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1269 lines (1269 loc) · 83.8 KB
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* 4777e16 2017-08-02 Tibor Kiss (HEAD -> master) Safely parse values from google finance output
* 4da44c0 2017-07-11 Tibor Kiss Remove KIRK_SPLS & ACC_BIP from real trading pairs
* 55e048c 2017-06-22 Tibor Kiss Disable logPrices in MTW_TEX. Also remove from the paper traded pairs, will work in ZP now
* 6a3dcc8 2017-06-05 Tibor Kiss Reduce leverage as other strategies has been deployed
* 43a427c 2017-05-23 Tibor Kiss Add kalmanFilterDelta Strategy Param
* cd7df47 2017-05-18 Tibor Kiss Add requests module to dependencies
* 6224330 2017-05-18 Tibor Kiss Workaround Yahoo Finance API Change: use google finance
* fa14af8 2017-04-21 Tibor Kiss Reduce backtesting pairs to 50 (no more quote boosting)
* c078b62 2017-03-21 Tibor Kiss Reduce paper trading leverage to free up capital for ib portfolio builder based strategy
* a4d82a2 2017-03-21 Tibor Kiss Add ST exception for CRH_MLM
* 212d914 2017-03-21 Tibor Kiss Add 0.005 as entry & exit order distance, increase zScoreUpdateBuffer to 2
* cd5fdd5 2017-03-19 Tibor Kiss Add exception for INSY_NBIX and MTW_TEX system tests
* 72330ad 2017-03-19 Tibor Kiss Get rid of DUG_PXH (backtest results are not promising)
* 3a002d3 2017-03-19 Tibor Kiss Remove dead pairs and add DUG_PXH and EGBN_JPM to real
* 77fa51a 2017-03-19 Tibor Kiss Reduce Real trading leverage to 1.0
* b7968ef 2017-03-19 Tibor Kiss Add tickpilot discovery script
* 6f51cf8 2017-03-19 Tibor Kiss Fix adfuller non-implementation on pypy
* 70b4762 2017-03-19 Tibor Kiss Add price increments where needed
* b424afb 2017-03-17 Tibor Kiss Increase log level of invalid share qties message
* 7ea44d2 2017-03-17 Tibor Kiss Enable LIMIT orders w/ 0 distance by default
* 3c3e7cd 2017-03-17 Tibor Kiss Strategy fix: move zScoreEvalFrequency to zScoreUpdateBuffer
* 4a9bbe4 2017-03-17 Tibor Kiss Fix warning messages
* a359ef0 2017-01-24 Tibor Kiss Update backtest.csv
* 1fe7661 2017-01-24 Tibor Kiss Update pairscan/start-pairscan.sh
* cb56cd0 2017-02-21 Tibor Kiss Reduce zScoreEvalFrequency for some of the paper trading pairs to 1
* ec967c4 2017-02-21 Tibor Kiss Add limitPriceIncrements to some of the paper traded pairs
* 7cbec20 2017-02-21 Tibor Kiss Enable limit based trading for real traded pairs
* 550cd78 2017-02-10 Tibor Kiss Add limitPriceIncrements as a parameter. Some of the Nasdaq stocks have 0.05 increment due to Nasdaq Tick Size Pilot
* c1063e3 2017-02-10 Tibor Kiss Enable limit order for Paper pairs which present in Real trading too
* dbfee8b 2017-02-06 Tibor Kiss Add log_warn to strategy/__init__.py
* f786e6d 2017-02-04 Tibor Kiss Fix exit order limit price calculation
* a854183 2017-02-02 Tibor Kiss Enable entry & exit order distance for the paper trading pairs
* 86ca83f 2017-02-02 Tibor Kiss Enable entryOrderDistance to some of the paper pairs
* d1d8815 2017-02-02 Tibor Kiss Add dummy config for AQN_UTL (don't have minute data to optimize)
* 3b658f9 2017-02-02 Tibor Kiss Price rounding for limit orders
* e9d6e85 2016-08-22 Tibor Kiss Limit order support
* f8a1fc6 2017-01-24 Tibor Kiss Add config for MAA_TITN
* 2777c85 2017-01-23 Tibor Kiss Fix position size calculation for second leg of the pair
* 6071708 2017-01-23 Tibor Kiss Get rid of expired pairs from paper: EDE_UTL. Adjust PPS_TITN to MMA_TITN (acquire adjust)
* 0e54191 2017-01-22 Tibor Kiss Move ARTNA_MSEX from real to paper (get rid of ES_MSEX & AEP_ARTNA due to collision from paper). Get rid of IHF_USPH from real (can't move due conflict with MDT_USP in paper). Add MTW_TEX, KIRK_SPLS & INSY_NBIX to real
* 0b1933a 2017-01-22 Tibor Kiss BRKR_ININ removed: ININ was acquired by a private company
* 0faae71 2016-11-23 Tibor Kiss Add ADBE_EFII, CXO_TCP, ACC_BIP to paper trading compare experiment. Get rid of NX_IR (no trade since a year)
* f395421 2016-11-22 Tibor Kiss Add EZA_EWH, KOF_FMX, BTI_PM to paper trade with overrides
* cb19e63 2016-10-17 Tibor Kiss Handle IILG to ILG rename
* 5be98cf 2016-10-17 Tibor Kiss Remove wild pair: FHCO_ABAX
* 898f2ea 2016-10-15 Tibor Kiss Move KOF_FMX from paper to live
* 5de0b5b 2016-10-13 Tibor Kiss Add optimized parameters for new pairs
* 767e46e 2016-10-12 Tibor Kiss Replace XEL_ARTNA with ARTNA_MSEX in live
* 1386b6c 2016-10-12 Tibor Kiss Reduce leverage to 1.9 (some close call on eod liquidation)
* e609027 2016-10-12 Tibor Kiss Add new paper trading pairs based on pairscan-201610 (tableau)
* cbbc81e 2016-10-02 Tibor Kiss Use GTC orders explicitly
* ebe73fc 2016-10-02 Tibor Kiss Update IDEA project files
* 2017282 2016-10-02 Tibor Kiss Schedule strategy initialization to 9:30
* a88b8eb 2016-09-27 Tibor Kiss Revert "Refactor beginning of day & end of day handling"
* f1e2967 2016-09-26 Tibor Kiss Refactor beginning of day & end of day handling
* fbb0355 2016-09-26 Tibor Kiss Add fetch_last_365_flexquery.sh
* 1f82561 2016-09-25 Tibor Kiss Reduce initial portfolio value to 10k in backtests
* 1ada064 2016-08-02 Tibor Kiss Fix texts on plot + add datetime to plot filename
* aad8a7f 2016-08-02 Tibor Kiss Fix plot creation under Linux
* 70ca7a3 2016-08-02 Tibor Kiss Fix typo in RESULTS.md
* 3a666ea 2016-09-26 Tibor Kiss Remove boilerplate
* 1bdd509 2016-09-26 Tibor Kiss Add TotalTrades, ProfitableTrades & UnprofitableTrades to CSV File
* cc62d4a 2016-09-26 Tibor Kiss Fix datetime creation. Note to self: named parameters are preferred
* c3ea20f 2016-09-25 Tibor Kiss HUBA-30: Add Sortino ratio
* 68ec593 2016-09-18 Tibor Kiss Use plain text log files
* 6448902 2016-09-18 Tibor Kiss Add logstash-huba-test-log.conf
* daf77a8 2016-09-18 Tibor Kiss First version of logstash files
* b13b6ad 2016-09-17 Tibor Kiss Fix tws addresses 2nd try
* c8dc50c 2016-09-17 Tibor Kiss Fix tws addresses
* 271a22d 2016-09-17 Tibor Kiss Bump numpy & matplotlib version
* 9d774ba 2016-09-17 Tibor Kiss Use tws-paper and tws-real as tws connection strings
* cb39cc7 2016-09-17 Tibor Kiss Reduce sleep time in BrokerAgent
* 9b019cc 2016-09-17 Tibor Kiss Add all dependencies th requirements-python.txt
* df93227 2016-09-17 Tibor Kiss Update pytest version to 2.9.2
* fa3c8bb 2016-09-07 Tibor Kiss Pass thru IBConnectionException
* dec52c0 2016-09-05 Tibor Kiss Update CSV results
* 72981d0 2016-08-16 Tibor Kiss Merge branch 'master' of eiger-dyn:/data/git/huba
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| * e141537 2016-08-16 Tibor Kiss Extend debug logging
* | c75eea3 2016-08-16 Tibor Kiss Fix CSV writing at end of day
|/
* 107d39c 2016-08-16 Tibor Kiss Extra ZScore calculation details added to debug log
* dc38ff3 2016-08-16 Tibor Kiss Check if CSV is closed during daily dumping
* b396545 2016-08-13 Tibor Kiss Fix bar inclusion (yet again - #3)
* a1d9814 2016-08-13 Tibor Kiss Fix bar inclusion (yet again)
* fc53e8b 2016-08-13 Tibor Kiss Fix bar inclusion printout :S
* d50a4bd 2016-08-13 Tibor Kiss Fix bar inclusion
* 84bcd3b 2016-08-13 Tibor Kiss Fix reporting the number of bars
* be44b6a 2016-08-13 Tibor Kiss Fix previous commit
* f0de99e 2016-08-13 Tibor Kiss Fix logging message
* 6c37c8a 2016-08-13 Tibor Kiss HUBA-20: Ability to load CSVs from multiple sources (iqfeed & ib)
* dd66553 2016-08-13 Tibor Kiss Adapt testcase to the new brokeragent.run routine
* abcbe44 2016-08-13 Tibor Kiss Fix real shell script path in bin/huba_live_session.sh
* b9bf648 2016-08-13 Tibor Kiss Move huba start to huba_start_{real|paper}.sh
* f4a2678 2016-08-13 Tibor Kiss HUBA-34: Speed up IB Bar delivery
* fb224e6 2016-08-13 Tibor Kiss HUBA-34: Initialize the strategy at day open (9:30)
* 43caa37 2016-08-13 Tibor Kiss HUBA-31: Fix IPython embedding
* cd1d170 2016-08-13 Tibor Kiss Fix None value error ir tracing
* 49d03b4 2016-08-10 Tibor Kiss Fix typo in brokeragent.py
* 9a6ab71 2016-08-10 Tibor Kiss Fix getNextLineNumber handling in tracing
* bc49ac3 2016-08-10 Tibor Kiss Fix onEveryHour in brokeragent.py
* 4615107 2016-08-10 Tibor Kiss Reduce loglevel to DEBUG of bar recording message
* f8dca80 2016-08-10 Tibor Kiss tmux support in bin/huba_stop.sh
* 25a2de2 2016-08-10 Tibor Kiss Update trade logs
* ad797da 2016-08-10 Tibor Kiss Remove colonfrom StatArb book filename
* fe743a1 2016-08-10 Tibor Kiss jtsconfig.xml for the new paper trading account
* 1b73172 2016-08-10 Tibor Kiss Update jts.ini
* 9cef0b5 2016-08-10 Tibor Kiss Do not use bzip2 files for huba test logs
* a9c611f 2016-08-10 Tibor Kiss Support bz2 compressed log files in monitor_logs.py
* f5aca92 2016-08-09 Tibor Kiss HUBA-22: Add flush to csv_writer
* 2bdf0e1 2016-08-09 Tibor Kiss Merge branch 'master' of eiger-dyn:/data/git/huba
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| * 2a6e047 2016-08-09 Tibor Kiss Fix Too Many open files in live trading when storing the equities
* | e7ea907 2016-08-09 Tibor Kiss Merge branch 'master' of eiger-dyn:/data/git/huba
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| * a7757c6 2016-08-09 Tibor Kiss Use elgin820 paper trading account
* | d54288e 2016-08-09 Tibor Kiss Update crontab to use tmux based live script
|/
