Wondertrader releases version v0.5.1

Time:2020-10-18

Today (August 14, 2020), wondertrader released version 0.5.1, along with wtpyv0.5.1

Wondertrader has made the following changes in v0.5.1:

  • When the real disk engine (CTA, HFT, SEL) is started, the list of policies and the list of transaction channels are output to a configuration file, which is convenient for the monitoring service to read and view
  • An event notification component, eventnotifier, is newly added. Its main function is to send transaction report and order report to the designated receiver through UDP channel. In the future, it will be extended to the data to be monitored in other disks
  • Back testing engine: the data records (transaction, signal, closing position and fund) generated in the back testing process are not written into the file during the back testing process, but are uniformly written into the file after the back test is completed
  • The standardization of contract code in the system is improved to deal with the IO of stock index option

Introduction of wtpy in v0.5.1

Version v0.5.1 of wtpy containsMajor update

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

    • Combined disk operation monitoring: it can view real-time operation log, policy theoretical data, transaction channel data, etc., and provide the entrance of manual start and stop.

    Wondertrader releases version v0.5.1

    • Automatic scheduling service: automatic scheduling of scheduled tasks (start, stop, restart), support to set task repetition by week, support process guard.

    Wondertrader releases version v0.5.1

    • Real time event notification: the monitoring service receives the event pushed by the composite disk, and then forwards it to the monitoring end and prompts the user.
    • Full automatic remote deployment (under construction): fully automatic online remote deployment, providing automatic deployment services for various application scenarios such as backtesting environment and real disk environment.
    • Online backtesting analysis (under construction): after fully automatic remote deployment, it provides online backtesting service, and carries out result analysis and graphical display.

Plans for the next phase

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