ActiveQuant Projects

Hey there,

the 1.3 version now contains tickSize, lotsize and tick values for instrument specification. Using the hibernate dao with your database will result in an automatic upgrade (or database schema creation) through hibernate. Three columns for the afore mentioned pieces of information are added plus to the existing columns.

Upgrade should be painless because of hibernate.

Cheers!

A while ago already, Mike released the 1.2 version of aqt-base. It's worth a look !
I think we are slowly getting into a release cycle mode :-)

Release 1.1 is an interim release, to be shortly replaced with 1.2.

We have few bugs fixed here and there. Note that we dropped checked exceptions from many of AQ interfaces, so when linking against new AQ base release, you'll have to adjust your code accordingly.

We also added source attachments to maven artifacts, which should make eclipse experience better.

Temporarily I added extra repository for AQ artifacts because continuum on the main AQ site is giving us some technical problems (this is why we will need to re-release as soon as this is fixed).

To try things out - go and check out activequant-examples project (that has been released in sync with the base). Use SVN tag 1.1.

activequant:/opt/MessageQueue/mq

activequant:/opt/MessageQueue/mq/bin# ./imqbrokerd -tty -name mybroker -vmargs -Dcom.sun.management.jmxremote

service:jmx:rmi://activequant.org/stub/rO0ABXNyAC5qYXZheC5tYW5hZ2VtZW50LnJlbW90ZS5ybWkuUk1JU2VydmVySW1wbF9TdHViAAAAAAAAAAICAAB4cgAaamF2YS5ybWkuc2VydmVyLlJlbW90ZVN0dWLp/tzJi+FlGgIAAHhyABxqYXZhLnJtaS5zZXJ2ZXIuUmVtb3RlT2JqZWN002G0kQxhMx4DAAB4cHc4AAtVbmljYXN0UmVmMgAADTg4LjE5OC43OC4xMjkAANFZvUXpqcyxJ5yFx/HzAAABI3B54u6AAgB4

Further informations are available from http://wiki.glassfish.java.net/Wiki.jsp?page=OpenMQJMXQuestions

Upon abuse of this system, security will be enforced.

After long years, AQ finally contains Tick Size, Tick Value and Lot size in the Instrument Specification. Now it is finally possible to properly compute the cash value of a contract, which is very important for computing things like exposure.

Calendar package put into sandbox for preview.

Package contains very detailed NYSE calendar (incl special days, and trading interruptions due to disasters, computer failures, etc). It also has NASDAQ calendar (less detailed - just trading hours and holidays).

Useful when filtering data.

This project documents the setup of the development environment for ActiveQuant. Specifically, it discusses how to install Maven plugin, subclipse, how to enable maven project nature and provides some troubleshooting tips.

New AQ sandbox project that benchmarks different ways to persist series data.

Check it out: http://activequant.org/wiki/benchmarking

AQ examples 1.0 released, following the release of the AQ base. Note that examples are "pegged" against AQ base components: whenever base components are released, we plan to release corresponding examples.

First release is out!

Since I am still polishing the release process, we may need another release shortly. This is the long-overdue release of the AQ framework and base components.

No code changes compared to what you've seen as 1.0-SNAPSHOT. Just added convenience of faster compiles (now that maven does not have to re-check snapshot updates at every build).