* 4fd95ad 2016-08-09 Tibor Kiss Fix huba_live_session_iterm.scpt
* 18c1583 2016-08-09 Tibor Kiss Include extra file endings for logfiles in gitignore
* cf67e14 2016-08-09 Tibor Kiss HUBA-24: Replace screen with tmux in live trading
* c510d95 2016-08-09 Tibor Kiss Rename huba_screen_start_iterm.scpt -> bin/huba_live_session_iterm.scpt
* d72c173 2016-08-09 Tibor Kiss Use huba_live_session.sh in huba_screen_start_iterm.scpt
* c48c01d 2016-08-09 Tibor Kiss Fix tracing for IB emitted events
* 02d51fd 2016-08-09 Tibor Kiss Fix eiger's address for live test sessions
* bc6294a 2016-08-09 Tibor Kiss HUBA-23: Compress log files on the flight
* 08f61dc 2016-08-02 Tibor Kiss HUBA-16: Add tracing module
* f129cf1 2016-08-01 Tibor Kiss Fix ROI calculation for intra-day trades
* 5d31265 2016-08-01 Tibor Kiss Merge branch 'master' of ssh://eiger-dyn/data/git/huba
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| * 27dde6e 2016-08-01 Tibor Kiss Add CXO_TCP's drawdown to acceptable range
| * 495d6ed 2016-08-01 Tibor Kiss Removed IBM_GLD as GLD is ambiguous query
| * 0919214 2016-08-01 Tibor Kiss Update trade log
| * 51f3142 2016-08-01 Tibor Kiss Backtest between '14 and '17 in system test
| * 2d58442 2016-08-01 Tibor Kiss Optimize (almost) all pairs in config
| * 5366e9f 2016-08-01 Tibor Kiss Add all pair optimization results
| * 5fc0ebf 2016-07-31 Tibor Kiss Move NX_IR ALGN_CVG IILG_FLY CEB_GPX from real to paper
* | 344d7ef 2016-08-01 Tibor Kiss Nasty one: explicitly close CSV writer, otherwise the loadCSV might fail under pypy
|/
* 789b1ec 2016-07-31 Tibor Kiss Adding backtest-paper-pair-optimization-160730.csv
* ec61252 2016-07-31 Tibor Kiss Adding backtest-real-pair-optimization-160730.sorted.csv
* 60c92f6 2016-07-31 Tibor Kiss Instantiate CSV Fd only in live mode
* 7b90786 2016-07-31 Tibor Kiss Remove saveBars from StatArb test
* 63d8e37 2016-07-31 Tibor Kiss Mock CSV Writer in BrokerAgent test
* 22d2617 2016-07-31 Tibor Kiss Add optimizations for missing ETF pairs
* 51eb4f4 2016-07-31 Tibor Kiss Fix live bar to CSV writer: include all the processed bars
* 9de9e8d 2016-07-31 Tibor Kiss Add ib_mkt_data experiment
* d031cb1 2016-07-31 Tibor Kiss Update backtest.csv
* a23ad67 2016-07-31 Tibor Kiss Update IDEA project files
* e7192aa 2016-07-31 Tibor Kiss Add 3rdparty dependencies
* ddb4110 2016-07-31 Tibor Kiss Add reqMarketData.txt
* 9106b25 2016-07-31 Tibor Kiss Handle subscribeMarketData in test
* dbeb232 2016-07-31 Tibor Kiss Optimize real pairs
* 5ee33e8 2016-07-31 Tibor Kiss Add intermediate results to gitignore
* 63157f5 2016-07-31 Tibor Kiss Add CVCO_GVA parameters to config
* 4610b83 2016-07-31 Tibor Kiss Remove dead pairs from paper trading
* c935c6f 2016-07-31 Tibor Kiss Optimize paper trading pairs
* 1325d0d 2016-07-31 Tibor Kiss Add russell pairs
* 4d829c0 2016-07-31 Tibor Kiss Add russell 3000 insturment list
* 8131ce6 2016-07-31 Tibor Kiss Add russell-3000 instruments
* 54ac6ec 2016-07-31 Tibor Kiss Add pairscan results
* 9f7d682 2016-07-31 Tibor Kiss Fix pairlist file in start-pairscan-validation.sh
* 8e5b291 2016-07-31 Tibor Kiss Add start-pairscan-plot-generation.sh
* e98b4c7 2016-07-31 Tibor Kiss Add nasdaq & nyse company list to docs
* f0fb4f7 2016-07-30 Tibor Kiss Add new pairs based on SP500 & Russell3000 PairScan results
* c07f7bd 2016-07-30 Tibor Kiss add statsmodels to requirements-python.txt
* 7b8a7cb 2016-07-30 Tibor Kiss Add filter-processed-pairs.sh
* af4f79e 2016-07-30 Tibor Kiss modernize prefilter_stocks.py
* 511417f 2016-07-30 Tibor Kiss Fix CAGR calculation in case of negative numbers
* d6d8a49 2016-07-30 Tibor Kiss Add pairscan-validation script
* a2eaf87 2016-07-30 Tibor Kiss Add logPrices to optimization
* 3ddd7bc 2016-07-29 Tibor Kiss Merge branch 'master' of ssh://eiger-dyn/data/git/huba
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| * 9604f79 2016-07-22 Tibor Kiss Added XEL_ARTNA to Real, ARTNA_MSEX, SRCE_LKFN, CHCO_WASH, SYBT_EMCI, SFNC_CAC to Paper
| * 8f5eabc 2016-07-15 Tibor Kiss Backtest list cleanup
* | 15b92a0 2016-07-29 Tibor Kiss Using IB Market bars
* | 897da84 2016-07-24 Tibor Kiss Add Hurst exponent & ADFuller support
|/
* 319c89f 2016-07-21 Tibor Kiss Merge branch 'master' of eiger-dyn:/data/git/huba
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| * 06188e2 2016-07-21 Tibor Kiss Action items for 2016 07 pair scan
| * 1c88388 2016-07-14 Tibor Kiss Fix CAGR calculation
* | ffc4846 2016-07-21 Tibor Kiss Remove ALKS_MNTA, AMX_CAC, ATW_GES, BANC_STL, CNX_BHI, KB_LFC, SLX_IIVI, AJG_WSO, AWK_MSEX from actively paper traded pairs
* | e27d881 2016-07-21 Tibor Kiss TAL merges with Triton as TRTN
|/
* b04b969 2016-07-14 Tibor Kiss Merge branch 'master' of ssh://eiger-dyn/data/git/huba
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| * 3c2bff8 2016-07-10 Tibor Kiss Add start and end-date to start-pairscan.sh
| * 3fb7d21 2016-07-10 Tibor Kiss Add scan log files to gitignore
| * 85abe4c 2016-07-10 Tibor Kiss Rename sp500 base list to _lst
| * 87c44b1 2016-07-10 Tibor Kiss use tag in start-pairscan.sh
| * 396a7af 2016-07-10 Tibor Kiss Fix feed loading
| * dd1c3b4 2016-07-10 Tibor Kiss Use critical logging level to display performance and run creation count
* | 8e192f0 2016-07-14 Tibor Kiss Fix cumReturn calculation in analyzer
|/
* 8aa8c43 2016-07-14 Tibor Kiss Unkown sector support to create_pairs script
* eae2798 2016-07-14 Tibor Kiss Add unknownsector to pair scan
* b744df1 2016-07-10 Tibor Kiss Rework loadBacktestFeed
* 7054683 2016-07-10 Tibor Kiss Add totalTrades to analyzer
* cf850f1 2016-07-10 Tibor Kiss Fix trade analyzer 2
* 3d678a7 2016-07-10 Tibor Kiss Fix trade analyzer
* 527978b 2016-07-10 Tibor Kiss Check bar count at cummulative return calculation
* 508872d 2016-07-10 Tibor Kiss Do not throw exception from brokeragent
* 2579c4f 2016-07-10 Tibor Kiss Enable penny stock trading
* 5c6b995 2016-07-10 Tibor Kiss Merge branch 'master' of ssh://eiger-dyn/data/git/huba
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| * 688d00c 2016-07-10 Tibor Kiss Use critical log level to print backtest progress
| * 18b0ae1 2016-07-10 Tibor Kiss Add start-pairscan.sh
* | d83beb6 2016-07-10 Tibor Kiss Check for loaded bar length at backtest
|/
* 7c5c86b 2016-07-10 Tibor Kiss Enable using multiple files in mass backtest
* 5ff22ee 2016-07-09 Tibor Kiss Fix bar download: only allow 1D dl
* 9cb924f 2016-07-09 Tibor Kiss Use common earliest timestamp for backtests
* e996fb6 2016-07-08 Tibor Kiss Restructure pairscan hierarchy
* a0ffa37 2016-07-09 Tibor Kiss Do not download data for iqfeed
* 44b5d37 2016-07-08 Tibor Kiss Adding Statistical Arbitrage and Algorithmic Trading: Overview and Applications.pdf
* 531ff02 2016-07-08 Tibor Kiss Add HUBA apps
* e848292 2016-07-08 Tibor Kiss Add earnings_data_model.txt
* d72c847 2016-07-08 Tibor Kiss Add icons
* cbb68ac 2016-07-08 Tibor Kiss Add vncloc file
* d27cff0 2016-07-08 Tibor Kiss Add docs/performance.txt
* 363a002 2016-07-08 Tibor Kiss Add HUBA-Pair_Reviews.xlsx
* fa44a36 2016-07-08 Tibor Kiss Add HUBA-KalmanFilter-Experiment.xlsx
* c829586 2016-07-08 Tibor Kiss add logs/backtest-paper-pairs.csv
* cb2e12d 2016-07-08 Tibor Kiss Adding SQL Console experiments
* 41723cf 2016-07-08 Tibor Kiss Adding validation.txt results
* 7872134 2016-07-08 Tibor Kiss Move scratch.py to experiments folder
* a9cf9e2 2016-07-08 Tibor Kiss Add candidates.txt
* 17c7308 2016-07-08 Tibor Kiss Get rid of old pairscan results
* 0200276 2016-07-08 Tibor Kiss Add trending-tweets.py
* 93f3cf8 2016-07-08 Tibor Kiss Add pairscan results
* 2abbe59 2016-07-08 Tibor Kiss requirements-python.txt added
* 061f52a 2016-07-08 Tibor Kiss include idea files in gitignore
* 97f1794 2016-07-08 Tibor Kiss Add pair scan input for 20160704 scan frenzy
* 0d66db0 2016-07-08 Tibor Kiss Fix printout in creating message
* babe6d6 2016-07-08 Tibor Kiss Use proper filename in create_pairs_by_sector.py
* 6422175 2016-07-08 Tibor Kiss Add scan/create_pairs_by_sector.py file
* c40df60 2016-07-08 Tibor Kiss Disable db handler
* 8425194 2016-07-08 Tibor Kiss Add lookbackWindow, entryZScore, zScoreEvalFreq to optimizer
* 727df33 2016-07-07 Tibor Kiss Merge branch 'master' of ssh://eiger-dyn/data/git/huba
|\
| * 6226679 2016-07-05 Tibor Kiss Add exception for LH_STE and CXO_TCP in system test
| * 55800fa 2016-07-05 Tibor Kiss Update csv log files
| * 84d70a7 2016-07-05 Tibor Kiss Remove old screenshots
| * e5b1fe8 2016-07-05 Tibor Kiss Adjust traded pairs
* | fddd166 2016-07-07 Tibor Kiss Add Kelly Formula experiment
* | ee622ea 2016-07-07 Tibor Kiss Add experiment logs
|/
* 2c2baf7 2015-12-28 Tibor Kiss Fix checkEarnings testcase: support added for disabled earnings cease fire
* 5e7f9fb 2015-12-28 Tibor Kiss Disable earningsCeaseFire by default. Was not providing enough and consistent gains in backtest for real traded pairs
* 2b75334 2015-12-28 Tibor Kiss Fix pair printout in plotted charts
* 501db0a 2015-12-28 Tibor Kiss Move AMG_CFNL to paper trading: started to fall apart, no trades since 6 months now
* df32be8 2015-12-01 Tibor Kiss Fix testCheckEarnings testcase. The StatArbParms should not be mocked!
