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DJ_ICE
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Author SHA1 Message Date
John Colvin 9a85a475db fix: Revert accidental change to externals 2023-01-10 09:51:54 -05:00
John Colvin 57ac54b6c5 build (sparkd): Pipe 'eval' cmd stdout/err back to shell 
So we can actually see the build output
 2023-01-05 14:03:40 -05:00
John Colvin d6351cd187 Update docker/linux 
To get python3-venv
 2023-01-05 14:03:40 -05:00
John Colvin eef263f2e7 build: Ensure python virtual env is installed/up-to-date 2023-01-05 14:03:40 -05:00
John Colvin feaad6335d build: Set up cmake 'install' build target 
The 'install' build target creates a self-contained (deployable) sparkd
package. It copies the sparkd executable and its dependencies into a
single directory (no symlinks), which can then be copied/deployed to
another machine.

Run `cmake --build . --target install` to install sparkd in the
directory defined by the CMAKE_INSTALL_PREFIX variable.
 2023-01-05 14:03:40 -05:00
John Colvin b96612d37b fix build (linux): Port py3 build scripts over from spark_crypto.dev 2023-01-05 14:03:40 -05:00
John Colvin 84f9338005 Add .venv dirs to .gitignore 2023-01-05 14:03:40 -05:00
John Colvin 2837f3edfb chore: Add requirements.txt (py venv) 2023-01-05 14:03:40 -05:00
John Colvin a82932652b fix build: Copy a handful of files over from spark_crypto.dev 
This fixes the last of the boost-related errors
 2022-09-28 19:49:17 -04:00
John Colvin c9b5ff844f fix build (partial): Update externals to get new websocketpp 
This fixes some of the boost errors related to the recent boost upgrade
 2022-09-28 19:47:39 -04:00
John Colvin b0cbc2cb71 fix build: Disable web build 
That's one way to fix it!
 2022-09-28 19:33:19 -04:00
John Colvin cb0378d785 fix: Load FairValueLine price type in settings dialog 2021-07-02 13:55:34 -04:00
John Colvin 489ac45722 Add fair value lines for DJ 2021-06-29 14:07:08 -04:00
John Colvin d910c65e20 fix: ContractPicker syncs selected sec/md w/ selected key 2021-06-29 15:18:06 -04:00
John Colvin ca00f256e1 ui (DJ): Avoid darkening price text in session range in ladder 
Put the session range visual beneath the column backgrounds
(on the z axis), and make the background slightly translucent
while leaving the font color fully opaque.  This effectively
darkens the former without changing the latter.
 2021-02-17 12:57:26 -06:00
John Colvin 733ce7dfc6 Set alpha bits to 'FF' in historic ladder settings colors 2021-02-17 12:38:51 -06:00
John Colvin fda812d792 ui (dj): Reduce opacity of session range layer in ladder 2021-02-11 23:03:53 -06:00
John Colvin 1bf9d0aa4a ui (dj): Replace hand cursor with arrow in ladder bid/ask 2021-02-11 22:57:48 -06:00
John Colvin 54eec61f46 ui (dj): Make ladder look more like tt 
These changes can be configured via LadderKnobs (defined in UI.proto)
 2021-02-11 22:57:40 -06:00
John Colvin 70bf5e0c95 fix: Correct visibility binding in ladder session high/low 
The other price points visibility bindings were refactored
in a similar manner, for consistency's sake.
 2021-01-14 11:06:17 -06:00
John Colvin 2bae938549 feat (DJ): Right align bid, price, and ask column text in ladder 
This is hardcoded (not configurable via settings).
 2021-01-14 10:12:04 -06:00
John Colvin a67b32fd33 ui-tweak (DJ): Display 'volume' just below 'day change' in ladder 2021-01-07 11:36:35 -06:00
John Colvin 3da8fbd25d feat (DJ): Give bid/ask cells with markets a lighter background in ladder 
There is a small chance this will impact performance when
a large number of ladders (50+) are open.  Therefore, this
behavior can be toggled on/off in config, via
LadderKnobs.lighten_market_background.
