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  • Jan 24 17:27

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    riven314 on add-alpaca-to-momentum-scanner

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  • Jan 24 16:29
    sourcery-ai[bot] commented #298
@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!
@amor71
@amor71
@/all new release coming - 4.10 -> extending the framework to support multiple accounts. as well as Broker APIs.
@amor71
@amor71
@/all massive release coming out will post a link to pull request later this weekend. Aside from the above-mentioned changes, the release includes significant performance improvements, more test automation, bug fixes, and code refactoring.
@amor71
@amor71
4.10 merged into master. I expected to review documentation and run some more test prior to release.
@amor71
@amor71
@/all version released, thanks for much all who helped.
@amor71
@amor71
@/all I've just published an article (part I of II) on how to setup LiuAlgoTrader on GCP : https://amor71.medium.com/how-to-setup-your-trading-platform-part-i-64ea8ea828bb
Alex Lau
@riven314
this is great!
@amor71
@amor71
4.12 released
Jonathan Morland-Barrett
@sigmantium
Will have to have a read of the GCP setup later.