prepared for version 1.3.0

neurallayer · Apr 1, 2023 · 61441cb · 61441cb
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diff --git a/.github/workflows/dockerx.yml b/.github/workflows/dockerx.yml
@@ -26,4 +26,4 @@ jobs:
           context: .
           platforms: linux/amd64,linux/arm64
           push: true
-          tags: roboquant/jupyter:1.2.1,roboquant/jupyter:latest
+          tags: roboquant/jupyter:1.3.0,roboquant/jupyter:latest
diff --git a/Dockerfile b/Dockerfile
@@ -1,5 +1,5 @@
 # we use the smaller base-notebook image as a starting point
-FROM jupyter/base-notebook:2023-03-13
+FROM jupyter/base-notebook:2023-03-27
 
 # Install OpenJDK as root
 USER root
@@ -15,9 +15,9 @@ USER 1000
 
 # Install the Kotlin kernel in the Jupyter environment
 # RUN pip install kotlin-jupyter-kernel==0.11.0.255
-RUN pip install -i https://test.pypi.org/simple/ kotlin-jupyter-kernel==0.11.0.335
+RUN pip install -i https://test.pypi.org/simple/ kotlin-jupyter-kernel==0.11.0.346
 
-# Make additional Kotlin kernels available with different fixed memory profiles
+# Make additional Kotlin kernels available with different memory profiles
 RUN python -m kotlin_kernel add-kernel --name "Small_0.5GB" --jvm-arg=-Xmx512M
 RUN python -m kotlin_kernel add-kernel --name "Medium_2G" --jvm-arg=-Xmx2G
 RUN python -m kotlin_kernel add-kernel --name "Large_8GB" --jvm-arg=-Xmx8G
@@ -26,7 +26,7 @@ RUN python -m kotlin_kernel add-kernel --name "Large_8GB" --jvm-arg=-Xmx8G
 RUN mkdir -p /home/jovyan/notebooks
 COPY --chown=1000:100 notebooks /home/jovyan/notebooks
 
-# Run the preload notebook to load some libraries and historic data on the image
+# Run the preload notebook to load libraries and historic data onto the image
 RUN jupyter nbconvert --to notebook --execute notebooks/preload.ipynb && rm -f notebooks/preload*.ipynb
 
 

diff --git a/bin/README.adoc b/bin/README.adoc
@@ -11,11 +11,13 @@ You can start using _roboquant_ with Jupyter notebooks straight out-of-the-box b
 
 [source,shell]
 ----
-docker run --rm -p 8888:8888 roboquant/jupyter
+docker run -p 8888:8888 roboquant/jupyter
 ----
 
 Then open the url that appears in your terminal in your browser to try it out. The `./notebooks` directory contains several notebooks that provide an introduction into roboquant.
 
+For more details, see https://roboquant.org/tutorial/install.html
+
 
 == Interactive Brokers only
 If you also want test the Interactive Brokers Notebook that is included, it is important to realize that the notebook requires access to a (local) running instance of Trader Workstation or IB Gateway (recommended).
@@ -24,7 +26,7 @@ For the docker container to have this network accessible, you can use the `--net
 
 [source,shell]
 ----
-docker run --rm -p 8888:8888 --network=host -roboquant/jupyter
+docker run -p 8888:8888 --network=host roboquant/jupyter
 ----
 
 You will also have to manually copy the required client jar file after starting a notebook (due to license constraints). See the `ibkr` notebook for more instructions.
@@ -52,4 +54,4 @@ Please note the `dockerbuild.sh` script will also push the image to the Docker H
 NOTE: currently, only shell scripts are provided to build and start notebooks. So if you're on Windows you either have to use WSL or run the commands in the shell script from the command line manually.
 
 == MyBinder.org
-In order to start _roboquant_ notebooks quickly on MyBinder.org, there is a `binder directory included with a `Dockerfile` that retrieves the latest image from Docker Hub. This avoids that MyBinder.org has to build the image from scratch and has prolonged startup times as a consequence.
+In order to start _roboquant_ notebooks quickly on MyBinder.org, there is a `binder directory included with a `Dockerfile` that retrieves the latest image from Docker Hub. This avoids that MyBinder.org has to build the image from scratch that leads to prolonged startup times.
diff --git a/bin/dockerbuild.sh b/bin/dockerbuild.sh
@@ -11,4 +11,4 @@ rm -f notebooks/*.nbconvert.ipynb
 jupyter nbconvert --clear-output --inplace notebooks/*.ipynb
 
 # Build for AMD64 and ARM64 platforms
-docker buildx build --platform linux/amd64,linux/arm64/v8 -t roboquant/jupyter:1.2.1 -t roboquant/jupyter:latest --push .
+docker buildx build --platform linux/amd64,linux/arm64/v8 -t roboquant/jupyter:1.3.0 -t roboquant/jupyter:latest --push .
diff --git a/bin/dockerbuild_singleplatform.sh b/bin/dockerbuild_singleplatform.sh
@@ -5,4 +5,4 @@ rm -f notebooks/*.nbconvert.ipynb
 jupyter nbconvert --clear-output --inplace notebooks/*.ipynb
 
