Mariner Backtesting - Modules and APIs

Overview

The most commonly used modules are: cloudquant, cqlib, ktgfunc, and talib.

cloudquant modules

  • Account - Information related to the account object (account values, positions, pending orders, executed trades)
  • Market - Information related to the market data object (L1, imbalances, stats, bars)
  • Order - Information related to the order object (sending buy/sell order, canceling trades)
  • Service - Information related to the service object (time functions, feedback [alerts, files])
  • Strategy - Methods callable by the system and the structure of the event (the events that are passed into the system methods)

Client Library (CQ Lib) module

  • The Client library is available for those who are authorized to access CQ Backtesting through an API outside of the app.cloudquant.com environment.

ktgfunc module

The KTG module contains helper classes and functions to assist in common programming tasks.

TALib - The Technical Analysis Library

TA-Lib is widely used by quantitative researchers and software engineers developing automated trading systems and charts. This freely available tool allows you to gather information on over 200 stock market indicators.