darkstarwashere
commented
6 years ago Implementation of findHistoryData() method. I agree.
Long periods required by indicators. Correct no way around that and it must be stored for future/active queries.
Should we add findHistoryData() as part of trading api or separate service? I believe this should be a separate service. I believe this will allow for ease of growth and flexibility.
Which database should be included? I prefer to use MySQL which can be ported out to other database systems. I does have an overhead but we are going to require quick returns of data from various queries. This also allows for more complex queries based on technical analysis requirements. Once the various queries are built by users, one can store/compare results to validate BUY/SELL logic. As a basic example one could compare MACD, RSI and DMI values before making a decision or emailing the user about the data before commitment to the function BUY/SELL. As we know there is simply some logistics that should be reviewed by a human and this will allow for that. The data exported should be compatible with most databases so if users want to port data to a more simple database they can.
When we should collect data? The data would need to be collected using 1 minute intervals. ** I have not reviewed/compared data from different time intervals. Example 1 minute vs 1 day. This does make a large difference in the query results. I believe storing data at 1 minute intervals will allow the query scope to be modified for 1 minute, 5 minute, 15 minute intervals. We would need to review the results to ensure the solutions of the queries are accurate and make any adjustment if the expected values are not accurate.
Add HistoryDataService which be responsible for data saving and loading. In new module build simple app that will collect data independently from trading app. Save data in h2 db (least work with configuration).
I agree.
It may require some refactoring like moving Ticket interface to other modules and make TickerImpl hibernate entity.
I have not reviewed the code enough to comment on this one, but you would know better than I. This ticker processing system is the heart of the decision making process. Flexibility to access all stored data for the indicators is critical.
I am reviewing this API at the moment: https://www.tradingview.com/rest-api-spec/
@KrzychuJedi
gazbert
According to this discusion https://github.com/gazbert/bxbot/issues/81 I thinking about implementing findHistoryData() method.
Some stock indicators needs data from long period. It is not functional to wait until the data is collected in real time each time we start/test strategies.
Things to concern:
My propositions: Add HistoryDataService which be resposible for data saving and loading. In new module build simple app that will collect data independently from trading app. Save data in h2 db (least work with configuration).
It may require some refactoring like moving Ticket interface to other modules and make TickerImpl hibernate entity.
@darkstarwashere