Comments (8)
amor71
commented on May 23, 2024
step one: normalize strategy decisions on buy/sell by tracking profit (or loss) on the open positions.
how-to:
- Add P&L DB table,
- Add a consolidation task, running at the end of the trading day.
Tracked here
Release as 0.0.80
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amor71
commented on May 23, 2024
0.0.80 release!
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amor71
commented on May 23, 2024
step two: calculating strategy p-value.
to be released as 0.0.82
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amor71
commented on May 23, 2024
step three: high-level (R)NN model description and feedback look architecture
To be released as 0.0.90, to Pull Request
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amor71
commented on May 23, 2024
ML Design + LSTM notebook was released as part of 0.0.86 and is not available. The next steps will be published later.
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amor71
commented on May 23, 2024
Evolve LSTM models to Attention models
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github-actions
commented on May 23, 2024
Stale issue message
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amor71
commented on May 23, 2024
still WIP
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Related Issues (20)
- use contextvars HOT 1
- Failure to install requirements/dev.txt in a clean virtualenv HOT 3
- ModuleNotFoundError: No module named 'liualgotrader.trading.tradier' when running backtester HOT 11
- `python setup.py install` fails under python 3.9.5 HOT 4
- Unable to Run quickstart Strategy Code HOT 3
- Support Python 3.11 HOT 1
- UnboundLocalError on quickstart HOT 6
- OSError: Multiple exceptions: [Errno 61] Connect call failed ('::1', 5432, 0, 0), [Errno 61] Connect call failed ('127.0.0.1', 5432) HOT 5
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- Rename this here and in `test_alpaca_concurrency_ranges_min` HOT 1
- Rename this here and in `setup_db` HOT 1
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- Rename this here and in `setup_samples` HOT 1
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