Tag Archives: Active Quant

Active Quant uses Hadoop and HBase. Cannot use because of no support for NOSQL Redis but will use another .NET HFT trading platform

Active Quant uses Hadoop and HBase. Cannot use because of no support for NOSQL Redis but will use another .NET HFT trading platform

Wlell this sort of sucks but is a blessing disguise. I cannot use Active Quant with mith Redis NOSQL database option I plan to go with. As a result, I am going back to my original HFT platform built in MS .NET and C#. I just need to test these C# Redis client apps. I am sure I will have an update.

 

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Active Quant for HFT with Hadoop, Hbase, Java, R but with Redis NOSQL for now

Active Quant for HFT with Hadoop, Hbase, Java, R but with Redis NOSQL for now

Join my membership here at:

http://quantlabs.net/membership.htm

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Active Quant is ready as an HFT trading platform . How to connect to Redis instead of Hbase subproject to Hadoop?

 

Active Quant is ready as an HFT trading platform . How to connect to Redis instead of Hbase subproject to Hadoop?

Active Quant has come a long way! I wish there was a Redis connection.

As I have switched to open source technologies including Java, I have narrowed down my search to 2 trading platforms to go with

Active Quant and Marketcetera

I have followed both for years but it seems there have been no updates to Marketcetera in years so I guess that rules out that puppy.

Active Quant has always interested me but as there were no easy to install guides, it looks like there has been movement on this. There is a Youtube video on how to install it. Also, there seems to be a cleaned up section on the new version which includes Hadoop and HBase. I have just moved my environment into R and Redis which seems to be a smart choice. Sadly, connected R into HBase can be tough through the RHBase as I could not get it working. Maybe I should make another attempt but I am very happy with the doRedis R package for this. The question is how to get around this challenge with Active Quant. Here is the link:

 

http://aq2o.activequant.org/

 

 

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Linux or Unix Shell commands to get Active Quant AQ2o going for potential Java High Frequency Trading environment

Linux or Unix Shell commands to get Active Quant AQ2o going for potential Java High Frequency Trading environment

These are commands sent from Ulrich (founder of Active Quant) of Active Quant to get the current AQ2o server going. Let’s hope this works. If so, I will include a Youtube video within my Linux environment.  Thanks go out to him.

Update: I am not a Linux admin expert, but it can be frustrating and wonky to work with. As in the past, I need to stick with Windows based systems for productivity reasons. Linux painfully slows me down but these commands seem to work but the environmental handling of Linux is a nitemare so good luck to anyone implementing these commands. My opinion of Linux has no reflection on Active Quant itself.

 

——

 

More details at http://activequant.org/Below you’ll find some unix commands that will get you going. ==============
# AQ2o is good in a large corporation. Because it is using hbase and hadoopunderneath, it can scale to petabytes of storage. # Use the server as a centralstorage point. The OpenCore that you use is not good for backtesting … # mkdir presswork cd presswork # download the aq2server wget “http://downloads.sourceforge.net/project/activequant/aq2o-2.1-SNAPSHOT-bundle.zip?r=http%3A%2F%2Fsourceforge.net%2Fprojects%2Factivequant%2Ffiles%2F&ts=1334934472&use_mirror=heanet” -O aq2o.zip # unzip aq2o.zip cd aq2o sh runserver.sh # press CTRL-C to stop the server # modify aq2server.properties to enable thesoap server # soapserver.start=true sh runserver.sh # when things are settled … open a web browser and have a look at —>http://localhost:9999/main?wsdl That’s the WSDL for the soap service, have alook http://users.skynet.be/pascalbotte/rcx-ws-doc/dotnet.htm # leave the server running … let’s pump in data. cd .. svn co http://activequant.org/svn/aq2o/trunk aq2o_trunk mvn package -DskipTests=true export AQ_HOME=/home/ustaudinger/presswork/aq2o_trunk cd trunk/src/test/resources/sampledata sh /home/ustaudinger/presswork/aq2o/importInstruments.sh sh/home/ustaudinger/presswork/aq2o/importMDIs.sh #
# connect with Squirrel SQL and have a look at things …
# now let’s have a look at the data in our archive … R x = read.csv(“http://localhost:44444/?SERIESID=YAHOO_cbk.de&FREQ=EOD&FIELD=CLOSE&STARTDATE=20010101&ENDDATE=20120301”)plot(x[,2]) B

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Open source trading platforms including Active Quant with Ubuntu Linux Java demo

Open source trading platforms including Active Quant with Ubuntu Linux Java demo

http://quantlabs.net/membership.htm

This existed once upon a time. Point of this video was Linux is frustrating to use. I am sticking with Windows as a result to save time and money on painkillers.

