quanttradered / aqtrader Goto Github PK
View Code? Open in Web Editor NEWAQTrader (AutoQuantTrader) is tool that gather a sub-penny coin fast (in front of roadroller).
AQTrader (AutoQuantTrader) is tool that gather a sub-penny coin fast (in front of roadroller).
ITM options is often bid/ask price is zero
Active options bid/ask spread is narrow @ Quote Tick
Trade Tick has sometime zero bid/ask price ?? (how often happen ?)
use django & redis server
make cfg file for dataloader
step 1. load from holiday list file in commutil module (like expire_date)
step 2. load from DB in commutil module (it may work at future...)
참고: http://gypark.pe.kr/wiki/Git/저장소병합
git remote add other /path/to/XXX
git fetch other
git checkout -b TEMP other/master
mkdir ZZZ
git mv stuff ZZZ/stuff # repeat as necessary for each file/dir
git commit -m "Moved stuff to ZZZ"
git checkout master
git merge TEMP --allow-unrelated-histories # should add ZZZ/ to master
git commit
git remote rm other
git branch -d TEMP # to get rid of the extra branch before pushing
git push # if you have a remote, that is
install package (conda, redis,)
install redis
but
not complete to auto run cybos
and complicate cybos & xing
1 single core / Memo 2G / SSD 50G environ not bad
EvalDpsamtTotamt
MnyEvalDpstgAmt
NtdayTotAmt
and also can show the P/L Total in telegram
trouble shooting for night session balance query (in OMs)
2018-09-04 08:00:35,118 [INFO] AutoOTMTrader.TickDataReceiveThread Init TickDataReceiveThread
2018-09-04 08:00:35,119 [INFO] AutoOTMTrader.ExecThread Init ExecThread
2018-09-04 08:00:35,121 [INFO] AutoOTMTrader.OrderThread Init OrderThread
Traceback (most recent call last):
File "AutoOTMTrader.py", line 557, in
myform = MainForm()
File "AutoOTMTrader.py", line 74, in init
call_shortcd = self.find_target_shortcd('call')
File "AutoOTMTrader.py", line 270, in find_target_shortcd
if int(strike) < int(self.atm_strike) * 1.10: continue
ValueError: invalid literal for int() with base 10: ''
compare old version vs new version, new version data have some loss of recv
Expire date "2019-01-10" code is not 'O1' but 'P1' in ExpireDateUtil
zmq_exec_report send in QtViewerCFOAT00300 (KOSPI200 KRX, CME)
zmq _exec_report send in QtViewerCEXAT11300 (EUREX Options)
branch replay_patch
2020-01-14 12:51:18 send_order > xing api sendorder and return None > autotrader can't recv msg
2020-01-14 14:42:25 send_order > oms can't recv order msg
#30 's sub issue
datafeeder port setting style to dataloader, optionwindows, ordermanager
#30 's sub issue
apply pykiwoom session in datafeeder_main
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