Vacation for Snowboarding
I'll take my vacation for snowboarding, 3-4 days. Happy Chinese New Year!
Posted at 07:33AM Feb 07, 2008 by dcaoyuan in AIOTrade | Comments[1]
Scala for NetBeans Screenshot#7: Working on Debug II
So, I've found the cause of that can't add breakpoints on context of object. By setting the enclosing class name of object as object's name + "$", I can now add breakpoints upon object.
To reach here, I have to write an EditorContextImpl for Scala, which will get all compilation information from Scala semantic analyzer. But, to get all debugging features working, I have still to process a bit more conditions. After that, I'll release these modules for public trying.
Click on the picture to enlarge it
Posted at 02:55PM Jan 30, 2008 by dcaoyuan in AIOTrade | Comments[1]
AIOTrade Is Open for Submissions
Here's the announcement from Moshe at the AIOTrade project page on sourceforce.net:
Lately I was added by as a developer in the project and I created a branch called "opencommunity". This branch should contain a development version that is built by contribution of the community in order to answer better the needs of a trader.
Any contribution, any code, designs, ideas, bug fixes, etc., should be send to me and I'll integrate it (the contributers will be credited, of course)
I can be contacted through the forum of the AIOTrade project or directly through aiotrade -d0t- submit -at- gmail -d0t- com or by using the secure client at https://sourceforge.net/sendmessage.php?touser=930864
Moshe
Good works! Moshe
Posted at 03:34AM Jul 06, 2007 by dcaoyuan in AIOTrade | Comments[2]
AIOTrade Goes to BSD License Again
Updated June 21: I've updated the source code in trunk to BSD License.
I decide to re-open AIOTrade, an open-source, free stock technical analysis and charting platform based on NetBeans to BSD license. And welcome the new developer Moshe who will maintain a community branch.
As I'm working hard for my friends project, I have no much time to go with this project in the near future, so, more community members will be helpful for this project.
I'll update the source tree in trunk to BSD license in one week.
I have now a brand new Macbook in white, with 2G memory and Parallels+Windows XP installed, so I can make sure AIOTrade and ErlyBird being Mac OS friendly.
Posted at 06:19AM Jun 21, 2007 by dcaoyuan in AIOTrade | Comments[4]
AIOTrade: Yahoo! data module updated
Due to the recent date format change in the Yahoo! historical data, I've updated the relative module: org-aiotrade-platform-modules-dataserver-basic.nbm
And also updated module: org-aiotrade-math.nbm to fix the bug mentioned at: Solution for bug: wrong date shown
To update your installed Aiotrade 1.0.3:
1.From menu: Tools -> Update Center
2.In the "Select Location of Modules" pane, click "Install Manually Downloaded Modules(.nbm Files)", then "Next"
3.Click [Add...] button, go to the path to select these two .nbm files that you downloaded. (Press Ctrl key down and click on file name to select multiple files)
4.Following the instructions to install updated modules.
5.Restart Aiotrade.
!Notice, you may need to delete all aiotrade log files, which are located at:
For Windows user:
C:\Documents and Settings\yourusername\Application Data\.aiotrade\1.0.3\var\log\
For Mac user:
${HOME}/Library/Application Support/aiotrade/1.0.3/var/log/
This is a quick fix, the final solution will be included in next release.
Posted at 12:42PM Feb 16, 2007 by dcaoyuan in AIOTrade | Comments[5]
Split the Server Part and Client Part? - Next Generation AIOTrade
I'm thinking to re-design the AIOTrade by splitting it to Server part and Client part. The server part may also run as a standalone web application.
But, I'm also busy on another project, so, the prototype and coding work will be postponed.
Posted at 01:00AM Jan 13, 2007 by dcaoyuan in AIOTrade | Comments[6]
The Design of AIOTrade (Part I)
There are no design documents of AIOTrade released so far, it's because I'm still not satisfied the code and architecture, anyway, I'll try to post some draft overall views of the design in my blog.
Below is a digram of main classes [updated: Dec 10, 2006]:
Click on the picture to enlarge it
Posted at 10:47AM Dec 08, 2006 by dcaoyuan in AIOTrade |
Solution for Bug: wrong date shown
There is a bug affects those who's time zone is not UTC:
For each stock, AIOTrade shows the data of the day after. For example, the data of Friday November the 24th is shown in the application at Friday November the 23th.
This bug will be fixed in next release, by far, you can try to add a a property in aiotrade's config file, which is located at:
path.to.installation/etc/aiotrade.conf
change the line:
default_options="-J-Xms24m -J-Xmx128m --fontsize 11"
to:
default_options="-J-Xms24m -J-Xmx128m --fontsize 11 -J-Duser.timezone=UTC"
Sorry about the inconvenience.
Posted at 07:26AM Nov 27, 2006 by dcaoyuan in AIOTrade | Comments[2]
AIOTrade 1.0.3 Released
I'm pleased to announce the 1.0.3 release of AIOTrade. You may download it via Sourceforge.net
The new features had been listed in my previous blog
Thanks for all the suggestions, bugs reports and feature requests. Thanks for msayag's bugs hunt.
Bug reports, especially for the experimental IB-TWS data feed are welcome.
Posted at 04:28AM Nov 16, 2006 by dcaoyuan in AIOTrade | Comments[5]
What's new in coming AIOTrade release
After one and half month developing, the next release of AIOTrade is on the road. Here is the new features and improvements in the coming release:
- Charting performance was improved a lot.
- Added an integrated scrolling, zooming controller. Zoom out/in by dragging the thumb side to any scope you want.
