tdf

KO | EN

gitlite — search

#react #llm #go #golang #machine-learning #macos #awesome #cli #awesome-list #vue #pytorch #mcp #ios #open-source

(★ 9)

A paper-trading system using real-time data to simulate trading competitions on the stock market.

tdf Latest Version Download

Download Latest Version (.zip)

// repository documentation

Was this content helpful?

★ 0 (0 ratings)

# TDF - Tour de Finance

A paper-trading system for use in studying controls applied to finance.

## Installation of a Virtualbox Image

A VirtualBox image of TDF can be downloaded and installed with a few clicks. See [idealabs/byu.edu/Features/TDF.php](http://idealabs.byu.edu/Features/TDF.php) for step-by-step instructions on how to do this.

## Installation from Source

Note that this installation has only been tested using Ubuntu 13.10.

### Step 1: Install node.js

Follow the instructions [here](https://github.com/joyent/node/wiki/Installing-Node.js-via-package-manager). For Ubuntu (recommended):

sudo apt-get update
	sudo apt-get install python-software-properties python g++ make
	sudo add-apt-repository ppa:chris-lea/node.js
	sudo apt-get update
	sudo apt-get install nodejs

### Step 2: Install Grunt and Bower

Install both grunt, the grunt client, and bower globally by:

sudo npm install -g grunt grunt-cli bower

### Step 3: Install and start MongoDB

Follow the instructions [here](http://docs.mongodb.org/manual/tutorial/install-mongodb-on-ubuntu/). In brief:

sudo apt-key adv --keyserver hkp://keyserver.ubuntu.com:80 --recv 7F0CEB10
	echo 'deb http://downloads-distro.mongodb.org/repo/ubuntu-upstart dist 10gen' | sudo tee /etc/apt/sources.list.d/mongodb.list
	sudo apt-get update
	sudo apt-get install mongodb-10gen

Once MongoDB is installed, start it by:

sudo service mongodb start

You can stop MongoDB by:

sudo service mongodb stop

You can also restart MongoDB by:

sudo service mongodb restart

Note that occasionally a lock on MongoDB will prevent TDF from accessing its data. This will manifest as an error when running grunt indicating that a port (the number may vary depending on the installation and configuration of MongoDB) is unavailable. To fix this error:

sudo rm /var/lib/mongodb/mongod.lock
	sudo service mongodb restart

### Step 4: Install Project Dependencies

Follow the directions [here](https://github.com/ekalinin/nodeenv/issues/24) to enable npm to install packages locally. In brief:

sudo chown -fR myusername:myusername ~/.npm ~/tmp

Navigate to the tdf directory and execute the following commands:

npm install

Note, you should never need to do a `sudo npm install`.

If you get a git error 128, you may need to switch the url protocol to https:// (instead of git://). To do this:

git config --global url."https://".insteadOf git://

### Step 5: Setup the Crontab

TDF must make repetitive calls to Yahoo Finance in order to collect and store
temporal pricing information as well as the value of the agents' portfolios
over time. Such calls can be performed manually by opening the URL
`<host>:<port>/maketick`. However, we recommend that this be performed
automatically on the host machine using a scheduled chronjob. Further, we
recommend that this be performed every hour on the hour while the markets are
open (any more frequent than this and TDF stops performing well, and even
at this tick rate, TDF slows down and becomes almost unusable with 30
agents after about a month).

To aid in creating this crontab entry, we have provided two scripts,
`tickercron3000` and `tickercron80`, the former of which assumes that TDF
is being run on port 3000 of the local machine and the later assumes that TDF
is being run on port 80 of the local machine. Add the crontab entry with

crontab tickercron3000

and verify that the entry has been added by viewing the crontab with

crontab -e

### Step 6: Run the Server (grunt or pm2)

For testing, in the tdf directory, start the grunt server by:

grunt

If everything is installed properly, you will get a message stating that the server is running on port 3000. Navigate to [localhost:3000](http://localhost:3000) to access TDF.

If the TDF app is ready to deploy, we recommend running a pm2 server instead
of a grunt server as pm2 will parallelize TDF across all available cores of the
machine and will restart TDF automatically if it happens to crash for any
reason. To start the pm2 server:

npm run pm2-start

Once running, the server usage can be seen with

npm run pm2-monit

The server can be stopped with

npm run pm2-stop

The server can also be manually restarted with

npm run pm2-restart

(note, the stop and the restart scripts can take some time to execute).

