Release d’AlphaTrader 2.3

 

AlphaTrader 2.3 est désormais disponible.

En plus des amméliorations constantes réalisées sur la plateforme, les principales nouveautés de cette release sont:

– l’ajout d’un connecteur institutionnel hybride FIX/API au LMAX Exchange.
– l’apparition de la suite Alpha Monitoring disponible avec AlphaTrader.
– la possibilité de configurer un décalage horaire au niveau de la plateforme, par rapport au temps serveur de votre broker.
– la possibilité de faire des clotures partielles sur les trades (Trade-Centric).
– la possibilité de réinitialiser les stratégies sans devoir les relancer ou redémarrer la plateforme.
– une ammélioration de la gestion multi-threading.
– etc

Voici plus en détail tout le travail effectué en avril pour cette version 2.3:

 

Issue Type Key Summary Created
Bug ALPHA-381 LMAXConnectors ClosingPrices unreachable 02/05/2014 12:18
Improvement ALPHA-374 AlphaTrader : OnFill overused lock to fix 30/04/2014 19:03
Task ALPHA-373 AlphaMonitoring : remove every login/pass process 30/04/2014 14:30
Improvement ALPHA-369 Adding AlphaMonitoring Server start button in Ribbon and adding it to the installer 28/04/2014 19:23
Improvement ALPHA-366 Remove ExecutionReportsTab 26/04/2014 17:19
Bug ALPHA-364 FIX History connector provoke an error on AddRequestHistory 25/04/2014 11:17
Bug ALPHA-355 Starting FIX from clean db: TradeCaptureReport account error 22/04/2014 19:28
Bug ALPHA-353 BarRequest error – Unable to retrieve first bar 21/04/2014 19:00
Bug ALPHA-349 Algonaute : Reloading strategies don’t refresh symbol and timeframe 18/04/2014 12:41
Improvement ALPHA-348 Print correctly (as LMAX done) FIX msg 18/04/2014 12:12
Bug ALPHA-347 We do not propagate to strategy fill happening on a cancelled trade 17/04/2014 19:36
Bug ALPHA-346 Change restart behaviour for fix 17/04/2014 19:13
Improvement ALPHA-343 Scalpers : Display TimeInForce (choice) and Trade Comment 16/04/2014 19:31
Improvement ALPHA-342 Dynamically modify the config file to fit with all account 16/04/2014 19:29
Improvement ALPHA-341 OptionManager.Singleton.GlobalShift but Time.Platform … names are confused 16/04/2014 19:25
Bug ALPHA-340 LMAX History is shared between api demo, api live and fix ? 16/04/2014 13:12
Improvement ALPHA-338 FIX MarketData DUPLICATE_REQUEST_ID error 15/04/2014 22:52
Bug ALPHA-337 Fix the issue raised by position adjustment – wrong account issue 15/04/2014 13:50
Improvement ALPHA-335 OptionTab : improve global time shift using 11/04/2014 19:46
Task ALPHA-333 Database : Incompatibility between LMAX API and LMAX FIX 11/04/2014 15:11
Sub-task ALPHA-332 ALPHA-261 Investigate on what postpone the data access 11/04/2014 12:36
Bug ALPHA-331 We load instruments after loggin in LMAX 09/04/2014 22:07
Bug ALPHA-330 Remove useless MT4 aspect : it may cause an error on Win8.1 09/04/2014 12:44
Bug ALPHA-329 Indicator : Moving Average is not working on DEMA,KEMA,TEMA 09/04/2014 12:37
Bug ALPHA-327 Strategies deleted from AlgoNaute are not removed from the UI 07/04/2014 21:06
Bug ALPHA-326 Change the way strategies are restored. 07/04/2014 12:27
Improvement ALPHA-324 Reject and Cancel trades appear on trade history tab even if filtered out 06/04/2014 23:13
Improvement ALPHA-323 Fills are restores juste based on account id instead of Account fingerprint 06/04/2014 19:27
Improvement ALPHA-322 Alpha Monitoring redesign to handle several AlphaTrader platforms on same server. 06/04/2014 13:36
Bug ALPHA-320 Threading issue at start 06/04/2014 11:55
Improvement ALPHA-319 Adding Hour Shift to AlphaTrader Server time for History building 05/04/2014 16:47
Bug ALPHA-318 Bug on blotter close position when strategies are present 05/04/2014 12:32
Bug ALPHA-317 Bad behavior from Algonaute when reloading the strategies 04/04/2014 16:37
Improvement ALPHA-316 AlphaMonitoring : the compatibility break at every update. Define an API standard 04/04/2014 12:04
Bug ALPHA-314 Some strategies disappear at restart on AlphaNightly 03/04/2014 19:46
Epic ALPHA-313 Make improvement to trade workflow 03/04/2014 17:46
Improvement ALPHA-312 Play/Pause symbols on Strategies 03/04/2014 11:04
Bug ALPHA-311 LMAX FIX : the scalpers don’t receive ticks anymore (but books yes) 02/04/2014 18:28
