89 Commits

Author SHA1 Message Date
90b7f10a77 Update and fix bugs
It's good to be back

Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-05-10 17:49:16 +01:00
d7e9350257 Add initial ML implementation
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-29 13:40:49 +00:00
f715881b07 Remove unsafe blocks
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-26 09:51:52 +00:00
d0ad9f65b1 Remove vwap
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-26 09:51:16 +00:00
ce8c4db422 Remove local XKCD image
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-26 09:50:39 +00:00
46508d1b4f Update reqwest
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-20 20:00:35 +00:00
2ad42c5462 Foldify for loops
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-20 19:43:48 +00:00
733e6373e9 Add tests
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-20 19:43:47 +00:00
d072b849c0 Reorganize crate source code
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-20 19:43:46 +00:00
718e794f51 Reorder Bar struct
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-19 15:48:45 +00:00
b7a175d5b4 Improve ser function naming
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-17 09:22:45 +00:00
e9012d6ec3 Add backfill progress logging
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-15 17:26:58 +00:00
10365745aa Attempt to fix bugs related to empty vecs
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-14 22:38:20 +00:00
8202255132 Fix backfill freshness
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-14 12:47:52 +00:00
0d276d537c Add websocket infinite inserting
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-14 01:46:18 +00:00
1707d74cf7 Improve alpaca request error handling
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-13 19:45:06 +00:00
f3f9c6336b Remove rust-bert
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-13 12:09:50 +00:00
5ed0c7670a Fix backfill sentiment batching bug
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-12 21:00:11 +00:00
d2d20e2978 Add automatic websocket reconnection
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-11 23:41:06 +00:00
d02f958865 Optimize backfill early saving allocations
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-11 20:41:59 +00:00
2d8972dce2 Fix possible crashes on .unwrap()s
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-11 20:15:19 +00:00
7bacc2565a Fix CI
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-11 16:53:22 +00:00
b60cbc891d Add backfill early saving
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-11 16:53:12 +00:00
2de86b46f7 Improve backfill error logging
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-10 19:51:41 +00:00
8c7ee3d12d Add shared lib
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-10 18:28:40 +00:00
a15fd2c3c9 Separate data management code
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-10 16:59:21 +00:00
acfc0ca4c9 Add pipelined backfilling
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-10 11:22:24 +00:00
681d7393d7 Add multiple asset adding route
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-03-09 20:13:36 +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