 # Build for local platform only
-docker build -t roboquant/jupyter:1.2.1 -t roboquant/jupyter:latest .
+docker build -t roboquant/jupyter:1.3.0 -t roboquant/jupyter:latest .
diff --git a/binder/Dockerfile b/binder/Dockerfile
@@ -1 +1 @@
-FROM roboquant/jupyter:1.2.1
+FROM roboquant/jupyter:1.3.0
diff --git a/notebooks/alpaca.ipynb b/notebooks/alpaca.ipynb
@@ -28,7 +28,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(version=1.3.0-SNAPSHOT, modules=extra)\n",
+    "%use roboquant(version=1.3.0, modules=extra)\n",
     "\n",
     "import org.roboquant.alpaca.*\n",
     "Welcome()"

diff --git a/notebooks/backtest.ipynb b/notebooks/backtest.ipynb
@@ -19,7 +19,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(1.3.0-SNAPSHOT)\n",
+    "%use roboquant(1.3.0)\n",
     "Welcome()"
    ]
   },

diff --git a/notebooks/basic.ipynb b/notebooks/basic.ipynb
@@ -16,7 +16,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(1.3.0-SNAPSHOT)\n",
+    "%use roboquant(1.3.0)\n",
     "Welcome()"
    ]
   },

diff --git a/notebooks/binance.ipynb b/notebooks/binance.ipynb
@@ -28,7 +28,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(version=1.3.0-SNAPSHOT, modules=crypto)\n",
+    "%use roboquant(version=1.3.0, modules=crypto)\n",
     "\n",
     "// import binance package\n",
     "import org.roboquant.binance.*\n",

diff --git a/notebooks/charts.ipynb b/notebooks/charts.ipynb
@@ -31,7 +31,7 @@
    },
    "outputs": [],
    "source": [
-    "%use roboquant(1.3.0-SNAPSHOT)\n",
+    "%use roboquant(1.3.0)\n",
     "Welcome()"
    ]
   },
@@ -79,7 +79,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "val timeframe = Timeframe.past(1.years)\n",
+    "val timeframe = Timeframe.fromYears(2022, 2023)\n",
     "AssetPerformanceChart(feed, timeframe = timeframe)"
    ]
   },
@@ -99,18 +99,32 @@
    },
    "outputs": [],
    "source": [
-    "val apple = feed.assets.getBySymbol(\"AAPL\")\n",
-    "PriceChart(feed, apple, timeframe = timeframe)"
+    "PriceChart(feed, \"AAPL\", timeframe = timeframe)"
    ]
   },
   {
    "cell_type": "markdown",
    "metadata": {},
    "source": [
-    "## Price-bar Chart\n",
-    "Roboquant charts aren't designed to be a tool where you manually draw support lines on candlestick charts to make trading decisions. But that doesn't mean candlesticks cannot come in handy. For example to validate if the data in a feed is not corrupted or has some other strange anomalies. This time we don't supply a timeframe, so all prices in the feed will be displayed. \n",
+    "## Price Chart\n",
+    "Roboquant charts aren't designed to be a tool where you manually draw support lines on price charts to make trading decisions. But that doesn't mean price charts cannot come in handy. For example to validate if the data in a feed is not corrupted or has some other strange anomalies. \n",
+    "\n",
+    "There are two type of price charts:\n",
+    "\n",
+    "1. PriceChart, this one support any type of pricing info\n",
+    "2. PriecBarChart, that only support price-bars (candlestick) data\n",
     "\n",
-    "In the top right part of the plotted graph there is a toolbox that you can use to zoom into a particular area of interest."
+    "\n",
+    "If we don't supply a timeframe, so all prices in the feed will be displayed. In the top right part of the plotted graph there is a toolbox that you can use to zoom into a particular area of interest."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "PriceChart(feed, \"TSLA\", priceType = \"OPEN\")"
    ]
   },
   {
@@ -121,7 +135,7 @@
    },
    "outputs": [],
    "source": [
-    "PriceBarChart(feed, apple)"
+    "PriceBarChart(feed, \"AAPL\")"
    ]
   },
   {
@@ -225,8 +239,8 @@
    },
    "outputs": [],
    "source": [
-    "val chart = TradeAssetChart(account.trades.takeLast(100))\n",
-    "chart.height = 1000\n",
+    "val chart = TradeAssetChart(account.trades.takeLast(40))\n",
+    "chart.height = 600\n",
     "chart"
    ]
   },
@@ -247,7 +261,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "PriceBarChart(feed, apple, account.trades)"
+    "PriceBarChart(feed, \"AAPL\", account.trades)"
    ]
   },
   {
@@ -380,7 +394,7 @@
    },
    "outputs": [],
    "source": [
-    "val timeframe = Timeframe.past(2.years)\n",
+    "val timeframe = Timeframe.fromYears(2021,2023)\n",
     "val data2 = data.filter { timeframe.contains(it.info.time) }\n",
     "MetricCalendarChart(data2.diff())"
    ]
@@ -434,7 +448,7 @@
    "source": [
     "roboquant.reset()\n",
     "\n",
-    "feed.timeframe.sample(6.months, 25).forEach {\n",
+    "feed.timeframe.sample(6.months, 50).forEach {\n",
     "    roboquant.run(feed, it) \n",
     "}"
    ]

