devalpha-io / devalpha-node Goto Github PK

Suggestion: Put a favicon in place for https://devalpha.io/. Unfortunate for the most handsome site in my tab list to have the ugliest tab. More pragmatically, when using many tabs (which I do constantly), this is how one can immediately find the tabs for a particular site. I'm always clicking into several no-favicon tabs to find which ones have my devalpha docs and dashboard.

It would be really helpful if there were API spec docs. I'm a Java developer and I'm used to working from API docs and having a reference stating the purpose of each method and input parameter and output value.

If you think it worth the effort and want a hand, I could fork and add annotations/symbols/whatever (tool-specific) for what I know (in hopes that somebody more knowledgeable about devalpha would fill in what I don't know), and add script for generating the docs, if you tell me what library you like. Several choices at https://www.npmjs.com/search?q=api%20documentation .

Steps to reproduce:

git clone https://github.com/devalpha-io/devalpha-example.git
cd $_
npm install
npm start

Output:

> [email protected] start /home/starlord/projects/devalpha/devalpha-example
> node index.js

Waiting for DevAlpha...

My setup:

[starlord@localhost devalpha-example]$ npm --version
3.10.10
[starlord@localhost devalpha-example]$ node --version
v6.11.2
[starlord@localhost devalpha-example]$ uname -a
Linux localhost.localdomain 4.12.9-200.fc25.x86_64 #1 SMP Fri Aug 25 13:23:30 UTC 2017 x86_64 x86_64 x86_64 GNU/Linux
[starlord@localhost devalpha-example]$ 

I see the example use Open high low and close. However i want to back test a hft algo on tick data with quote of bid and and also the book and order flow to ensure my orders get filled or not. Because if submit a limit buy order at the best bid and there is sell market order the buy never get executed ... howver the backtester might think i am long...

So question does devalpha support ticks data ??

It may well be that this isn't an issue at all, and I just need help understanding purpose or usage of the dashboard. If I should post questions like to this to the reddit algotrading community or elsewhere, please say so.

I read somewhere in the docs that backtesting and the dashboard are very general and will work for any data, not just market trading. But I can't even get it to work generally with market trading.

Is the purpose of the chart to display only your holdings? Because it if I make no context.order then it displays nothing useful, does not chart the feed values. If I place a single buy then it seems to chart the value of my holding according to subsequent feed events. If I make a buy and later a sell then it seems to chart the value of my holding based only on buy and sell price with no influence by feed event prices. Specifically, I buy at 1.00 (with no correspondence to any feed value) and later sell at 3.00 (with no correspondence to any feed value) and this is charted as a line from 1.00 to 3.00. So in this case the feed data has only indirect influence (if I use it when calculating buy or sell prices in my strategy function).

Why does context.order return false even though it gets successfully requested, created, placed, and filled? Maybe false indicates that it's a backtesting order?

I thought I remembered reading somewhere that order rejections included a reason string. For my rejection events I get back only the same attributes as the order itself. Not useful for troubleshooting.

Now for the really flaky parts.

If I make buys at price 1.00, with my fake stocks, regardless of the feed prices, it goes through, and I can later sell them at this same price. Buys at other prices are rejected. Why a limit order would succeed when it is nowhere near the market prices, I don't know. Do you use some back-trading rules for accepting limit prices, and somehow allow "1.00"? In this strategy callback I can place multiple orders for different stocks at price 1.00 and they all succeed.

But context.order is only working for me in the first strategy callback in which I attempt it. As I said, multiple buys at 1.00 will succeed for multiple stocks. But if I try the same thing (to buy any stock) in a following strategy callback, the buy attempts are always rejected. It would be awesome if you would provide reason detail with rejection events.

I'm attaching my exercise script.

playTrader.js.txt

while run npm run build
will show error like below
`../../node_modules/@types/sizzle/index.d.ts:19:53 - error TS2304: Cannot find name 'Element'.

19 matches(selector: string, elements: Element[]): Element[];
~~~~~~~

../../node_modules/@types/sizzle/index.d.ts:41:48 - error TS2304: Cannot find name 'Element'.

41 (match: RegExpMatchArray, context: Element | Document, isXML: boolean): Element[] | void;
~~~~~~~

../../node_modules/@types/sizzle/index.d.ts:41:58 - error TS2304: Cannot find name 'Document'.