 2021-01-07 11:18:13 -06:00
John Colvin a8cd07cbd2 refactor: Consolidate tick tests after tricky merge 
The branches that were merged, DJ_ICE and
DJ_ICE_ladder_price_aggregation, both added new
tick tests.  The former put them in a new file,
"TickTests.cs," while the latter added them
to "SecurityTests.cs."  This commit places all
tick tests in "TickTests.cs."
 2021-01-07 10:37:02 -06:00
John Colvin badb463e03 Merge remote-tracking branch 'origin/DJ_ICE_ladder_price_aggregation' into DJ_ICE 2021-01-06 12:08:39 -06:00
John Colvin b6a942d6b2 Add tooltips to ladder left-panel price points 2021-01-06 11:00:51 -06:00
John Colvin 7d8bc13282 Tailor default ladder price point settings for DJ 2021-01-06 11:00:51 -06:00
John Colvin f12b8fedc0 feat (DJ): Display settings for ladder left-panel price points 
* Add background and font settings for all price points

* Indicate 'day change' sign with modal settings (positive,
  zero, and negative) for background and font color

* Hide 'day change' leading zeros in tick part

* Don't show 'day change' zero integer part (e.g.,
  '25' instead of '0.25')
 2021-01-06 11:00:51 -06:00
John Colvin ed920c7c5a Move security/tick data classes to spark_core 
* spark_core is the appropriate project for such
  'vocabulary' types.

* unit tests in the spark_tests project can now
  reference these types (this was the immediate
  impetus for the move).
 2021-01-04 18:23:27 -06:00
John Colvin db20473949 add some docker scripts (start_docker.sh, docker_bash.sh) 2021-01-04 10:12:20 -06:00
John Colvin 5bf8162fcf vscode (build): change linux build task to run in docker 
* prompts user for configuration (debug or release)

* looks for docker instance named "${USER}s_docker"
 2021-01-04 10:10:23 -06:00
John Colvin 4992f4e0cf config toggle to show/hide ladder scrollbar for dj (defaults to hide) 2020-09-24 16:25:43 -05:00
John Colvin 3503946011 add quote-time-throttle params to SyntheticEditor gui 2020-09-21 19:28:41 -05:00
John Colvin d31d8648f1 frozen price lines in ladder (for dj) 2020-09-09 16:39:53 -04:00
John Colvin f790b8f59b RiskManagement view updates when imported row overwrites existing one 2020-08-20 11:14:56 -05:00
John Colvin fbed8e5428 fix AdminModel.delete_risk_limits: don't increment i at end of iteration when an item is removed 2020-08-14 13:15:35 -05:00
John Colvin 524f3be25a RiskManagementWindow - imported rows weren't filtered by account 2020-08-14 11:21:49 -05:00
John Colvin 9823b44083 RiskManagementWindow - hook up menu display vm 2020-08-14 11:04:14 -05:00
John Colvin 30feda72bb Merged DJ_ICE_proprietary_risk into DJ_ICE 2020-08-14 10:54:47 -05:00
John Colvin 2d0e63546d Merge branch 'DJ_ICE' into DJ_ICE_proprietary_risk 2020-08-14 10:53:26 -05:00
John Colvin cc02fa1c84 risk limits import dialog (for dj) 2020-08-13 14:13:44 -05:00
John Colvin 0f61e24ae5 fix ColumnBase.SortDirection binding to DIYGridColumnModel 2020-08-12 13:00:03 -05:00
John Colvin 8da2ebee5c SelectionModel should only select the pending selection once (was reselecting it every time the items changed) 2020-08-12 12:59:19 -05:00
John Colvin d03c74f270 remove unused 'actual_width' prop from DIYGridColumnModel 2020-08-05 15:11:06 -05:00
