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Author SHA1 Message Date
Kevin Darby d1ed33c2ee fixed tooltips for non dynamic and non generic algos 2019-08-08 11:58:05 -04:00
Kevin Darby 8bc1455813 Merge branch 'master' of bitbucket.org:bluetradesys/spark into vwap 2019-08-08 11:07:40 -04:00
Kevin Darby ecaa04ecf8 factor 2019-08-08 09:59:14 -04:00
Kevin Darby 44e3070544 add TimeSlicer 2019-08-08 00:05:41 -04:00
Kevin Darby 1815950835 Merge branch 'master' of bitbucket.org:bluetradesys/spark into vwap 2019-08-07 17:31:50 -04:00
Kevin Darby 8762fbf7ce added twap to algo types 2019-08-06 18:20:10 -04:00
Kevin Darby 0459171d6e moved algo types to config 2019-08-06 18:15:47 -04:00
Kevin Darby fcdf72c5d9 Merge branch 'master' of bitbucket.org:bluetradesys/spark into vwap 2019-08-06 16:57:36 -04:00
Kevin Darby f5caf0b7ba twap bones 2019-08-06 16:57:02 -04:00
Kevin Darby a0f2673b3a basic timing structure down; maybe all these derive from twap 2019-08-05 23:51:28 -04:00
Kevin Darby ba3439b049 twap 2019-08-05 18:21:03 -04:00
Kevin Darby ae4d7f719b Merge branch 'master' of bitbucket.org:bluetradesys/spark into vwap 2019-08-02 17:57:21 -04:00
Kevin Darby 64916f6bfc Merge branch 'master' of bitbucket.org:bluetradesys/spark into vwap 2019-08-02 17:38:30 -04:00
Kevin Darby 1a9dd1c37a cleaning up this proto 2019-08-01 17:40:21 -04:00
Kevin Darby d77925c568 Merge branch 'prorata' of bitbucket.org:bluetradesys/spark into vwap 2019-08-01 17:11:38 -04:00
Kevin Darby f1f1b68ffb arrival 2019-07-03 22:14:39 -04:00
Kevin Darby 835f453f03 Merge branch 'prorata' of bitbucket.org:bluetradesys/spark into vwap 2019-07-03 15:17:09 -04:00
Kevin Darby 0eb9518485 didn't get far 2019-06-13 23:41:30 -04:00
Kevin Darby b5c70fc34e added price to slice 2019-06-11 23:56:11 -04:00
Kevin Darby a1dba1d7d0 historicaldataservice 2019-06-11 23:12:20 -04:00
Kevin Darby efdea5256f algoflow will probably not be in python 2019-06-11 21:07:55 -04:00
Kevin Darby 5df1e5f383 py notes 2019-06-09 22:50:46 -04:00
Kevin Darby 99750da31d beginnings of python driver for algo development. goal is to allow visual / interactive development environment for
more complex algos.  Will also offer backtesting of bts algos over MBO data.
2019-06-09 22:47:51 -04:00
Kevin Darby 49247dba3f externals 2019-06-09 21:58:11 -04:00
Kevin Darby a25257cb33 update externals for pybind 2019-06-08 23:33:43 -04:00
Kevin Darby b1c180d663 Merge branch 'prorata' of bitbucket.org:bluetradesys/spark into vwap 2019-06-07 16:01:49 -04:00
Kevin Darby 6afb16abcb bones for bluex orders 2019-06-07 15:53:25 -04:00
Kevin Darby 995fa3df35 . 2019-06-06 23:34:25 -04:00
Kevin Darby 18eb28dfd2 waps 2019-06-06 22:08:03 -04:00
Kevin Darby 99cdfadf8d bones for vwap, twap, arrivalprice, pov 2019-06-05 23:30:52 -04:00
6845 changed files with 50576 additions and 745587 deletions

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