* 134b04d 2015-11-30 Tibor Kiss Do not start ipython console in live trading by default
* d887fc2 2015-11-30 Tibor Kiss Remove dead pairs from paper trade: APH_EXLP, BJRI_SMTC, CMC_TRAK
* c19995f 2015-10-21 Tibor Kiss Add Log Prices option to strategy
* 618f549 2015-09-28 Tibor Kiss Log prices - test 2
* 2475594 2015-09-28 Tibor Kiss Log prices - test 1
* cf983b1 2015-10-19 Tibor Kiss fix earnings ceasefire optimization option
* 3255d83 2015-10-19 Tibor Kiss Updating huba pycharm files
* 27d550c 2015-10-19 Tibor Kiss Optimizing for earnings cease fire
* 22509ec 2015-10-18 Tibor Kiss Enable earnings check in backtest (finally!)
* 45d1aa8 2015-10-18 Tibor Kiss Include all the strategy parameters in backtest.csv
* e007e84 2015-10-18 Tibor Kiss Refactor StatArbStrategyParms to StatArbParams
* d0a47d5 2015-10-18 Tibor Kiss Pimp up optimization: it takes the StatArbConfig's parameters as defaults now
* 60a485b 2015-10-18 Tibor Kiss Close HTTP Connection explicitly on yahoo_earnings fetch script
* 9ea77a2 2015-10-18 Tibor Kiss Simplify low/high/volume calculation in reduceBars
* 82e610e 2015-10-17 Tibor Kiss Refactoring final step
* 22f4f24 2015-10-17 Tibor Kiss Rewrite huba start script path in apple script
* 61c7a49 2015-10-17 Tibor Kiss Update crontab before re-wire to bin/
* 759ada1 2015-10-17 Tibor Kiss Split scripts into bin/ and etc/
* 5255d6a 2015-10-17 Tibor Kiss Virtualenv support
* d089787 2015-10-17 Tibor Kiss Moving to py.test
* bd1fd49 2015-10-17 Tibor Kiss Fixing testcases
* 4205adc 2015-10-17 Tibor Kiss Use earnings db in backtest \o/
* 86472b9 2015-10-17 Tibor Kiss Use the DBHandler in Yahoo Downloader
* 4c9a14f 2015-10-17 Tibor Kiss Add 8k earnings to db
* f3f9267 2015-10-16 Tibor Kiss Add DB Handler class with testcase
* a201beb 2015-10-16 Tibor Kiss Finalize DB structure
* 701e359 2015-10-14 Tibor Kiss Fixing mock issues under pypy :O
* 330c51c 2015-10-11 Tibor Kiss HUBA DB for company events.
* fbef06a 2015-10-01 Tibor Kiss Adding 3rdparty dep: python-yql
* e5a0292 2015-10-01 Tibor Kiss Adding pypy requirements.txt file
* 6ea791f 2015-09-29 Tibor Kiss Extend logging
* 34b1f26 2015-09-29 Tibor Kiss Logging improvement
* 1b0909d 2015-09-28 Tibor Kiss Remove comment from prefilter_stocks.py
* d8b3adc 2015-09-28 Tibor Kiss Set default backtest till end of 2014
* fc37512 2015-09-26 Tibor Kiss Add performance reporting (bars/sec)
* c5e4788 2015-09-04 Tibor Kiss Add performance benchmark exemption to system test
* 826805f 2015-09-04 Tibor Kiss Fix patching in statarb testcase.
* 3bf540f 2015-09-02 Tibor Kiss Change trading pairs
* e19cc0e 2015-09-02 Tibor Kiss Updating csv result files
* e1e74af 2015-09-02 Tibor Kiss Check earnings only in live trading
* 72faa9f 2015-06-13 Tibor Kiss Add BTI_PM and XRAY_MR to Live, move CNX_BHI to paper. Increase real leverage to 2.0
* 8d644b6 2015-05-16 Tibor Kiss Show the full earnings table on command line use
* 4eb9744 2015-05-11 Tibor Kiss Add yql-0.7.7-py2.7.egg to 3rdparty
* 9301848 2015-05-11 Tibor Kiss Merge branch 'master' of ssh://jahdisk-dyn/huba
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| * cacdc1d 2015-01-28 Tibor Kiss Removing NIB_COV as COV is out of business as of 2015. 01. 26.
* | 643e597 2015-05-11 Tibor Kiss Add AWK_MSEX to paper trading pairs
* | 25523ec 2015-05-11 Tibor Kiss Do not trade during earnings season.
* | 40c000d 2015-05-11 Tibor Kiss Add Yahoo Earnings calendar loader to tools
|/
* 00323fd 2015-01-02 Tibor Kiss Fix iqfeed socket timeout
* 0f81cf9 2015-01-02 Tibor Kiss Set iqfeed socket to nonblocking
* 0a70ca8 2015-01-02 Tibor Kiss Split up profit & roi printout into two lines
* ec5ff0f 2015-01-02 Tibor Kiss Backtest whole 2014 in the system test
* c591148 2015-01-01 Tibor Kiss Add APU_SPH to paper traded pairs
* 276004e 2015-01-01 Tibor Kiss Remove SSL_APD from live traded pairs
* 49cbbe4 2015-01-01 Tibor Kiss System test for the actively traded pairs for 2014
* 01d9262 2015-01-01 Tibor Kiss GZip support for CSV files
* f92e4f8 2015-01-01 Tibor Kiss Cosmetical fix in "Hist bars loaded" message
* 97950f0 2014-12-31 Tibor Kiss Workaround bar counting.. :(
* f7dc010 2014-12-31 Tibor Kiss Add XRAY_MR to paper pairs
* 05b1d1e 2014-12-31 Tibor Kiss Optimize bar and day counting
* 880a0f0 2014-12-31 Tibor Kiss Merge branch 'master' of ssh://jahdisk-dyn/huba
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| * 2cd61ba 2014-12-30 Tibor Kiss Add good morning and good night message to the daily routine
* | 4d96e6a 2014-12-31 Tibor Kiss Add BID_FOSL to real trading pairs
|/
* a025be6 2014-12-30 Tibor Kiss Good morning & good night to monitor_logs.py
* 9706376 2014-12-30 Tibor Kiss Remove IBM_GLD and TEVA_MR from paper traded pairs, add MDT_USPH to paper
* 55fca08 2014-12-19 Tibor Kiss Print currently processed pair in multiprocessing runs
* 2885b44 2014-12-18 Tibor Kiss Update trading logs
* 207e8e1 2014-12-18 Tibor Kiss Replace DEL_CVCO by WTS_CVCO in paper trading
* ff6b031 2014-12-18 Tibor Kiss Fix daily roi calculation:
* fa7a26f 2014-12-15 Tibor Kiss Add --all to backtest run mode
* 1b2ea83 2014-12-15 Tibor Kiss Assume we have header in backtest.csv file
* f9492f2 2014-12-15 Tibor Kiss Add KOF_FMX to paper trading pairs
* 621d4ef 2014-12-11 Tibor Kiss Optimize all pairs
* 7e3df2b 2014-12-09 Tibor Kiss Add TAL_CGI to live trading pairs
* e090e78 2014-12-09 Tibor Kiss Update trade logs
* f71ab47 2014-12-09 Tibor Kiss Use last day's close on daily ROI calculation
* df8516f 2014-12-05 Tibor Kiss Split up daily roi printout into two lines
* e66b963 2014-12-04 Tibor Kiss Set default lookback period to 60 days
* bf30f38 2014-12-03 Tibor Kiss Do not return results in multicore runs, remove performance monitor (buggy)
* 99aaf68 2014-12-02 Tibor Kiss Fix filter_finished_backtests_from_batch.py as backtest.csv format has changed
* 6e3f263 2014-12-02 Tibor Kiss Fix writeBarsToNTCSV
* 1b2a231 2014-12-02 Tibor Kiss Get rid of pairs with BRK-A, too expensive for us. Sorry Mr Buffett
* f97bdc4 2014-12-02 Tibor Kiss Add yahoo.us pairscan data for 2014. dec. scan
* 0ea5ad1 2014-12-02 Tibor Kiss 1M iqfeed support & refactoring. Change the minute data format. Team, this is Big! (C) Liz@IBM.
* 28f8412 2014-12-02 Tibor Kiss Properly show exception on retry logging
* b0e2a84 2014-11-26 Tibor Kiss Add commission to closing positions in live trading
* 28f894e 2014-11-25 Tibor Kiss Set python interpreter for google_intraday.py
* 9536a5b 2014-11-25 Tibor Kiss Update trading logs
* 6097cd3 2014-11-25 Tibor Kiss Update crontab script
* 9a9a0d0 2014-11-25 Tibor Kiss Check for unit tests in daily log monitor
* 8fca23e 2014-11-25 Tibor Kiss Beauty contest in huba_run_tests.sh
* 38a6b0c 2014-11-25 Tibor Kiss Print huba version on runtests
* dc0cb09 2014-11-25 Tibor Kiss Pimp plot saver
* 654bab9 2014-11-25 Tibor Kiss Show entry points in plots
* 052093b 2014-11-25 Tibor Kiss Get rid of usbdev
* 2947f14 2014-11-25 Tibor Kiss Optimize CNX_BHI
* be78ecf 2014-11-25 Tibor Kiss Add version, barCount to backtest.csv
* b415b86 2014-11-25 Tibor Kiss Do not show dirty flag in git version
* 0eba2e0 2014-11-24 Tibor Kiss Clean up
* 6cec27c 2014-11-23 Tibor Kiss Loosen a bit systemtest's rules
* e375f22 2014-11-23 Tibor Kiss Move ALKS_MNTA, PNR_DOX, CXO_TCP, BRKR_ININ from real to paper trading. Also reorder pairs.
