trendmanagement / tmqrexo_alexveden

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how do i subsitute some new alpha types into the campaign editor #172

Open nikolas-joyce opened 7 years ago

nikolas-joyce commented 7 years ago

say i have a notebook for the ES like this, https://10.0.1.2:8888/notebooks/campaign_management/Campaign_editor-ES.ipynb what is the simplest way to replace the active group of alphas with this set. https://10.0.1.2:8888/notebooks/campaign_management/Campaign_Bidirectional_ES_April24_Optunity_DSP.ipynb

many of he members in the second list will already be in the first. I am mostly looking to add a few DSP strategy

image

nikolas-joyce commented 7 years ago

I would also like to add these 2 the the CL Bidirectional V3

'CL_PutSpread_Long_Strategy_DSP_BandPassBearish_avgpnl_2_April_25_custom': 1.0, 'CL_CallSpread_Long_Strategy_DSP_BandPassBullish_April_25_custom': 1.0,

alexveden commented 7 years ago

All you need is https://10.0.1.2:8888/notebooks/campaign_management/Campaign_editor-ES.ipynb

Pretty simple operation:

  1. Copy/paste the output of to the following cell. It's already contains actual alphas, i.e. this is full actual settings for campaign. image

  2. Place new alphas settings after this line, using template image

  3. Uncomment and edit #'begin': datetime.datetime(YYYY, MM, DD), change 'begin' date to date of start of the trading.

  4. Run save cells to write changes to the DB

Note To avoid following warnings: image

You need to do step No. 1, each time you are editing the campaign