Wondertrader release v0.5.1


Today (August 14, 2020), wondertrader released version v0.5.1, and wtpyv0.5.1 was released simultaneously

Wondertrader has made the following changes in v0.5.1:

  • When the real offer engine (CTA, HFT, SEL) is started, it outputs the policy list and transaction channel list to a configuration file to facilitate the monitoring service to read and view
  • A new event notification component, eventnotifier, is added. It is mainly used to send transaction return and order return to the specified receiver through UDP channel. It will be extended to other data to be monitored in the future
  • In the backtesting engine, the data records (transactions, signals, positions closed and funds) generated during the backtesting process are not written into the file during the backtesting process, but are uniformly written into the file after the backtesting is completed
  • Improved the processing of stock index option IO by contract code standardization in the system

Introduction of wtpy in v0.5.1

Version 0.5.1 of wtpy includesMajor update

  • Add a new onemonitorMonitoring service module, includinghttpServiceswebsocketServices are two kinds of services provided to the web. At the same time, a composite event component is added to receive the real-time events forwarded by the composite, and a scheduling module is added to automatically schedule the scheduled tasks on the server
  • Add a new oneweb-uiDirectory for managingwtpyofweb-uiThe project temporarily realizes the monitoring interface of PC version, located inweb-ui/consoleNext,web-uiusevue2+webpackTo achieve, the front end useselement-uiInterface library, which can provide powerful composite disk monitoring service in real time
  • The storage of K-line data and tick data in wtpy is changed from dataframe to user-defined container to improve the reading and writing efficiency
  • The console interface is as follows:

    • Combined disk operation monitoring: you can view the real-time operation log, strategy theory data, transaction channel data, etc., and provide the entrance for manual start and stop.

    Wondertrader release v0.5.1

    • Automatic scheduling service: fully automatic scheduling of scheduled tasks (start, stop and restart), support setting task repetition by week, and support process daemon.

    Wondertrader release v0.5.1

    • Real time event notification: the monitoring service receives the events pushed by the composite disk, and then forwards them to the monitoring end to prompt the user.
    • Fully automatic remote deployment (under construction): fully automatic online remote deployment, providing automatic deployment services for various application scenarios such as back test environment and real disk environment.
    • Online backtest analysis (under construction): after full-automatic remote deployment, provide online backtest services, and conduct result analysis and graphical display.

Plan for the next stage

  • Continue to improve documents
  • Official account of more strategic applications
  • Remote console integrates more functions (automatic deployment, online backtesting)
  • Provide more usability improvements
  • Core performance test optimization