Skip to content

Latest commit

 

History

History
51 lines (38 loc) · 2.54 KB

recent_changes.md

File metadata and controls

51 lines (38 loc) · 2.54 KB
Raw

Recent changes

There are several major changes to the application that are not fully reflected in the docs yet. See below for links to discussions or issues where covered:

Parquet / Arctic

  • Nov 2023
  • Default behaviour is now to use Parquet for persistence of timeseries data. Staying with Arctic is still possible with manual changes
  • Read more here, and here

More recent dependency versions

  • Nov 2023
  • More recent versions of Python (3.10), Pandas (2) are supported
  • Read more here

Roll states, auto rolling, roll rules

  • Jul 2023
  • Contract rolling behaviour updated
  • Read more here, here, and here

No market data

  • Jul 2023
  • Easier trading without market data subscriptions
  • Read more here, here, and the algo_overrides section in defaults.yml

Instrument and forecast weight config as hierarchy

  • Jun 2023
  • Easier way to specify weights
  • Read more here and here

Instrument and roll config moved to CSV storage

  • Mar 2023
  • Persistence of instrument and roll config moved from MongoDB to CSV
  • Read more here

Development processes

  • Mar 2023
  • Now two branches: master is stable, develop work happens on develop. Branches for PRs should be made from develop
  • Read more here

Changes to timing of production processes

  • Jan 2023
  • Timing of some daily production processes adjusted
  • Read more here, here, and here

Separate daily and hourly prices

  • Aug 2022
  • Daily and hourly price data are now stored separately
  • Read more here