An execution framework for systematic strategies

It is very much a work in progress, please don’t expect it to work!

Architecture

The Django framework ties this project together and so a basic knowledge of Django is very useful if you want to work on this.

This has no dependencies on GCP or AWS, a DockerFile is provided as a deployment option. There is also a Makefile with some handy commands to get up and running.

Scheduling of tasks uses apscheduler, wrapped in django_apscheduler.

There are two key apps, “sizing” and “execution”. Other apps can be added as strategies. The only strategy app included is “yolo”, which is a RobotWealth strategy and requires a Robot Wealth API key. See https://robotwealth.com/.

The Sizing app collects Strategy Position Requests from each strategy,

 

 

 

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