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- Is pretty stable so version 1.0 seems appropriate (also my birthday)
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## Version 0.90
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Completely refactored accounting code.
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Completely refactored optimisation code.
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Moved 'quant' type functions to sysquant: robust_vol_calc - you may get error messages - update your config
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Renamed certain functions in systems.rawdata (used by 'fancier' trading rules) - update your config
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-Completely refactored accounting code.
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-Completely refactored optimisation code.
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-Moved 'quant' type functions to sysquant: robust_vol_calc - you may get error messages - update your config
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-Renamed certain functions in systems.rawdata (used by 'fancier' trading rules) - update your config
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## Version 0.85
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**WARNING! FROM VERSION 0.85.0 IS A MAJOR UPGRADE. SEE [pandas_upgrade](pandas_upgrade.md) BEFORE DOING ANYTHING!
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Upgraded pandas and arctic versions
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Added 'Pause' process status
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Refactored and tidied control code
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Control process now sleep when not needed to save energy
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Removed option to specify machine to run process on
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-Upgraded pandas and arctic versions
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-Added 'Pause' process status
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-Refactored and tidied control code
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-Control process now sleep when not needed to save energy
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-Removed option to specify machine to run process on
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## Version 0.80
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Finished refactoring of production code (or at least, for now!)
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sysproduction/diagnostics now renamed reporting
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sysproduction/data code now uses generic handler and property methods to access data
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broker API now has proper base classes
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Tinkered with requirements to get running on new machine
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-Finished refactoring of production code (or at least, for now!)
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-sysproduction/diagnostics now renamed reporting
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-sysproduction/data code now uses generic handler and property methods to access data
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-broker API now has proper base classes
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-Tinkered with requirements to get running on new machine
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## Version 0.75
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Moved defaults.yaml to /sysdata/config directory
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Removed 'example' strategy from config files - strategies need to be explicit in private yaml config
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Cleaned up configuration code. Production config now accessed through data blob where possible.
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Messed up order database by changing formats; let me know if you have any issues reading your old orders
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-Moved defaults.yaml to /sysdata/config directory
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-Removed 'example' strategy from config files - strategies need to be explicit in private yaml config
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-Cleaned up configuration code. Production config now accessed through data blob where possible.
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-Messed up order database by changing formats; let me know if you have any issues reading your old orders
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## Version 0.70
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Massive refactoring mainly of order code but also IB client structure. Should be backwardly compatible with old saved orders except 'split' orders which are ignored. Read 'journey of an order' in production code for granular detail.
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added remote monitoring
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- Massive refactoring mainly of order code but also IB client structure. Should be backwardly compatible with old saved orders except 'split' orders which are ignored. Read 'journey of an order' in production code for granular detail.
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- added remote monitoring
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## Version 0.60.0
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Split out control configuration from other YAML files (**YOU WILL NEED TO CHANGE PRIVATE CONFIG** look at the production docs!)
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Refactoring of run and control processes mostly into new syscontrol module
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Added simple monitoring tool
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Added email 'to' option (**YOU WILL NEED TO CHANGE PRIVATE CONFIG TO INCLUDE email_to parameter**)
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-Split out control configuration from other YAML files (**YOU WILL NEED TO CHANGE PRIVATE CONFIG** look at the production docs!)
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-Refactoring of run and control processes mostly into new syscontrol module
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-Added simple monitoring tool
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-Added email 'to' option (**YOU WILL NEED TO CHANGE PRIVATE CONFIG TO INCLUDE email_to parameter**)
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## Version 0.52.0
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Mostly refactoring and documenting the creation and storage of data
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-Mostly refactoring and documenting the creation and storage of data
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## Version 0.51.0
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Essentially 'finished' production.md (in as much as anything can be finished...)
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Changed data Blobs so now take lists of objects rather than str, easier to see dependencies
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-Essentially 'finished' production.md (in as much as anything can be finished...)
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-Changed data Blobs so now take lists of objects rather than str, easier to see dependencies
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## Version 0.50.0
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(Done loads of work but forgotten to update the version number or this file. So let's reward ourselves with a 0.20 version bump. The following list is almost certainly incomplete...)
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Done loads of documentation for production
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Added position limits
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Removed broker base classes as redundant
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Minimum tick size used in setting limit orders
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Stopped double counting of volumes when daily/intraday data mixed
Added interactive diagnostics, interactive order stack, interactive controls
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Execution algo!
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Added capability to trade
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-(Done loads of work but forgotten to update the version number or this file. So let's reward ourselves with a 0.20 version bump. The following list is almost certainly incomplete...)
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-Done loads of documentation for production
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-Added position limits
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-Removed broker base classes as redundant
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-Minimum tick size used in setting limit orders
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-Stopped double counting of volumes when daily/intraday data mixed
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