Daily and Intraday OHLCV bars capture, fast message-driven parallel backtesting engine with trading strategy DSL, trading simulator, daily stock watcher
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fixed typos in README and gave more complete descriptions
5af49a6View on GitHubadded MIT license to nearly every file and wrote up a nice state of the project synopsis in the README file
b4a5c14View on GitHubcomplete upgrade of connection pool w/integration into consumers; wrote backtest test1.cfg as a test harness. It will exhibits timing problems in the absence of output to stderr. At present its hanging. Lewis called a halt to the project. This is the last checking for a while, or ever
bd9fe48View on GitHubworking threaded version of the backtester; still needs admin stuff to know when to quit, etc
7b4e8adView on GitHubCheck in of a working version of the backtester using the beanstalk server. The working version currently uses EM-Jack which uses EventMachine. Other clients exist and may be higher performance. The EM based client has some oddities: when run as a single process it generates 19K+ positions. When run with 4 forked child processes it generates over 41K. Since the positions table is has a primary key on entry_date and ticker_id, they can't be duplicate positions. THIS MUST BE INVESTIGATED!
c40e41dView on GitHubchanged db update routines to use forks instead of launching rake jobs
108dd75View on GitHubable to run backtests with icc compiled libs and many further optimizations
3ff5507View on GitHubfixed bug in remote logger that was allocation multiple DrbObject for the same log file. Uknown how this will work in the multi-process case where drb requests for a logger may come at the same time (no way to serialize...maybe Rinda will work for that
94f31f5View on GitHubre-implemented the remote logger such that multiple loggers are managed and passed back to the client process
5d82867View on GitHub