stefanopenazzi / chameleonquant Goto Github PK

chameleonQuant was born as an open-source Java framework to help enthusiast quants to implement system trading strategies and dynamic portfolio trading systems using advanced optimization techniques, machine learning, and deep learning techniques.

Java 99.94% CSS 0.06%

deep-learning finance machine-learning machine-learning-algorithms optimization-algorithms portfolio-optimization quantitative-finance trading trading-algorithms trading-strategies

chameleonquant's People

Contributors

Stargazers

Watchers

Forkers

mesaricr quicksilverm25 codecombiner madantv webclinic017 omarmahamid benwaldner lakakenny natwijaya19

chameleonquant's Issues

Multiple Time Series Linear Regression Model

Dataset class factory

Time Series %

Builder Pattern for Indicators

Builder for TimeSeriesRequestIdInfluxdb

Injector class

Time Series Differencing

Test override new modules in the controller

Data flow documentation

B-Tree Structure

Dataset Test units

TimeSeriesRequestIdInfluxdb

Constructor with only TimeSeriesIdImpl

Internal time series test

InternalTimeSeriesFactoryImpl add createInternalTimeSeries not from db

InfluxDb installation documentation

Position and signals

Basic controller concept

Dataset class core functions

Add to Maven central repo

Binary Tree Structure

InfluxDB microservice

chameleonQuant/src/main/java/data/source/external/database/influxdb/InternalTimeSeriesQueryInfluxdb.java

Lines 95 to 99 in e29d34c

    
           Influxdb idb = new Influxdb(); 
        
           final String serverURL = "http://127.0.0.1:7086", username = "stefanopenazzi", password = "korky1987"; 
        
           String[] dbCon = {serverURL,username,password}; 
        
           //the server must be on(service influxdb start) otherwise the connection will not be successful 
        
           idb.connect(dbCon);

@enbis how Spring Boot can help us here? InfluxDB connection etc in a standalone microservice?

Time series documentation

Internal time series Abstarct

Null vals from influx

InfluxDB all-in ?

@enbis should we have all the data already in Influx when a new analysis is called or we should check if the necessary data is in the DB and if not download it?

How to structure Influx? Should we have the smallest granularity (1min) always updated in the DB(continuous stream) for all the stocks, forex, etc, or download every time just what we need?

The entire dataset (US stocks, forex, and cryptos) how large is it?

Any idea?

	Influxdb idb = new Influxdb();
	final String serverURL = "http://127.0.0.1:7086", username = "stefanopenazzi", password = "korky1987";
	String[] dbCon = {serverURL,username,password};
	//the server must be on(service influxdb start) otherwise the connection will not be successful
	idb.connect(dbCon);