John Colvin 834a28916b synchronize column model's GridColumnSettings with the column view 2020-08-05 15:10:23 -05:00
John Colvin 43ccb4e3e7 fix risk management thread name typo 2020-08-05 12:20:24 -05:00
John Colvin 8892505d11 RiskManagement price cells show 4 decimal places, use commas 2020-08-04 12:11:55 -05:00
John Colvin 5d0a29432a RiskManagementVM - row sorting must refer to immutable data (else binary search can break) 2020-08-04 12:11:55 -05:00
John Colvin cd01c7ae5a RiskManagementVM - remove unused props/methods 2020-08-04 12:11:55 -05:00
John Colvin 1a0158817e remove size constraints on RiskManagementControl 2020-08-04 11:28:23 -05:00
John Colvin 53853591fe move RiskManagementControl.xaml/cs to 'View' dir 2020-08-04 11:28:23 -05:00
John Colvin f197f213f3 Risk Management ui - open edit-rows dialog near mouse 2020-08-03 15:52:26 -05:00
John Colvin a7e1b71883 TextCell available_size is updated in ArrangeOverride 2020-08-03 15:28:41 -05:00
John Colvin f9f22e1e36 add risk management window 2020-08-03 15:28:41 -05:00
John Colvin cda50f562d AdminModel - add methods to subscribe, and modify proprietary risk limits (dj) 2020-08-03 15:28:41 -05:00
John Colvin 4010298a46 parameterize SecurityStore.join (don't mess with core logic/impl) 2020-08-03 15:28:41 -05:00
John Colvin 48e701ba00 client side data types that mirror api protos (minimize client/server coupling) 2020-08-03 15:28:41 -05:00
John Colvin cb07abbf42 made new SelectorVM (todo: replace refs to old one) 2020-08-03 15:28:41 -05:00
John Colvin 3c8e2c636f add SimpleGridSettingsManagerVM (uses DIYGridColumnModels instead of the view type ColumnBase) 2020-08-03 15:28:41 -05:00
John Colvin 6a3b4ebe75 add DIYGridColumnModel, so the DIYGrid column paradigm is cleanear mvvm 2020-08-03 15:28:41 -05:00
John Colvin 80256fbe12 add get/load_state methods to non-generic IDataGridColumnFilter 2020-08-03 15:28:41 -05:00
John Colvin a0a5d82139 add PropertyEqualityComparerAttribute (supports simple automatic equality impl) 2020-08-03 15:28:41 -05:00
John Colvin ee6b00b9f2 unify SecurityCriteria initialization with securities (use pretty_name if single sec) 2020-08-03 15:28:41 -05:00
John Colvin c7df3ac43c Merge remote-tracking branch 'origin/csv_export' into prod 2020-07-22 10:44:58 -05:00
John Colvin 8761f313f5 remove with_reguard_to_price param from tick 'format' extension 2020-07-20 10:50:15 -05:00
John Colvin 3906ef6507 fix typo in ConvertUtils.update_value_type (was missing negation '!') 2020-07-19 13:28:09 -05:00
John Colvin 78055d79c6 fix tick unit tests, and reorganize security tests a bit 2020-07-19 13:27:12 -05:00
John Colvin 885a9dd939 add precision param (epsilon) to tickup/down methods 2020-07-19 13:20:00 -05:00
John Colvin 20c449de60 TickFactors are cached in a ThreadStatic dictionary rather than concurrent (no locks required) 2020-07-15 11:22:11 -05:00
John Colvin 52b487946a ticksize extension handles invalid tick props gracefully 2020-07-15 10:50:25 -05:00
John Colvin 98144ea939 remove unused parameter from TickTestHelper.full_ticks_from_zero 2020-07-14 15:46:06 -05:00
John Colvin 5e27a5fa7c fix ladder session low/high grid animation (was not using the ticks per row setting) 2020-07-14 15:39:55 -05:00
