Recent changes

There are several major changes to the application that are not fully reflected in the docs yet. See below for links to discussions or issues where covered:

Parquet / Arctic

• Nov 2023
• Default behaviour is now to use Parquet for persistence of timeseries data. Staying with Arctic is still possible with manual changes
• Read more here, and here

More recent dependency versions

• Nov 2023
• More recent versions of Python (3.10), Pandas (2) are supported
• Read more here

Roll states, auto rolling, roll rules

• Jul 2023
• Contract rolling behaviour updated
• Read more here, here, and here

No market data

• Jul 2023
• Easier trading without market data subscriptions
• Read more here, here, and the algo_overrides section in defaults.yml

Instrument and forecast weight config as hierarchy

• Jun 2023
• Easier way to specify weights
• Read more here and here

Instrument and roll config moved to CSV storage

• Mar 2023
• Persistence of instrument and roll config moved from MongoDB to CSV
• Read more here

Development processes

• Mar 2023
• Now two branches: master is stable, develop work happens on develop. Branches for PRs should be made from develop
• Read more here

Changes to timing of production processes

• Jan 2023
• Timing of some daily production processes adjusted
• Read more here, here, and here

Separate daily and hourly prices

• Aug 2022
• Daily and hourly price data are now stored separately
• Read more here