$ python -m bot.bot --config config.json
$ bash research/endofday.sh
$ grep RAW logs/log.YYYYMMDD.jsonl | python -m research.extract_data
$ python -m research.report --logs log.20180101.jsonl.gz log.20180102.jsonl.gz
$ python -m research.backtest --bbos logs/bbos.201XXXXX.feather.gz --trds logs/trds.201XXXXX.feather.gz --config config.json
$ python -m research.gridsearch --data_dir logs/
$ python -m research.gridsearch_analysis
$ bash bot/provision.sh
$ export PYTHONPATH=${PYTHONPATH}:/path/to/botty_mcbotface/
$ python -m cProfile -s tottime module_to_profile.py | tee profile.txt
$ less profile.txt
setup connection with IB's TWShandle inbound market datalog if trading signal is triggeredsetup configuration of instruments in config filestore market data, to do feature testing, backtesting and/or parameter optimization laterwrite script to translate the bot's logs into pretty human readable reportdevelop a mock TWS server to test bot during off hours, backtesting, scenarios, etcstart running liveend-of-day script that produce report and backup data (S3?)sort out timezones situationimprove daily reportadd scaled and lined up graph with statshost to Amazon AWSmove report hosting from github to S3refactor and consolidate report scripts (Jinja templating, etc)add summary stats to aggregated report: biggest winner and loser, PnL ($ & %)carve out signal module and move to githubbuild user-friendly backtesting moduleoptimize backtesting moduleadd max spread conditionsort out issue with live vs backtestadd minimum price rules to recoil stratoptimize gridsearch (run-time wise)split bot and research codeensure report works when no signalperform grid search on parameters for strategy optimizationcarve off and abstract strategies to be plug-and-playrun automatically without intervention (update config + run)add 'since' (instead of 'as-of') strategydifferentiate long and short signalhandle next valid order ID- Refactor gridsearch
- Run another gridsearch
- code in exits (create contract objects??)
- fix y-axis of volume in reports' graph
- develop position management system
- one-click provisioning of server
- move IB TWS from windows to linux machine (t2.small)
- add moving average strategy
- develop a market scanner to dynamically scan for instruments to watch