John Colvin 6cfc15ccd8 LadderGridHost invalidates '_spec' on connect_vm (not just on settings updates) 2020-07-14 15:38:21 -05:00
John Colvin 2de08c2c48 fix typo in LadderGridHost._spec getter (was accidentally returning the fallback value) 2020-07-14 15:27:03 -05:00
John Colvin fb6e05560b make tick unit tests more robust (test tick_up/down, use these methods to covalidate results) 2020-07-14 12:48:21 -05:00
John Colvin 1abf84337f include Sim ContractSpecs in tick unit tests 2020-07-14 11:53:57 -05:00
John Colvin d691e0aeee ladder settings dialog - fix 'when implied is > 0' label alignment 2020-07-14 11:01:32 -05:00
John Colvin 5e0f1b59fb added tick unit test (namely for 'full_ticks_from_zero' method) 2020-07-14 10:53:30 -05:00
John Colvin a234ecbf26 added 'full_ticks_from' method which accepts an origin price (instead of just an arbitrary 0) 2020-07-14 10:53:27 -05:00
John Colvin 062cabf075 TickUtils.full_ticks_from_zero checks pricebreak 2020-07-13 13:52:29 -05:00
John Colvin 39e1fd4a1a move LadderUtils methods to TickUtils (all were related to ticks) 2020-07-09 12:05:17 -05:00
John Colvin 4d902747df move tick data\utils to spark_core 2020-07-09 11:58:19 -05:00
John Colvin 50d0078556 add 'ticks per row' ladder setting 2020-07-09 11:45:31 -05:00
John Colvin d86b7c6c50 add TickUp/DownCommand dependency props to TickUpDownUInt 2020-07-08 12:48:45 -05:00
John Colvin fbd8bbd4a8 algo abbreviation code uses string.Join instead of list_string (the latter method is redundant, should be removed) 2020-07-07 13:16:18 -05:00
John Colvin 3da52b350f fix pure crash (algo abbreviation code choked on names that end with a space) 2020-07-07 13:15:55 -05:00
John Colvin 40bad84c48 algo studio includes algos with undefined children in the dropdown 2020-07-01 12:09:12 -05:00
John Colvin e3207b921a truncate list of securities in transitive compare test (was timing out due to too many permutations) 2020-06-26 13:32:27 -05:00
John Colvin 09f91735fe Security sort tests run with ice securities 2020-06-24 12:58:29 -05:00
John Colvin d9fc18547b SecurityHelper.Compare fallsback on 'ToString' then 'Id' comparisons to guarentee deterministic sort 2020-06-24 12:56:29 -05:00
John Colvin 32b7b7f40d quantity conversion for ladder right click order 2020-06-22 17:02:23 -05:00
John Colvin e7da6dd79e remove unused 'save/remove_template_cmd' props from OrderPropertiesEditor 2020-06-19 16:42:38 -05:00
John Colvin 8bf78aa880 cleanup/normalize whitespace in OrderDataHelper.cs 2020-06-19 16:37:21 -05:00
John Colvin 1c44165181 remove unused methods/props in OrderDataHelper.cs 2020-06-19 16:35:15 -05:00
John Colvin 8165ec0e3d fix AlgoProvider.get_permitted_algos (seed intersection aggregate a full set instead of empty) 2020-06-19 16:14:58 -05:00
John Colvin 7d1ec5b82a Merge remote-tracking branch 'refs/remotes/origin/DJ_ICE' into DJ_ICE 2020-06-19 15:48:55 -05:00
John Colvin 02e7fb1ee0 iceberg 'show quantity' param uses display divisor 2020-06-19 15:45:17 -05:00
John Colvin c0ea6943e1 AlgoProvider ensures synthetic security algo's last child is a Spreader algo 2020-06-19 15:12:42 -05:00
John Colvin 4c914a2d48 Merge branch 'DJ_ICE_algo_config' into DJ_ICE 2020-06-19 10:59:10 -05:00
John Colvin 90b2607f86 pnl window symbol filter items are sorted 2020-06-18 13:06:41 -05:00