amor71 / liualgotrader Goto Github PK
View Code? Open in Web Editor NEWFramework for algorithmic trading
License: MIT License
Framework for algorithmic trading
License: MIT License
multiple liu containers for better scale
fixed, released to master
Is your feature request related to a problem? Please describe.
Adding automated testing
Describe the solution you'd like
See if hypothesis
may be a good solution for this framework
Describe alternatives you've considered
adding many, many unit-testing
1expand market-miner to allow customized off-hours calculations and data-collections, flexible data model.
add env variable to control tradeplan/minder configuration file location
configure in the tradeplan TOML file the kind of messages the producer would listen to.
Allow adding external Logger
add some basic documentation ..
in order to find additional trading candidates
Hello I made an .env file with the following filled out with my keys but it keeps giving me this error after running liu quickstart
The Framework expects two environment variables to be set:
APCA_API_KEY_ID
and APCA_API_SECRET_KEY
reflecting the funded
account's API key and secret respectively.
Please set the two environment and re-run the wizard.
keep track of which positions still open
by using asyncio queue so that can respond quickly to server
Describe the bug
When I see it correctly the project has removed the dependency to TA-LIB.
However it seems that the MAMA
strategy is not yet replaced (here and here). It is also referenced as comment in my_strategy.
To Reproduce
market_miner
:Traceback (most recent call last):
File "/.venv/bin/market_miner", line 16, in <module>
from liualgotrader.miners.daily_ohlc import DailyOHLC
File "/.venv/lib/python3.8/site-packages/liualgotrader/miners/daily_ohlc.py", line 6, in <module>
from talib import MAMA
ModuleNotFoundError: No module named 'talib'
Expected behavior
Either depend on talib, or find a suitable replacement for the MAMA
strategy.
Desktop (please complete the following information):
$ python --version
Python 3.8.0
$ pip freeze | grep liu
liualgotrader==0.0.82
longer than 10 days
handle handle_trade_update_wo_order()
for cases w/o last known strategy.
for trading strategy analysis (overtime, vs specific trading session)
automatically calculate the optimal number of process based on HW capabilities
Is your feature request related to a problem? Please describe.
some strategies seem to work well on certain stocks and certain setups, and less for others.
Describe the solution you'd like
extend market miner for off-market calculation of a NN that will predict the affinity of stock to a specific strategy
Describe alternatives you've considered
direct caluclatuon
to simplify installation
sell stocks before the end of trading session, even if there are no update/trades
per batch-id and make sure the backtest uses these stocks
Add a comparison table with other tools
to allow scanners to feed picks for a specific strategy. This would allow running several scanners w/ several strategies, while each scanner "feeds" new picked stocks to specific strategies. A more complex model will be achieved for docker-orchestration at a later stage.
including imbalance calculations (which are already done..)
for buy/sell confirmations
Is your feature request related to a problem? Please describe.
extend liu framework with anchor-vwap calculation & visualization
Describe the solution you'd like
vwap
module in fincalcs
to support anchored vwapAdditional context
Is your feature request related to a problem? Please describe.
Improve analysis capabilities
Describe the solution you'd like
https://github.com/quantopian/alphalens
Additional context
might be relevant for model automation re "towards ML" for Liu
Please expose the following.
Right now I see some of these available in config file. would be good to have a full control over these parameter by strategy.
and not just day-trading as is the case today - instead of automatically liquidate, add a flag to the strategy.
support
Is your feature request related to a problem? Please describe.
miner for building off-market hours momentum portfolio
Describe the solution you'd like
miner for building off-market hours momentum portfolio based on Clenow's stocks on the move
switch to nearest and use indexes
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