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From: Donald <kus...@in...> - 2009-01-06 04:15:55
|
Donald has sent a Postcard. Click the following link: http://yourregards.com/?id=37e1db052b43c Webmaster, NetFunCards.com |
From: <slo...@ho...> - 2008-12-02 04:31:33
|
Barak on the verge of death?? why do i get this |
From: Ita S. <jay...@ma...> - 2007-02-20 21:27:29
|
Hi, VIArrGRA $3. 35 VALrrIUM $1. 25 CIArrLIS $3. 75 XArrNAX SOrrMA FOR LESS! http://www.kedrx-com Replace "-" with "." in the above link to make it working. Harry hurried up alongside them for a split second, he thought he was seeing bonfires, and men darting around them and then his mouth fell open. Dragons. |
From: Clovia W. <jun...@la...> - 2007-02-17 13:07:15
|
Hi, VIAvvGRA $3. 35 VALvvIUM $1. 25 CIAvvLIS $3. 75 XAvvNAX SOvvMA FOR LESS! http://vedrx.+com Remove "+" in the above link life, remember? She Banished a cushion and it flew across the room and landed in the box they were all supposed to be aiming at. Harry looked at Hermione, |
From: Christian S. <Chr...@gm...> - 2006-07-29 08:28:56
|
Hello, Mark McClellan wrote: > I've downloaded the latest code. I can run test10, but I'm unclear on > hooking up ojts to my java app. OJTS is like a toolbox. You first have to know what your application is missing and then you take those parts from OJTS. Possible choices are: - Retrieval of price data from either yahoo or onvista for shares, funds, forex - Combining several single security types into a portfolio and treating it the same way as any single security type - Caching the fetched data so that when you need the same data items the next time you fetch it from the database - Configuration of data structures via XML (using castor) config files - A mechanism on how to combine algorithms on time series - Charting of time series data (using JFreeChart) - Plugging in a scripting language into your project like I've done a sample integration with ABCL. In order to be able to use the above functionality you will have to accept the OJTS data model. The data model can be found in the package: net.sf.ojts.jdo The entry points to the above functionality blocks are in the package: net.sf.ojts.functionality A good starting point is the FunctionalityTest class which contains 10 test scenarios which should give you a starting point for how to use the existing functionality blocks. There is currently a lack of documentation on the individual components and the only way to really find out what is going on is to use the source code :( I do not want to keep the weak points of the project secret: - Currently it is not actively developed. The last release is over a year ago. As far as I can see the most actively developed project is currently: http://blogtrader.org/ aka https://humaitrader.dev.java.net/ - The choice of castor as ORM tool was not ideal. This should be replaced with Hibernate. - I tried to start a conversation between several projects in this domain about defining a single shared accepted standard data model, but nobody seemed interested. Currently OJTS just uses its own data model which is most likely incompatible with other data models (but as far as I can see all projects in this domain have this limitation and just use their own inveted data model). I would have preferred to have something like what UBL does in other domains to standardize the functionality upon. - The components should be more visibly packed. I would prefer to define a few spring resource files as examples on how to plugin the existing components into your project. If you need more help and you are willing to dig your way through OJTS just feel free to ask more questions :) -- Christian Schuhegger http://www.el-chef.de/ |
From: Mark M. <ma...@gm...> - 2006-07-27 04:21:49
|
I've downloaded the latest code. I can run test10, but I'm unclear on hooking up ojts to my java app. Thanks, Mark |
From: Christian S. <Chr...@gm...> - 2006-05-06 07:45:15
|
Tim Thompson wrote: > Ive been working on a system to automate trades with Oanda and I was wandering > if anyone has worked on a system with the made easy guys? http://jrobotrader.atspace.com/ might go in the direction you are looking at. otherwise i think that currently http://blogtrader.net/ is the most advanced open source trading infrastructure. recently no development was going on in OJTS because of lack of time. > Also, have any of you (doing your own trade systems) come accross a good AI? > These guys claim to have one, but I have not found out much from them yet: i do not believe in AI, at least not in what most other people understand in AI. i believe that the computer can assist you with assembling, filtering and further processing