Finally, the pm2 instance can be destroyed with

npm run pm2-delete

## Getting Started

Once you have installed TDF, you will need to begin by creating a league. To do this, you will need an admin account. For now, an admin account is created by registering an account with the username `admin` (this will be changed in the future for greater security and flexibility of admins).

After loging in with the admin account, click on `Leagues` in the top navigation bar, and then click the button to add a league. Enter a name of the league and then, if you wish, modify the rest of the league parameters.

Now that you have a league, you and other users can register agents to trade and compete within this league.

See [idealabs/byu.edu/Features/TDF.php](http://idealabs.byu.edu/Features/TDF.php) for more information.

## Back-end Trading

To make a trade on the backend, you must first create an agent through the web client. To do this:

1.  Login or register with the site
2.  Click on the 'My Agents' link in the top navigation bar
3.  Above the desired league, click on the 'Create an Agent' button

Once you have created the agent, navigate to the agent's view if you are not there already (after creating an agent, the site automatically redirects to the agent view). To do this:

1.  Click on the 'My Agents' link in the top navigation bar
2.  Locate the agent in your list of agents, and click on the view button to the right of the agent's name

In the agent view, note the following:

*  The agent's id
*  The agent's api key (you will need to click on the show button to the right of the key to display it)

To trade in any language, create an HTTP post. The url will be `<host>/agents/trade/<agent-id>`, where `host` is the url pointing to the TDF server and `<agent-id>` is the id noted from the agent view.

The data for the post will consist of key-value pairs where each key represents a ticker symbol in the list of ticker symbols allowed by the league (currently only and all symbols in the S&P500), and the value is the number of trades of that security to sell, where negative quantities signify a sell and positive signify a buy.

Further, the data must also pass the key `apikey` with the value of the api key noted from the agent's view.

Each `<symbol i>=<quantity i>` refers to a trade for the security represented by the Yahoo Finance ticker simbol `<symbol i>`. Positive quantities `<quantity i>` refer to a buy, where negative quantities refer to a sell.

### Responses and Errors from Trading

If the trade is successfull, the server will respond with a JSON object representing the agent's info and current status. Otherwise, it will return a JSON object describing the error encountered.

## Querying Historical Data

The historical data for any symbol tracked by the system can be queried through the following url:

<host>/history/<symbol>

where `<host>` is the location of TDF and `<symbol>` is the ticker symbol for the desired security.

The response is a JSON object of the following form:

{
        "current": {
            "ask": <real-time ask price>,
            "bid": <real-time bid price>,
            "last": <real-time last price>
        },
        "ask": {
            <JavaScript date of most recently scraped data>: <ask at date>,
            ...
            <JavaScript date of first scraped data>: <ask at date>
        },
        "bid": {
            <JavaScript date of most recently scraped data>: <bid at date>,
            ...
            <JavaScript date of first scraped data>: <bid at date>
        },
        "last": {
            <JavaScript date of most recently scraped data>: <last at date>,
            ...
            <JavaScript date of first scraped data>: <last at date>
        }
    }

## Querying the Agent's Portfolio Composition

A user can query to receive the current composition of an agent's portfolio and the values of all securities in the portfolio through the following URL:

<host>/agents/<agent-id>/composition?apikey=<apikey>

where `<host>` is the location of TDF, `<agent-id>` is the agent's public id, and `<apikey>` is the agent's private api key.

The response is a JSON object of the following form:

{
        "uninvested_cash": <Total Uninvested Cash>,
        "<Symbol 1>": {
            "quantity": <Number of shares invested in <Symbol 1>>,
            "price": <Price of one share of <Symbol 1>>,
            "value": <Value of investment in <Symbol 1>, quantity * price>
        },
        ...
        "<Symbol n>": {
            "quantity": <Number of shares invested in <Symbol n>>,
            "price": <Price of one share of <Symbol n>>,
            "value": <Value of investment in <Symbol n>, quantity * price>
        },
        "total_value": <Total value of portfolio = uninvested_cash + sum_{i = 1 to n} value(<symbol i>)>
    }

## Other Queries

Other queries that can be made are described in detail at [idealabs/byu.edu/Features/TDF.php](http://idealabs.byu.edu/Features/TDF.php).

tdf

tdf Latest Version Download

Today's picks

Was this content helpful?

Recent Feedback

tdf

tdf Latest Version Download

Today's picks

Was this content helpful?

Recent Feedback

Download README