blotter | A financial blotter for trading FX and Futures | Cryptocurrency library
kandi X-RAY | blotter Summary
kandi X-RAY | blotter Summary
blotter is a python object for representing a financial blotter. The main goal of blotter is to provide a decoupled way to manage historical holdings and track performance when backtesting a trading strategy which trades FX and Futures. blotter is not intended for calculating alpha's, simulating execution or performing portfolio optimization but rather serves as an endpoint to book the price of executed trades and provide marked to market holdings and PnL.
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Top functions reviewed by kandi - BETA
- Create pandas dataframe
- Define a generic card
- Connect market data
- Map a generic instrument
- Takes a series of 5 months and saves assets to asset daily
- Create and dispatch trade events
- Makes a trade
- Create a trade event
- Calculates a time - one trade
blotter Key Features
blotter Examples and Code Snippets
Community Discussions
Trending Discussions on blotter
QUESTION
We have a user requirement that the values in a date column in our ag-Grid Trade Blotter are shown in reverse order (i.e. most recent first).
Is there an easy way to do that?
We are using ag-Grid 23 with Adaptable 7.2.5.
...ANSWER
Answered 2020-Dec-22 at 17:28There are 2 ways of doing it:
Easy way - set the 'sortColumnValuesInFilter' property in Filter Options to true in your Adaptable Options (see https://docs.adaptabletools.com/docs/adaptable-options/filter-options) and then it will display items in the filter using whatever sort the column currently has.
More complicated and powerful way - provide a getColumnValues implementation. This is a user function which is run whenever AdapTable needs to show distinct values in a column - so you can decide which columns to apply it and then sort the return list however you want (see https://docs.adaptabletools.com/docs/user-functions/get-column-values-user-function)
QUESTION
I am new to Pandas. I am trying to understand how to do something in pandas, that I do in SQL -
I have a table like -
...ANSWER
Answered 2020-Dec-02 at 06:29pandas sort_values method for a DataFrame might be what you are looking for.
QUESTION
I'm trying to connect a jS Blotter effect to a cursor position function, whereby the cursor position on the page changes the value of one of my parameters. I'm getting the cursor position like this:
...ANSWER
Answered 2020-Nov-26 at 14:24Why about using modulo for this? Based on y's position the value change a bit.
QUESTION
I am trying to use zipline for backtesting and I am getting this error:
...ANSWER
Answered 2020-Jul-15 at 20:38Apparently you have to change something in the configuration of Zipline I found someone with the same problem in the comments sections of the tutorial and this is what he said to do:
In User/Anaconda3/envs/[environment]/Lib/site-packages/zipline/data/benchmark.py
QUESTION
I have searched for a long time for this and I'm sure I must have missed something because it is such a basic ask.
I define the formats in my grid through the cellClass
field in defaultColDef
:
ANSWER
Answered 2020-Jun-18 at 03:14You could do something like -
QUESTION
I am building a Vuejs application, so I am using the @mousemove
directive in conjunction with Vue-blotter. Below, under the "Interaction example" section, I found some base code for manipulating the component properties. So with a minuscule bit of refactoring, I added it to my project and changed the
scope.material.uniforms.uSpeed.value = (e.x + e.y) / 4500
found in the sample to scope.material.uniforms.uSeed.value = (e.x + e.y) / 2000
also a valid property, as will be shown later. The problem is that if I move the cursor before the page is completely loaded the console will display this error:
Error in v-on handler: "TypeError: undefined is not an object (evaluating 'scope.material.uniforms.uSeed')"
This error stops being outputted even if I move the mouse after the page is completely loaded. I am using Vue-router
and this is how my Home view looks like:
ANSWER
Answered 2020-Jun-04 at 09:31Try changing these lines
QUESTION
I need API which stream live data to UI (UI might be react or angular application). Once I call the server, it should keep on giving live data in JSON format. For eg application like Blotter screen in Trading application
Which technology will be more suitable to create this type of API?
...ANSWER
Answered 2020-May-04 at 06:18Have a look at WebSockets and ASP.NET Core SignalR
https://docs.microsoft.com/en-us/aspnet/core/fundamentals/websockets?view=aspnetcore-3.1
QUESTION
I tried to follow zipline
's Quickstart:
ANSWER
Answered 2020-Jan-09 at 16:56This issue is due to a change in IEX trading api which now requires an API key (account) to query it. I hope that it will be corrected and clarified in the documentation in the future and that retrieving data from external APIs would be much more easier.
For now, you have two options:
1. Change the benchmark code:Community Discussions, Code Snippets contain sources that include Stack Exchange Network
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