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  • Aug 15 21:38

    amor71 on alpaca_new_api

    stream, skeleton (compare)

  • Aug 15 21:36

    amor71 on alpaca_new_api

    WIP: early steps (compare)

  • Aug 15 14:07
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  • Aug 15 14:06

    amor71 on scheduled-update-2022-08-08

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  • Aug 15 14:06

    amor71 on scheduled-update-2022-08-15

    Update pandas_market_calendars … (compare)

  • Aug 15 14:06

    amor71 on scheduled-update-2022-08-15

    Pin coverage to latest version … (compare)

  • Aug 15 14:06

    amor71 on scheduled-update-2022-08-15

    Update yarl from 1.7.2 to 1.8.1 (compare)

  • Aug 15 14:06

    amor71 on scheduled-update-2022-08-15

    Update virtualenv from 20.16.2 … (compare)

  • Aug 15 14:06

    amor71 on scheduled-update-2022-08-15

    Update tzdata from 2022.1 to 20… (compare)

  • Aug 15 14:06

    amor71 on scheduled-update-2022-08-15

    Update types-urllib3 from 1.26.… (compare)

  • Aug 15 14:06

    amor71 on scheduled-update-2022-08-15

    Update torch from 1.12.0 to 1.1… (compare)

  • Aug 15 14:06

    amor71 on scheduled-update-2022-08-15

    Update types-requests from 2.28… (compare)

  • Aug 15 14:06

    amor71 on scheduled-update-2022-08-15

    Update streamlit from 1.11.1 to… (compare)

  • Aug 15 14:06

    amor71 on scheduled-update-2022-08-15

    Update stack-data from 0.3.0 to… (compare)

  • Aug 15 14:06

    amor71 on scheduled-update-2022-08-15

    Update streamlit from 1.11.1 to… (compare)

@amor71
@amor71
Towards ML w/ Liu : v0.0.80 released
@amor71
@amor71
Towards ML w/ Liu : v0.0.82 released - improvements to trading analysis, adding p-value calculation (per strategy) & bug-fixes.
@amor71
@amor71
0.085 released: adding basic portfolio management, improved docs & bug fixes. thanks @TheSnoozer
@amor71
@amor71
0.0.86 release -> Check out the stacked-LSTM sample notebook
@amor71
@amor71
0.0.87 -> bug-fix release
@amor71
@amor71
I'm working hard on adopting both Polyhon & Alpaca DATA moves..
@amor71
@amor71
still in process. if you have any questions, LMK!
@amor71
@amor71
revised version release to master, soon to be released as 0.1.00
@amor71
@amor71
Version 0.1.00 released
@amor71
@amor71
v. 1.0.6 released
@amor71
@amor71
Welcome! looking forward to comments, feedbacks & suggestions
Preview for the coming release!
@amor71
@amor71
master now includes v1.2 testing for several days before releasing
@amor71
@amor71
version 2.0.1 released (instead of 1.2)
@amor71
@amor71
v2.0.3 pushed
@amor71
@amor71
v3.0 published, switch to python 3.9 + quite a few analytics improvements
@amor71
@amor71
v3.2 released, draft medium post created
Double your $$$ w/ Liu!
@amor71
@amor71
amor71/LiuAlgoTrader#192 -> Working on creating automatic hyper-parameters optimization, another steps towards ML. No other platforms support this .
Rup Red
@coupons1_gitlab
Hey Guys! First things first! Awesome project.. :clap:
so, followed your instructions to install the app and used one of your sample trader.toml config to start the trader app. I see this error:
Traceback (most recent call last): File "/usr/local/Cellar/python@3.9/3.9.1_8/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/liualgotrader/consumer.py", line 853, in queue_consumer if not await handle_data_queue_msg( File "/usr/local/Cellar/python@3.9/3.9.1_8/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/liualgotrader/consumer.py", line 804, in handle_data_queue_msg return await handle_transaction(symbol, data, trader, data_loader) File "/usr/local/Cellar/python@3.9/3.9.1_8/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages/liualgotrader/consumer.py", line 459, in handle_transaction data["timestamp"].replace(second=0, microsecond=0, nanosecond=0) KeyError: 'timestamp' [queue_consumer()][36534]2021-06-23 20:45:26.380500:error: Traceback (most recent call last):
any assistance on fixing this issue?
apologies if this is not the right channel to ask this sort of question
@amor71
@amor71
@coupons1_gitlab which tradeplan.toml file / sample did you try? I will look into that
@coupons1_gitlab could you please open an issue (https://github.com/amor71/LiuAlgoTrader/issues) with the details and I'll look into it asap
@amor71
@amor71
@/all Liu v0.3.10 has been released aside various bug fixes, it includes a new tool for hyper-parameters optimization and analysis.
0.3.16 was released, added documentation for Windows users'
@amor71
@amor71
0.3.17 was released
@amor71
@amor71
0.3.19 released, in prep of a new article
Preview to next Liu article
Elliot V Pourmand
@ElliotVilhelm
image.png
Hi @amor71 , I am on the latest version of liu, I have tried set up on my mac and windows, in both cases I have successfully launched the app but I do not see the same options in the documentation. Notice there is no back-test a specific day, and I am unable to pull data from alpaca.
In your docs I see you have "back-test against the whole day" and a "Select Environment" drop down.
In neither setups did I see these options available, I have not been able to download any data.
Elliot V Pourmand
@ElliotVilhelm
@amor71
@amor71
@ElliotVilhelm thanks for reaching out. To view the sample data in your DB you should choose the analyzer.
Generally speaking, I'm gradually stepping away from streamlit and focusing on the Jupyter Notebooks. The reason is that streamlit was slow to adopt to 3.9 and I don't have the capacity to support both notebooks and streamlit, the community seems to prefer the notebooks anyhow.
It is still there, mostly to do end-to-end tests post-installation and see something visual.
if you want to backtest you should use the command-line tools. If you need instructions lmk. If you're having difficulties with it, we can do an online 1:1 session and I'll show you how to use it.