run_strategy_order_generator in control config

[meldinman]

in the control_config.yaml
run_strategy_order_generator
start time is later than the stop time, is that correct?

[TobiasAntiGravity]

I saw the same thing. I changed that.

I am not a 100 percent confident about my memory on this, but I believe read that those times were relevant in case you wanted to run the order generator continously. That sounds strange given that fact that the run_system has to give input, and that it is a slow process, so I might be wrong.

But either way - as long as you are only running the run_system (backtest) once a day - there is no point in running the order generator continously. In that case you need to run it once - and in that case - setup a time that is chronological

[TobiasAntiGravity]

Thanks Mr. Carver!

[TobiasAntiGravity]

I have to ask (I will be leaving on vacation for 3 weeks on friday. It will be great - assuming I get the system live, if not it will be 3 weeks of being annoyed about not finishing.)

Adding default values to private_control_config gave me a completely different output - I now see lines like;

stack_and_capital_handler_tst  | 2022-07-13 13:08:10 {'type': 'run_stack_handler', 'broker': 'IB', 'clientid': 101}  spawn_children_from_new_instrument_orders still alive, done 0 of unlimited executions every 0 minutes

Which is great! I do not have the monitor.py running, and the container is not shutting down - so obviously processes are running.

I am still wondering though - should I not see stdout at least every hour? I waited over an hour - but nothing happened. Started the container again now - but the output stops at the same place as last time; after output about order submissions.

Is this to be expected, or should I have seen some output after an hour?

