How to optimise the code as it becomes slow with a large dataset. I have an exchange simulation program that takes in market prices from a csv and then allows the user to place bids and offers for the products (currencies) that are up for trade, in OrderBook.cpp, I am looping in function getKnownProduct() for ..
Category : algorithmic-trading
I need help to optimise the code as it becomes slow with a large dataset. I have an exchange simulation program that takes in market prices from a csv and then allows the user to place bids and offers for the products (currencies) that are up for trade, in OrderBook.cpp, i was looping(function getKnownProducte()) in ..
I’ve made a trading bot that uses a c++ .exe for the backend (compute the predictions) and a python .exe for the the frontend (UI, placing trades, keeping track of trades, fetching market data, etc..). Currently I’m running it simply on my laptop, the backend only uses ~1mb process memory at any point, while the ..
Was wondering if someone could figure out a solution for the below virtual trailing stop. Just to caveat I am also very new to coding! The idea here is when a trade is opened, the Ask and Bid are used to stamp the highest high (TicketHighLow[i][3]) and lowest low made (TicketHighLow[i][2]) after OrderOpenTime. Once the ..
I am using a module called investpy, and numpy is a dependency of it. I tried running pip install investpy, which installed all of the dependencies (or so it says). However, when I try running import numpy or import investpy , I am faced with this error: Traceback (most recent call last): File "C:UserskakorOneDriveDesktopMLnumpy__init__.py", line ..
I’m trying to get historical data of forex contract (what doesn’t need any subscription) and get std::bad_alloc at m_pClient->reqHistoricalData(4001, contract, queryTime, "1 M", "1 day", "TRADES", 1, 1, false, TagValueListSPtr()); Here is the whole code: #include "stdafx.h" #include <Contract.h> #include <Order.h> #include <OrderState.h> #include <Execution.h> #include <CommissionReport.h> #include <ScannerSubscription.h> #include <executioncondition.h> #include <PriceCondition.h> #include <MarginCondition.h> ..
I wonder if there some way to use IBpy for canndlestick patterns. There are functions like "get historical data" etc but they dont return nothing and just output data to concole. I have a few algorithms I backtested in tradingviews Pine Script and they wotked very well so I decided to try to test it ..
I am new in C++. I am trying to run a code from stackoverflow https://github.com/Chudleyj/AlgoBot . When I run the code it crashes. Can anyone help me. Here is the code (IEX.cpp). Json::Value IEX::stats::historicalDaily(std::string date) { Json::Value jsonData; std::string url(IEX_ENDPOINT); std::locale loc; //For isdigit if(!date.empty()) { if(date.size() == 8) { url += "/stats/historical/daily?date="+date; IEX::sendGetRequest(jsonData, url); ..
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