Related Issues (20)
- candle stick rendering at veusz graphs
- make sure that all meta orders fire events with self but not with underlying order
- meta orders should check ability of the underlying orderbook to process meta orders internally
- order factories should have signature () -> IOrder (so sideFunc, volumeFunc go as their parameters)
- strategies should fire on_order_sent event and not call self._trader.send(order) in order to loose coupling
- instantiate automatically classes like Less[float] for better use with cPickle
- specify binding order for definitions so they could use each other
- RSIex and RSIbis give different results
- strategy.Arbitrage might be implemented as particular case of FundamentalValue strategy HOT 1
- assets of different types: cash, bonds etc.
- Cancel orders should be replaced by order.cancel methods
- composite orders should be re-written via new style order factories
- adaptive strategies should use request.EvalMarketOrder and not order.VirtualMarket
- strategy parts should accept also previous information as parameters: price(side), volume(side, price)
- Use sortedcontainers rather than blist for SortedDict implementation HOT 1
- adaptive strategies should use an object encapsulating the underlying strategy and estimation for its efficiency
- create at server side mapping (type constraint appearing in some field) --> (list of objects matching this constraint)
- fields of generated observables should be regarded as definitions
- equal observables should share state in order to save space and computation time
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