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LMAX Disruptor game changer for HFT with Java, Active Quant, Algo Trader, Linux, other open source

 

LMAX Disruptor game changer for HFT with Java, Active Quant, Algo Trader, Linux, other open source

http://quantlabs.net/membership.htm

Learn how I may implement this combo

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Active Quant in Java reveals a potential bridge between Quantlib and Marketcetera

Active Quant in Java reveals a potential bridge between Quantlib and Marketcetera

I have finally done a quick analysis of Active Quant lately. This is a hundred percent Java based framework and set of sub projects which help you in any Quant development you may undertake. First off, if you are needing to use a one hundred percent framework like QuantLib which is written in C++, Active Quant is definitely not the right fit. I am not sure if a Java based quant framework is efficient for your project, but it is a definite resource to learn about generic quant development.
There is a definite feel of some great work here in terms of understanding how to connect to the major broker houses like Activ or Interactive Brokers. This is your source to close the gap between the fantastic Marketcetera open source project. If you develop you Java based strategies for Marketcetera, you can use and / or learn about the various adapters to connect to a supported broker like Interactive Brokers.
Another items I like is the somewhat simplistic comments in SOME of the source files found in Active Quant’s base of code. Also, I found some scant documents that support this project. One surprising thing I discovered was that Active Quant’s mailing list revealed their contributors that you will need to be left on your with source code or the small community to figure out stuff. I kind of find that daunting. I could be wrong but I did not find anything that grabbed my attention to further investigate how to generally use Active Quant.

If you got the time, play with Active Quant but be prepared to figure it out on all your own. You will be left to your own devices. Feature wise, it looks like Active Quant has many gaps left behind with QuantLib and Marketcetera. It could be that glue but I do find this will be magic trilogy of open source development for Quant based projects. Go for it to make some potential huge money.

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The connection options available within Active Quant, Open Tick, Activ, Interactive Brokers, Onanda, Tenfore, Google, Yahoo

The connection options available within Active Quant, Open Tick, Activ, Interactive Brokers, Onanda, Tenfore, Google, Yahoo
So those are the options. Downloading the source code for Active Quant is straight forward seems to load within Eclipse fine. Be aware there is no front end graphical user interface for this Java based framework. I have posted enough info on this.
Why Active Quant? I would ask more with Marketcetera or QuantLib. From my research, Active Quant is the only sample Java source code I have seen thus far. I have broken down the code and it seems straightforward by analyzing. It has straightforward configuration XML files, testing client code, and the code itself. The next question is how does it perform or how easy is it to work. That is another story.
Let’s hope that Active Quant will be smart in their online documentation. I have not seemed to install and successfully get the market feed downloading from Yahoo. I have had some success with Marketcetera which it all came down to their You Tube channel videos. I just wish Active Quant had the same type of facilities in order for developers like me to get up and running fairly quickly. We shall see once I find the time to do this.
If you can afford the eighteen hundred dollar a month Activ wants, I would imagine you might be more interested in paying your mortgage. I do understand they are fairly professional as well but I would expect that as they are even more expensive than Bloomberg.
So, my next option is Interactive Brokers as they are fairly affordable (I think) for access to their APIs and data feeds. I also have heard it can be fairly slow but that would not be a concern as this is just at a development stage for now. Let me know what you think thus far.

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Be prepared to know what Active Quant is really about. Only for Java developers sadly

Be prepared to know what Active Quant is really about. Only for Java developers sadly
This is what Active Quant really entails if you are new to it. This was found from an old Nabble ActiveQuant email list.

