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Systematic Trading in python
Does a lot of things. As base class for data 'pipelines' should include dataBlob property rather than using in broker data objects. Does it make sense to have it inherited...
Prevents us getting stuffed by a flash crash. Forced to rerun system in the event of a genuine large price move.
Have you considered generating HTML instead of PDF, or as a preliminary to it? One benefit of HTML is that you could include charts in the emailed reports, and mixing...
I have encountered an issue with the /reconcile endpoint in the Dashboard. The endpoint works correctly on the first request but fails to load on the second and subsequent requests....
Update the installation files for MacOS on ARM and comply with newer setuptools rules
Existing code and message tells is should not wait more than 60 sec. It looks like a bug.
``` Configuring sim logging sysproduction.interactive_update_capital_manual.interactive_update_capital_manual: Interactive session that allows you to manipulate capital manually :return: Nothing Arguments: [] 2024-05-03 13:28:42 DEBUG config {'type': 'config', 'stage': 'config'} Adding config defaults No...
The current code provides an option to forward fill prices as an alternative when the forward price can't be inferred from the current priced contract. A potentially more accurate alternative...
Recently I've been getting errors for a failure to find various LME contracts: {'component': 'ibFuturesContractData', 'instrument_code': 'NICKEL_LME', 'contract_date': '20241100'} Error! Cannot find active contract! Expired? interactive_update_roll_status.py not executed? I noticed...