I have a back test on index futures to do. I've finished the test on 1-minute OHLC data and the result is OK. Further I want to opt our tick-by-tick data downloaded from Bloomberg.
I have browsed the internet and found that several trading platforms are available for such function but Bloomberg is not in the data source providers list. So I think these are not suitable for my case.
I'm wondering whether there is any open-source engine that I may embed to finish the test?
I would suggest you start with R and check out the quantmod, TTR and quantstrat packages to name just a few. R also has a bare-bones API-calling function in the Rbbg package.
R allows for extensive backtesting, if you're willing to put in the work.
Also, one other point to note. Bloomberg does not provide very much tickdata via the API. You might get 60d. In all but a few very highly specialized cases, this is not enough data for robust statistical back-testing.
You may use AlgoQuant to download Bloomberg tick-by-tick data and then do backtesting with them. See this blog article:
http://numericalmethod.com/blog/2012/12/21/bloomberg-tick-by-tick-data-download/
Related
I'm currently working on making a recommendation system. I have all the information about what kind of books the user views. How do I build a recommendation system using that information?
The Question seems very general to me. If you're using python I would suggest you to check out the following link:
https://realpython.com/build-recommendation-engine-collaborative-filtering/
Recommendations can be created using 'collaborative filtering' where you determine similarities of users or items.
The source uses scikit-surprise which is a ready to use implementation with all code needed for a recomendation system.
The surprise library is good if you have (explicit) book ratings whereas another library called 'implicit' is better for implicit ratings within the data e.g. if the user viewed or liked something.
https://surprise.readthedocs.io/en/stable/index.html
https://benfred.github.io/implicit/index.html
It really depends on your usecase, both libraries have implemented various algorithms for your task, so you need to find the solution that fits best.
There are also lots of other libraries and implementations blogs and more on the internet but that's what I would start with.
I feel like this is a simple enough thing to do and can't believe how hard of a time I'm having finding the example I need so alas, human help please! You failed me Google :)
FYI I've written a bit of code in my life (Java, C, ASM, PHP), new to APIs.
As the title lays bare, I want to retrieve info (tickets out of our ticketing system meeting certain conditions) via a GET request, loop through each ticket, and update each one (PUT) based on certain conditions.
If there's a tutorial you know of that covers that, please point me to it! If not, if you could please fill in some of these holes?
I wound up in Postman, is this an appropriate environment to accomplish such? Of course you can make individual API calls here but I got lost trying to string the aforementioned sequence together. Is it possible via "Create API?" This makes it sound like I'm creating my own API server for other users to access data from. If it is possible via "Create API," where's the dang run code button?! If not Postman, what tool should I be using to write code in? And again, if you have any code samples/videos closely resembling said scenario for that tool.
Thank you for any assistance you can offer.
Cheers,
Jay
You want to interact with your ticketing system: read existing tickets, and update them. Correct?
To do this, your TICKETING SYSTEM must have an "api" (possibly - but not necessarily - a REST API).
If it does, you might be in luck. But you need to learn the API first, possibly from product documentation. If it doesn't, there's probably not much you can do except to interact with the system as a "normal user".
If it has an API, and if it's a relatively simple API (like REST), you can use the API manually (e.g. through POSTMAN), or you can use it programmatically (using Python, C#, Java or just about any programming language you feel comfortable with).
In summary, you need to:
Determine if your ticketing system provides any kind of web api
If so, get the API details
If at that point you want proceed, determine what programming language or framework you'd like to use.
Hopefully that gives you a bit of "direction".
Currently we use soap-ui/manual posting of xmls etc for load testing our spring boot webapplications.
Looking for any free load testing tools that others have been using and want to recommend?
Thanks for your help!
The specific load testing or in general testing tool is the one you will "like" more by lots of personal/company needs. There are plenty of them, here is the short list of them I used:
Blazemeter
Gatling
JMeter
I presonally spent most of load testing time in Gatling, first of all it is using scala development language and quite easy to include in your Java project via maven/gradle, secondaly apart from other benefits it have direct JDBC connection possibilty which let's you to have your test data directly in database. Lots of other pros. But one more time it is strongly my opinion and my preferences. E.g. if you are big fan of XML you will most probably like JMetter, in general Blazemter is kind of a next level of JMeter.
