Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
367 documents
This forum exchange addresses two practical VeighNa questions: removing subscribed market contracts and closing an open futures position. A reply says the framework does not support unsubscribing, suggesting a restart and re-adding only the desired contracts…
This short forum exchange concerns order and trade events that are not appearing inside callbacks in a spread strategy template. The questioner says the template passes those events to the relevant callback methods, but receives no visible output from the…
The discussion addresses whether a VeighNa strategy continues trading after the market closes and reopens the next day. The question assumes the trading interface remains open and asks whether the platform will automatically log in and resume the prior…
This short forum exchange addresses whether users can add their own trading strategies to the VeighNa community edition. A user with little programming experience asks how to implement a strategy already used by a friend. The reply says custom development is…
This forum post raises implementation questions about historical data warm-up in VeighNa portfolio strategies. The author considers a strategy whose longest signal period is 20 days and asks whether an ArrayManager size of 25 is sufficient, and whether that…
This VeighNa forum exchange discusses how to obtain current account funds through the CTP trading interface. A user asks whether account balances can be retrieved synchronously, like an HTTP request, rather than through asynchronous updates. A reply points…
This forum exchange explains why a VeighNa Trader account balance may stay unchanged when orders are routed through the PaperAccount module. PaperAccount simulates orders and fills locally, so activity handled by it does not reach a live trading server and…
A forum exchange discusses why VeighNa’s StatisticalArbitrageStrategy example uses a ten-unit price offset when starting its spread-trading algorithm. The questioner describes the order logic: a leg order is sent when the spread order price would otherwise…
A user describes running one VeighNa process and one strategy connected to two SimNow futures accounts through separate CTP gateways. Both accounts return order acknowledgements, and the second account appears to have executed trades when checked in another…
A user asks whether the Guotai Junan edition of the VeighNa trading platform supports immediate-or-cancel orders. The reply says that this edition does not provide IOC support. This is a concise platform capability detail that may matter when configuring…
A trading-system forum discussion explains why a conventional CTA strategy that works on outright futures may fail when applied directly to exchange-listed spread contracts. The reported symptoms include missing backtest data and occasional trades with…
This forum response offers a troubleshooting sequence for multiple VeighNa strategies that appear to stop responding. It recommends checking whether logs continue, adding output in tick or bar callbacks to confirm incoming data, verifying that a strategy is…
This short forum exchange explains why a vn.py CTA strategy receives trade notifications through only one `on_trade` method when both the base template and the strategy define that callback. The strategy inherits from the template, and defining `on_trade`…
A trader asks where an individual can access tick-by-tick trades that include buyer or seller initiation, intending to calculate aggressive buying and selling volume at each price for an order-imbalance strategy. The reply says that ready-made aggressor-side…
A VeighNa community exchange discusses penetration-test information that was collected, but showed a timestamp seven hours off. A respondent suggests checking the computer’s time zone, noting that the machine may be set to UTC. This points to a basic…
This brief forum exchange asks whether VeighNa's main engine position converter loads positions that are already held when it initializes. The question gives a concrete example: whether a long position carried from the previous day will be reflected in the…
A trader asks how to identify the originating strategy for each trade received in a trade callback, so fills from one strategy can be grouped together. The reply suggests capturing the order’s reference field when an order arrives and using it to identify…
This short forum post concerns an error that repeatedly appears when connecting VeighNa, also known as VN.PY, to Interactive Brokers through the IB API. The traceback ends with a Python TypeError: the API invokes the wrapper’s error callback with more…
This overview explains vn.py as a modular framework for automated trading. The MainEngine coordinates gateways, applications, databases, and data services, while the EventEngine routes market, order, and other messages to subscribed components. A typical…
This forum exchange clarifies how VeighNa's local stop orders are displayed and triggered. The price shown in the stop-order interface is the trigger price, rather than the price of the limit order that may be sent after triggering. A user reports that…
The discussion explains that the number of contracts a default VeighNa strategy can subscribe to depends on available CPU, memory, and network capacity, as well as strategy complexity and the frequency of incoming market data. Tick feeds generally require…
This Chinese-language forum post examines how a futures gateway updates a position object’s prior-day volume while processing investor-position responses. The shown handler creates or retrieves a position by instrument and position direction, then applies…
This short forum post reports that version 1.2.0 of an option hedging engine and its monitoring component appear to submit many orders before the market opens, with those orders rejected. The author suggests the components should check whether the current…
This brief forum post advocates managing market data as files rather than relying solely on a database, particularly when handling large volumes of tick data. The author shares a personal approach using Parquet files and points readers to an implementation…