I'm trying to start working on a fully automated algorithmic trading system, and I'm a little struggling with the framework to use.
The requirements I have in my mind are:
- Needs to support back-testing.
- Needs to be able to do paper/live trading with Interactive Brokers, without rewriting the code with their API.
- Needs to support most security types, like stock, option, future, Forex, etc.
For 1 and 2 I know there's quantopian. For 2 and 3 I know there are frameworks like pyalgotrade. But I can't find anything that support all the three.
If there is one solution can you give me some recommendations? Or if there's no such thing exists, can you tell me how you handle these problems, with minimum efforts?
Thanks a lot!