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* RunManagerRecord class has a new attribute market. Market enum is imported. * row_to_runmanager function considers market column * add_run_manager_record and update_run_manager_record functions are changed. fetch_all_markets_in_run_manager is new. * new Market enumeration class is defined * market_value used for job scheduling. start and stop functions have modifications of market parameter input * new is_market_day function + modifications of get_todays_market_times function * market attribute set default to US * row_to_runmanager function has no string formatter for market attribute * add_run_manager_record function adn update_run_manager_record function update the DB column market based on record.market data * start_runman_record and stop_runman_record have got no market parameter * get_todays_market_times function is changed * default value for market atribute is Market.US * update_run_manager_record function has no if condition for market key * market_value deleted, used enumaration value Market.US instead of string US * get_todays_market_times has a new if condition for Market.CRYPTO * update includes market column in the run_manager table * market attribute in Run Manager record has value given by enumeration as Market.US * documentation of changes made in the branch * remove README_feature_market.md * back to original state * Delete README_feature_market.md * _start_runman_record has an additional else condition * is_market_day renamed to is_US_market_day * transferables column added into runner_header table
README - V2TRADING - Advanced Algorithmic Trading Platform
Overview Custom-built algorithmic trading platform for research, backtesting and automated trading. Trading engine capable of processing tick data, managing trades, and supporting backtesting in a highly accurate and efficient manner.
Key Features
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Trading Engine: At the core of the platform is a trading engine that processes tick data in real time. This engine is responsible for aggregating data and managing the execution of trades, ensuring precision and speed in trade placement and execution.
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High-Fidelity Backtesting Environment: ability to backtest strategies with 1:1 precision - meaning a tick-by-tick backtesting. This level of precision in backtesting, down to millisecond accuracy, mirrors live trading environments and is vital for developing and testing high-frequency trading strategies.
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Custom Data Aggregation: The platform includes a data aggregator that allows for custom aggregation rules. This flexibility supports a variety of data analysis approaches, including non-time based bars and other unique criteria.
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Indicators Contains inbuild tulipy ta-lib and templates for custom build multioutputs stateful indicators.
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Machine Learning Integration: Recently, the platform has expanded to incorporate machine learning capabilities. This includes modules for both training and inference, supporting the complete ML lifecycle. These ML models can be utilized within trading strategies for classification and exploiting statistical advantages.
Technology Stack Backend and API: The backbone of the platform is built with Python, utilizing libraries such as FastAPI, NumPy, Keras, and JAX, ensuring high performance and scalability. Frontend: The client-side is developed with Vanilla JavaScript and jQuery, employing LightweightCharts for charting purposes. Additional modules enhance the platform's functionality. The frontend is slated for a future refactoring to modern frameworks like Vue.js and Vuetify for a more robust user interface.
While the platform is fully functional and growing, ongoing development is planned, particularly in the realm of frontend enhancements and further integration of advanced machine learning techniques.
Contributions Contributions to this project are welcome. Whether it's improving the frontend, enhancing the backend capabilities, or experimenting with new trading strategies and machine learning models, your input can help take this platform to the next level.
This repository represents a sophisticated and evolving tool for algorithmic traders, offering precision, speed, and a level of customization that is unparalleled in open-source systems. Join us in shaping the future of algorithmic trading.
Main screen with entry/exit points and stoploss lines
Main screen with tick based indicators
Indicator editor
Strategy editor
Strategy analytical tools