I usually code the test using my current favorite language, Python in recent times. For example in python this would be some code around the requests library, and possibly some multi-process code- nothing to heavy or complex.
I find it more flexible to code myself, on average having more control over the load (there are pros and cons to using a prebuilt tool in this sense) and it usually integrates better with other code in my automation suite.
But the answer is somewhat context dependent, is there someone with the knowledge and resource to develop a tool ? do you have to document the results or make them comparable with other systems?
as of right now i'm working at place where's there's a lot of legacy codes and pretty much no useful documentation.
and most of the time we just treat business requirements as whatever that is already implemented previously.
i'm looking for any tools or useful method to keep all the requirements for future use and for regression testing mostly.
i'm thinking of maybe linking them up to tests/unit test too so that the business requirements are linked directly to the coding logic.
Any good tools or resources to get me started?
thanks~
Updates
As of now i'm making things simple on myself by writing use case and then create some simple use case diagram using this awesome tool and then convert each use case into a test plan. The test plan is meant for the end user, thus i just make it into a simple step by step flow. I had plans to automate this part using selenium but it wasn't working that well on our website and was taking too long. It's a bit TDD, but i think it create simple understandable goal for both end user and the developer, i hope.
So for now it's just excel and doc file, lugged into the project doc folder and check into cvs/svn doomed to be outdated and be forgotten :P
Business requirements can be well capture in FitNess tests. As for Unit Test they sur help, and but both together in continuous integration like Hudson to detect regression ASAP.
PS: Sorry pretty much all links go to some articles I wrote because I'm also interested in that subject.
Here are some methods/systems that I have used
HP Quality Center
Big and bulky. Not very agile but it works and has a lot of feautres.
It's used in many larger corporations and if you can afford you can get great support from HP
https://h10078.www1.hp.com/cda/hpms/display/main/hpms_content.jsp?zn=bto&cp=1-11-127-24%5E1131_4000_100__
Bugzilla-Testopia
Open Source test case management extension for Bugzilla, managed by Mozilla. Which is good enough in my book to give it a try.
http://www.mozilla.org/projects/testopia/
Excel/Open Office Calc
Just do everything in spreadsheets and link between them.
Very flexible, everybody knows how to use them and you propbably have the software in your organization already.
Other Open Source Solutions
List of 15+ Open Source Test Management Tools
http://www.jayphilips.com/2009/09/10/15-open-source-test-management-tools/
Preface:
I am a system programmer (who has just started his career as a S/W Engineer), so not very good # web scripting languages, though I have just started learning them.
Problem Synopsis:
I want to write an app that keeps track of what I am doing and records it allowing me to analyse my time spending pattern and could help me analyse whenever I want.
Problem Description:
My plan is to write an app that sits in the background and keeps track of active window on my desktop (every second) and stores this data in a SQLite database. But to be more appealing (As I want to share this app with others), I want to have a feature where the user can analyse data recorded between any period of his interest. For this I want the user to be able to generate charts and graphs using the recorded data.
For this I thought of using browser for UI and Google Visualization APIs for plotting work. So, is it possible to use Google Visualization APIs to plot local data? if so, plz guide me on how to continue... (As told before, I am a system programmer, C programmer to be specific, who has just started learning web scripting in free time)
Reasons for these decisions:
(1) App that records what I am doing will be in C/C++ - B'coz I am system programmer and am very comfortable with them. And can get it done easily and quickly.
(2) SQLite - Very small and can easily be embedded in my app, and is Open Source. And I think many web scripting langs like PHP, python have interfaces to access SQLite DB.
(3) Browser for UI - Hope it will be easy for user to use browser, and I will not have much to do regarding UI. As main UI will be browser and Google Visualization APIs will do plotting. All I might have to do is write few lines of script (Am I right here on the last point???)
Comment on my design decision and any tutorials(or pointers) which teaches me on how to do this will be highly appreciated...
Thank You
MicroKernel :)
PS: Idea inspired by Nathan Baulch's reply to https://stackoverflow.com/questions/161590/how-do-you-track-your-time
#Nathan Baulch, Thank you so much for such a brilliant idea. \m/
I would embed browser to app (you want to write in C#)
and use jquery plotting as chart. You will find more info here: http://www.flotcharts.org/