* 550735d 2014-11-23 Tibor Kiss Check for duplicates in pairs
* 9c7270e 2014-11-23 Tibor Kiss Speed up brokerAgent test
* 8cb17ed 2014-11-23 Tibor Kiss Update crontab
* 157a57f 2014-11-23 Tibor Kiss Fix console redirects in huba_run_tests.sh
* 864600a 2014-11-23 Tibor Kiss document _loadHistoricalBars
* 6210c48 2014-11-23 Tibor Kiss Testrunner printouts to stderr
* 3220405 2014-11-23 Tibor Kiss Merge branch 'master' of ssh://jahdisk-dyn/huba
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| * b55c668 2014-11-23 Tibor Kiss Update trade logs
* | 3b08e77 2014-11-23 Tibor Kiss huba_run_tests.sh script
|/
* 509eeb8 2014-11-23 Tibor Kiss This will hurt: rework trade & daily roi calculation
* 591810d 2014-11-23 Tibor Kiss Add firstBar and closedPosCnt to StatArbStrategy
* b4482d3 2014-11-23 Tibor Kiss Prepare for backtesting while real trading
* 4b0bff6 2014-11-23 Tibor Kiss Remains of beauty contest
* 031ac57 2014-11-22 Tibor Kiss Apple Script is updating for no reason
* 30dfc42 2014-11-22 Tibor Kiss Scrap file for code snippets
* 5e0cd65 2014-11-22 Tibor Kiss Update TODO
* 376a010 2014-11-22 Tibor Kiss Updating mass backtest script
* 2bf36f6 2014-11-22 Tibor Kiss Getting rid of old backtest data
* 1574eb5 2014-11-22 Tibor Kiss Beauty contest
* 672fc00 2014-11-22 Tibor Kiss get rid of IS_PYPY import, useless as numpy is integrated now
* 7ef30c3 2014-11-22 Tibor Kiss Some class docs for BrokerAgent
* 9458062 2014-11-22 Tibor Kiss Use tools.log_exception in the Strategy.run_guarded
* 1ab8bcd 2014-11-22 Tibor Kiss Add log_exception to tools
* 243ed3b 2014-11-21 Tibor Kiss Add JXI_XRT to paper trading pairs
* b07a403 2014-11-21 Tibor Kiss Fix CSV row name in logDailyROIToCSV
* 1c9f496 2014-11-21 Tibor Kiss Use real trading pairs in systemtest
* 74636e6 2014-11-21 Tibor Kiss Improve daily roi printout & save
* 17f3e38 2014-11-20 Tibor Kiss Print out ROI per pair on day end
* 5702d83 2014-11-20 Tibor Kiss Add GII_BLV to paper trading pairs
* 8f1d102 2014-11-20 Tibor Kiss Add logDailyROIToCSV method to tools.csv_cache
* eb7f702 2014-11-19 Tibor Kiss Add back CNX_BHI to real paris
* 5caf736 2014-11-18 Tibor Kiss Additional TOK Pairs as comments
* 666db1c 2014-11-18 Tibor Kiss pimp my plotter
* 6793780 2014-11-18 Tibor Kiss Add IHF_USPH to real pairs, TOK_IOO to paper pairs
* 2bfcc90 2014-11-17 Tibor Kiss Drop CNX_BHI from pairs, HAL.N brought BHI: http://finance.yahoo.com/news/halliburton-buy-baker-hughes-34-115816989.html
* 5f031e4 2014-11-16 Tibor Kiss Add size to onOrderUpdate() cache
* b4b8d1e 2014-11-16 Tibor Kiss Create cached wrapper for loadHistoricalBars
* 08b1cd8 2014-11-16 Tibor Kiss Disable caching for loadCSV
* 993442f 2014-11-15 Tibor Kiss Enhance performance monitor
* 97780ee 2014-11-15 Tibor Kiss Enable perfmon logging
* c36a551 2014-11-15 Tibor Kiss Fix too many open files bug in loadCSV
* 381b711 2014-11-15 Tibor Kiss Add filter_finished_backtests_from_batch.py
* 89549d1 2014-11-14 Tibor Kiss Refactor cache (moved to pyalgotrade). Optimized NinjaTrader's parse_data with cache for minute data
* d7ef41b 2014-11-13 Tibor Kiss Exception handling for backtest
* 0f03651 2014-11-13 Tibor Kiss get rid of LoadCSV_Cached
* f27da31 2014-11-13 Tibor Kiss fix lru cache ;)
* 6fddcf0 2014-11-13 Tibor Kiss Fix LRU Cache with better implementation
* 84244df 2014-11-13 Tibor Kiss Cache minute bars only (preparing for scan)
* 54a2fe7 2014-11-13 Tibor Kiss Add LRU algorithm to cache handling
* 0063877 2014-11-13 Tibor Kiss Reduce optimization parameter set
* 6a25997 2014-11-13 Tibor Kiss Fix backtest's default end to 20131231
* c0cf46e 2014-11-11 Tibor Kiss Optimize paper trading parameters using 1M backtest data
* 5b82552 2014-11-11 Tibor Kiss Check for file existence in iqfeed
* a87aed6 2014-11-11 Tibor Kiss Update real trading pair parameters: take best parameters from backtest between 2009-2014
* c3592ab 2014-11-11 Tibor Kiss Add CMC_TRAK, CRH_RRC to paper trading pairs (Lilla)
* bb497e0 2014-11-10 Tibor Kiss Update crontab to fetch google intra every day
* 177ca7e 2014-11-10 Tibor Kiss Add google intra fetch list
* 1030215 2014-11-10 Tibor Kiss Add KB_LFC to paper trading pairs (Lilla)
* fae378a 2014-11-10 Tibor Kiss Add OrderedSet to tools
* e2cd9ad 2014-11-10 Tibor Kiss Get rid of quantiles in google_intraday.py
* 67b25fc 2014-11-09 Tibor Kiss Add ETFDB stock list
* 84e7b76 2014-11-09 Tibor Kiss get-from-file routine to iqfeed downloader
* 715b07f 2014-11-09 Tibor Kiss Consolidate goole intra day fetcher
* 08b6005 2014-11-09 Tibor Kiss Get rid of import numpypy
* b43280c 2014-11-09 Tibor Kiss Get rid of numpypy imports, reduce log level for Z-Score too high message and use append mode in writeBarsToNTCSV call
* c1dd6c7 2014-11-09 Tibor Kiss Move monitor_logs under tools/
* a2285c1 2014-11-09 Tibor Kiss move google_intraday script to tools/
* 2a8767e 2014-11-09 Tibor Kiss Move fetch_google_intraday script to tools/
* a866cd7 2014-11-09 Tibor Kiss Use append mode in writeBarsToNTCSV
* 301ed73 2014-11-09 Tibor Kiss Instrument listing functions: return currently traded, s&p 500 and russell-3000 stocks
* ec317fe 2014-11-09 Tibor Kiss Append mode to writeBarsToNTCSV
* bcebe8e 2014-11-09 Tibor Kiss Iqfeed csv downloader
* 56abce7 2014-11-06 Tibor Kiss Log message cosmetics
* 6f6fffe 2014-11-05 Tibor Kiss Enhance printouts in statarb
* 4af6899 2014-11-05 Tibor Kiss Set brokeragent's loglevel to debug in verbose mode
* 535e39b 2014-11-04 Tibor Kiss Add subscription info to debug log
* 3f851b3 2014-11-04 Tibor Kiss Add INSY_NBIX to paper trading pairs (Lilla)
* 47223fc 2014-11-04 Tibor Kiss Use Real account's StatArb Configs in backtest
* 5765bd4 2014-11-04 Tibor Kiss New script: show_roi_per_pair.py
* 534f9a1 2014-11-04 Tibor Kiss Consolidate trading pairs: Remove (most of the) real pairs from paper pairs, remove non-working pairs from paper.
