chicago-joe

C:\Users\jloss\Anaconda3\envs\pytrader\python.exe C:\Users\jloss\AppData\Local\JetBrains\Toolbox\apps\PyCharm-P\ch-0\191.7141.48\helpers\pydev\pydevconsole.py --mode=client --port=52232

import sys; print('Python %s on %s' % (sys.version, sys.platform))
sys.path.extend(['C:\\Users\\jloss\\PyCharmProjects\\IE598_Final_Project', 'C:\\Users\\jloss\\PyCharmProjects\\HFT\\classes', 'C:\\Users\\jloss\\PyCharmProjects\\HFT\\models', 'C:\\Users\\jloss\\PyCharmProjects\\HFT\\params', 'C:\\Users\\jloss\\PyCharmProjects\\IE598_Final_Project\\_src\\Live Trading Algo\\params', 'C:\\Users\\jloss\\PyCharmProjects\\IE598_Final_Project\\_src\\Live Trading Algo\\models', 'C:\\Users\\jloss\\PyCharmProjects\\IE598_Final_Project\\_src\\Live Trading Algo\\classes', 'C:\\Users\\jloss\\PyCharmProjects\\IE598_Final_Project\\_src\\Live Trading Algo', 'C:/Users/jloss/PyCharmProjects/IE598_Final_Project'])

Python 3.7.3 (default, Apr 24 2019, 15:29:51) [MSC v.1915 64 bit (AMD64)]
Type 'copyright', 'credits' or 'license' for more informa

chicago-joe

C:\Users\jloss\venv\ccxtenv\Scripts\python.exe C:/Users/jloss/PyCharmProjects/cryptotrader/main.py


-------------------------------------------------------------------------

CRYPTOCURRENCY TRADING ALGORITHM: INITALIZE

EXCHANGE ID:  bitFlyer
STATUS:  {'status': 'ok', 'updated': None, 'eta': None, 'url': None}
DEFAULT RATE LIMIT:  1000

chicago-joe

C:\Users\jloss\venv\hulltradingenv\Scripts\python.exe C:\Users\jloss\AppData\Local\JetBrains\Toolbox\apps\PyCharm-P\ch-0\192.6817.19\helpers\pydev\pydevconsole.py --mode=client --port=52049

import sys; print('Python %s on %s' % (sys.version, sys.platform))
sys.path.extend(['C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum', 'C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum\\Source Code', 'C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum\\Source Code\\data', 'C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum\\Source Code\\data\\2015', 'C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum\\Source Code\\data\\2016', 'C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum\\Source Code\\data\\2017', 'C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum\\Source Code\\week 1', 'C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum\\Source Code\\week 2', 'C:\\Users\\jloss\\PyCharmProjects\\SMA-HullTrading-Practicum\\Source Code\\week 3', 'C:

chicago-joe

C:\Users\jloss\venv\ITCH50parser\Scripts\python.exe C:\Users\jloss\AppData\Local\JetBrains\Toolbox\apps\PyCharm-P\ch-0\192.7142.56\helpers\pydev\pydevconsole.py --mode=client --port=10634

import sys; print('Python %s on %s' % (sys.version, sys.platform))
sys.path.extend(['C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER', 'C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER\\src', 'C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER\\data', 'C:/Users/jloss/PyCharmProjects/NASDAQ-ITCH-5.0-VWAP-PARSER'])

PyDev console: starting.

Python 3.7.3 (v3.7.3:ef4ec6ed12, Mar 25 2019, 22:22:05) [MSC v.1916 64 bit (AMD64)] on win32
>>> #!/usr/bin/env python
... # coding: utf-8

chicago-joe

C:\Users\jloss\venv\ITCH50parser\Scripts\python.exe C:\Users\jloss\AppData\Local\JetBrains\Toolbox\apps\PyCharm-P\ch-0\192.7142.56\helpers\pydev\pydevconsole.py --mode=client --port=11042

import sys; print('Python %s on %s' % (sys.version, sys.platform))
sys.path.extend(['C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER', 'C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER\\src', 'C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER\\data', 'C:/Users/jloss/PyCharmProjects/NASDAQ-ITCH-5.0-VWAP-PARSER'])

PyDev console: starting.

Python 3.7.3 (v3.7.3:ef4ec6ed12, Mar 25 2019, 22:22:05) [MSC v.1916 64 bit (AMD64)] on win32
>>> ###########################################################################
... #       Parsing NASDAQ ITCH-5.0 Trade Data

chicago-joe

C:\Users\jloss\venv\ITCH50parser\Scripts\python.exe C:\Users\jloss\AppData\Local\JetBrains\Toolbox\apps\PyCharm-P\ch-0\193.5233.109\plugins\python\helpers\pydev\pydevconsole.py --mode=client --port=1700

import sys; print('Python %s on %s' % (sys.version, sys.platform))
sys.path.extend(['C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER', 'C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER\\src', 'C:\\Users\\jloss\\PyCharmProjects\\NASDAQ-ITCH-5.0-VWAP-PARSER\\data', 'C:/Users/jloss/PyCharmProjects/NASDAQ-ITCH-5.0-VWAP-PARSER'])

Python 3.7.3 (v3.7.3:ef4ec6ed12, Mar 25 2019, 22:22:05) [MSC v.1916 64 bit (AMD64)]
Type 'copyright', 'credits' or 'license' for more information
IPython 7.9.0 -- An enhanced Interactive Python. Type '?' for help.
PyDev console: using IPython 7.9.0

chicago-joe

import pandas as pd


df = pd.DataFrame(
        {
                'ticker':
                    [
                            'AAPL',
                            'SPY',
                            'A',

chicago-joe

Firework Overlay Demo

This is a fork of my firework simulator that shows how it could be used as an overlay above custom content. Keep in mind I built this as a standalone project, not as a plugin/library. There are a bunch of issues you may possibly run into using this code.

Some features from the full version have been disabled, including sound effects and the menu system. Getting these to work well on a custom site involves even more work.

If you like this and use it yourself, I would appreciate if you credit me (Caleb Miller) at cmiller.tech.

A Pen by Caleb Miller on CodePen.

chicago-joe

version: "3.7"

services:

    agent:
        build: .
        command: bash -c "prefect agent local start -t %AGENT-SERVICE-TOKEN% --label pwcm"
        volumes:
            - /srv/docker/prefect/flows:/root/.prefect/flows
            - type: bind

chicago-joe

strategies = ['strategy_1', 'strategy_2', 'strategy_3', 'strategy_4']

aggregation_types =
  [
     ['account', 'ticker'],
     ['account', 'strategy', 'ticker'],
     ['account', 'strategy', 'strategyLevel', 'ticker']
  ]