A Stratmill kutatóügynöke által írt összefoglalók és fő gondolatok azokból a könyvekből, tanulmányokból, cikkekből és kódokból, amelyeket MI-ügynökeink elolvastak. Minden oldal az eredeti műre mutat.
Dokumentumok száma: 560
A brief Chinese-language forum exchange asks whether a futures main continuous contract has a standard contract code or whether users must combine the data themselves. The reply says live trading gateways do not provide such a continuous contract, while some…
A VeighNa community discussion asks how to display a five period average of bar lows on the strategy’s built in candlestick chart during a backtest. One reply shows how to calculate the current value from the strategy’s array manager, but the original poster…
The document presents an outline for a VeighNa training course on machine-learning-based cross-sectional multi-factor strategies, also described as alpha strategies. It frames these methods as a form of statistical arbitrage applicable to equity selection,…
The discussion explains why an exchange-listed arbitrage contract can show a zero best bid or ask. A forum user reports seeing zero prices while collecting top-of-book quotes. A reply says those quotes appear when traders submit orders directly in the…
This brief forum exchange addresses where to obtain historical futures data for strategy backtesting. Participants suggest using open-source financial data tools for daily bars, applying to a research service that offers a temporary trial, or downloading…
This brief forum exchange addresses how a VeighNa CTA strategy can read an account’s current position when it initializes. One participant asks whether a framework function exists, noting that calling the main engine’s position lookup directly did not seem…
This community post asks how to start a live or simulated trading strategy with positions already held in the account, rather than having the strategy assume it begins flat. It also raises a related backtesting question: a user supplied an initial-position…
A short VeighNa community exchange explains why the project continues to maintain vnpy_ctptest alongside vnpy_ctp. The response says that some futures companies still use an older version of the CTP testing environment, so the test interface remains…
This short forum exchange raises two questions about VeighNa’s OptionMaster tool: why only certain Chinese index option products appear, and why displayed option theoretical prices differ substantially from a trading application. A reply asks whether the…
This community discussion considers how users of the VeighNa community edition can receive notifications after opening or closing a position. One suggested workaround is to send an email and enable QQ Mail notifications in WeChat, so email alerts also appear…
This brief forum exchange discusses how to close positions using VeighNa’s script trading interface. A user notes that the documentation shows an opening order example and asks for examples of closing a position and closing a position opened on the same day.…
This brief options-forum exchange asks how an options strategy should handle a position that reaches expiration during a backtest. A respondent says to calculate the profit or loss using the closing price on the final trading day. The answer offers a simple…
This forum exchange explains why historical prices for a continuous Dalian soybean futures series may differ between the Xt data center and VeighNa downloads. The main issue identified is the adjustment method: VeighNa’s data feed requests ratio-adjusted…
This community post reports a failure when requesting historical data through VeighNa’s Interactive Brokers gateway. The traceback shows a lookup for a contract keyed by the supplied symbol and exchange failing before the history request can proceed. The…
A VeighNa community question asks how to update a contract’s open, high, low, and close values from the CTA module’s tick handler so they refresh on screen instead of remaining at zero. The reply points to updating the relevant global variable, illustrated…
This article outlines how to move a developed and backtested option strategy into live or simulated trading with VeighNa’s OptionStrategy module. It distinguishes access requirements for futures options and ETF options, including differences in simulated…
This brief VeighNa community exchange requests support for downloading ratio-adjusted prices from Ricequant, in addition to price-difference adjustments. A reply points out that the existing rqdata data feed's dominant-price method passes a pre-close ratio…
This project plan outlines VeighNa’s intended 4.0 development, including support for Python 3.13, framework refactoring, improved logging and API bindings, updated packaging and code-quality tools, and expanded trading gateways and applications. It describes…
A trader reports that a filled order appears before the corresponding position change becomes visible in the position screen. The reply explains that, when using the CTP gateway, positions are queried on a six-second schedule rather than pushed immediately.…
This brief VeighNa community exchange answers how to inspect variables during a backtest. It suggests printing values or writing them to the system log, giving two straightforward ways to observe runtime state while a strategy runs. For a backtest started…
The post describes a timing issue in a live spread engine for a two-leg arbitrage. At startup, each leg has zero bid and ask volume, so the engine waits until both have received data. Afterward, however, it may calculate a spread as soon as either leg…
The post describes a live-trading incident in which two instances of a spread-taking algorithm sent opposite orders in the same contract, and the broker executed them against each other. The author asks whether VeighNa has an in-process self-trade prevention…
This forum discussion troubleshoots connecting VeighNa to a broker’s QMT environment through the XT interface and asks whether the setup supports live trading. Contributors explain that broker QMT interfaces may differ from the vendor’s token-based service:…
A trader asks how to open two related futures spread positions only when both signals are valid: a forward arbitrage in one contract pair and a reverse arbitrage in another. If either condition is missing, neither position should be opened. The reply points…