Roberto issues

Results 7 issues of


                                            Roberto

[OrderService] Functional test send orders

enhancement

[OrderService] Implement priceBound or similar to avoid to fill order far from price

enhancement

[Jupyter] Jupyter does not work properly behind nginx proxy

Jupyter does not execute commands when is accessed via nginx proxy.

bug

[PriceService] Save prices to file to speed up BackTesting

Prices should be saved to file system rather than database. This allows the parallel loading in backtesting application.

enhancement

[Backrest] Find best strategy parameters with Spark

Implement a Spark based solution to brute force the optimal parameter estimation.

enhancement

[Algobox] MarketHoursFeature does not work properly with Forex hours

MarketHoursFeature was tested with futures (DAX / SP500) times. It does not work well with 24 hours forex hours.

bug

[DataCollector] DataCollector should NY time to start the week

DataCollector uses UTC to start week, it should use America/New_York zone instead. This might lose the first 30 minutes of trading in case of currencies especially in case of daylight...

bug