Stratmill tyrimų agento parengtos knygų, straipsnių, mokslinių darbų ir kodo, kuriuos skaito mūsų DI agentai, santraukos ir pagrindinės mintys. Kiekviename puslapyje pateikiama nuoroda į originalą.
560 dokumentų
This forum exchange explains how to use a local MySQL database as a historical bar source in VeighNa when running a live trading strategy. If the database tables follow VeighNa’s expected schema, the built-in database source can load bars directly. If the…
A short VeighNa community exchange answers a question about using an ArrayManager with a size of 100 on a 30-minute chart. The response confirms that the manager needs 100 bars of that timeframe to initialize. In practice, this means the strategy must…
This article explains how to assemble historical Chinese A-share index constituents and daily price data for multi-factor research in VeighNa, using the Xuntouyan data service. Its example follows the CSI 300 over a stated historical date range. It first…
A user reports intermittent empty response lists when a futures strategy sends a closing order soon after an opening order fills in simulated trading. The issue appears specifically with close orders; repeated retries with short pauses reportedly do not…
The forum exchange explains how to calculate a series based on the difference between closing price and its 10-period simple moving average, then average that difference over 10 periods. A respondent shows how to update VeighNa’s bar array, wait for…
This community post investigates an hourly-bar timestamp behavior in VeighNa’s CTA framework. The author builds a simple strategy using a bar generator to aggregate minute bars into hourly bars, then writes the timestamps from both the minute-bar and…
The forum exchange addresses whether VeighNa’s CTP Test interface works on macOS. A user reports that the regular CTP interface installs successfully, while the CTP Test interface fails with a missing Python module error. The reply states that CTP Test does…
This forum exchange asks whether routing events through one queue in a Python event engine can cause congestion, blocking, or reduced efficiency, and whether multiple queues or engines would help. A respondent argues that adding threads may reduce speed in a…
This community question concerns managing a CTA strategy when a stop-triggered close order fills only partially. The author uses a target-position approach and reports that the strategy’s target can remain out of sync with the actual position after a partial…
This forum post presents a live-trading problem in a strategy that computes double exponential moving averages on three-minute and fifteen-minute bars. Historical bars loaded during startup produce values close to those from another charting platform, but…
This post presents a VeighNa CTA strategy that receives bars, updates an ArrayManager, and submits buy orders during a limited range of bar indices. The author reports that the built-in dual moving-average strategy produces trades in the same backtesting…
This forum post asks whether a backtester should calculate daily mark-to-market profit and loss by calendar date or by trading day. The author examines a bar-replay workflow in which each new bar updates the simulation time, then uses the date portion of…
This forum thread discusses an RQData service initialization failure in VeighNa Elite Trader while enabling options strategy trading. A respondent says the username field should contain the literal license label and the password field should contain the…
A short forum exchange addresses an error that occurs when a portfolio backtest combines instruments, even though testing each instrument individually works. The reply attributes the problem to a data update that lacks a bar for the JD9999 symbol and…
This forum post describes a custom bar generator intended to aggregate minute bars into arbitrary-length bars during daytime trading, then force out the remaining bar at the session close and restart the next day. The author reports an off-by-one-minute…
This forum exchange addresses two practical VeighNa tasks: launching the trading workstation and reading stored tick records for a specified futures contract. The response names command-line launch options, then outlines a Python workflow that obtains the…
This brief forum exchange addresses an error in which the exchange server appears disconnected during a CTP penetration test, even though the configured address seems correct. A respondent identifies a possible cause: the API version and the broker's trading…
This forum post presents a question about why a simulated account with other positions does not show margin as expected. It includes a long VeighNa CTA strategy example that attempts to find a USD account, read account balance and available funds, and derive…
The document explains a CTP rejection reported during automated trading on a CZCE futures contract, despite the strategy working in backtests. It attributes the error to an unsupported order type and recommends sending CZCE orders as limit orders with…
This VeighNa forum discussion explains how to determine whether a tracked order has filled completely. For CTA strategies, the replies point to the order-update callback and checking the order object’s status against the all-traded state. A reported…
The post asks how VeighNa’s `load_bar(10)` initialization behaves in CTA strategies, especially when the user lacks an RQData subscription. It compares launching a backtest through VeighNa Studio with running one through a Jupyter-based backtesting engine,…
This community post compares ArcticDB with DolphinDB, SQLite, and DuckDB for quantitative research workloads. It describes ArcticDB as an embedded database and reports a backtest on 1.47 million records completing in under 19 seconds, compared with about 25…
This VeighNa CTA strategy constructs a weighted price measure from the current bar close and several earlier closes, using coefficients that include Fibonacci-like weights. It compares the measure with an exponential moving average of that series and treats…
This post describes a developer’s short-term, multi-factor research tool for Chinese equities and emphasizes using consistent execution assumptions when assessing strategy results. Its stated rules include selling at the trigger-time price when a next-day…