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  • Dec 02 03:48
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  • Dec 01 16:30
    sourcery-ai[bot] commented #278
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  • Dec 01 16:30

    riven314 on add-alpaca-to-momentum-scanner

    alpaca API WIP (compare)

  • Dec 01 15:44
    sourcery-ai[bot] commented #278
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    sourcery-ai[bot] commented #278
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    riven314 on add-alpaca-to-momentum-scanner

    (1) rename var in run_polygon (… (compare)

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    sourcery-ai[bot] commented #278
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    riven314 on add-alpaca-to-momentum-scanner

    first commit (compare)

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  • Nov 29 19:45
    sourcery-ai[bot] commented #268
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    sourcery-ai[bot] commented #268
Joshua Kang
@guppykang
ahh I just started using this today, so probably backtester :). thanks, i'll take a look tonight
@amor71
@amor71
@guppykang assuming you're referring to https://amor71.medium.com/liualgotrader-part-ii-putting-it-all-together-1d447650808b then it uses backtester not trader
@guppykang LMK if that helps
2 replies
@amor71
@amor71
@/all Guys - I appreciate everyone's time - and I understand it's not trivial to start using a platform like Liu and may the documentation is not "tutorial" enough or explains concept enough. I would love to hear your opinions on how you think we should improve the documentation to simplify the "onboarding" of new users. Thank you.
3 replies
Joel Brass
@jbrass
@amor71 I just reviewed the third article. I attempted to backtest the trendfollow strategy first. It looks like the trendfollow strategy is pointing to a library that is in another package. https://github.com/amor71/trading_strategies/blob/master/strats/trendfollow.py#L40 .
I was able to fix it by copying trading_strategies/common/trend.py to into liualgotrader/common/ and rebuilding the module
@amor71
@amor71
@jbrass you shouldnt do that. Its a seperate repo - you should have cloned it ..
in fact you dont need clone the framrwork at all. Just pip install it.
@amor71
@amor71
@/all LiuAlgoTrader v. 0.3.22 released. Thanks much to @riven314 for driving this version.
@amor71
@amor71
@/all v.0.3.25 will be released in a week, includes several performance improvements and new tools. Pull Request open if anyone wants to take a look. It uses OpenTelemetry for tracing and app-monitoring
@amor71
@amor71
NOTE: pull-request merged. master is now latest, I will be running several tests over the next few days and release next week. New Medium article to follow w/ details on how to monitor and trace thruput for day-trading purposes.
@amor71
@amor71
@/all As part of the new release, which focuses on performance improvements, monitoring, tracing, and tuning, I'm sharing here a draft of an accompanying Medium article that I will be publishing later this week / early next week. https://medium.com/@amor71/liualgotrader-internals-performance-tuning-4cbb24fb7eba
Happy for any comments or questions. Have a nice evening (or morning, wherever you are...)
@amor71
@amor71
v0.3.25 was released
@amor71
@amor71
v.0.3.27 released (fix in liu quickstart wizard)
@amor71
@amor71
@/all I would like to share with you that I've started working on adding Crypto features. I'm currently working on a branch to support back-testing crypto-related strategies. Any questions / ideas / suggestions are welcome. Post backtesting I would like to add support for trading, and my primary long-term interest would be on Crypto Futures. Happy to discuss further.
konstik37
@konstik37
Hello, anyone can help me? Where is the config file where I must to set a APCA_API_SECRET_KEY ?
konstik37
@konstik37
I was run liu quickstart for first setup but cant find where config file env
@amor71
@amor71
@konstik37 welcome and thanks for reaching out. You just need to setup the environment variables prior to running liu quickstart. If not clear direct message me here and I'll try to help further.
konstik37
@konstik37

@konstik37 welcome and thanks for reaching out. You just need to setup the environment variables prior to running liu quickstart. If not clear direct message me here and I'll try to help further.

thx, it is work done

Alex Lau
@riven314
excited to hear about adding Crypto features!
@amor71
@amor71
Tearsheet (generated by QuantStats).pdf
This message was deleted
@riven314 Here is a sample BTC/USD arbitrage backtesting, which already bakes in Gemini exchange transaction costs. The platform now supports Equities and Crypto asset types w/ several modifications to back-testing. I'm now going to integrate trading
Data coming from Polygon.io
Alex Lau
@riven314
ok it looks really nice!
by integrating trading data from polygon.io, do u mean my current ticket?
@amor71
@amor71
@riven314 no I'm still waiting for your ticket. the data_loader() class is already integrated w/ the Polygon data-connector. Your ticket is on the scanner level (creating a momentum scanner on top Alpaca I think). LMK if I missed something?
Alex Lau
@riven314
got it
I will have more bandwidth from next week thanks to block leave
shall I finish the ticket on next week?
is my ticket independent of urs?
@amor71
@amor71
@riven314 yes, sure, that’s fine. Enjoy vacation
dkossack
@dkossack
I am trying to 'put it all together...' All seems to be in place but when I run backtester it gets me to 'instantiated 1 strategies', appears to run for 2-3 minutes, but does not appear to be any buy/sell. When I run notebook portfolio_analysis.ipynb it chokes at calc_portfolio_returns: 'liualgotrader.common.config' has no attribute 'db_conn_pool'. I can't help but feel that this is something real simple... (liualgotrader - 0.3.27, psql 14). Any insight would be appreciated. Tx
2 replies
@amor71
@amor71
@dkossack
@amor71
@amor71
@/all I'm planning on pushing to master the Crypto branch this weekend, in case anyone wants to preview. it will be officially released later next week.
1 reply
@amor71
@amor71
Crypto has been merged to master. I will continue to run test and release an "official" version.
@amor71
@amor71
Version 0.4.0 was released
0206pdh
@0206pdh
Hi, I'm South Korean and I want to help you translate README.md to korean.
Is it okay to translate your README.md? Thank you
@amor71
@amor71
@0206pdh sure thing, and thank you
Alex Lau
@riven314
Found another similar project that could be a reference for us:
@amor71
@amor71
@riven314 thanks for bringing this up. I looked at the project before. It's crypto-only but nicely documented. which aspects/features do you suggest we learn from? it's a good idea
Alex Lau
@riven314
  1. comprehensive and well-written doc
  2. integration with major brokers (e.g. IB)
  3. telegram integration for alarming
I think (1) is critical to us if we look for a strong community growth
@amor71
@amor71
that's a very valid point. @riven314
@amor71
@amor71
@/all I will be releasing v. 4.10 over the next few weeks - it supports multiple accounts and trade-plan in DB. This means it's possible to use the framework to build trading applications on top of it. I'm also adding support for Alpaca Brokerage APIs. If anyone has questions, LMK.
@amor71
@amor71
t='source ~/venv/trades/bin/activate && cd ~/dev/trades && source ~/dev/algo/tools/set_keys.bash && echo Ready to Trade!'
@amor71
@amor71
export PYTHONPATH=.
@amor71
@amor71
@/all Happy Thanksgiving Community!