* c4286d3 2014-11-04 Tibor Kiss Show trigger price on exit trade
* b1654d1 2014-11-03 Tibor Kiss Update trading logs
* c8f9897 2014-11-03 Tibor Kiss Add BID_FOSL, ADBE_EFII, APH_EXLP, CLNE_MBT, BJRI_SMTC, MAS_SENEA, NIB_COV, RS_WCC, RWR_PUK, ATW_GES to paper trading pairs
* de7a7cc 2014-11-03 Tibor Kiss Fix BrokerAgent testcases
* f68ecc3 2014-11-03 Tibor Kiss Show trigger entry prices and get rid of Exception when order is not filled
* 0fa6c4b 2014-11-03 Tibor Kiss Use commission in riskmanager, update riskmanager's capital hourly
* dcc9661 2014-10-27 Tibor Kiss Add back NX_IR to real pairs (until the last position is closed)
* d5d5ac8 2014-10-24 Tibor Kiss Paper trading: Add BANC_STL,AN_MYRG Live trading: Remove IR_NX, Add ACC_BIP, AZPN_MXIM
* 66dd0a0 2014-10-24 Tibor Kiss Reduce log level in retry() decorator
* f24c27b 2014-10-23 Tibor Kiss Merge branch 'master' of ssh://jahdisk-dyn/huba
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| * 0dcdc14 2014-10-23 Tibor Kiss Reduce lookbackWindow parameter set in optimization
| * 81bc769 2014-10-23 Tibor Kiss Ignore penny stocks
* | 6d601f5 2014-10-23 Tibor Kiss Update trade logs
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* 3c960df 2014-10-23 Tibor Kiss Add CEB_GPX to lookbackWindow experiment (lookbackWindow=20)
* 524443d 2014-10-23 Tibor Kiss More precise update zscore time interval
* 4019ad5 2014-10-23 Tibor Kiss Fix extendDailyBars function
* 5f38edb 2014-10-23 Tibor Kiss Add SOCKS Proxy support
* 641af17 2014-10-23 Tibor Kiss Reduce optimizer's parameter set of lookbackwindow
* 548f1e9 2014-10-23 Tibor Kiss Use Gabriel's sharpe_ratio_2
* 601138b 2014-10-23 Tibor Kiss Use Gabriel's sharpe_ratio_2
* 584b091 2014-10-23 Tibor Kiss Use expandDailyBars in Daily backtest feeds
* 7f9c5ac 2014-10-23 Tibor Kiss Add expandDailyBars to csv_tools
* 4448b71 2014-10-23 Tibor Kiss Include the failing line only to the email
* f542905 2014-10-18 Tibor Kiss Skip empty bars where volume is 0
* 0b8dba1 2014-10-18 Tibor Kiss Finalize fetch_google_intraday.py script
* 2786a63 2014-10-18 Tibor Kiss Merge branch 'master' of ssh://jahdisk-dyn/huba
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| * 1f9f941 2014-10-17 Tibor Kiss Enable email sending in monitor_logs.py
* | fda8bd3 2014-10-18 Tibor Kiss Include Russell-3000 and S&P-500 in google download list
* | bd4d7d3 2014-10-18 Tibor Kiss Add Russell-3000 and S&P-500 lists
|/
* ef86d8f 2014-10-17 Tibor Kiss add google as 1M source
* c7ca867 2014-10-17 Tibor Kiss Reduce logging about lodaded bars
* 8882f8a 2014-10-17 Tibor Kiss Fix CSV Transform scripts
* b581864 2014-10-17 Tibor Kiss Get rid of old file
* 4b8400b 2014-10-17 Tibor Kiss Add script csv_xform_huba_1m_daily_to_yearly.py
* 206b7dc 2014-10-16 Tibor Kiss Fix TWS Real in crontab
* d8d9b67 2014-10-16 Tibor Kiss Add log monitor to crontab
* 8a3f360 2014-10-16 Tibor Kiss Merge branch 'master' of ssh://jahdisk-dyn/huba
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| * 356ef41 2014-10-16 Tibor Kiss Improve monitor_logs script
| * da58afe 2014-10-16 Tibor Kiss Add warning about DownscaleBarsInTime TZ handling
| * 55b18db 2014-10-16 Tibor Kiss Fix testDownscaleBarsInTime
| * 1e92bc8 2014-10-16 Tibor Kiss Print leverage periodically
| * 57a94cd 2014-10-16 Tibor Kiss Remove double dash before the tag from the saved bars file name
| * 233dd83 2014-10-16 Tibor Kiss Fix DownscaleBarsInTime: Eastern/DST was not correctly handled due to wrong TZ info
| * d4a1ee7 2014-10-16 Tibor Kiss Fix bug in Bar Saver, better minutely data loader
| * a498a98 2014-10-16 Tibor Kiss Rename TWS Live to TWS Real
* | 9f409a0 2014-10-16 Tibor Kiss convert_1m_daily_csv_to_yearly.py
|/
* 8abfdee 2014-10-16 Tibor Kiss Merge branch 'master' of ssh://jahdisk-dyn/huba
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| * 568de8d 2014-10-16 Tibor Kiss Group 1M saved data yearly
| * c991315 2014-10-16 Tibor Kiss Append data in writeBarsToNTCSV
* | 85ac4bf 2014-10-15 Tibor Kiss Add JTS logs to gitignore
|/
* c96eedc 2014-10-15 Tibor Kiss Update trade logs
* f45a620 2014-10-15 Tibor Kiss Merge branches 'master' and 'master' of ssh://jahdisk-dyn/huba
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| * 890bc96 2014-10-15 Tibor Kiss Partially fix the business day testcase. Still failing Static test
| * c2607b5 2014-10-15 Tibor Kiss Fix backtest BUG: the day of the backtest was used to calculate ZScore. It is invalid, since in live run the actual day's stat is not available.
| * 0d9aa99 2014-10-15 Tibor Kiss Print version on huba start
| * 061359a 2014-10-15 Tibor Kiss get_git_version: cache and remove extra new line
| * b138c6b 2014-10-15 Tibor Kiss Add workdays 1.3 package to tools
| * 69d22d7 2014-10-15 Tibor Kiss Get rid of buggy goback function
| * b03a746 2014-10-15 Tibor Kiss Initial version of log monitor
| * 97d59a7 2014-10-15 Tibor Kiss Add google intra transform script
| * 86d9977 2014-10-15 Tibor Kiss Fix 1M backtesting: stop the system at EOD only in live trading
| * ae8c70e 2014-10-15 Tibor Kiss Show stack trace on exception for guarded functions in Strategy
| * dbeab95 2014-10-14 Tibor Kiss use git version in help screen
| * ee86c59 2014-10-14 Tibor Kiss Add get_git_version to tools
* | c7a5a76 2014-10-14 Tibor Kiss Remove dead paper pairs: ISBC_SCBT and ATMI_WOOF
|/
* b3fefcf 2014-10-09 Tibor Kiss Update trading logs
* 3f10a1d 2014-10-07 Tibor Kiss Decrease lookback window for a couple of paper stocks
* 816290d 2014-08-11 Tibor Kiss Update trading logs
* b8cec8e 2014-06-30 Tibor Kiss Update trade log
* 5f3aa48 2014-05-09 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
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| * c7367ed 2014-05-09 Tibor Kiss Added Jts-941.1
| * e0da207 2014-05-09 Tibor Kiss Move to TWS 941.1
* | 638c7d0 2014-04-21 Tibor Kiss Added BRKR_ININ and EZA_EWH to real trading pairs
|/
* f3b36a4 2014-04-18 Tibor Kiss Adopt fetch_google_intraday.py script to the new StatArbStrategyPairs structure
* 1940b44 2014-04-16 Tibor Kiss Simplify trading frequency override
* e60f22a 2014-04-15 Tibor Kiss Add CEB_GPX to real pairs, increase trading frequency of MSCC_PRGS, CXO_TCP, CRH_MLM and SSL_APD paper trading pairs
* 11bc996 2014-04-15 Tibor Kiss Update PyCharm project files
* defe610 2014-04-15 Tibor Kiss Enable per account type (real, paper) pair configs. Set paper IR_NX to high frequency
* 3b6a863 2014-03-27 Tibor Kiss Update trading logs
* b85b115 2014-03-27 Tibor Kiss Added SLF_AMWD, AMX_CAC, ATMI_WOOF, BMTC_KEY, EPAY_CAM, CLR_TRAK, CMC_PRE to paper trading pairs
* 4dbe080 2014-03-26 Tibor Kiss Added FHCO_ABAX, ADI_EFR, HAFC_AEGN, HRC_AIN, AJG_WSO, ALGN_CVG to paper trading
* d9e0180 2014-03-26 Tibor Kiss Added IB CSVExport summarizer script
* 1bafc6c 2014-03-24 Tibor Kiss Added CNX_BHI, removed DHR_WAT. Leverage bumped to 1.8
* 232e5b6 2014-03-16 Tibor Kiss Update trading logs
* fc87bb1 2014-03-16 Tibor Kiss Set local time zone to NY, use Eastern time in crontab
* 1ff6e1a 2014-03-07 Tibor Kiss Updated trading logs
* 91d9344 2014-03-07 Tibor Kiss Added SSL_APD to real trading pairs
* 20d374d 2014-02-25 Tibor Kiss Update trading logs
* 3c94be8 2014-02-17 Tibor Kiss Beauty contest in brokeragent
* 0cc6604 2014-02-17 Tibor Kiss UNH_USPH replaced by IHF_USPH in paper trading
* 8bb1f9d 2014-02-12 Tibor Kiss updated trading logs
* 4928e27 2014-02-12 Tibor Kiss Reduce pyalgotrade.providers.interactivebrokers log level to WARN
* 49fa8e4 2014-02-12 Tibor Kiss Disable csv testcase
* 4385774 2014-02-11 Tibor Kiss Fix StatArb testcases
* 268e354 2014-02-11 Tibor Kiss Introduce transitional states (Entering, Exiting)
* 6b6cd15 2014-02-11 Tibor Kiss Fix config testcases: check for Test account too
* 5697414 2014-02-11 Tibor Kiss Get rid of statrb_logic test from runtests.py
* 2341b15 2014-02-11 Tibor Kiss Added NDSN_ROSE to paper trading pairs
* 0ca4365 2014-02-11 Tibor Kiss Added instr parameter to live-trading
* f6b35ec 2014-02-11 Tibor Kiss Use two digit year in logging datetime
* 9bcd019 2014-02-10 Tibor Kiss Get rid of empty testcases from test_csv_tools
* 621979d 2014-02-10 Tibor Kiss Consolidate StatArb tests, add onOrderUpdate testcase
* 7ede093 2014-02-10 Tibor Kiss Add recovery from broken position state, debounce onOrderUpdate
* 392a7c4 2014-02-10 Tibor Kiss Remove empty testcase from test_huba
* d79a373 2014-02-10 Tibor Kiss Update PSoC project files
* 5225971 2014-02-10 Tibor Kiss Remove empty testcases from test_analyzer
* 46675fd 2014-02-10 Tibor Kiss Add Kalman Filter example
* 380bb1f 2014-02-06 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
|\
| * 47c76ce 2014-02-06 Tibor Kiss Update trade logs
| * caedf19 2014-01-22 Tibor Kiss Update leverage for paper trading
| * ab36dae 2014-01-22 Tibor Kiss Update trade logs
| * f4c34d7 2014-01-22 Tibor Kiss Added UNH_USPH pair to paper trading
| * b03685c 2014-01-01 Tibor Kiss Sleep 11s between realtime bar subscriptions to avoid flooding IB
| * befe8ba 2014-01-01 Tibor Kiss Update trading logs, 2013 complete
| * faa0b3e 2014-01-01 Tibor Kiss Sleep 11s between realtime bar subscriptions
* | 822958e 2014-01-01 Tibor Kiss Initial add
|/
* 0e9bc29 2013-12-24 Tibor Kiss Updated trading logs. Merry Xmas!
