melphi/algobox

Open Source algorithmic trading platform in Java / Python

algobox's Issues

[Scheduler] The cron scheduler is hard to monitor, implement a new scheduler

[OrderService] Functional test send orders

[PriceService] Save prices to file to speed up BackTesting

Prices should be saved to file system rather than database. This allows the parallel loading in backtesting application.

[Algobox] MarketHoursFeature does not work properly with Forex hours

MarketHoursFeature was tested with futures (DAX / SP500) times. It does not work well with 24 hours forex hours.

Documentation on how to run backtest

Hello

This looks like a very interesting project!

Can you please tell me, how do you write and run backtests? Are there any examples or docs?

Thanks

[Deploymen] Semplify and automate deployment

Set up Vagrant and Docker Compose / Docker Swarm to deploy the platform and semplify the development environment.

[OrderService] Implement priceBound or similar to avoid to fill order far from price

[Jupyter] Jupyter does not work properly behind nginx proxy

Jupyter does not execute commands when is accessed via nginx proxy.

[DataCollector] DataCollector should NY time to start the week

DataCollector uses UTC to start week, it should use America/New_York zone instead.
This might lose the first 30 minutes of trading in case of currencies especially in case of daylight savings.

[Backrest] Find best strategy parameters with Spark

Implement a Spark based solution to brute force the optimal parameter estimation.