Bug ALPHA-310 IB vs AlphaTraderServer 02/04/2014 11:38
Bug ALPHA-309 Wrong handling of price modification on limit trades part filled 01/04/2014 23:30
Bug ALPHA-308 AlphaMonitoring does not work at all even if AlphaTrader started 01/04/2014 23:16
Improvement ALPHA-307 Handling choice of connectivity on FIX Live or Demo 01/04/2014 20:09
Bug ALPHA-306 IB : Summer Time Shift 01/04/2014 19:26
Bug ALPHA-305 IB Double candle 01/04/2014 19:19
Improvement ALPHA-304 Add functionality to (bulk)reinitialise strategies without restarting platform 31/03/2014 23:12
Bug ALPHA-301 Second email still does not receive attachment 31/03/2014 09:50
Bug ALPHA-299 Sunday (only ?) evening, charts have a gap 30/03/2014 23:00
Bug ALPHA-298 Need to clean “time shift” and “instrument complement” config files after tonight rollback 30/03/2014 22:18
Bug ALPHA-297 AlphaMonitoring flooding of alerts even if platform opened (after restart of AlphaTrader) 30/03/2014 22:06
Bug ALPHA-296 Sql error when trying to restore account 30/03/2014 19:59
Improvement ALPHA-295 Handle correctly trade rejection on LMAX FIX 30/03/2014 17:59
Bug ALPHA-294 AlphaMonitoring fails to start if AlphaTrader is not runing 29/03/2014 21:07
Improvement ALPHA-292 Organise FIX config files in a directory structure 28/03/2014 21:41
Sub-task ALPHA-291 ALPHA-251 Adding week end auto sutdown and restart option 28/03/2014 21:19
Bug ALPHA-290 Regular desynchronisation happen 28/03/2014 19:18
Sub-task ALPHA-289 ALPHA-261 Handle correctly the FIX session and its resets 28/03/2014 13:36
Bug ALPHA-287 Cancelled trades do not appear on Trade History 27/03/2014 23:28
Bug ALPHA-286 Investigate what is overusing the LMAX API Thread at starting 25/03/2014 19:09
Bug ALPHA-285 Options : print every properties in logs 25/03/2014 19:06
Bug ALPHA-284 Order reconcilation is wrongly handling timeout 25/03/2014 12:27
Bug ALPHA-282 email sending failure: The SMTP server requires a secure connection or the client was not authenticated. 24/03/2014 16:36
Improvement ALPHA-281 Move account filtering from code to sql when deserializing. 23/03/2014 11:45
Bug ALPHA-279 Connectors (API or FIX) sessions can start before account being fully restored from db 21/03/2014 22:07
Improvement ALPHA-274 AlgoNaute : To be able to reload dll 21/03/2014 17:05
Sub-task ALPHA-273 ALPHA-272 AlphaMonitoring : change the ping method on alphatrader 21/03/2014 16:50
Improvement ALPHA-272 AlphaTraderServer : step 0 : create the inner service to allow alphamonitoring to ping the platform 21/03/2014 16:48
Improvement ALPHA-271 AlphaTrader.exe : x86 -> x64 21/03/2014 12:16
Bug ALPHA-269 Solve false Alerts of AlphaMonitoring 20/03/2014 22:53
Improvement ALPHA-265 Adding possibility to choose market depth on LMAX FIX Data connector 18/03/2014 22:42
Sub-task ALPHA-264 ALPHA-261 Handle LMAX API reconnexion 18/03/2014 20:39
Sub-task ALPHA-263 ALPHA-261 Handle LMAX FIX Data reconnexion 18/03/2014 20:39
Sub-task ALPHA-262 ALPHA-261 Handle LMAX FIX Trade reconnexion 18/03/2014 20:38
Improvement ALPHA-261 Handle properly reconnection on LMAX Fix connectors 18/03/2014 20:37
Improvement ALPHA-260 Upgrade LMAX historical data handling in LMAX Data connector 18/03/2014 20:29
Improvement ALPHA-259 Execution history tab stays empty for an hour on heavy loaded restart 18/03/2014 20:22
Improvement ALPHA-258 Add execution id and secondary execution id to Fill object and its database serialization 18/03/2014 20:15
Sub-task ALPHA-257 ALPHA-254 Cancel or Reject AlphaTrader orders being unknown by LMAX 18/03/2014 20:00
Sub-task ALPHA-256 ALPHA-254 Restore missed past fills in fill manager (memory and db) and by applying these fills to pending orders 18/03/2014 19:59
Sub-task ALPHA-255 ALPHA-254 Restore unknown pending orders as external trade on restart 18/03/2014 19:56
Story ALPHA-254 Reconcile open orders and past fills 18/03/2014 19:54
Sub-task ALPHA-253 ALPHA-251 Weekly logs cleanup 18/03/2014 11:26

 

Avec la version 2.4, nous nous attaquons au développement de l’infrastructure de backtesting et nous réalisons un redesign complet de la connectivité pour permettre un fonctionnement multi-broker / multi -compte en simultané. Beaucoup de travail en perspective…

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