* 1ca936f 2013-12-17 Tibor Kiss Get rid of CSCO_PKE paper pair, 'Contract description is ambiguous'
* 0f9fe89 2013-12-17 Tibor Kiss Remove per instrument subscription message
* 9809fa5 2013-12-17 Tibor Kiss Add delay between realtime bar subscriptions
* fa849b4 2013-12-17 Tibor Kiss Updated trading logs
* b4ee8a9 2013-12-17 Tibor Kiss Added ABG_IX, ACC_BIP, ACM_CRAI, VT_EFT, SLX_IIVI to paper account
* 44ef138 2013-12-16 Tibor Kiss Add CXO_TCP and CRH_MLM to real account and CSCO_PKE to paper
* 22dc9fe 2013-12-11 Tibor Kiss Make pyalgotrade relative to HUBA_DIR
* a45f8b7 2013-12-11 Tibor Kiss Update trading logs
* 46a8419 2013-12-11 Tibor Kiss Add TEVA_MR to paper pairs, adjust paper leverage to use 4k/pair
* db8e5e7 2013-12-11 Tibor Kiss Always use leverage=1.0 in backtest
* 01d3b5b 2013-12-07 Tibor Kiss Using FlatRate commission in real live-trading
* 7a9a29e 2013-12-07 Tibor Kiss Update cost plus info
* 32b82f7 2013-12-01 Tibor Kiss Temporarily removed NX_IR from real trading list: upcoming split
* aca105e 2013-11-30 Tibor Kiss Removed XPH_WDFC from paper pairs
* 8c39676 2013-11-30 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
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| * 6c78339 2013-11-30 Tibor Kiss Add MSCC_PRGS to real pairs, increase Leverage to 0.8
* | 4ec2891 2013-11-30 Tibor Kiss Update trading logs
|/
* eaf4501 2013-11-28 Tibor Kiss Added IBM_GLD to paper trading list, extended lookwindow range in optimizer
* ef7c145 2013-11-28 Tibor Kiss Update logs
* 0922f50 2013-11-27 Tibor Kiss get rid of livetrade string
* c797531 2013-11-27 Tibor Kiss Add livetrade to logging filename and fill tag automatically on live-trade session
* 3b81fa0 2013-11-27 Tibor Kiss Use the new huba_start_real.sh script in the screen config
* 2b2afb1 2013-11-27 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
|\
| * 28836f0 2013-11-27 Tibor Kiss Make the new docparser based argument handling work with live trading
| * 265f749 2013-11-20 Tibor Kiss Reduce cache for loadCSV to have some buffer for memleaks on long runs
| * 451fbe4 2013-11-20 Tibor Kiss Disable PerformanceMonitor in multicore runs
| * 36ed4e0 2013-11-20 Tibor Kiss Perfmon is still not perfect...
| * 034ec38 2013-11-20 Tibor Kiss Optimize memory footprint for mass backtesting
| * e899439 2013-11-19 Tibor Kiss Update optimizable parameters
| * 2f5e88c 2013-11-19 Tibor Kiss Add selection criteria to stock requirements
| * fb8363a 2013-11-19 Tibor Kiss Use intern() on loaded pairs, this will optimize the used memory
| * 5da6c6b 2013-11-19 Tibor Kiss replace log.info with print() in performance monitor
| * bd94094 2013-11-19 Tibor Kiss Updated scanning related scripts
| * fd50723 2013-11-19 Tibor Kiss Get rid of old files
| * 4fbdd7e 2013-11-15 Tibor Kiss Fix tag
| * c823c76 2013-11-15 Tibor Kiss Fix bug in saveResults
| * 5904e49 2013-11-15 Tibor Kiss Fix pool tag names
| * e4ba8b7 2013-11-15 Tibor Kiss Use Bar's getDate() in csv cache
| * ec39ef6 2013-11-15 Tibor Kiss Initialize _K in the constructor in Kalman Filter
| * c6a8865 2013-11-15 Tibor Kiss Add worker name to the tag in multicore runs
| * 220aaf5 2013-11-14 Tibor Kiss Fix multiprocessing code
| * a24e5e4 2013-11-14 Tibor Kiss Simple equity plotter script
| * 6146290 2013-11-14 Tibor Kiss Added docopt to tools
| * 97777ba 2013-11-14 Tibor Kiss Rework huba.py: use multiprocessing and docopt
| * d6ed9e8 2013-11-14 Tibor Kiss Created requirements document for scanning plans
| * 2958d33 2013-11-14 Tibor Kiss Enhance PerformanceMonitor
| * 14f4eab 2013-11-14 Tibor Kiss Added attributesFromDict(d) function from Python Cookbook
| * 446d5d7 2013-11-14 Tibor Kiss Tidy up mass scanning scripts: - prefilter_stocks.py to verify price, volume and dates - create_pairs.py to create pairs - filter_backtest_results.py is not quiet there yet
| * f451c95 2013-11-12 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
| |\
| * | ab9d589 2013-11-12 Tibor Kiss Updated TODO and Stock selection requirements
| * | 1e66aae 2013-11-12 Tibor Kiss Skeleton for BuyAndHold strategy
| * | 3549ed2 2013-11-10 Tibor Kiss Added backtest-allcfg parameter
* | | a6581b1 2013-11-25 Tibor Kiss Live: added PNR_DOX, changed leverage to 0.7. Paper: added DBE_MORN
* | | 1b5297a 2013-11-25 Tibor Kiss Added DBE_MORN to config
* | | 5375330 2013-11-25 Tibor Kiss updated trading logs
| |/
|/|
* | 272ec8f 2013-11-11 Tibor Kiss update trade logs
* | 6a28b58 2013-11-11 Tibor Kiss Added ALKS_MNTA and IILG_FLY to live, AZPN_MXIM and MVF_BHK to paper
* | 485dc26 2013-11-07 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
|\|
| * 854882f 2013-11-07 Tibor Kiss Fix typo in previous commit
| * cd85f29 2013-11-07 Tibor Kiss Add Z-Score to trade exit
* | 39e0d79 2013-11-07 Tibor Kiss updated trading logs
|/
* d084a4e 2013-11-06 Tibor Kiss Fix pair input parsing
* 3699e17 2013-11-06 Tibor Kiss Added ROI to trade logs
* 7e3c83d 2013-11-06 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
|\
| * 3d9c63b 2013-11-06 Tibor Kiss update live trading logs
* | cbbdc82 2013-11-06 Tibor Kiss updated backtest logs
* | 9d186f2 2013-11-06 Tibor Kiss Beauty contest in riskmanager
* | efc6d8d 2013-11-06 Tibor Kiss Added offline mode
* | da2051a 2013-11-05 Tibor Kiss Cosmetics in StatArbStrategy
* | cfc38eb 2013-11-05 Tibor Kiss Adjust cache size in loadCSV
* | 36c5782 2013-11-05 Tibor Kiss Fix hourly equity printout
* | 6bac92a 2013-11-05 Tibor Kiss Support pypy in kalman filter
* | 0b383b9 2013-11-05 Tibor Kiss Clean up huba startup
* | 3c7d892 2013-11-05 Tibor Kiss Added simple LogFilter to tools
* | abecaf5 2013-11-05 Tibor Kiss Handle bankrupcy in analyzer
* | c84460e 2013-11-05 Tibor Kiss Check for negative equity in brokeragent
* | f37d67d 2013-11-05 Tibor Kiss Added performance monitor
* | bd83411 2013-11-05 Tibor Kiss Added fixed size cache decorator
|/
* 700d9e2 2013-11-05 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
|\
| * 4ab7b74 2013-11-05 Tibor Kiss pimp ut gitignore file
| * 658ea76 2013-11-05 Tibor Kiss update trading logs
| * bea8a6b 2013-11-01 Tibor Kiss Ignore python object files
| * 9fb0368 2013-11-01 Tibor Kiss updated TWS Config files
| * 5b6d05c 2013-11-01 Tibor Kiss updated crontab: use TWS for paper and live
| * 2198c2d 2013-11-01 Tibor Kiss updated trading logs
* | 07d579b 2013-11-05 Tibor Kiss Added ROI to profit calculation
* | 9c25593 2013-11-05 Tibor Kiss fix backtest-list
* | 1db6ae3 2013-11-04 Tibor Kiss Update backtest logs with KF results
* | 491826b 2013-11-04 Tibor Kiss Beauty contest
* | 98eae20 2013-11-04 Tibor Kiss Fix huba systemtest
* | 37338ec 2013-11-04 Tibor Kiss Fix StatArb testcases
* | ffe79d5 2013-11-04 Tibor Kiss Use 0.0001 as delta in KF
* | b39ae33 2013-11-04 Tibor Kiss Huba cosmetics
* | b234d7c 2013-11-04 Tibor Kiss Get rid of bar sorting, the loadCSV already ensures sorted data
* | 7ef5c4a 2013-11-04 Tibor Kiss Added information on delta for OLS
* | 96f2383 2013-11-04 Tibor Kiss Cosmetics in Kalman Filter
* | 639e819 2013-11-04 Tibor Kiss Optimize bar loading, fix csv file writing (seek)
* | f5080a1 2013-11-04 Tibor Kiss Cosmetics in plotter
* | 57e1289 2013-11-03 Tibor Kiss Updated backtest log
* | 3f3680c 2013-11-03 Tibor Kiss updated todo (not so up to date)
* | 65f1b60 2013-11-03 Tibor Kiss pypy support, yay!
* | c64a4cf 2013-11-03 Tibor Kiss Integrate Kalman Filter
* | 3c48ba5 2013-11-03 Tibor Kiss Kalman filter - initial version
* | 6656e29 2013-11-02 Tibor Kiss Fix huba system tests
* | 3d1df13 2013-11-02 Tibor Kiss Fix BrokerAgent tests
* | 9bf14e9 2013-11-02 Tibor Kiss Enhance logging
* | c0f1530 2013-11-02 Tibor Kiss Clean up huba testcase
* | da9917d 2013-11-02 Tibor Kiss Fix StatArb testcases
* | 0155f75 2013-11-02 Tibor Kiss Added Strategy TestCase
* | e0e97d9 2013-11-02 Tibor Kiss Use Strategy as base class, refactor logging
* | 339b117 2013-11-02 Tibor Kiss Use Guarded Strategy functions in BrokerAgent + cosmetics
* | b7377e9 2013-11-02 Tibor Kiss Reworked Strategy class: introduced guarding
* | 4e27441 2013-11-02 Tibor Kiss Added DT_FMT to tools
|/
* ca376e1 2013-10-28 Tibor Kiss shorten log messages
* 97ec18d 2013-10-28 Tibor Kiss updated applescript
* b969d08 2013-10-28 Tibor Kiss updated trade logs
* 8d58b65 2013-10-28 Tibor Kiss update TWS config
* 6421f28 2013-10-21 Tibor Kiss disable GOOG_APH, GOOG is too expensive
* 468980d 2013-10-18 Tibor Kiss get rid of KDN_CAS, one of the stocks is not available from now
* 7c8498d 2013-10-01 Tibor Kiss fix intraday fetch script
* 86c2bad 2013-10-01 Tibor Kiss Huba is going live!