41 (match: RegExpMatchArray, context: Element | Document, isXML: boolean): Element[] | void;
~~~~~~~~

../../node_modules/@types/sizzle/index.d.ts:41:85 - error TS2304: Cannot find name 'Element'.

41 (match: RegExpMatchArray, context: Element | Document, isXML: boolean): Element[] | void;
~~~~~~~

../../node_modules/@types/sizzle/index.d.ts:73:20 - error TS2304: Cannot find name 'Element'.

73 (elem: Element): boolean;
~~~~~~~

../../node_modules/@types/sizzle/index.d.ts:81:24 - error TS2304: Cannot find name 'Element'.

81 (elements: Element[], argument: number, not: boolean): Element[];
~~~~~~~

../../node_modules/@types/sizzle/index.d.ts:81:68 - error TS2304: Cannot find name 'Element'.

81 (elements: Element[], argument: number, not: boolean): Element[];
~~~~~~~`

Hej,
jag har svårt att få ut nåt begripligt om Vesta. Kan jag realtidshandla mot börsen?

I am not limited by startCapital. In any strategy event callback invocation where state.capital.cash > 0, I can buy as I wish to using multiple buys as long as each buy is for <= state.capital.cash. state.capital.cash goes negative.

It seems that within a single event cycle you either don't update state.capital.cash or don't check trades against the updated value.

Looking at the documentation:

In the next major version of DevAlpha you will also be able to place percentage orders and market orders. The identifier property is required, and since DevAlpha currently only supports limit orders, so is the quantity and the price property.

Curious when the next version is planned on being released?

I'm creating issue here, as instructed at end of Quickstart section of the product docs at https://devalpha.io/.

In the https://devalpha.io/ Quickstart it says to create new file "index.js" and then you have 4 snippets that all start with "// index.js" as if you have 4 files all named "index.js". You said nothing about where the files belong or a directory structure, so I guess you are working in a single directory and all of the snippets get concatenated into a single file.

When I run "node index.js" as instructed, node dies complaining about the import statement. I run pretty leading-edge Arch Linux, but web searches tell me that current Node JS doesn't support the import statement. The example project works for me, so you are obviously doing something in the example project that is not happening when I clone and build the base project. What?

Postnote: I got the Quickstart to work.

1. I looked at the example project and saw that you use require instead of import there, so I changed the Quickstart "index.js" to do the same.
2. I fixed the line "const strategy = (context, action) {" to be "const strategy = function(context, action) {".

You have

const csvStream = fs.createReadStream("myData.csv")

and then

feeds: {
    myData: csvStream.through(pipeline)

through is a Highland stream function, so I believe you would need: myData: _(csvStream).trough.

According to https://www.reddit.com/r/algotrading/comments/8fqz9w/i_built_an_opensource_algorithmic_trading_platform/ , a month ago trams said regarding custom broker documentation,

Now I have finally pushed the docs update!

, yet at https://devalpha.io/documentation#custom-brokers today all it says regarding creation of custom brokers is:

Defining a createBroker function
The createBroker function should return an object containing three functions.

type brokerCreator = (onFill) => ({

})

Is there product documentation somewhere other than the Git README.md's and https://devalpha.io/documentation ?

I'd love to compare my strategy to buy and hold, or even overlay the price (I would manually have to do some scaling but that's fine). Is there any chance I could specify additional variables in my stream that I'd like graphed?

Can you provide an example of how to add new data to a feed as it is running (how I imagine realtime must work). For example, add a new item to the stream every 2 seconds.

All hyperlinks are broken on page https://github.com/devalpha-io/devalpha-node/blob/master/CONTRIBUTING.md .

It has this code (I've removed your comments for brevity).

const stream = createTrader({ feeds }, strategy).done(() => {
  console.log('Finished!')
})
stream.resume();

and then re-uses stream. But .done(anything) returns undefined. I guess you intended:

const stream = createTrader(...);
stream.done(...);
stream.resume();

(though this seems to be attempting to consume the same stream twice???).