There are two ways to use roboquant:

1. Interactively in a Jupyter notebook. If you want to get up and running quickly, and want to experiment with many strategies, this is the best approach. Additionally, you get many charts out-of-the-box.

2. As a library in your own Kotlin or Java application. If you plan to develop large and complex trading strategies, this is the good approach since you have the full power of an IDE like IntelliJ IDEA at your disposal.

If you have already Docker installed, it only takes a single command to have a fully functional Jupyter Lab environment available:

This will pull the image from DockerHub and run it on your local machine. The image comes with several notebooks that demonstrate how to develop and run your own strategies.

If you don’t have Docker yet installed on your computer, check out Docker get started and download Docker for Desktop from there. If you are running Linux, then your distribution likely already has Docker included.

If you don’t want to install anything locally, you can:

1. Try some same notebooks right now in your browser by clicking:

2. Go to JetBrains Datalore and create an account there. It supports Kotlin Notebooks and has a free tier available if you just want to try it out.

Just add roboquant as a dependency to your build tool, like Maven or Gradle.

Maven

Gradle

Next to roboquant, the following additional artefacts are available for inclusion in your application:

• roboquant-crypto Adds support for many of today’s most popular crypto exchanges

• roboquant-extra Adds out-of-the-box integrations with 3rd party brokers and market data providers.

• roboquant-ta Adds support for technical analysis indicators and strategies

• roboquant-jupyter Adds support for running roboquant inside Jupyter Notebooks

• roboquant-ibkr Adds support for Interactive Brokers

First start with cloning the roboquant GitHub repository to your local disk. The quickest way to be up and running is then to install IntelliJ IDEA (either the free community edition or the paid Ultimate version) and open the directory you just cloned. IntelliJ IDEA will recognize it as Kotlin/Maven project, and you can build it and run test directly from the IDE.

Roboquant uses a directory setup that is similar to most other Kotlin projects:

All source code is written in Kotlin, so there are no Java or other language source files.

Roboquant uses Maven for the build process and assuming you already have this installed, building and installing the libraries locally, is as easy as:

The build and install is tested using JDK 17 runtime, however the generated libraries are targeted against JDK 11 in order to provide better compatibility for projects that still use older versions of the JDK.

If you want to deploy a release (and not just a SNAPSHOT) to Maven Central, use the -P release option. This will then also generate source- and documentation-jar files which are mandatory when deploying a release to Maven Central. It will also always build and deploy the roboquant-ibkr module, so you’ll need the locally install IBKR Java client library.

Of course this requires the having the right credentials for deploying to the Maven Central repo.

If you don’t require integration with Interactive Brokers for your trading, you can skip this step.

Unfortunately it is not allowed to redistribute the Interactive Brokers Java client, so you’ll have to download the TwsApi.jar file yourself. You can download version 10.20 from here: https://interactivebrokers.github.io/# and within the downloaded archive file you’ll find the required TwsApi.jar.

Then install the jar file in the local Maven repository on your machine using the following command:

After this step, you can install the modules including the roboquant-ibkr module

There is a special doc profile to generate documentation and see if there is something missing

Please note the release profile has its own dokka task to generate a javadoc jar file.

To run the built-in performance test, you can use the following command

The output should look something like this: