Stage 6, day 16:
The robustness issue that did lead to a dead execution engine did lead to some nice refactoring.
I did launch the server. After few hours, a trading opportunity did finally trigger my system. It was the first time that my Alpha Model did trade Yen. The position that did trigger the execution did disappear and because the Yen market is a low volume wide spread market, the juicy trade did become a loss.
But nonetheless, the server trading did generate new stimuli that did make my client new features crash. TBH, I only did very minimal testing on the new features but this result did convince me that I had to create a small test framework to reproduce at will the problem. This is a great opportunity to use the best software engineering practice that I did learn in my previous profession.
I have a pretty clear roadmap on how to do that.
I did notice a recurring pattern while I was reviewing the last month trades. I did extract the relevant info out of the huge log file so that it would be easy to validate this idea. It seems that my intuition is good. he he... BASE that keeps giving. I have discovered a specific situation where crafting orders to get the maker fee can make a big difference in profitability.
This idea did lead me to some good refactoring in my order class. I did add few lines of code to implement this new promising idea. Now, it is up and running. I'm waiting for the next opportunity detection to see if it improves the system profitability...
The robustness issue that did lead to a dead execution engine did lead to some nice refactoring.
I did launch the server. After few hours, a trading opportunity did finally trigger my system. It was the first time that my Alpha Model did trade Yen. The position that did trigger the execution did disappear and because the Yen market is a low volume wide spread market, the juicy trade did become a loss.
But nonetheless, the server trading did generate new stimuli that did make my client new features crash. TBH, I only did very minimal testing on the new features but this result did convince me that I had to create a small test framework to reproduce at will the problem. This is a great opportunity to use the best software engineering practice that I did learn in my previous profession.
I have a pretty clear roadmap on how to do that.
I did notice a recurring pattern while I was reviewing the last month trades. I did extract the relevant info out of the huge log file so that it would be easy to validate this idea. It seems that my intuition is good. he he... BASE that keeps giving. I have discovered a specific situation where crafting orders to get the maker fee can make a big difference in profitability.
This idea did lead me to some good refactoring in my order class. I did add few lines of code to implement this new promising idea. Now, it is up and running. I'm waiting for the next opportunity detection to see if it improves the system profitability...
