fez5587/Superalgos
1
0 Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Network trading parameters

Browse Source
This commit is contained in:
Julian Molina committed 2021-01-08 17:01:54 +01:00
1 parent 999ecb7dca
commit 631fecbf0b
7 files changed
+247 -58
Download Patch File Download Diff File Expand all files Collapse all files

No files matched your search

Projects/Superalgos/Schemas/Docs-Concepts/reusable-snippets.json
+11 -1
View File
@@ -1,7 +1,8 @@
{
"type": "Reusable Snippets",
"definition": {
"text": "Write here the summary / definition of this Concept."
"text": "This page lists snippets of text required in multiple pages. Keeping snippets in a central location makes maintenance easier and avoids duplicating content. Each snippet is arranged under a block featuring the same name as the title displayed before the snippet. To use these snippets, include the corresponding block on the destination page.",
"updated": 1610121599173
},
"paragraphs": [
{
@@ -17,6 +18,11 @@
"style": "Note",
"text": "This page discusses the top-level information about the section of the hierarchy represented on the below table. Click on any of the nodes to get the details."
},
{
"style": "Block",
"text": "Dummy",
"updated": 1610121260808
},
{
"style": "Title",
"text": "Important for Live Sessions"
@@ -29,6 +35,10 @@
"style": "Important",
"text": "Running a live session requires the setup of a key reference at the Task. It also requires a live data feed, meaning that the corresponding Sensor Bot Instance, along with all indicators used by the referenced Trading System, must be up and running. Finally, a live session also requires at least 48 hours of historic market data. Bear in mind that the Trading System may require even more historic market data to properly analyze the market depending on the indicators used.",
"updated": 1610106222219
},
{
"style": "Block",
"text": "Dummy"
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/fee-structure.json
+6 -2
View File
@@ -20,10 +20,14 @@
"style": "Important",
"text": "The accuracy of the internal account-keeping depends on this parameter. Make sure you obtain the correct fee structure from the exchange corresponding to the tier of your account."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1610120917432
},
{
"style": "Title",
"text": "Fee Structure Configuration",
"updated": 1609676648252
"text": "Fee Structure Configuration"
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/session-quoted-asset.json
+17 -4
View File
@@ -10,13 +10,26 @@
},
{
"style": "Text",
"text": "The parameter allows defining an initial balance of the corresponding asset, which may be used for trading with the corresponding trading system and trading session.",
"updated": 1609675091584
"text": "The parameter allows defining an initial balance for the corresponding asset, which may be used for trading with the corresponding trading system and trading session.",
"updated": 1610120612671
},
{
"style": "Note",
"text": "Notice that the initial balance may be defined on either or both assets in the market.",
"updated": 1610120649770
},
{
"style": "Text",
"text": ""
},
{
"style": "Block",
"text": "Configuring",
"updated": 1610120575504
},
{
"style": "Title",
"text": "Session Quoted Asset Configuration",
"updated": 1609675107102
"text": "Session Quoted Asset Configuration"
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/slippage.json
-4
View File
@@ -12,10 +12,6 @@
"style": "Text",
"text": "In the context of forward testing and live trading sessions, slippage does not affect the actual transactions. However, the parameter is taken into account when creating the live trading simulation until the actual order fill values are obtained from the exchange."
},
{
"style": "Note",
"text": "Check the configuration section for the details on how slippage works."
},
{
"style": "Block",
"text": "Configuring"
Projects/Superalgos/Schemas/Docs-Nodes/time-range.json
+16 -47
View File
@@ -12,73 +12,42 @@
"style": "Text",
"text": "The parameter offers precise control over the duration, starting and ending points of the session. Several options are available, and there are differences in how backtesting and the rest of the types of trading sessions function in this regard."
},
{
"style": "Text",
"text": "Check the configuration to learn more."
},
{
"style": "Block",
"text": "Configuring"
},
{
"style": "Title",
"text": "Configuring Time Range"
"text": "Time Range Configuration",
"updated": 1610120685734
},
{
"style": "Text",
"text": "Select Configure Time Range on the menu to access the configuration. The configuration varies slightly depending on the type of session you are running."
"style": "Subtitle",
"text": "On Backtesting Sessions",
"updated": 1610120720887
},
{
"style": "Text",
"text": "<H4>On Backtesting Sessions</H4>"
},
{
"style": "Text",
"text": "{"
},
{
"style": "Text",
"text": "\"initialDatetime\": \"2019-09-01T00:00:00.000Z\","
},
{
"style": "Text",
"text": "\"finalDatetime\": \"2019-09-25T00:00:00.000Z\""
},
{
"style": "Text",
"text": "}"
"style": "Json",
"text": "{\n\"initialDatetime\": \"2019-09-01T00:00:00.000Z\",\n\"finalDatetime\": \"2019-09-25T00:00:00.000Z\"\n}",
"updated": 1610120762359
},
{
"style": "List",
"text": "initialDatetime is the datetime the session starts at."
},
{
"style": "Text",
