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trendmanagement / Tmqr-framework-2

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Alex TASK clearing out V1 to improve overall performance of realtime, by Tues, Nov 7 #82

Closed spickering-git closed 6 years ago

spickering-git commented 6 years ago

@alexveden you need to comment and approve the following procedure to improve performance of V1 We are only using the ContFut Exos and any alphas associated with the ContFut Exos

  1. should we comment out all exos in the EXO_LIST in settings_exo.py except ContFut? https://github.com/trendmanagement/tmqrexo_alexveden/blob/master/scripts/settings_exo.py

  2. should we comment out the INSTRUMENTS_LIST in settings_exo.py, since we only want the ContFut exos to run. https://github.com/trendmanagement/tmqrexo_alexveden/blob/master/scripts/settings_exo.py

  3. do we need to re - run the install.py?

  4. should we do anything with the alphas in the swarms collection of the V1 tmldb_v2 database where they do not have an exo_name containing 'ContFut' db.getCollection('swarms').find({exo_name:{'$ne':{'$regex':'ContFut'}}}) We want to be able to still keep an ongoing record of campaigns that have evolved from our v1 system into the v2 system.

  5. Is there anything else you can think of that should be cleaned up.

alexveden commented 6 years ago

1

should we comment out all exos in the EXO_LIST in settings_exo.py except ContFut?

yes, if you don't use them why didn't you comment them out?

2

should we comment out the INSTRUMENTS_LIST in settings_exo.py, since we only want the ContFut exos to run.

This list used for overall instrument listing: https://github.com/trendmanagement/tmqrexo_alexveden/blob/new_mongo/scripts/settings_exo.py#L25

And this one used for filtration of the initial list: https://github.com/trendmanagement/tmqrexo_alexveden/blob/new_mongo/exobuilder/algorithms/exo_continous_fut.py#L21

Since you need only ContFut you need to comment ASSET_LIST line in exobuilder/algorithms/exo_continous_fut.py

3

Clean up the scripts/alphas/ !!!! You have about 1250 custom alphas in this folder, many of them are executed at EXO quote signals.

4

We want to be able to still keep an ongoing record of campaigns that have evolved from our v1 system into the v2 system.

Do you need just store old alphas, or you need to update them on demand? Basically, V1 'swarms' collection is just a storage and doesn't affect the performance.

5

do we need to re - run the install.py?

Absolutely, you must re-run install.py.