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LiuAlgoTrader/community

Liu Algo Trading Platform discussions

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Repo info

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May 23 14:06

pyup-bot edited as member
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update nest_asyncio from 1.5.4 … (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update zipp from 3.7.0 to 3.8.0 (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update wrapt from 1.13.3 to 1.1… (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update widgetsnbextension from … (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update websockets from 9.1 to 1… (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update websocket-client from 1.… (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update virtualenv from 20.13.1 … (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update validators from 0.18.2 t… (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update urllib3 from 1.26.8 to 1… (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update urllib3 from 1.26.8 to 1… (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update tzlocal from 4.1 to 4.2 (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update tzdata from 2021.5 to 20… (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update typing_extensions from 4… (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update types-urllib3 from 1.26.… (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update types-tabulate from 0.8.… (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update types-requests from 2.27… (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update types-pytz from 2021.3.5… (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update types-python-dateutil fr… (compare)
May 23 14:06

amor71 on scheduled-update-2022-05-23

Update twine from 3.8.0 to 4.0.0 (compare)

Alex Lau

@riven314

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

@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

@dkossack

@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

Crypto has been merged to master. I will continue to run test and release an "official" version.

@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

@0206pdh sure thing, and thank you

Alex Lau

@riven314

Found another similar project that could be a reference for us:

https://www.freqtrade.io/en/stable/

@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

comprehensive and well-written doc
integration with major brokers (e.g. IB)
telegram integration for alarming

I think (1) is critical to us if we look for a strong community growth

@amor71

that's a very valid point. @riven314

@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

t='source ~/venv/trades/bin/activate && cd ~/dev/trades && source ~/dev/algo/tools/set_keys.bash && echo Ready to Trade!'

@amor71

export PYTHONPATH=.

@amor71

https://alpaca.markets/docs/api-documentation/api-v2/market-data/alpaca-data-api-v2/historical/#snapshot---multiple-tickers

@amor71

@/all Happy Thanksgiving Community!

@amor71

@/all new release coming - 4.10 -> extending the framework to support multiple accounts. as well as Broker APIs.

@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

4.10 merged into master. I expected to review documentation and run some more test prior to release.

@amor71

@/all version released, thanks for much all who helped.

@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

4.12 released

Jonathan Morland-Barrett

@sigmantium

Will have to have a read of the GCP setup later.

@amor71

4.13 will be released this weekend, it includes momentum scanner that supports both Alpaca and Polygon and enhancements to data_loader that supports stock symbol name changes automatically.

@amor71

/notify-all version 4.20 released . Support added for Tradier, many fixes & improvements

Alessandro Festante

@AleFestante

Hi! I saw your framework while browsing reddit and I really like the design choices!
I opened an issue regarding the backtester requiring a tradier import that is missing in the latest version

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