stack_and_capital_handler_tst  | 2022-07-13 13:08:10 {'type': 'run_stack_handler', 'broker': 'IB', 'clientid': 101}  create_broker_orders_from_contract_orders still alive, done 0 of unlimited executions every 0 minutes
stack_and_capital_handler_tst  | 2022-07-13 13:08:14 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'strategy_name': 'rob_system', 'instrument_code': 'OAT', 'contract_order_id': 31, 'instrument_order_id': 32}  Sending order (Order ID:31) Type best for rob_system/OAT/20220900, qty [1], fill [0]@ price, None Parent:32 Children:no_children to algo sysexecution.algos.algo_original_best.algoOriginalBest
stack_and_capital_handler_tst  | 2022-07-13 13:08:14 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'component': 'ibFuturesContractData'}  Reqid -1: 2119 Market data farm is connecting:eufarmnj
stack_and_capital_handler_tst  | 2022-07-13 13:08:14 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'component': 'ibContractPositionData'}  Reqid -1: 2119 Market data farm is connecting:eufarmnj
stack_and_capital_handler_tst  | 2022-07-13 13:08:14 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'component': 'ibFuturesContractPriceData'}  Reqid -1: 2119 Market data farm is connecting:eufarmnj
stack_and_capital_handler_tst  | 2022-07-13 13:08:15 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'component': 'ibFuturesContractData'}  Reqid -1: 2104 Market data farm connection is OK:eufarmnj
stack_and_capital_handler_tst  | 2022-07-13 13:08:15 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'component': 'ibContractPositionData'}  Reqid -1: 2104 Market data farm connection is OK:eufarmnj
stack_and_capital_handler_tst  | 2022-07-13 13:08:15 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'component': 'ibFuturesContractPriceData'}  Reqid -1: 2104 Market data farm connection is OK:eufarmnj
stack_and_capital_handler_tst  | 2022-07-13 13:08:15 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'strategy_name': 'rob_system', 'instrument_code': 'OAT', 'contract_order_id': 31, 'instrument_order_id': 32}  Created a broker order (Order ID:no order ID) Type limit for rob_system/OAT/20220900, qty [1], fill [0]@ price, None Parent:31 Children:no_children (not yet submitted or written to local DB)
stack_and_capital_handler_tst  | 2022-07-13 13:08:15 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'component': 'ibExecutionStackData', 'strategy_name': 'rob_system', 'instrument_code': 'OAT', 'contract_order_id': 31, 'broker_order_id': ''}  Going to submit order (Order ID:no order ID) Type limit for rob_system/OAT/20220900, qty [1], fill [0]@ price, None Parent:31 Children:no_children to IB
stack_and_capital_handler_tst  | 2022-07-13 13:08:15 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'component': 'ibExecutionStackData', 'strategy_name': 'rob_system', 'instrument_code': 'OAT', 'contract_order_id': 31, 'broker_order_id': ''}  Order submitted to IB
stack_and_capital_handler_tst  | 2022-07-13 13:08:15 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'strategy_name': 'rob_system', 'instrument_code': 'OAT', 'contract_order_id': 31, 'instrument_order_id': 32, 'broker_order_id': ''}  Submitted order to IB (Order ID:no order ID) Type limit for rob_system/OAT/20220900, qty [1], fill [0]@ price, None Parent:31 Children:no_children
stack_and_capital_handler_tst  | 2022-07-13 13:08:15 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'strategy_name': 'rob_system', 'instrument_code': 'OAT', 'contract_order_id': 31, 'broker_order_id': 7}  Managing trade (Order ID:7) Type limit for rob_system/OAT/20220900, qty [1], fill [0]@ price, None Parent:31 Children:no_children with algo 'original-best'
stack_and_capital_handler_tst  | 2022-07-13 13:08:17 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'strategy_name': 'rob_system', 'instrument_code': 'OAT', 'contract_order_id': 31, 'broker_order_id': 7}  Switch to aggressive because Adverse price movement
stack_and_capital_handler_tst  | 2022-07-13 13:08:17 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'strategy_name': 'rob_system', 'instrument_code': 'OAT', 'contract_order_id': 31, 'broker_order_id': 7}  Tried to change limit price to 141.370000
stack_and_capital_handler_tst  | 2022-07-13 13:08:17 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'strategy_name': 'rob_system', 'instrument_code': 'OAT', 'contract_order_id': 31, 'broker_order_id': 7}  Trade completed
stack_and_capital_handler_tst  | 2022-07-13 13:08:18 {'type': 'stack_handler', 'component': 'mongoContractOrderStackData', 'strategy_name': 'rob_system', 'instrument_code': 'OAT', 'contract_order_id': 31, 'instrument_order_id': 32}  Changed fill qty from [0] to [1] for order (Order ID:31) Type best for rob_system/OAT/20220900, qty [1], fill [0]@ price, None Parent:32 Children:[7]
stack_and_capital_handler_tst  | 2022-07-13 13:08:18 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'instrument_code': 'OAT', 'contract_date': '20220900'}  Updated position of OAT/20220900 from -1 to 0; new position in db is 0
stack_and_capital_handler_tst  | 2022-07-13 13:08:18 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'strategy_name': 'rob_system', 'instrument_code': 'OAT', 'contract_order_id': 31, 'instrument_order_id': 32}  Updated position of OAT/20220900 because of trade (Order ID:31) Type best for rob_system/OAT/20220900, qty [1], fill [0]@ price, None Parent:32 Children:[7] ID:31 with fills 1
stack_and_capital_handler_tst  | 2022-07-13 13:08:18 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'strategy_name': 'rob_system', 'instrument_code': 'OAT', 'instrument_order_id': 32}  Updated position of rob_system OAT from -1 to 0 because of trade (Order ID:32) Type best for rob_system OAT, qty [1], fill [0]@ price, None Parent:no parent Children:[31] 32 fill [1]
stack_and_capital_handler_tst  | 2022-07-13 13:08:18 {'type': 'stack_handler', 'component': 'mongoInstrumentOrderStackData', 'strategy_name': 'rob_system', 'instrument_code': 'OAT', 'instrument_order_id': 32}  Changed fill qty from [0] to [1] for order (Order ID:32) Type best for rob_system OAT, qty [1], fill [0]@ price, None Parent:no parent Children:[31]
stack_and_capital_handler_tst  | 2022-07-13 13:08:18 {'type': 'stack_handler', 'component': 'mongoContractOrderStackData', 'strategy_name': 'rob_system', 'instrument_code': 'OAT', 'contract_order_id': 31, 'instrument_order_id': 32} [Warning] Can't change order (Order ID:31) Type best for rob_system/OAT/20220900, qty [1], fill [1]@ price, 141.37 Parent:32 Children:[7] INACTIVE as inactive
stack_and_capital_handler_tst  | 2022-07-13 13:08:18 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101}  Released contract order 31 from algo control
stack_and_capital_handler_tst  | 2022-07-13 13:08:18 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'strategy_name': 'rob_system', 'instrument_code': 'EU-OIL', 'contract_order_id': 32, 'instrument_order_id': 33}  Sending order (Order ID:32) Type best for rob_system/EU-OIL/20220900, qty [1], fill [0]@ price, None Parent:33 Children:no_children to algo sysexecution.algos.algo_original_best.algoOriginalBest
stack_and_capital_handler_tst  | 2022-07-13 13:08:19 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'strategy_name': 'rob_system', 'instrument_code': 'EU-OIL', 'contract_order_id': 32, 'instrument_order_id': 33}  Created a broker order (Order ID:no order ID) Type limit for rob_system/EU-OIL/20220900, qty [1], fill [0]@ price, None Parent:32 Children:no_children (not yet submitted or written to local DB)
stack_and_capital_handler_tst  | 2022-07-13 13:08:19 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'component': 'ibExecutionStackData', 'strategy_name': 'rob_system', 'instrument_code': 'EU-OIL', 'contract_order_id': 32, 'broker_order_id': ''}  Going to submit order (Order ID:no order ID) Type limit for rob_system/EU-OIL/20220900, qty [1], fill [0]@ price, None Parent:32 Children:no_children to IB
stack_and_capital_handler_tst  | 2022-07-13 13:08:19 {'type': 'stack_handler', 'broker': 'IB', 'clientid': 101, 'component': 'ibExecutionStackData', 'strategy_name': 'rob_system', 'instrument_code': 'EU-OIL', 'contract_order_id': 32, 'broker_order_id': ''}  Order submitted to IB

[bug-or-feature]

@TobiasAntiGravity
cron in docker is hard - I don't recommend even attempting it for this project unless:

• you have a very good understanding of the internals of cron on the flavour of linux of your image
• you have a very good understanding of the internals of pysystemtrade
• you are willing and capable of committing to a large amount of your own independent research, eg googling and trawling Stack Overflow

I suggest a simple Google search first, and then read this article carefully. I think it would have been better to do this before asking anything here

[bug-or-feature]

Maybe some holiday reading for you 😃

[TobiasAntiGravity]

Regarding cron @bug-or-feature - I did find the article you referenced - before posting anything about it here. As a matter of fact, I did not ask about help or advice about cron specifically.

But your point is taken in the sense that - do not spam / bother other people in here because they are all busy and your comments just adds a lot of unnecessary overhead. I will accept that feedback and improve.

It would be cool to have somewhere to have a venue where questions like the ones I have above were appropriate. Not just technical issues, but hearing about other people's implementation and experience. But people might not have the time - and I guess you can argue elite trader is a venue for that.

Anyways - Have a good evening