diff --git a/notebooks/crypto.ipynb b/notebooks/crypto.ipynb
@@ -16,7 +16,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(version=1.3.0-SNAPSHOT, modules=crypto)\n",
+    "%use roboquant(version=1.3.0, modules=crypto)\n",
     "\n",
     "import org.roboquant.xchange.*\n",
     "Welcome()"

diff --git a/notebooks/discord.ipynb b/notebooks/discord.ipynb
@@ -25,7 +25,7 @@
    },
    "outputs": [],
    "source": [
-    "%use roboquant(version=1.3.0-SNAPSHOT, modules=crypto)\n",
+    "%use roboquant(version=1.3.0, modules=crypto)\n",
     "\n",
     "// Load the JDA library and import the required classes\n",
     "@file:DependsOn(\"net.dv8tion:JDA:5.0.0-beta.4\")\n",

diff --git a/notebooks/empty.ipynb b/notebooks/empty.ipynb
@@ -16,7 +16,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(1.3.0-SNAPSHOT)\n",
+    "%use roboquant(1.3.0)\n",
     "Welcome()"
    ]
   },

diff --git a/notebooks/forex.ipynb b/notebooks/forex.ipynb
@@ -16,7 +16,7 @@
    },
    "outputs": [],
    "source": [
-    "%use roboquant(1.3.0-SNAPSHOT)\n",
+    "%use roboquant(1.3.0)\n",
     "Welcome()"
    ]
   },

diff --git a/notebooks/ibkr.ipynb b/notebooks/ibkr.ipynb
@@ -58,7 +58,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(version=1.3.0-SNAPSHOT, modules=ibkr)\n",
+    "%use roboquant(version=1.3.0, modules=ibkr)\n",
     "import org.roboquant.ibkr.*\n",
     "Welcome()"
    ]

diff --git a/notebooks/oanda.ipynb b/notebooks/oanda.ipynb
@@ -22,7 +22,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(version=1.3.0-SNAPSHOT, modules=extra)\n",
+    "%use roboquant(version=1.3.0, modules=extra)\n",
     "\n",
     "// By default the required OANDA classes are not imported, so we need to do that first. \n",
     "// This import will load the various Feed and Broker classes for integrating with OANDA.\n",

diff --git a/notebooks/policies.ipynb b/notebooks/policies.ipynb
@@ -17,7 +17,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(1.3.0-SNAPSHOT)\n",
+    "%use roboquant(1.3.0)\n",
     "Welcome()"
    ]
   },

diff --git a/notebooks/preload.ipynb b/notebooks/preload.ipynb
@@ -15,7 +15,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(version=1.3.0-SNAPSHOT, modules=extra:crypto:ibkr)"
+    "%use roboquant(version=1.3.0, modules=extra:crypto:ibkr)"
    ]
   },
   {

diff --git a/notebooks/strategies.ipynb b/notebooks/strategies.ipynb
@@ -25,7 +25,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(1.3.0-SNAPSHOT)\n",
+    "%use roboquant(1.3.0)\n",
     "Welcome()"
    ]
   },

diff --git a/notebooks/tech-analysis.ipynb b/notebooks/tech-analysis.ipynb
@@ -18,7 +18,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(1.3.0-SNAPSHOT)\n",
+    "%use roboquant(1.3.0)\n",
     "Welcome()"
    ]
   },

diff --git a/notebooks/xgboost.ipynb b/notebooks/xgboost.ipynb
@@ -19,7 +19,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "%use roboquant(1.3.0-SNAPSHOT)\n",
+    "%use roboquant(1.3.0)\n",
     "Welcome()"
    ]
   },

diff --git a/notebooks/yahoo.ipynb b/notebooks/yahoo.ipynb
@@ -15,7 +15,7 @@
    "outputs": [],
    "source": [
     "// YahooHistoricFeed is part of the roboquant-extra module, so we include that also\n",
-    "%use roboquant(version=1.3.0-SNAPSHOT, modules=extra)\n",
+    "%use roboquant(version=1.3.0, modules=extra)\n",
     "\n",
     "\n",
     "// and we import the yahoo package\n",