* 83b4c96 2013-10-01 Tibor Kiss update JTS config
* 61fe9ed 2013-10-01 Tibor Kiss Move to Lilla's paper trading account
* aa60ced 2013-10-01 Tibor Kiss updated paper trading logs
* 12640ca 2013-09-27 Tibor Kiss Change SystemError to Exception in yahoo data downloader
* 5be59c6 2013-09-27 Tibor Kiss fix logging quirks
* 75c7c85 2013-09-25 Tibor Kiss update crontab to use python version of google intraday fetch
* 56a5a8b 2013-09-25 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
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| * 4c129d5 2013-09-25 Tibor Kiss Replace fetch_google_intraday.sh by fetch_google_intraday.py
| * 98bffdc 2013-09-25 Tibor Kiss Whitspace fixes
| * 92446af 2013-09-25 Tibor Kiss Clean up HUBA_DIR using os.path.abspath()
| * 1e495fb 2013-09-25 Tibor Kiss Cosmetical fix in logging output
| * acaf1e6 2013-09-25 Tibor Kiss Improve logging in strategy
| * 0e2758c 2013-09-24 Tibor Kiss Reduce logging while stopping
| * 135c8a5 2013-09-24 Tibor Kiss Calculate 1M bars only in case of live trading
| * e33a34c 2013-09-24 Tibor Kiss Increase backtesting capital to 100k
* | dfa72ec 2013-09-25 Tibor Kiss updated paper trading logs
|/
* e233032 2013-09-24 Tibor Kiss added GOOG_APH as traded pair
* 30fa3ab 2013-09-24 Tibor Kiss added parameters and stats for the currently trading pairs
* 240149d 2013-09-24 Tibor Kiss updated paper trading results
* c877345 2013-09-24 Tibor Kiss Added pairs to paper start file, cosmetical things in the stop script
* 74bf9ff 2013-09-20 Tibor Kiss updated tws configuration, window resizing
* 5ec5b9d 2013-09-19 Tibor Kiss added csv files to csvcache for testcases
* 22dd931 2013-09-19 Tibor Kiss Two new pair candidates
* 84ceaea 2013-09-19 Tibor Kiss Update backtest file (contains dd duration)
* b852c1c 2013-09-19 Tibor Kiss Added datetime formatting to log messages
* b909655 2013-09-18 Tibor Kiss Fix datetime printout in Equity CSV
* 40f53f7 2013-09-18 Tibor Kiss Fix testcases: pass the unimplemented ones
* b6c6418 2013-09-18 Tibor Kiss fix datetime handling in brokeragent
* ac365bc 2013-09-18 Tibor Kiss update jts config for paper trading
* 874daac 2013-09-18 Tibor Kiss updated equities file
* 2e32481 2013-09-18 Tibor Kiss Fix CSV Downloader: added retry decorator and timezone info for NinjaTrader and Yahoo feeds
* 14c7d53 2013-09-18 Tibor Kiss Get rid of old timezone definition
* 44ebab8 2013-09-18 Tibor Kiss Store RT bars at the end of the live session
* 784cdc6 2013-09-18 Tibor Kiss Use TimeZone aware datetimes in bars. Fix date in equity logging to CSV.
* e5d294b 2013-09-18 Tibor Kiss Add retry decorator to tools
* c2b3521 2013-09-17 Tibor Kiss remove huba prefix in ibgw, tws log files
* 9692066 2013-09-17 Tibor Kiss Adjust huba log file name: avoid 'live' in the filename if action is live
* a4c1b44 2013-09-17 Tibor Kiss update jts configs
* e681c0f 2013-09-17 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
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| * 7ffdb6f 2013-09-17 Tibor Kiss Add timezone info to downscale bars
| * 7761bcc 2013-09-17 Tibor Kiss Preparation to store 1M bars in live runs
| * 89253d8 2013-09-17 Tibor Kiss Add timezone information to 1M Bars
| * f63d50f 2013-09-17 Tibor Kiss Get rid of old results
| * d2dbc30 2013-09-17 Tibor Kiss Remove 'Subscribing realtime bars' message
* | c26aee0 2013-09-17 Tibor Kiss updated trading logs
|/
* 0cff22a 2013-09-16 Tibor Kiss updated jts config files
* 7f0209c 2013-09-16 Tibor Kiss Update pairs: MVF_BHK, DHR_WAT out, AMG_CFNL, IILG_FLY in
* 3f4e4ea 2013-09-16 Tibor Kiss Update stop file: kill all the processes (incl TWS) at day end
* 256bd9f 2013-09-16 Tibor Kiss update crontab file: start TWS every day
* 9510639 2013-09-16 Tibor Kiss Updated active pairs: MVF_BHK, DHR_WAT out, AMG_CFNL, IILG_FLY in
* a040402 2013-09-16 Tibor Kiss Added leverage to testcase
* 1ee35d4 2013-09-16 Tibor Kiss Added leverage
* b2aad1d 2013-09-15 Tibor Kiss Reduce default ZScore threshold to 1.0, removed old commented out code, started to work on saveBars (not finished yet)
* 882e2cb 2013-09-15 Tibor Kiss Avoid duplicate calling of stop(), added getResult (needed by optimizer)
* fec38fa 2013-09-15 Tibor Kiss fix optimizer, do not save plots in mass backtest
* 52eeaac 2013-09-15 Tibor Kiss update TODO list
* 80bb8f3 2013-09-15 Tibor Kiss Add new pairs to config, fix optimizer
* 9251088 2013-09-13 Tibor Kiss cleanup equities a bit
* 6a8623e 2013-09-10 Tibor Kiss remove old logs
* 11da836 2013-09-10 Tibor Kiss get rid of old log files
* 02c60b3 2013-09-10 Tibor Kiss updated paper trading logs
* 53ad25b 2013-09-10 Tibor Kiss User logResultsToCSV to store the analyzer results
* 7c4fcde 2013-09-10 Tibor Kiss Increase ylim to initialEquity * 5
* 49f2f9d 2013-09-10 Tibor Kiss Use adjusted OHLC Bar data
* f82af53 2013-09-06 Tibor Kiss Add position state to Z-Score debug printout
* 619dc52 2013-09-06 Tibor Kiss Update jts.ini as usual
* b59b980 2013-09-06 Tibor Kiss add account code to live trading
* 6a267ef 2013-09-06 Tibor Kiss Increment IBController listening port for live trading
* 6324f2b 2013-09-06 Tibor Kiss Added IBGW starter app
* b3ac6c8 2013-09-06 Tibor Kiss remove debug echoes from the IBControllerStart script
* 558701f 2013-09-06 Tibor Kiss Support IBGW and TWS in IBController
* 0d52bb6 2013-09-06 Tibor Kiss adjust stop script location in crontab, not sure what is changed in appscript
* cbc7ffd 2013-09-06 Tibor Kiss avoid exiting from TWS in the stop script
* 7211b09 2013-09-06 Tibor Kiss rename jtsconfig file to paper, adjust the API listening port to 7500
* 14583cb 2013-09-06 Tibor Kiss update jts.ini
* e087f72 2013-09-06 Tibor Kiss rename existing trade and equity logs with paper suffix
* 5337485 2013-09-06 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
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| * 7bb88ed 2013-09-06 Tibor Kiss TWS Start apps
| * 35db45a 2013-09-06 Tibor Kiss Add colours to the caption lines, start Live and Paper trading in the screenrc
| * a74ac77 2013-09-06 Tibor Kiss Update startup scripts
| * 691aa8f 2013-09-06 Tibor Kiss Shorten levelname to 1 char in logging
| * 317d88f 2013-09-05 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
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| * | 9600eab 2013-09-05 Tibor Kiss ibgw start script
| * | f600de0 2013-09-05 Tibor Kiss Create separate startup files for paper and live trading
| * | 457b3fd 2013-09-05 Tibor Kiss Disable proxy in filter results
| * | 571de6a 2013-09-05 Tibor Kiss Create paper and live trading TWS start scripts
| * | f0ec90a 2013-09-04 Tibor Kiss Add IPython shell banner
| * | 8fdd3e1 2013-09-04 Tibor Kiss Add TWS Connection string as command line argument
| * | 49d83a4 2013-09-03 Tibor Kiss Added mass backtest result filter app
* | | 1066b43 2013-09-06 Tibor Kiss updated trade logs
* | | 34a0761 2013-09-06 Tibor Kiss updated jts config: ibgw
| |/
|/|
* | 6d461c1 2013-09-04 Tibor Kiss update TWS Config: Enable access from jahbook
|/
* 4c07c12 2013-08-28 Tibor Kiss No idea what has changed in the screen start applescript ;(
* 19c2168 2013-08-28 Tibor Kiss Update huba start file: - Replace AZPN_MXIM with EZA_EWH - Change the stock order in the rest of the pairs where it is necessary
* 1eeac08 2013-08-28 Tibor Kiss add all the actual stocks to google intra fetch
* a1b5192 2013-08-28 Tibor Kiss updated crontab: start tws at 14:10 now
* 5d0930f 2013-08-28 Tibor Kiss Updated jts config, added EZA & EWH to news watch list
* d3f0979 2013-08-28 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
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| * 3a4928e 2013-08-05 Tibor Kiss Enable exception handling for backtesting list back
| * 431ad0f 2013-08-05 Tibor Kiss remove exception handler temporarily
| * 4a438d7 2013-08-05 Tibor Kiss Update pycharm project files
| * ba150df 2013-08-05 Tibor Kiss Added requirements for stock picking
| * e8953da 2013-08-05 Tibor Kiss Fix mass backtesting using backtest-list
| * be275cb 2013-08-05 Tibor Kiss Refactor csv_tools for beauty contest
| * c8960d2 2013-08-05 Tibor Kiss Print out the pairs in the create_pairs.py
| * fddea5c 2013-08-05 Tibor Kiss Initial version of pair creator for etfs
* | b44b908 2013-08-28 Tibor Kiss updated paper trading logs
* | fe04a82 2013-08-28 Tibor Kiss increased TWS size, added news window
* | 6018bdf 2013-08-26 Tibor Kiss updated trading log
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* b81e3e6 2013-08-02 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
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| * d080e89 2013-08-01 Tibor Kiss update paper trading log
* | 3fd7af5 2013-08-02 Tibor Kiss increase iterm window height
|/
* 898dcd9 2013-07-26 Tibor Kiss update live trading logs
* f7537be 2013-07-11 Tibor Kiss update paper trading logs
* 961c001 2013-07-05 Tibor Kiss rename live.csv to trades.csv
* 98beedf 2013-07-05 Tibor Kiss rename equity.csv
* bccfcea 2013-07-05 Tibor Kiss Merge of CreateTestcases branch
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| * 596ca13 2013-07-05 Tibor Kiss Merge remote-tracking branch 'remotes/origin/master' into CreateTestcases
| |\
| * | 577be13 2013-07-05 Tibor Kiss Increase Sharpe requirement and reduce maximal acceptable drawDownDays in SystemTests
| * | b2f7552 2013-07-05 Tibor Kiss Huba beauty contest
| * | 225500a 2013-07-05 Tibor Kiss Shut up logging in statarb basic test
| * | a02d8b3 2013-07-05 Tibor Kiss Fix the basic testcases
| * | c263f9e 2013-07-05 Tibor Kiss Fix issues in _initPositionState
| * | 90d5a6d 2013-07-03 Tibor Kiss Fix a couple of system testcases
| * | 6242a53 2013-07-03 Tibor Kiss StatArbStrategy beauty contest
| * | ca087ba 2013-07-03 Tibor Kiss Streamline CSV logger functions
| * | 0ea48a5 2013-07-02 Tibor Kiss Complete BrokerAgent testcase
| * | 05d910c 2013-07-01 Tibor Kiss Rename BrokerAgent_BasicTest into BrokerAgent_Test
| * | 1451cda 2013-07-01 Tibor Kiss config.py beauty contest
