amor71 / liualgotrader Goto Github PK

longer than 10 days

1expand market-miner to allow customized off-hours calculations and data-collections, flexible data model.

keep track of which positions still open

sell stocks before the end of trading session, even if there are no update/trades

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.

for trading strategy analysis (overtime, vs specific trading session)

per batch-id and make sure the backtest uses these stocks

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

multiple liu containers for better scale

and not just day-trading as is the case today - instead of automatically liquidate, add a flag to the strategy.

automatically calculate the optimal number of process based on HW capabilities

Is your feature request related to a problem? Please describe.
extend liu framework with anchor-vwap calculation & visualization

Describe the solution you'd like

• extend vwap module in fincalcs to support anchored vwap
• revisit visualization to support anchored vwap in a notebook

Additional context

• explore better visualizations for stock charts in Jupiter Notebooks

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

configure in the tradeplan TOML file the kind of messages the producer would listen to.

Allow adding external Logger

1. move code to Python
2. add full examples in the documentation
3. simplify, remove redundant code
4. code clean-up

fixed, released to master

in order to find additional trading candidates

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

to simplify installation

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.

1. Risk
2. Set Portfolio value
3. Number of minutes before market close for closing positions
4. Stoploss

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.

support

Add a comparison table with other tools

add some basic documentation ..

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

• Call market_miner:
• See error:

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

including imbalance calculations (which are already done..)

by using asyncio queue so that can respond quickly to server

add env variable to control tradeplan/minder configuration file location

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

for buy/sell confirmations

switch to nearest and use indexes

1. fix issue w/ package versioning post-deploy
2. fix badge issues on pypi page
3. auto-build & deploy a new docker file when a new Liu is published

handle handle_trade_update_wo_order() for cases w/o last known strategy.