pysystemtrade

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Hi there, might be a minor issue, but I think the roll config of NASDAQ_mini is wrong: NASDAQ_mini,HMZ,-5,1,HMZ,18 According to https://www.cmegroup.com/markets/equities/nasdaq/e-mini-nasdaq-100.contractSpecs.html it has quarterly contracts, so the roll config should...

oldirtybasti

Bunch of new markets added create error on whatif orders

1

robcarver17

Add commissions from IB to spread check report and update script

1

robcarver17

Clean install, PyYAML 5.4 error

2

TLDR - PyYAML 5.4 has an error upon installation. Clean install on Mint 21.3 Python version Python 3.10.12. PST version https://github.com/robcarver17/pysystemtrade/commit/05184ea82e2a456158573bd907c56568d8767da8 running `pip install -r requirements.txt` PyYAML fails to install...

rorymac

Start collecting open interest data?

1

An idea for a potential new feature: collecting open interest data. IB provides it, so it shouldn't be hard at all. Example code: ``` from ib_insync import * util.startLoop() ib...

VMatthijs

better failure modes

robcarver17

New report - live vs sim performance

2

robcarver17

robcarver17

Suggest list of correlated markets not in duplicate markets Suggest duplicated markets that aren't really duplicated

robcarver17

Unify disparate caching code

1

robcarver17