| * | 2a68ea5 2013-07-01 Tibor Kiss Test BrokerAgent basic functions
| * | 43235d3 2013-07-01 Tibor Kiss Use bool field for the subscribeRealtimeBars function
| * | 0659ce9 2013-07-01 Tibor Kiss Create separate testcase for analyzer
| * | cc6c007 2013-06-25 Tibor Kiss Refactor BrokerAgent: Move the Analyzer and Plotter into members
| * | 125be0d 2013-06-24 Tibor Kiss Refactor BrokerAgent: Move the CSV Logger functions under tools.csv_tools
| * | 752946d 2013-06-24 Tibor Kiss Refactor BrokerAgent: change variable scopes
| * | 23fa57f 2013-06-24 Tibor Kiss Refactor BrokerAgent: Move the statistics and plotting under analyzer package
| * | 1aa1562 2013-06-24 Tibor Kiss Initial version of testRunStrategy
| * | 805df2e 2013-06-24 Tibor Kiss Add return values for all operations in huba
| * | 7c6e371 2013-06-24 Tibor Kiss Add generic range verifier function and fix combined testcase
| * | 6da2dd6 2013-06-24 Tibor Kiss Fix the day and bar counting in loadBacktestFeed
| * | da59dfa 2013-06-21 Tibor Kiss Update idea project file
| * | 93b8fff 2013-06-21 Tibor Kiss beauty contest
| * | e8f3251 2013-06-21 Tibor Kiss Use multiple patches in statarb basic test
| * | e013088 2013-06-21 Tibor Kiss Add all the currently used pairs
| * | c69f06f 2013-06-21 Tibor Kiss Beauty contest
| * | 3b4693b 2013-06-21 Tibor Kiss Add mute parameter
| * | ddc8dc9 2013-06-20 Tibor Kiss Add SystemTest to the runtests. Fix DHR_WAT testcase and the getTestcases() function
| * | db6741e 2013-06-20 Tibor Kiss Create first version of system test using 3 pairs. Horray
| * | 7fcdc18 2013-06-20 Tibor Kiss Get rid of unnecessary initialization code from HubaTest
| * | 27866a3 2013-06-20 Tibor Kiss Add arguments parameter to the main function and return the stats for backtest
| * | 6b70253 2013-06-19 Tibor Kiss Fix RiskManager creation in the BrokerAgent
| * | d423a37 2013-06-19 Tibor Kiss Streamline RiskManager
| * | 3b6ea8c 2013-06-11 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba into CreateTestcases
| |\ \
| * | | 3f26a28 2013-06-10 Tibor Kiss Add text representation to RiskManager class
| * | | fa88196 2013-06-10 Tibor Kiss Add testcase skeletons and dynamic testcase collector
| * | | 35c7a28 2013-06-09 Tibor Kiss Added tools.business_days testcase
| * | | a519e5c 2013-06-09 Tibor Kiss Cleanup business days
| * | | 64d4369 2013-06-09 Tibor Kiss Fix the tools testcase
| * | | 244770d 2013-06-09 Tibor Kiss Use pyalgotrade.Bar in the reduceBars
| * | | 73a3d27 2013-06-08 Tibor Kiss Rename testcases
* | | | 0b95105 2013-07-05 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
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| * | | 63fb353 2013-07-04 Tibor Kiss reduce logging giberish (milliseconds, thread name)
| * | | cc53499 2013-07-04 Tibor Kiss update live trading results
| * | | ded036c 2013-07-04 Tibor Kiss New configuration for increased resolution: now iTerm + TWS is shown in the screen
| * | | c95223e 2013-07-04 Tibor Kiss Startup Apple Script to show the screen terminal in iTerm window
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| * | d9403cb 2013-06-18 Tibor Kiss update live trading logs
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| * ad88f38 2013-06-11 Tibor Kiss update live trading logs
* | 97ddb66 2013-06-08 Tibor Kiss get rid of old testcase
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* d35403f 2013-06-07 Tibor Kiss update live results
* dfc58a2 2013-06-03 Tibor Kiss added TWS config file
* 4a540ac 2013-06-03 Tibor Kiss update jts config
* da96716 2013-06-03 Tibor Kiss download the daily data for the current year
* 30475a4 2013-06-01 Tibor Kiss update trade log
* e3ef17c 2013-05-22 Tibor Kiss update paper trading results
* 730594a 2013-05-16 Tibor Kiss reduce ZScore eval frequency to 10 minutes
* 05bec1f 2013-05-14 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
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| * e781b8e 2013-05-14 Tibor Kiss reduce ZScore Eval Frequency to 30 minutes
* | e5fcd2c 2013-05-14 Tibor Kiss update live trading info
* | 07a0097 2013-05-14 Tibor Kiss update jts config
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* b57959e 2013-05-08 Tibor Kiss replace CVH_MD pair with AZPN_MXIM
* 2d21983 2013-05-08 Tibor Kiss Add two more pairs (Lilla)
* f177f5f 2013-05-07 Tibor Kiss Update live trading pairs, replacing most of the PTL pairs with Nasdaq backtest results
* 508f75a 2013-05-07 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
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| * dcdc2bf 2013-05-07 Tibor Kiss fix stop script
* | ff4f731 2013-05-07 Tibor Kiss Marked the tradable pairs
* | 2619b36 2013-05-07 Tibor Kiss Added onDayStart and onDayEnd functions
* | 8ebea33 2013-05-07 Tibor Kiss Subtract missing commission for the entry in case of live trading
* | 76d2ba7 2013-05-06 Tibor Kiss move yahoo url file
* | f777c67 2013-05-06 Tibor Kiss Added Nasdaq search results
* | 8949b2c 2013-05-05 Tibor Kiss Merge branch 'master' of ssh://jahdisk-ext/huba
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| * 7530d2d 2013-05-04 Tibor Kiss update live trading
| * f3e68e4 2013-05-04 Tibor Kiss update tws config
* | 5a3e2d8 2013-05-05 Tibor Kiss Nasdaq results
* | 10322f7 2013-05-05 Tibor Kiss move quantquote order
* | a6e7186 2013-05-05 Tibor Kiss Add dependency list to TODO
* | 0f4964f 2013-05-05 Tibor Kiss result processing script
* | 7ee4353 2013-05-05 Tibor Kiss Rename nasdaq pair creator script
* | f8810a8 2013-05-05 Tibor Kiss Rename nasdaq pairs
* | c86b1ba 2013-05-05 Tibor Kiss Rename nasdaq pairs
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* 884b5d9 2013-05-02 Tibor Kiss Merge branch 'StatArb'
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| * 4f07b4c 2013-05-02 Tibor Kiss Merge branch 'StatArb' of ssh://jahdisk-ext/huba into StatArb
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| | * 46d8295 2013-05-02 Tibor Kiss added tws logs
| | * 40d6248 2013-05-02 Tibor Kiss added screenshots
| | * 8a5bab1 2013-05-02 Tibor Kiss Updated trading logs
| | * 523f8ea 2013-05-02 Tibor Kiss updated IBController
* | | d3818b0 2013-05-02 Tibor Kiss Merge branch 'StatArb'
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| * | 4c764b8 2013-05-02 Tibor Kiss Updated todo
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| * c3c7f5d 2013-05-01 Tibor Kiss rename
| * 62cfce9 2013-05-01 Tibor Kiss update jts
| * dab1cbe 2013-05-01 Tibor Kiss finalize new jts
| * b6d8153 2013-05-01 Tibor Kiss rename TWS dir
| * 5a80885 2013-05-01 Tibor Kiss added latest TWS Version
| * 4f99e37 2013-05-01 Tibor Kiss Merge branch 'StatArb' of jahdisk-ext:huba into StatArb
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| | * f8d0cf5 2013-05-01 Tibor Kiss Merge branch 'StatArb' of ssh://jahdisk-ext/huba into StatArb
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| | * | 6b42874 2013-05-01 Tibor Kiss Add extra docs
| | * | 2f9f02c 2013-05-01 Tibor Kiss Add some docs
| | * | 6b4a9d6 2013-05-01 Tibor Kiss Add socks, daterange and google sms tools
| | * | 6279dac 2013-05-01 Tibor Kiss Add nasdaq backtesting data & tools
| | * | 9179ed4 2013-05-01 Tibor Kiss Update backtest file
| | * | 1c69b45 2013-05-01 Tibor Kiss get rid of old file
| | * | f4c1e64 2013-05-01 Tibor Kiss Cosmetical
| | * | 68c6030 2013-05-01 Tibor Kiss Added two new bugs
| * | | b2687ae 2013-05-01 Tibor Kiss get rid of old gitignore
| * | | 92aaa3e 2013-05-01 Tibor Kiss added IBController.ini file
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| * | 084f67a 2013-05-01 Tibor Kiss Merge branch 'StatArb' of jahdisk-ext:huba into StatArb
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| | * 732cc4b 2013-04-29 Tibor Kiss added mass backtest scripts
| * | e43327c 2013-05-01 Tibor Kiss update trading log
| * | 1d8346c 2013-05-01 Tibor Kiss updated gitignore file
| * | 46ba304 2013-04-29 Tibor Kiss put screenshots into root dir, get rid of day based sorting there
| * | e68687d 2013-04-29 Tibor Kiss fix huba screen stop
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| * cbc7f14 2013-04-29 Tibor Kiss added VDE_UHN pair
| * b2405fe 2013-04-29 Tibor Kiss added path
| * 945e6ac 2013-04-29 Tibor Kiss get rid of Simon's rounding function
| * c588aee 2013-04-29 Tibor Kiss Get rid of the old (5 min gap) tools
| * 5f44dc2 2013-04-29 Tibor Kiss Added simple cache for loadHistoricalBars
| * 7f89d80 2013-04-28 Tibor Kiss update crontab: more frequent screenshot, google intraday fetch
| * e6a4a5f 2013-04-28 Tibor Kiss added google data downloader
| * 0ef1624 2013-04-26 Tibor Kiss Merge remote-tracking branch 'origin/StatArb' into StatArb
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| | * b6270b1 2013-04-26 Tibor Kiss update live log
| * | 4048828 2013-04-26 Tibor Kiss Make it compatible with pyalgotrade-0.12
| * | 075fc7e 2013-04-26 Tibor Kiss Network outage bugreport
| * | 05127f0 2013-04-26 Tibor Kiss Unsubscribe from feed only at backtesting
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| * 75ecb3d 2013-04-23 Tibor Kiss get rid of statarb wording
| * 11ca15e 2013-04-23 Tibor Kiss update crontab file
| * 54d451e 2013-04-23 Tibor Kiss Merge branch 'StatArb' of ssh://jahdisk-ext/huba into StatArb
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| | * 7024f40 2013-04-23 Tibor Kiss add tws start script
| | * 0571af7 2013-04-23 Tibor Kiss fix run scripts
| * | 34ee921 2013-04-23 Tibor Kiss Use live logger in statarb
| * | 587a500 2013-04-23 Tibor Kiss Add tags to huba
| * | 8748325 2013-04-23 Tibor Kiss Add tags and live result logger to BrokerAgent
| * | 48a8658 2013-04-23 Tibor Kiss Add tags to generateStrategyParms
| * | cbd8bf8 2013-04-23 Tibor Kiss Use tags while saving results
| * | fa91f0f 2013-04-23 Tibor Kiss Restructure result file
| * | 3edd97a 2013-04-23 Tibor Kiss Add live trading log file
| * | 92bf206 2013-04-23 Tibor Kiss Add directory keeper files