Architecture

Pandas Love Omlettes!

(And you thought pandas were vegans :-)

There are many steps to making a good Omlette:

1. Get Feeds to make Ingredients out of.

2. Get a Recipe to make the Omlette.

3. Make the Ingredients from the Recipe and the Feeds.

4. Find a Chef to give the Recipe and Ingredients to.

5. Have the Chef cook the Recipe and Ingredients in the Oven (Backtesting).

6. Enjoy the Servings that come out of the Oven (Backtesting).

7. Evaluate the Servings by Reviewers.

Think of OpenTrader as a sommelier for hungry pandas :-)

The architecture is designed to be modular:

• there should be many recipes using the many Ingredients of TaLib,
• different Recipes should work with different Chefs,
• all the Servings should be able to be reviewed by different Reviewers.

OpenTrader is currently a Cmd2 based command-line read-eval-print loop, which is an easy substitute for a GUI; we can always add a GUI later. But the command-line is easy to use for this kind of work, plus it gives a domain-specific scripting language at the same time, so we can use example scripts as functional tests: see TestsExamples. It uses TabView to present multi-line tabular data, and matplotlib to plot the underlying pandas objects.

The normal usage of the OTCmd2 script to talk to an OTMql4AMQP enabled Metatrader is:

sub run timer# retval.#  - start a thread listening for messages: timer and retval
pub cmd AccountBalance   - to send a command to OTMql4AMQP,
                           the return will be a retval message on the listener
sub hide timer           - stop seeing timer messages (just see the retval.#)
order list               - list your open order tickets
order buy EURUSD 0.1	 - send a market order for 0.1 lots of EURUSD

The OTCmd2 is based on Cmd2, a tool for writing command-line interactive applications. It provides the following features:

• Searchable command history
• Load commands from file, save to file, edit commands in file
• Multi-line commands
• Case-insensitive commands
• Special-character shortcut commands (beyond cmd's @ and !)
• Settable environment parameters
• Parsing commands with flags
• Redirection to file with >, >>; input from file with <
• Bare >, >> with no filename send output to paste buffer
• Pipe output to shell commands with |
• Simple transcript-based application testing

• Omlettes
• Feeds
• Recipes
• Ingredients
• Chefs
• Reviewers

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