- Added an icon beside the symbol, indicating the data source, such as from Yahoo!/CSV etc.
- When you switch to different frequency charting , only the indicators and drawings with the same frequency displayed under the symbol node.
- The symbols under watching will have its real-time charts displayed on a scrolling window. Double click on its title will pop up a standalone window.
- Some times, too many indicators are displayed in chart view, you can double-click on indicator's title to pop up a standalone indicator window for detailed analysis. There will be a scrolling controller attached in this window, and shares the same cursor with the main chart view.
- An experimental IB-TWS data feed interface. As I can only test it on demo environment, this feature is just to be released for wide range testing, I'm even not sure if it really works:-), so please feed me back all the issues, I'll fix them and release an official version as soon as possible.
- Save chart to custom time frame image, even bigger than your screen.
And another important question: Where are the AI features? Sorry, as I have no much time, although I'll keep my own research, the open-source AI features will be pended. Until ... I don't know.
The scheduled release date is around Nov 19.
Click on the picture to enlarge it
A big chart of DJI from Jan 2000 till now:
Posted at 05:06AM Nov 09, 2006 by dcaoyuan in AIOTrade | Comments[4]
Way To Going
Recently I got some messages that worried about the way to go for AIOTrade project, as eneratom posted in sf.net forum. Good question, as I am also thinking about it.
Although the initial motivation for this project is building a platform for myself research on AI on trading, I finally find I've gone a bit far from it, it's now a platform with potential to be All In On trading platform.
I were busy on my own affairs in the passed months, such as moving, looking for job (maintaining an open-source project is a bit hard) etc. When I come back to this project these days, I find I'm still with passion on it. So the svn trunk is being filled with a lot of new committed works which will bring the architecture to a much more beauty and clean: such as a more powerful custom scrollbar to control scrolling/zooming all in one with auto-hide ability, a XOR mouse cursor with better performance etc.
The answer for me now is clear: it will be an All In One Trading platform with AI features.
Let me try to give a road map for the near future:
- The next release will be with a lot of fine tuning on performance and a neural network module.
- The next next release will support mins data loading and more data feeds
- The next, will implement back-testing features.
- Then, an interface for placing orders to brokers
- ...
For the contributions, I'm very appreciate for the suggestions, but as I mentioned before, there will not be more developers until the APIs are stable enough, and all the license issues have been considered carefully.
The patches and bug reports are always welcome though.
Posted at 01:46PM Oct 21, 2006 by dcaoyuan in AIOTrade | Comments[6]
AIOTrade - New Name for BlogTrader Platform
BlogTrader Platform (i.e HumaiTrader) has got an official name as AIOTrade now, which means Artificial Intelligence On Trade, or, All In One Trade. And it will be a fairly large project to be developed.
Did I mentioned this project is one-year old now? and more than 10,000 copies (binary and source) was downloaded.
I've re-packed the source tree, and will release the code in name of AIOTrade soon, with a primary Neural Network module.
It's brought to you by AIOTrade Computing Co.
And the new web site:
http://www.aiotrade.com
or
http://www.aiotrade.org
is coming soon.
Posted at 02:03PM Aug 23, 2006 by dcaoyuan in AIOTrade |
Support Vector Machine for BlogTrader Platform
I've got the Support Vector Machine (SVM) running on BlogTrader Platform. The results are more stable than MLP and I'm still being familar with the C and sigma parameters of SVR.
SVM is a good tool that based on Kernel and Statistical Learning theory, and it can reach the globle minima, with only few parameters needed to be adjusted which may be easily applied GA.
For those who are interesting in machine learning, there are several good books are recommented:
Statistical Learning Theory [Vladimir N. Vapnik]
An intruduction to Support Vector Machines and Other Kernel-based Learning Methods [Nello Cristianini, John Shawe-Taylor]
Kernel Methods for Pattern Analysis [John Shawe-Taley, Nello Cristianini]
Posted at 10:21PM Jul 30, 2006 by dcaoyuan in AIOTrade | Comments[2]
Prediction on Another Stock Index by Neural Network
This time, let's try to apply the neural network on Shanghai Stock Exchange Index(000001.SS on Yahoo! Finance). The network has 2 hidden layers, the 1st one has 5 nodes, the 2nd one has 2 nodes. Output layer has 1 node.
After 5000 epoches training with 2400 sample data, the result is showing below.
It seems the pattern of chart is better than the turning time. Particularly, the backward generalization gets a very interesting result.
When I do the prediction, I do not use the price in the prediction period to adjust the network or as input any more. That is, I only use the price data in the training period to recognize the pattern, then apply the pattern backward or forward directly. So the prediction is fairly a long term prediction.
Click on the picture to enlarge it
Posted at 04:30AM Jun 11, 2006 by dcaoyuan in AIOTrade | Comments[7]
A More Interesting Prediction of Stock Price by Neural Network
After more tuning work on my very primary neural network to predict the Price of stock market, I got some interesting result on ^HSI. 3600 sample data were used to train the network this time, from Mar 9, 2005, backward 3600 days. Generalization was applied forward from Mar 10, 2005 to Aug 23, 2006.
It's a simple MLP network with 3-layers, the hidden layer has 10 nodes, and 1 node for output layer.
Here's the result:
Click on the picture to enlarge it
And the zoom-in view, the result is also applied to the future (From Mar 10, 2005 to Aug 23, 2006 on this picture)
Posted at 04:24AM Jun 07, 2006 by dcaoyuan in AIOTrade | Comments[4]