Devlog #4 - Contango

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Rule-based Strategies

I found a lot of issues and limitations with them. However, after working for hours coding them, I believe I’ve reached a point where I’m happy with how they’re looking.

To summarize, every strategy is composed of rules, where a rule has a condition & action. If the condition is true, the action (intent) is released. In the case of this suite, intents express to buy, sell, create stoploss orders, etc. You can see the syntax in the attached screenshot.

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Unit testing

Unit tests are completely finished! The suite has 290 passing unit tests as of now.

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Parameterization

I’m going to give parameterization another try. Instead of creating another layer on rule-based strategies, I’m going to instead pass indicators (or “streams” as I call them) into a base strategy along with their parameters in an attempt to perform a Cartisan hyperparameter grid search for both the indicators and their parameters. That was a mouthful to say; however, I’ll demonstrate what I mean in the next devlog (hopefully).

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Future

As always, I like to document what I want to accomplish before shipping:

• Start & finish the Cartisan hyperparameter grid search API, along with testing it.
• Fix up documentation (there are major gaps at this point in my development from alpha v.0.1.0).
• Release on PyPI.

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That’s it. Happy coding!

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