"text": "<H4>On Paper Trading, Forward Testing and Live Trading Sessions</H4>"
"style": "List",
"text": "finalDatetime is the datetime the session finishes at. If you don't set a finalDatetime* at the level of the testing session or the trading system, then the session runs for one year."
},
{
"style": "Text",
"text": "{"
"style": "Subtitle",
"text": "On Paper Trading, Forward Testing and Live Trading Sessions",
"updated": 1610120775806
},
{
"style": "Text",
"text": "\"initialDatetime\": \"2019-09-01T00:00:00.000Z\","
},
{
"style": "Text",
"text": "\"finalDatetime\": \"2019-09-25T00:00:00.000Z\","
},
{
"style": "Text",
"text": "\"allowStartingFromThePast\": false"
},
{
"style": "Text",
"text": "}"
},
{
"style": "Text",
"text": " finalDatetime is the datetime the session finishes at. If you don't set a finalDatetime* at the level of the testing session or the trading system, then the session runs for one year."
"style": "Json",
"text": "{\n\"initialDatetime\": \"2019-09-01T00:00:00.000Z\",\n\"finalDatetime\": \"2019-09-25T00:00:00.000Z\",\n\"allowStartingFromThePast\": false\n}",
"updated": 1610120789823
},
{
"style": "Text",
Projects/Superalgos/Schemas/Docs-Topics/network-008-trading-session-parameters.json
+157
View File
@@ -0,0 +1,157 @@
{
"topic": "Network",
"pageNumber": "8",
"type": "Trading Session Parameters",
"definition": {
"text": "Parameters control the behavior of trading sessions and improve the quality of simulations.",
"updated": 1610120140431
},
"paragraphs": [
{
"style": "Include",
"text": "Superalgos->Node->Trading Parameters->Definition",
"updated": 1610120395977
},
{
"style": "Include",
"text": "Superalgos->Node->Trading Parameters->Content",
"updated": 1610120405121
},
{
"style": "Include",
"text": "Superalgos->Concept->Reusable Snippets->Note for Hierarchy Tables",
"updated": 1610121029612
},
{
"style": "Hierarchy",
"text": "Superalgos->Trading Parameters->2",
"updated": 1610121089149
},
{
"style": "Title",
"text": "Session Base Asset"
},
{
"style": "Include",
"text": "Superalgos->Node->Session Base Asset->Definition",
"updated": 1610120263157
},
{
"style": "Include",
"text": "Superalgos->Node->Session Base Asset->Content",
"updated": 1610120266197
},
{
"style": "Title",
"text": "Session Quoted Asset"
},
{
"style": "Include",
"text": "Superalgos->Node->Session Quoted Asset->Definition",
"updated": 1610120273454
},
{
"style": "Include",
"text": "Superalgos->Node->Session Quoted Asset->Content",
"updated": 1610120276410
},
{
"style": "Title",
"text": "Time Range"
},
{
"style": "Include",
"text": "Superalgos->Node->Time Range->Definition",
"updated": 1610120284295
},
{
"style": "Include",
"text": "Superalgos->Node->Time Range->Content",
"updated": 1610120287169
},
{
"style": "Title",
"text": "Time Frame"
},
{
"style": "Include",
"text": "Superalgos->Node->Time Frame->Definition",
"updated": 1610120295153
},
{
"style": "Include",
"text": "Superalgos->Node->Time Frame->Content",
"updated": 1610120298151
},
{
"style": "Title",
"text": "Slippage"
},
{
"style": "Include",
"text": "Superalgos->Node->Slippage->Definition",
"updated": 1610120306196
},
{
"style": "Include",
"text": "Superalgos->Node->Slippage->Content",
"updated": 1610120309523
},
{
"style": "Title",
"text": "Fee Structure"
},
{
"style": "Include",
"text": "Superalgos->Node->Fee Structure->Definition",
"updated": 1610120321164
},
{
"style": "Include",
"text": "Superalgos->Node->Fee Structure->Content",
"updated": 1610120324208
},
{
"style": "Title",
"text": "Snapshots"
},
{
"style": "Include",
"text": "Superalgos->Node->Snapshots->Definition",
"updated": 1610120337256
},
{
"style": "Include",
"text": "Superalgos->Node->Snapshots->Content",
"updated": 1610120341143
},
{
"style": "Title",
"text": "Heartbeats"
},
{
"style": "Include",
"text": "Superalgos->Node->Heartbeats->Definition",
"updated": 1610120350029
},
{
"style": "Include",
"text": "Superalgos->Node->Heartbeats->Content",
"updated": 1610120353801
},
{
"style": "Title",
"text": "User Defined Parameters"
},
{
"style": "Include",
"text": "Superalgos->Node->User Defined Parameters->Definition",
"updated": 1610120362782
},
{
"style": "Include",
"text": "Superalgos->Node->User Defined Parameters->Content",
"updated": 1610120365727
}
]
}
Projects/Superalgos/Schemas/Docs-Topics/network-008-trading-session-references.json
+40
View File
@@ -0,0 +1,40 @@
{
"topic": "Network",
"pageNumber": "8",
"type": "Trading Session References",
"definition": {
"text": "A Trading Session must reference the Trading System whose rules are to be implemented during the session, and the Trading Engine hierarchy that shall keep track of the runtime data produced by the Trading Bot.",
"updated": 1610119349368
},
"paragraphs": [
{
"style": "Title",
"text": "Trading System Reference",
"updated": 1610119907548
},
{
"style": "Include",
"text": "Superalgos->Node->Trading System Reference->Definition",
"updated": 1610119921115
},
{
"style": "Include",
"text": "Superalgos->Node->Trading System Reference->Content",
"updated": 1610119924551
},
{
"style": "Title",
"text": "Trading Engine Reference"
},
{
"style": "Include",
"text": "Superalgos->Node->Trading Engine Reference->Definition",
"updated": 1610119935818
},
{
"style": "Include",
"text": "Superalgos->Node->Trading Engine Reference->Content",
"updated": 1610119940143
}
]
}