX. All aspects of trading like getting market data, analyzing prices, taking trade decisions, placing orders & tracking executions can be automated.
Encog Encog Java and DotNet Neural Network Framework | Heaton Research Encog Ninjatrader Getting Started – Encog Machine Learning Framework

Encog

Encog is an advanced neural network and machine learning framework. Encog contains classes to create a wide variety of networks, as well as support classes to normalize and process data for these neural networks. Encog trains using multithreaded resilient propagation. Encog can also make use of a GPU to further speed processing time. A GUI based workbench is also provided to help model and train neural networks.
See wiki above for using with NinjaTrader

Free Statistical Software

More open source trading software…
http://ta-lib.org/hdr_lnk.html

Lokesh Madan
MD Algo Trading India LLC
http://algotradingindia.blogspot.in/2012/05/open-source-trading-platforms-list.html

いくつかリンク切れもあるので、後で整理する予定。Eclipseのプラグインっぽいのがあるのはちょっと驚き。

肝心の証券会社側のインターフェイスについてはまだ良く分からない。。。



2015/10/03追記:
Qiitaでも情報がチラホラ。

# pythonのアルゴリズムトレードライブラリ pythonのアルゴリズムトレードライブラリをいくつか紹介したいと思います。私が今回調べたのは以下の3つです。 * (
# 作ったモノ 次の機能を実装してみました 1. 最新の為替レートを取得し続けるプログラム 2. AIを稼働させ自動売買するプログラム 3. 最新のデータを元に新しいAIを遺伝的アルゴリズムで生成するプログラム 4. AIのパフォーマ...

OANDAが提供しているFX取引用APIというのがあるのね。
開発ガイドを読んでみるか。


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