of information but in the end a human should be in control. my personal idea of a trading system on top of OJTS was that it should work like an expert system which you can ask questions, which normally would take you a LONG time to answer yourself manually, and it would respond in a few seconds. based on your new insight you ask further questions until you know enough to say "buy" this or "sell" that. i like most bayes networks, which are a kind of AI. the difference to a neural net is that you never know what a neural net really learns and you cannot understand its internal data structures. a bayes network is understandable by a human down to its data structures. here is a list of books that i found useful to improve my understanding of "AI" and analysis techniques: http://www.el-chef.de/open-java-trading-system/index.html > > Has anyone else checked out .. > http://stocktruth.com/?stock=PINKSHEETS&symbol=BKMP.PK ? Do you think they are > legit ... if not ... does anyone else know of another free neural net market > analyser and/OR stock/ForeX AI? - are any of the link off that page stuff that > you guys have looked at? i did not see it before, but it looks interesting. thanks for the pointer to this website. have a nice day, -- Christian Schuhegger http://www.el-chef.de/ |
From: Tim T. <tim...@ya...> - 2006-05-03 21:15:24
|
Garth Lezama <garth75@...> writes: > > Hi, I'm looking at building a trading system to trade commodities and > futures using end of day data (stored in a SQL DB). How much work > would involved in doing this with OJTS? I am willing to put up a > bounty for features. > > I would like : > a. Backtesting (with custom indicators) > b. Portfolio Management > > ------------------------------------------------------- > SF.Net email is sponsored by: Discover Easy Linux Migration Strategies > from IBM. Find simple to follow Roadmaps, straightforward articles, > informative Webcasts and more! Get everything you need to get up to > speed, fast. http://ads.osdn.com/?ad_idt77&alloc_id492&op=click > Ya, Ive been working on a system to automate trades with Oanda and I was wandering if anyone has worked on a system with the made easy guys? Also, have any of you (doing your own trade systems) come accross a good AI? These guys claim to have one, but I have not found out much from them yet: Has anyone else checked out .. http://stocktruth.com/?stock=PINKSHEETS&symbol=BKMP.PK ? Do you think they are legit ... if not ... does anyone else know of another free neural net market analyser and/OR stock/ForeX AI? - are any of the link off that page stuff that you guys have looked at? Thanks, Tim |
From: Christian S. <Chr...@gm...> - 2005-07-17 06:53:29
|
hi, Garth Lezama wrote: > Hi, I'm looking at building a trading system to trade commodities and > futures using end of day data (stored in a SQL DB). How much work > would involved in doing this with OJTS? I am willing to put up a > bounty for features. > > I would like : > a. Backtesting (with custom indicators) > b. Portfolio Management OJTS is already able to talk to different SQL DBs. The main prerequisite is that this SQL DB has a JDBC driver. Currently OJTS does not provide the functionality to do automatic trading. I put my focus on the data analysis aspect of a trading system. OJTS can already work with Portfolios. You can have your custom indicators implemented either directly in java or in a scripting language which is supported by "Jakarta Bean Scripting Framework": http://jakarta.apache.org/bsf/ but currently only abcl is really integrated. I know that the documentation of OJTS is at the moment less than exhaustive :) but I hope that until I find the time to complete the documentation the code is written clear enough to allow other people to make use of OJTS. From the web-site: "The project's aim is to provide a self contained pure Java (platform independent) common infrastructure for developers of trading systems." Therefore I would say that OJTS should be a good basis for what you aim to do. Nevertheless you will have to put your own resources (either you yourself or somebody you know) into building a complete trading system. OJTS will stay to be a framework/common infrastructure/library and not a complete trading system. If you need more help just continue to ask your questions on this mailinglist. -- Christian Schuhegger http://www.el-chef.de/ |
From: Garth L. <ga...@gm...> - 2005-07-14 18:59:19
|
Hi, I'm looking at building a trading system to trade commodities and futures using end of day data (stored in a SQL DB). How much work would involved in doing this with OJTS? I am willing to put up a bounty for features. I would like : a. Backtesting (with custom indicators) b. Portfolio Management |
