Hi all
Version 2.8_08 now complete and new videos posted!
Enjoy
Simon
Tuesday, December 18, 2012
Friday, December 7, 2012
TradeManager 2.8_05 now ready + updated Demo DB. Look for new video early next week. I'll try and keep this to just 15mins!
The changes are as follows:
1/ All indexes/fk names changed to be unique MySQL 5.5 requirement.
2/ Contract.localSymbol length changed to 10 from 6 to match sysmbol column.
3/ Tradingday Tab now allows you to trade the same contract with different strategies or barSize on the same day. Tradestrategy key changed to include barSize
4/ Changed the TradingCalendar to add a day when the trade.market.close property in config.properties is less or equal to the trade.market.open.
5/ On Live login main controller (managedAccountsUpdated()) now parses all accounts from TWS API reqManagedAccounts(). The first account is considered the master and will be set to the default (popup to request this) if this is not so.
6/ Added field priceMultiplier to table Contract this is needed for Futures trade
7/ Tradingday Tab open/close times on a tradingday now over-ride values set in config.properties for the trading day defaults.
8/ Change the key for Contract to Symbol/SECType/Currency/Exchange/Expiry (app uses MMYYYY) app will use MMYYYY in searches as the ContractDetails api request sets the date to the actual date.
9/ Tradingday Tab Tradingday date-times can now be changed as long as the Tradestrategies do not have trades.
10/ When loading contracts from a csv file the app will assign these to the most recent Tradingday (usually today) regardless of open/close date-time. If this is not found then one is created using the config.properties values.
11/ Added none trading days to config.properties
# Tradingdays Sunday=1 Saturnday=7
# Trading days for week Stock Monday-Friday.
# E-mini Sunday-Saturday
trade.market.nontradingdays=1,7
12/ On connection to TWS if connection fails app now reverts to backtesting mode.
13/ Fixed defect added refresh() to WindowActivated() on Strategy Tab
14/ Fixed defect Updated order table now enable when connected to TWS added validation on Limit/Aux field based on OrderType.
15/ Added validation to Tradingday Tab close date
16/ Added event to BrokerInterface to fire events when the orderStatus changes, these now update the Contract Tab Orders panel as changes occur.
17/ Added validation to the BarSize/ChartDays fields on Tradingday Tab.
18/ Added sample csv files to the /db dir
19/ Updated column tooltips
The changes are as follows:
1/ All indexes/fk names changed to be unique MySQL 5.5 requirement.
2/ Contract.localSymbol length changed to 10 from 6 to match sysmbol column.
3/ Tradingday Tab now allows you to trade the same contract with different strategies or barSize on the same day. Tradestrategy key changed to include barSize
4/ Changed the TradingCalendar to add a day when the trade.market.close property in config.properties is less or equal to the trade.market.open.
5/ On Live login main controller (managedAccountsUpdated()) now parses all accounts from TWS API reqManagedAccounts(). The first account is considered the master and will be set to the default (popup to request this) if this is not so.
6/ Added field priceMultiplier to table Contract this is needed for Futures trade
7/ Tradingday Tab open/close times on a tradingday now over-ride values set in config.properties for the trading day defaults.
8/ Change the key for Contract to Symbol/SECType/Currency/Exchange/Expiry (app uses MMYYYY) app will use MMYYYY in searches as the ContractDetails api request sets the date to the actual date.
9/ Tradingday Tab Tradingday date-times can now be changed as long as the Tradestrategies do not have trades.
10/ When loading contracts from a csv file the app will assign these to the most recent Tradingday (usually today) regardless of open/close date-time. If this is not found then one is created using the config.properties values.
11/ Added none trading days to config.properties
# Tradingdays Sunday=1 Saturnday=7
# Trading days for week Stock Monday-Friday.
# E-mini Sunday-Saturday
trade.market.nontradingdays=1,7
12/ On connection to TWS if connection fails app now reverts to backtesting mode.
13/ Fixed defect added refresh() to WindowActivated() on Strategy Tab
14/ Fixed defect Updated order table now enable when connected to TWS added validation on Limit/Aux field based on OrderType.
15/ Added validation to Tradingday Tab close date
16/ Added event to BrokerInterface to fire events when the orderStatus changes, these now update the Contract Tab Orders panel as changes occur.
17/ Added validation to the BarSize/ChartDays fields on Tradingday Tab.
18/ Added sample csv files to the /db dir
19/ Updated column tooltips
Friday, November 23, 2012
Trade Manager 2.8 is ready to download. Lots of bug fixes and a few DB changes. New feature allows you to trade the same contract on the same day with either different bar size or strategies. Also it is now possible to define a trading day that crosses midnight. Useful for the currency/commodity traders.
Look for a new during first week of December 2012.
Look for a new during first week of December 2012.
Friday, October 5, 2012
OK complete 2.7_03. Main changes are to the way TradeOrders are saved, there are now separate saves for Trade & TradeOrder i.e. Hibernate no longer handles this.
I also installed CodePro and Eclipse Memory Analyzer for eclipse, so there are many clean-up changes to the code-base and a change to the main controller. It no longer holds onto a copy of shared data-sets across tradestrategies during back testing (note this was redundant anyway).
I also installed CodePro and Eclipse Memory Analyzer for eclipse, so there are many clean-up changes to the code-base and a change to the main controller. It no longer holds onto a copy of shared data-sets across tradestrategies during back testing (note this was redundant anyway).
Friday, September 7, 2012
Trademanager 2.7_02 now available. Major re-factor of the persist Trade and TradeOrder process. Now CRUD actions on Trade/TradeOrder are all handled via the persistTradeOrder action, TradeOrderfill are handled by the persistTradeOrderfill (note this calls persistTradeOrder). Trade (a.k.a Position) is derived from the latest state of all the open/filled TradeOrders. Trade is now not needed by any of the createOrder actions in the strategies. This simplifies the writing of strategies and wraps Trade actions in one function.
I have added addition events to the BrokerChangeEvent i.e. tradeOrderFilled, positionclosed, tradeOrderCancelled.
TradeOrder Key is now a NOT NULL field in the DB.
Next 3 weeks I will be away so don't expect any new builds!!
I have added addition events to the BrokerChangeEvent i.e. tradeOrderFilled, positionclosed, tradeOrderCancelled.
TradeOrder Key is now a NOT NULL field in the DB.
Next 3 weeks I will be away so don't expect any new builds!!
Friday, August 24, 2012
OK 2.7_01 complete and posted to google code. I've also updated the demo DB with gappers through 8/24/2012.
In this release I have focused on test cases. I fixed all failing test cases and made updates to the buildtest.xml. Now if you run the target "all" it should clean the DB and run all test cases, upon completion the DB should be empty if all tests were successful! From this point forward all new code will be accompanied by test cases goal is to get to where there is roughly 1.5 test/source code. I will be spending the next week added to the test case scenarios.
In this release I have focused on test cases. I fixed all failing test cases and made updates to the buildtest.xml. Now if you run the target "all" it should clean the DB and run all test cases, upon completion the DB should be empty if all tests were successful! From this point forward all new code will be accompanied by test cases goal is to get to where there is roughly 1.5 test/source code. I will be spending the next week added to the test case scenarios.
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