You're reading from Python Algorithmic Trading Cookbook

Product typeBook

Published inAug 2020

Reading LevelIntermediate

PublisherPackt

ISBN-139781838989354

Edition1st Edition

Languages

Python

Tools

NumPy Pandas

Concepts

Financial Technology

Author (1)

Pushpak Dagade

EMA-Regular-Order strategy – fetching a paper trading report – order history

After submitting a paper trading job on the AlgoBulls platform, the AlgoBulls paper trading engine starts executing the strategy. During the execution, along with the logs, the P&L table, and statistics table, the AlgoBulls paper trading engine also generates an order history log in real time. This log contains state transitions of every order, along with the timestamps and additional information (if any) for each order state. The order history log is crucial in understanding how long it has taken for a trade to go from 'OPEN' to 'COMPLETE' or to the 'CANCELLED' state. For example, the MARKET orders would immediately go from an 'OPEN' to 'COMPLETE' state but the LIMIT orders may take a while, based on the market conditions, to go from an 'OPEN' to 'COMPLETE' state, or they may even get to 'CANCELLED'. All this information...

The rest of the page is locked

You have been reading a chapter from

Python Algorithmic Trading Cookbook

Published in: Aug 2020Publisher: PacktISBN-13: 9781838989354

Author (1)

Pushpak Dagade

Pushpak Dagade is working in the area of algorithmic trading with Python for more than 3 years. He is a co-founder and CEO of AlgoBulls, an algorithmic trading platform.
Read more about Pushpak Dagade

Personalised recommendations for you

Based on your interests and search pattern

Et al.

Ever wonder why speech recognition systems don't understand the Scottish accent, or what would happen if an astronaut only ate mac 'n' cheese, or other spurious reflections you'd have at a bar? We did, then collated those deliberations into absurd research articles with fake figures and methodologies inspired by even more fictionally absurd studies.

BookAug 2023230 pages5

Generative AI with LangChain

This book is a comprehensive introduction to LLMs and LangChain, demystifying the basic mechanics of LangChain, its functionalities, and the myriad of applications it can be integrated into.

BookDec 2023360 pages4

Generative AI with LangChain

This book is a comprehensive introduction to LLMs and LangChain, demystifying the basic mechanics of LangChain, its functionalities, and the myriad of applications it can be integrated into.

BookDec 2023360 pages5

Generative AI with LangChain

This book is a comprehensive introduction to LLMs and LangChain, demystifying the basic mechanics of LangChain, its functionalities, and the myriad of applications it can be integrated into.

BookDec 2023360 pages1

Generative AI with LangChain

This book is a comprehensive introduction to LLMs and LangChain, demystifying the basic mechanics of LangChain, its functionalities, and the myriad of applications it can be integrated into.

BookDec 2023360 pages5

Mastering Tableau 2023

This book is a comprehensive resource to mastering your Tableau skills and becoming a BI expert. As you progress, you will learn how to build advanced dashboards and improve your storytelling to derive key business insight, as well as make you well-versed with advanced functionalities of Tableau in the business intelligence domain.

BookAug 2023684 pages

Building AI Applications with ChatGPT APIs

This guide covers all ChatGPT API features for effortless creation of robust AI powered apps. With its help, you’ll be able to leverage ChatGPT’s cutting-edge NLP models to take your app development skills to the next level. You’ll also work on ten exciting projects that will give you the practical know-how that you can apply to your existing applications.

BookSep 2023258 pages5

Building AI Applications with ChatGPT APIs

This guide covers all ChatGPT API features for effortless creation of robust AI powered apps. With its help, you’ll be able to leverage ChatGPT’s cutting-edge NLP models to take your app development skills to the next level. You’ll also work on ten exciting projects that will give you the practical know-how that you can apply to your existing applications.

BookSep 2023258 pages2

Data Engineering with AWS

Embark on a journey to master data engineering pipelines on AWS! Our book offers a hands-on experience of AWS services for ingesting, transforming, and consuming data. Whether you're an absolute beginner or someone with basic data engineering experience, this guide is an indispensable resource.

BookOct 2023636 pages5

Modern Data Architecture on AWS

Every organization wants an agile, performant, and cost-effective data platform that meets all their current and future business needs. Purpose-built AWS analytics services and their features play a big part in building such a modern data platform. This book brings to you all the design and architectural patterns that’ll help you achieve this goal.

BookAug 2023420 pages5

Practical Guide to Applied Conformal Prediction in Python

Discover the power of Conformal Prediction with the "Practical Guide to Applied Conformal Prediction in Python." Master the latest techniques to quantify uncertainty in machine learning and computer vision models, and seamlessly apply them to your industry applications.

BookDec 2023240 pages

TinyML Cookbook

With over 70 project-based recipes, the TinyML Cookbook is a practical guide that will help you to get the most out of your microcontrollers. It provides a comprehensive understanding of the theoretical foundations while giving you hands-on experience training ML models for deployment on Arduino Nano 33 BLE Sense, Raspberry Pi Pico, and SparkFun RedBoard Artemis Nano microcontrollers.

BookNov 2023664 pages

You're reading from Python Algorithmic Trading Cookbook

EMA-Regular-Order strategy – fetching a paper trading report – order history

Unlock this book and the full library FREE for 7 days

Author (1)

Et al.

Generative AI with LangChain

This book is a comprehensive introduction to LLMs and LangChain, demystifying the basic mechanics of LangChain, its functionalities, and the myriad of applications it can be integrated into.

Generative AI with LangChain

This book is a comprehensive introduction to LLMs and LangChain, demystifying the basic mechanics of LangChain, its functionalities, and the myriad of applications it can be integrated into.

Generative AI with LangChain

This book is a comprehensive introduction to LLMs and LangChain, demystifying the basic mechanics of LangChain, its functionalities, and the myriad of applications it can be integrated into.

Generative AI with LangChain

This book is a comprehensive introduction to LLMs and LangChain, demystifying the basic mechanics of LangChain, its functionalities, and the myriad of applications it can be integrated into.

Mastering Tableau 2023

Building AI Applications with ChatGPT APIs

Building AI Applications with ChatGPT APIs

Data Engineering with AWS

Embark on a journey to master data engineering pipelines on AWS! Our book offers a hands-on experience of AWS services for ingesting, transforming, and consuming data. Whether you're an absolute beginner or someone with basic data engineering experience, this guide is an indispensable resource.

Modern Data Architecture on AWS

Practical Guide to Applied Conformal Prediction in Python

Discover the power of Conformal Prediction with the "Practical Guide to Applied Conformal Prediction in Python." Master the latest techniques to quantify uncertainty in machine learning and computer vision models, and seamlessly apply them to your industry applications.

TinyML Cookbook