Preview for the coming release!
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amor71/LiuAlgoTrader#192 -> Working on creating automatic hyper-parameters optimization, another steps towards ML. No other platforms support this .
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
@coupons1_gitlab could you please open an issue (https://github.com/amor71/LiuAlgoTrader/issues) with the details and I'll look into it asap
0.3.16 was released, added documentation for Windows users'
Preview to next Liu article
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.
Oh I see it has been commented out, https://github.com/amor71/LiuAlgoTrader/blob/master/analysis/backtester_ui.py#L59
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.
@ElliotVilhelm .
Awesome, thank you for being responsive. I had transitioned into working off the CLI tool as well. I just seem to have some trouble understanding how to get the backtester to pull data for a historical trade day. I would be very happy to pair with you as soon as you have some time. I am very excited over this project and hope to become a contributor in due time. @amor71
Based off these points in the docs
When the backtester application starts, it lists all the stocks picked by the scanners during the trading session.
backtester re-runs each session, by loading per-minute candles for the stock trading session (up to one week back).
I am a bit confused on how to load intraday historical data for a session I did not trade. I did read a note on using the miners in the documentation as well but it seems as though this type of loading must be supported in some way? Essentially I am looking to backtest on a prior trade day for which I have no data for, no prior batch-id. Likely I am misunderstanding something here.
@ElliotVilhelm I'll DM you
@amor71 This project looks very cool. I have installed it with my PG connection string and alpaca credentials in the env file. This all seems to be working. I am not sure how to get any data into the system. When I run the market_miner I get the following error:
Traceback (most recent call last):
File "/root/miniconda3/envs/liua/bin/market_miner", line 101, in <module>
asyncio.run(main(conf_dict))
File "/root/miniconda3/envs/liua/lib/python3.9/asyncio/runners.py", line 44, in run
return loop.run_until_complete(main)
File "/root/miniconda3/envs/liua/lib/python3.9/asyncio/base_events.py", line 642, in run_until_complete
return future.result()
File "/root/miniconda3/envs/liua/bin/market_miner", line 36, in main
await asyncio.gather(task_list)
File "/root/miniconda3/envs/liua/lib/python3.9/site-packages/liualgotrader/common/decorators.py", line 18, in helper
result = await process(func, args, params)
File "/root/miniconda3/envs/liua/lib/python3.9/site-packages/liualgotrader/common/decorators.py", line 11, in process
return await func(*args, params)
File "/root/miniconda3/envs/liua/lib/python3.9/site-packages/liualgotrader/miners/stock_cluster.py", line 38, in run
count = self._get_count(session)
File "/root/miniconda3/envs/liua/lib/python3.9/site-packages/liualgotrader/miners/stock_cluster.py", line 75, in _get_count
"apiKey": get_polygon_credentials(config.prod_api_key_id),
AttributeError: module 'liualgotrader.common.config' has no attribute 'prod_api_key_id'
[<module>()][877405]2021-08-05 14:47:05.394177: market_miner completed
Traceback (most recent call last):
File "/root/miniconda3/envs/liua/bin/market_miner", line 101, in <module>
asyncio.run(main(conf_dict))
File "/root/miniconda3/envs/liua/lib/python3.9/asyncio/runners.py", line 44, in run
return loop.run_until_complete(main)
File "/root/miniconda3/envs/liua/lib/python3.9/asyncio/base_events.py", line 642, in run_until_complete
return future.result()
File "/root/miniconda3/envs/liua/bin/market_miner", line 36, in main
await asyncio.gather(task_list)
File "/root/miniconda3/envs/liua/lib/python3.9/site-packages/liualgotrader/common/decorators.py", line 18, in helper
result = await process(func, args, params)
File "/root/miniconda3/envs/liua/lib/python3.9/site-packages/liualgotrader/common/decorators.py", line 11, in process
return await func(*args, params)
File "/root/miniconda3/envs/liua/lib/python3.9/site-packages/liualgotrader/miners/stock_cluster.py", line 38, in run
count = self._get_count(session)
File "/root/miniconda3/envs/liua/lib/python3.9/site-packages/liualgotrader/miners/stock_cluster.py", line 75, in _get_count
"apiKey": get_polygon_credentials(config.prod_api_key_id),
AttributeError: module 'liualgotrader.common.config' has no attribute 'prod_api_key_id'
[<module>()][877405]2021-08-05 14:47:05.394177: market_miner completed
@jbrass welcome! you're missing your api keys (environment variables). If you want to play around and try to
backtest I would suggest following this: https://amor71.medium.com/liualgotrader-part-ii-putting-it-all-together-1d447650808b
I did specify my Alpaca keys in a file that looks like this https://github.com/amor71/LiuAlgoTrader/blob/master/examples/env_vars.sh and I can see them when I echo $APCA...
I will take another look at the post