Below I fixed the problem, but why is a released version of code requiring these changes? The tutorial had “container” but that needed to be “tradesystem” in most places in the xml. I’m still wondering if I did something wrong or why this happened? I am also going to start another post with a time-stamp format problem once I solved this problem (first I’m going to search all the back history in the forum as I think I saw another post regarding time-stamps). Again, I expect tutorials to be the starting point for a clean run, then I mess it up…

I found the files in the file tree:

/home/daniel/workspace/activequant/bin/org/activequant/tradesystem/market/integration/CandleDataService.class
/home/daniel/workspace/activequant/src/tradesystem/org/activequant/tradesystem/market/integration/CandleDataService.java

Here is the xml reference:




I am quite new to eclipse and totally new to AQ, but how does this xml reference match to the directory path given above? Clearly there is some mismatch.

Here is a working xml reference:

And the file is at:
/home/daniel/workspace/activequant/bin/org/activequant/data/retrieval/integration/series/CsvCandleSeriesSource.class

Following the above format the xml should change to:




This worked as it found the file!

Re: New to ActiveQuant

by Mike Kroutikov-2 Dec 19, 2009; 05:27pm :: Rate this Message: – Use ratings to moderate (?)
Reply | Print | View Threaded | Show Only this Message
Hey, tradetree,

welcome to the dark side of AQ 🙂

AQ first and foremost is the collection of components. Its not a finished or runnable product. Everybody builds its own thing out of it, using some component technology (mostly Springframework). XML describing spring wiring does not survive well code refactoring (like moving class from one package to another), as you just found out 🙁 . I guess this explains (but does not justify) the existence of these bugs.

If you want more info on how Spring internals work, and how they find classes, check out http://www.springsource.org/ . But even if you do not wish to dive into Spring documentation, your empirical approach is right – XML content is mostly self-explaining. Also, check out Springs’ javaconfig approach – its more resistant to code refactoring and does not use XML files (which some find messy).
Now, don’t get discouraged by the failures here and there – use (even broken) examples to get to the “big picture”: what components are the “building blocks” and how to wire them together. We’ll try to help.

Good luck
-Mike

On Sat, Dec 19, 2009 at 12:32 PM, tradetree wrote:

Below I fixed the problem, but why is a released version of code requiring
these changes? The tutorial had “container” but that needed to be
“tradesystem” in most places in the xml. I’m still wondering if I did
something wrong or why this happened? I am also going to start another post
with a time-stamp format problem once I solved this problem (first I’m going
to search all the back history in the forum as I think I saw another post
regarding time-stamps). Again, I expect tutorials to be the starting point
for a clean run, then I mess it up… :-/

I found the files in the file tree:

/home/daniel/workspace/activequant/bin/org/activequant/tradesystem/market/integration/CandleDataService.class
/home/daniel/workspace/activequant/src/tradesystem/org/activequant/tradesystem/market/integration/CandleDataService.java

Here is the xml reference:





I am quite new to eclipse and totally new to AQ, but how does this xml
reference match to the directory path given above? Clearly there is some
mismatch.

Here is a working xml reference:

And the file is at:
/home/daniel/workspace/activequant/bin/org/activequant/data/retrieval/integration/series/CsvCandleSeriesSource.class

Following the above format the xml should change to:





This worked as it found the file!


View this message in context: http://old.nabble.com/New-to-ActiveQuant-tp26850469p26856891.html
Sent from the ActiveQuant mailing list archive at Nabble.com.

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Re: New to ActiveQuant

by tradetree Dec 20, 2009; 01:30am :: Rate this Message: – Use ratings to moderate (?)
Reply | Print | View Threaded | Show Only this Message
I appreciate the bigger picture. I am quite committed to making this work because I have some great algorithms, but tradestation can’t handle the compute intensity, so I have to move them to a better platform, and I’m thinking this is the right one. At the same time this is a tougher problem than I thought. I have been a software engineer for a long time mainly C++, some Java, but I’m feeling a bit dated with regard to this code base. And then there is the question of CPU performance. My hope is that with dozens of securities being monitored the system doesn’t get bogged down. I want to utilize database objects as much as possible to minimize re-computing statistics from historical data, but that can be a tough management problem…

