Eclipse feature installation - lsgro/quantcomponents GitHub Wiki

Standalone

  • Open Help -> Install New Software... and install feature QuantComponents base modules from the update site:
    https://sourceforge.net/projects/quantcomponents/files/eclipse-4.x-update-site

Configuration to use Interactive Brokers (only for IB clients)

  • Create a configuration directory for your installation. For example:
  • on Win: C:/Users/<your user>/quantcomponents
  • on MacOS: /Users/<your user>/quantcomponents
  • on Linux: /home/<your user>/quantcomponents
  • Create the IB configuration file, named com.quantcomponents.ib.adapter.cfg, into the configuration directory just created.
    Here you find an example file.
    NOTE: Double-check the file name and directory of this file, since the framework initialisation depends on it. The actual parameters do not need to be real, although if an IB client cannot be found, you won't be able to do much.
  • Change the IB configuration file according to your environment. These are the parameters, all mandatory:
  • host: the host where the IB client is running, or localhost if the client is running on the same machine as Eclipse.
  • port: the API port of the IB client. Default value is 7496. Make sure that API connectivity is enabled in the IB client configuration.
  • clientId: a number to identify QuantComponents as an IB API client. Any number will do.
  • accountId: the IB account ID of your paper account (well... to begin with!).
  • firstRequestNo: a value to initialize the request number for API requests to IB. 0 is fine in normal circumstances.
  • noMktDataLinesKey: this parameter is an index into a table defining the number of market data lines you are entitled to ( 0: less than 499; 1: 500 - 749; 2: 750 - 999; 3: 1000). Please refer to the IB API documentation for further information. In most cases the correct value is 0.
  • Edit the Eclipse initialization file eclipse.ini (in the Eclipse installation directory, on MacOS in the Eclipse.app/Contents/MacOS/ subdirectory of it), appending the following line to it:
    -Dfelix.fileinstall.dir=C:/Users/<your user>/quantcomponents,C:/Users/<your user>/quantcomponents/plugins
    substituting C:/Users/<your user>/quantcomponents with the directory created in (2).
    NOTE: Double-check the name of the directory since the framework initialisation depends on the IB configuration file to be found there. Do not worry about the fact that the second directory (C:/Users/<your user>/quantcomponents/plugins) does not exist yet: it will be automatically created when you deploy a new strategy at runtime.
  • Make sure that eclipse.ini includes this property: --XX:MaxPermSize=256m or something similar (it should be there by default), otherwise your instance risks crashing due to the additional amount of classes loaded by the new modules.

Client-server

Nothing there yet. The client-server configuration is still experimental, and there is not enough documentation at this time. Contact me at [email protected] for further information.

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