From: Christian S. <Chr...@gm...> - 2005-06-01 18:08:45
|
before you start to use the packages: !!you will need jdk1.5 to run the bin packages!! i did not yet have the time to update the documentation for version 0.13 on the web-site. i will add the new documentation in the next few days. among the new and noteworthy functionality in this new release are the following items: - added an OnVista data input handler to retrieve free stock, fund and currency data from this provider. - implemented currencies - db structures - retrieval of values from onvista - conversion of values for security papers to and from given currencies - restructured the Functionality "namespace" class into several more specialized versions. - finished the implementation of portfolios and its evaluation methods. - added a general framework on how to apply algorithms to stock market time series. - plus some algorithms like moving average, log scale, ... - switched from the SISC/Scheme interactive shell to ABCL/CommonLisp plus its editor called "j". - added a general data caching mechanism to cache data that was already retrieved over the web in the file system. besides that the packages structure and core interfaces are becoming more and more stable. -- Christian Schuhegger http://www.el-chef.de/ |
From: Christian S. <Chr...@gm...> - 2005-05-28 16:35:09
|
the last file release is really outdated! if you are interested in the project i strongly recommend you to use the public CVS access. i am currently in the process of switching from SISC/scheme to ABCL/CommonLisp. i am just to used to work in common lisp so that working in scheme is really a pain. luckily i found a really cool common lisp implementation in java: ABCL. the next release of the project will be soon. i am currently doing the final cleaning work and polishing of details. the next release will be considered beta, because the classes and interfaces are stabilizing. -- Christian Schuhegger http://www.el-chef.de/ |
From: Christian S. <Chr...@gm...> - 2005-04-02 09:06:36
|
i've added a data import handler to retrieve data from http://www.onvista.de/. with onvista you cannot choose the stock exchange from which you want the data (for this purpose i added the MarketPlace called "UNDEFINED") nor do you get volume information. but you can get data for funds, which you cannot get from yahoo. i did not implement this yet, but you can get currency data aswell, here for example the EUR/USD values: http://waehrungen.onvista.de/kursliste.html?ID_CURRENCY_FROM=EUR&ID_CURRENCY_TO=USD&RANGE=3M it would be nice if i could get historical values for certificates, too. but currently onvista does not provide that :( while i was implementing the new data input handler i rewrote the caching subsystem from scratch. now the cached data looks the same no matter from which data input handler it is coming from. it is simply a dedicated java object structure serialized to xml. because of this change the import procedure now looks the same for any cached data, too! when i have an inheritance hierarchy like the hierarchy for subject: subject / | \ marketplace observer securitypaper / \ fund share and i want to retrieve an object from the database via castor as one of its base classes then i have the problem that the object is "truncated", that is the object is really of the baseclass type and none of its additional properties are available. i solved this problem now by adding a typeid property to the subject class and by adding a new method: subject = Functionality.downcastSubject(subject); via this additional call you ensure that the returned subject is the correct java type with all of its additional properties available. my next implementation plans are to - implement currencies - db structures - retrieval of values from onvista - conversion of values for security papers to and from given currencies - restructure the Functionality "namespace" class. - only methods with proper java types, no methods that only take strings - methods should always handle exceptions by throwing exceptions not by returning special return values - move the current methods that were meant to facilitate the integration of the functionality into sisc to another "namespace" class called Scheme or similar. - finish the implementation of portfolios and its evaluation methods. -- Christian Schuhegger http://www.el-chef.de/ |
From: Christian S. <Chr...@gm...> - 2004-12-04 15:45:58
|