The most discouraging thing is to not get a basic system to start from. I started to debug the lack of reading of yahoo data, but I am hitting a brick wall pretty quick. Eclipse trader has this working out of the box, but lacks other features and extensibility. So getting stock data to parse is my current focus for AQ. I am going to try the IB interface next to see if that works using the tutorial
http://activestocks.eu/?q=wiki/how_to_get_historical_data_from_ib

Mike Kroutikov-2 wrote:
Hey, tradetree,

welcome to the dark side of AQ 🙂

AQ first and foremost is the collection of components. Its not a finished or
runnable product. Everybody builds its own thing out of it, using some
component technology (mostly Springframework). XML describing spring wiring
does not survive well code refactoring (like moving class from one package
to another), as you just found out 🙁 . I guess this explains (but does not
justify) the existence of these bugs.

If you want more info on how Spring internals work, and how they find
classes, check out http://www.springsource.org/ . But even if you do not
wish to dive into Spring documentation, your empirical approach is right –
XML content is mostly self-explaining. Also, check out Springs’ javaconfig
approach – its more resistant to code refactoring and does not use XML files
(which some find messy).

Now, don’t get discouraged by the failures here and there – use (even
broken) examples to get to the “big picture”: what components are the
“building blocks” and how to wire them together. We’ll try to help.

Good luck
-Mike

On Sat, Dec 19, 2009 at 12:32 PM, tradetree wrote:

>
>
> Below I fixed the problem, but why is a released version of code requiring
> these changes? The tutorial had “container” but that needed to be
> “tradesystem” in most places in the xml. I’m still wondering if I did
> something wrong or why this happened? I am also going to start another
> post
> with a time-stamp format problem once I solved this problem (first I’m
> going
> to search all the back history in the forum as I think I saw another post
> regarding time-stamps). Again, I expect tutorials to be the starting point
> for a clean run, then I mess it up… :-/
>
> I found the files in the file tree:
>
>
> /home/daniel/workspace/activequant/bin/org/activequant/tradesystem/market/integration/CandleDataService.class
>
> /home/daniel/workspace/activequant/src/tradesystem/org/activequant/tradesystem/market/integration/CandleDataService.java
>
> Here is the xml reference:
>
> class=”org.activequant.container.market.integration.CandleDataService”>
>
>
>

>
> I am quite new to eclipse and totally new to AQ, but how does this xml
> reference match to the directory path given above? Clearly there is some
> mismatch.
>
> Here is a working xml reference:
>
>
> class=”org.activequant.data.retrieval.integration.series.CsvCandleSeriesSource”>
> > >

>
> And the file is at:
>
> /home/daniel/workspace/activequant/bin/org/activequant/data/retrieval/integration/series/CsvCandleSeriesSource.class
>
>
> Following the above format the xml should change to:
>
> class=”org.activequant.tradesystem.market.integration.CandleDataService”>
>
>
>

>
> This worked as it found the file!
>
>
>
> —
> View this message in context:
> http://old.nabble.com/New-to-ActiveQuant-tp26850469p26856891.html
> Sent from the ActiveQuant mailing list archive at Nabble.com.
>
> _______________________________________________
> ccapi mailing list
> ccapi@activestocks.de
> http://activestocks.de/cgi-bin/mailman/listinfo/ccapi
>

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awesome Active Quant feature like backtesting, download data, live trading.

Wow!! More awesome Active Quant feature like backtesting, download data, live trading.
Alternative way: using the sample apps from AQ
Use eclipse, choose new project and check out activequant-all or just some sub-modules from anonymous cvs, either choose a tagged version or HEAD.

When all is set up, you are ready to run the applications in src/application/… In there you’ll find :
* SimpleLiveRunner – this one trades live through IB or paper broker, is configurable, ask on list.
* SimpleBacktester – this one backtests a trade system with data from yahoo, is configurable, ask on list.
* SimpleOptimizer – this one brute force optimizes a trade system’s parameters and finds the best ones, is configurable, ask on list.
* HistoryDownloader, to download data from a source and store it to a data sink (ie. database)
* various tests, i.e. charting tests, IB connectivity tests, etc.
* etc. the code base changes from time to time

License: GPL.
http://www.activestocks.eu/?q=node/210

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