pysystemtrade
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robcarver17
Systematic Trading in python
I have non-monotonically increasing timestamps in a spread data series which causes the spread report to fail. https://github.com/robcarver17/pysystemtrade/blob/develop/sysproduction/reporting/data/costs.py#L273 EUROSTX 2024-04-16 23:58:51.804114 ┆ 1.0 2024-04-17 10:10:24.303295 ┆ 1.0 2024-04-16 23:58:51.804114 ┆...
diagPrices changed to diag_prices in rollcalendars_from_arcticprices_to_csv.py and multiple_and_adjusted_from_csv_to_arctic.py
I'm trying to get a production system going that, at least at first, I intend to use to generate orders and manually inter them into IB. I also plan to...
Bumps [pymongo](https://github.com/mongodb/mongo-python-driver) from 3.11.3 to 4.6.3. Release notes Sourced from pymongo's releases. PyMongo 4.6.2 Release notes: https://www.mongodb.com/community/forums/t/pymongo-4-6-2-released/267404 PyMongo 4.6.1 Release notes: https://www.mongodb.com/community/forums/t/pymongo-4-6-1-released/255752 PyMongo 4.6.0 Release notes: https://www.mongodb.com/community/forums/t/pymongo-4-6-0-released/251866 PyMongo 4.5.0 Release...
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Sadly due to : _Unfortunately, our dear brother Ewald de Wit passed away monday, March eleven as a result of a serious illness last year. Although we were not involved...
- bump pyyaml version to 6.0.1 - fix black failures - update action versions
Hi Everyone, I just pulled the latest master after a long time in order to switch to parquet. When running the transfer script I am getting the following error, any...
Where can I find the implementations of these futures strategies for intraday data, such as hourly data? Has anyone implemented these?
I did this PR once before, but I think you need to correct them in your database. The incorrect codes are back after you updated this file.
