62 Commits

Author SHA1 Message Date
2036e5fa32 Add LSTM experiment
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-27 09:53:52 +00:00
080f91b044 Fix README
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-26 19:01:22 +00:00
3006264af1 Fix calendar EST offset
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-26 18:55:15 +00:00
a84daea61c Add local market calendar storage
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-22 12:35:01 +00:00
0b9c6ca122 Add defaults for outgoing types
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-22 11:31:28 +00:00
4665891316 Fix error on initialization with no symbols
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-19 17:51:44 +00:00
4f73058792 Add calendar
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-17 20:36:02 +00:00
152a0b4682 Fix bad request response handling
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-17 20:35:50 +00:00
ae5044142d Fix status message deserialization
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-16 19:39:36 +00:00
a1781cdf29 Remove manual pongs
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-15 14:17:47 +00:00
cdaa2d20a9 Update random bits and bobs
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-15 01:09:16 +00:00
4b194e168f Add paper URL support
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-14 21:15:27 +00:00
6f85b9b0e8 Fix string to number deserialization
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-14 18:53:58 +00:00
6adf2b46c8 Add partial account management
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-14 17:38:56 +00:00
648d413ac7 Add order/position management
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-14 17:07:30 +00:00
6ec71ee144 Add position types
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-14 10:48:37 +00:00
5961717520 Add order types
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-12 16:45:11 +00:00
dee21d5324 Add asset status management
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-09 15:43:42 +00:00
76bf2fddcb Clean up error propagation
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-08 18:13:52 +00:00
52e88f4bc9 Remove asset_status thread
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-07 20:40:11 +00:00
85eef2bf0b Refactor threads to use trait implementations
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-05 13:47:43 +00:00
a796feb299 Lower incoming data log level
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-05 00:32:46 +00:00
a2bcb6d17e Make sentiment predictions blocking
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-05 00:30:32 +00:00
caaa31133a Improve outgoing Alpaca API types
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-05 00:30:11 +00:00
61c573cbc7 Remove stored abbreviation
- Alpaca is fuck

Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-04 21:24:14 +00:00
65c9ae8b25 Add finbert sentiment analysis
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-03 18:58:40 +00:00
973917dad2 Refactor clone()s
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-26 13:38:32 +00:00
2829bb2970 Add news content normalization and storing
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-26 13:26:52 +00:00
5f458d9ea9 Add Grafana
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:19:38 +00:00
bcac24bc58 Add bloom filter index on news
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:17:38 +00:00
29b7966dfe Add health check route
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:17:33 +00:00
002f70e299 Add news data support
- Refactor everything in the process, oops

Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:17:30 +00:00
178a062c25 Separate clock handler
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:17:25 +00:00
2d14fe35c8 Improve error handling
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:17:21 +00:00
7200447bc5 Prevent race conditions
- This is a massive cope, I don't know how to code

Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:17:17 +00:00
36ee6030ce Add asynchronous handling
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:17:12 +00:00
3ee72a0e1b Fix bars_validity for market close
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:17:08 +00:00
ad7a6407ff Organize modules
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:17:04 +00:00
ad9cd197af Add support deployment notes
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:16:59 +00:00
aad8b1cb31 Add CI/CD
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:16:55 +00:00
de3989ec35 Fix the Sin of Man
- Migrate to ClickHouse
- Simplify serde renaming
- Simplify backfill logic
- Compartmentalize database columns

Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:16:50 +00:00
63a9ca950f Organize websocket codebase
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:16:45 +00:00
687fbb909f Merge live & historical handlers
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:16:41 +00:00
8a88d58192 Improve asset backfilling
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:16:36 +00:00
c57eb7567c Fix panic when fetching bars
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:16:30 +00:00
e26d2b95e7 Add market data backfilling
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:16:25 +00:00
548a8e42d5 Add stock market calendar
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:16:21 +00:00
c8df507d47 Categorize external types
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:16:16 +00:00
4c98ed715d Improve borrow handling
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:16:12 +00:00
203b028d7c Remove apca dependency
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-01-25 17:16:07 +00:00