quanttradered / aqtrader Goto Github PK

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

• set db file path
• etc

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

1. Use Thread Pool to multi receive order
2. Apply new feature which can receive by multi thread pool.
   commit location: 0d03a51
3. demo version is passed test, but real version doesn't work well;
   (request order com function hang out application.
4. the one of supposed solution is that multi - api session apply to each order thread.

#30 's sub issue
apply pykiwoom session in datafeeder_main