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Home Page: https://www.cuemacro.com
License: Apache License 2.0
Open source TCA (transaction cost analysis) Python library for FX spot
Home Page: https://www.cuemacro.com
License: Apache License 2.0
@saeedamen I've watched your video you youtube and it seems like tacpy starts in the middle of the quantitive finance process.
The Proposed Features List has quite a bit of potential as I can help with the different kinds of plots, more asset classes and other features.
What I'm struggling with is while I've been a professional trader/broker using blackrock software for my bloomberg terminal for over 7 years. Now that I am trying to generate my own code, cultivate my own data pipelines, process and do more algorithmic finance there is so many complicated elements. Where does your TCApy fit in with the stack of either trader workstation, robin hood, instant broker and so many more.
I would love to contribute but I was just starting to get a hold of the mstables module when Morningstar shut off their API. I'm working on adding your code to my stack but there seems to be very little guidance or standard setup in the algorithmic finance industry about end to end tools setup.
I've installed the quandl but that API is deprecated to nasdaq so I could help update that documentation. Now needs to be pip install Nasdaq-Data-Link
The conda proxy data shown below crashed my anaconda so I had to completely reinstall it, some kind of proxy violation?
Some of the features say I need to run docker but the finmarketpy, chartpy, FinancePy, and findatapy all say to download locally. The instructions are quite verbose as I can imagine you want to cover your basis but its overwhelming to try and sort through it so maybe we can optimize the install and new user setup?
Hi team,
I am a new user of TCAPY. When I tried to run your sample code, I received the error shown below. It seems that my connection to "127.0.0.1:27017" (market_data_store='arctic-dukascopy') is rejected.
Thanks very much.
Best,
Jimo
Traceback (most recent call last):
File "", line 1, in
File "/Users/jimo.zhang/Projects/tcapy/tcapy/data/databasesource.py", line 595, in get_database_source
password=access_control.arctic_password)
File "/Users/jimo.zhang/Projects/tcapy/tcapy/data/databasesource.py", line 1982, in init
connectTimeoutMS=self.socketTimeoutMS)
File "/Users/jimo.zhang/opt/anaconda3/envs/tcapy_env/lib/python3.7/site-packages/arctic/arctic.py", line 123, in init
mongo_host.server_info()
File "/Users/jimo.zhang/opt/anaconda3/envs/tcapy_env/lib/python3.7/site-packages/pymongo/mongo_client.py", line 1703, in server_info
"buildinfo", read_preference=ReadPreference.PRIMARY, session=session
File "/Users/jimo.zhang/opt/anaconda3/envs/tcapy_env/lib/python3.7/site-packages/pymongo/database.py", line 657, in command
with self.__client._socket_for_reads(read_preference, session) as (sock_info, secondary_ok):
File "/Users/jimo.zhang/opt/anaconda3/envs/tcapy_env/lib/python3.7/contextlib.py", line 112, in enter
return next(self.gen)
File "/Users/jimo.zhang/opt/anaconda3/envs/tcapy_env/lib/python3.7/site-packages/pymongo/mongo_client.py", line 1217, in _socket_for_reads
server = self._select_server(read_preference, session)
File "/Users/jimo.zhang/opt/anaconda3/envs/tcapy_env/lib/python3.7/site-packages/pymongo/mongo_client.py", line 1176, in _select_server
server = topology.select_server(server_selector)
File "/Users/jimo.zhang/opt/anaconda3/envs/tcapy_env/lib/python3.7/site-packages/pymongo/topology.py", line 247, in select_server
servers = self.select_servers(selector, server_selection_timeout, address)
File "/Users/jimo.zhang/opt/anaconda3/envs/tcapy_env/lib/python3.7/site-packages/pymongo/topology.py", line 208, in select_servers
server_descriptions = self._select_servers_loop(selector, server_timeout, address)
File "/Users/jimo.zhang/opt/anaconda3/envs/tcapy_env/lib/python3.7/site-packages/pymongo/topology.py", line 225, in _select_servers_loop
% (self._error_message(selector), timeout, self.description)
pymongo.errors.ServerSelectionTimeoutError: 127.0.0.1:27017: [Errno 61] Connection refused, Timeout: 30s, Topology Description: <TopologyDescription id: 622a717a2f0fcd1abba224a0, topology_type: Unknown, servers: [<ServerDescription ('127.0.0.1', 27017) server_type: Unknown, rtt: None, error=AutoReconnect('127.0.0.1:27017: [Errno 61] Connection refused')>]>
Hi team,
Could you help further improve the sparse market plot?
In the current sparse market chart, we plot the market data benchmark alongside the trades as dots, sized by their executed notional and with different colors for buy (green) and sell (red). If our mouse hover over the dots, we can see the date, time, and executed price in the popped out legend. I wonder whether you could help let it also display the executed notional here so that when we hover over each dot, we can see date, time, executed price, and executed notional in the popped out legend?
Thank you so much.
Best,
Jimo
Hi, I'm keen to get feedback from users of tcapy, to see what types of features/functionality you'd like add. Are there any things in particular which would be useful to have in tcapy?
If you'd be interested in contributing to tcapy, please let me know, especially keen on any folks who have been involved in working on trading systems in the past.
Regards Saeed
I am trying to run
docker-compose build
but I encounter this error, can you help me? @tschm @saeedamen @PontusHultkrantz
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