An execution framework for systematic strategies
It is very much a work in progress, please don’t expect it to work!
Architecture
The Django framework ties this project together and so a basic knowledge of Django is very useful if you want to work on this.
This has no dependencies on GCP or AWS, a DockerFile is provided as a deployment option. There is also a Makefile with some handy commands to get up and running.
Scheduling of tasks uses apscheduler, wrapped in django_apscheduler.
There are two key apps, “sizing” and “execution”. Other apps can be added as strategies. The only strategy app included is “yolo”, which is a RobotWealth strategy and requires a Robot Wealth API key. See https://robotwealth.com/.
The Sizing app collects Strategy Position Requests from each strategy,