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Trading Strategies >> Development >> Strategy Container
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Message started by Algo Designer on 03/19/09 at 07:24:31

Title: Strategy Container
Post by Algo Designer on 03/19/09 at 07:24:31

Has anyone come across any decent open source strategy container (or an interface definition) in Java or any other mainstream language?

To avoid any differences in the terminology, by a strategy container I mean an interface for a trading strategy class, an environment that initialises it and a context interface passed into the strategy (e.g. by using dependency injection) containing references to services such as market data, reference data, order executions service, messaging service (for communicating between strategies), etc.

Title: Re: Strategy Container
Post by Yury R on 03/20/09 at 19:31:34

That is exactly what ActiveQuant is for. Or have you looked at it and didn't like it?

Title: Re: Strategy Container
Post by Algo Designer on 03/21/09 at 09:16:16

No, I have never come across it, but will definitely take a look!