i've just finished the first release of the project on sourceforge :) there are two new ant targets called dist-bin and dist-src to generate the .tar.gz files that will be put on sourceforge: http://sourceforge.net/project/showfiles.php?group_id=116121 the web-site was updated (do a refresh if you can't see anything new): http://ojts.sourceforge.net/ i've added a news section to the project web-site that references the manual part that describes the interactive usage of the project: http://ojts.sourceforge.net/doc/general/ojts.html#htoc4 and i've also added a quickstart/screenshot part for the impatient: http://ojts.sourceforge.net/quickstart.html happy hacking, -- Christian Schuhegger http://www.el-chef.de/ |
From: Christian S. <Chr...@gm...> - 2004-09-26 14:28:38
|
i've just finished several modifications and committed them to the cvs. - i was finally able to fix the bug in castor oql which prevented deeper nested oql-queries from working, like: "SELECT ds FROM " + DataSource.class.getName() + " ds WHERE ds.observerLink.name = $1 and ds.type.name = $2" the patch is in the patches directory and a description of the history of the bug is in the castor bugzilla: http://bugzilla.exolab.org/show_bug.cgi?id=1731 - the data we have in the database can be divided in meta-data describing the relation between equities, observers, datasources, ... and the actual financial data like prices, trading volues, ... the meta-data usually does not change often and normally will be inserted once and then be available for further use. the actual financial data will be updated on a daily basis. the initial population of the database with the metadata can now be done via the import of an xml file, e.g. currently i use the file testread.xml. for all the meta-data objects you have to provide a primary key "by hand" instead of getting an automatically generated key from the system. the reason for this is that you anyway have to know these keys when you add more meta-data later with a second xml file, because in the xml file you have to provide these keys. the reference implementation for a data input handler is the YahooCSVDataInputHandler which uses the meta-data from the database in order to retrieve financial data and return it to its caller. the resulting dataitems can be readily inserted into the database. - i've currently a running version of the system on windows xp and on linux and the system works out of the box by just - checking out from the cvs - creating the database-schema, database itself and the castor mapping by calling the ant task "dbcreate": > ant dbcreate - starting the database server (see the INSTALL) file - running the CastorReadXMLTest class to populate the meta-data in the database - running the YahooCSVDataInputHandlerTest to get financial data for thyssen krupp from yahoo. - the next steps will be to write more data input handlers, to make the current system more robust and to write documentation for the data model in the database. -- Christian Schuhegger http://www.el-chef.de/ |
From: Christian S. <Chr...@gm...> - 2004-09-05 12:16:23
|
i've just committed a first implementation of a data input handler for yahoo csv data to the cvs repository. at the moment it is only fetching min-day-price data, but this is a configuration matter. besides that i've changed from using the :file: hsqldb protocol to the :hsql: protocol. the advantage is that during debugging i can use a database browser at the same time to see which changes are made to the database. the procedure how to start the db server are now described in the INSTALL file. the plan for the next steps is to complete the implementation of the yahoo data input handler and to refine the JDO layer. i am not sure if it is a better choice to use Type tables, e.g. for the Aliase class there is a AliasType class associated to it, or to use subclassing like i've done for the subject and its subclasses observer, marketplace and equity. in fact i find it quite good to keep metadata, but i will have to think longer about that subject. after that i think the most important is to write good documentation that explains the data model and to release a first version to allow other people to implement their data handlers. -- Christian Schuhegger http://www.el-chef.de/ |
From: Christian S. <Chr...@gm...> - 2004-09-02 18:47:42
|
Werner, Werner Guttmann wrote: > can you please > > a) create a new bug report at http://bugzilla.exolab.org, and attach problem description, mapping file, class files, etc i've created the bugreport: Bug 1731 i've described in the bug report how to get the complete project from anonymous cvs (with a tag) and how to reproduce the bug. > b) or try to find an existing bug report that matches yours as closely as possible (somehow I remember seeing a similar problem description, but back > then my mind has been elsewhere), and attach above as well. i was scanning bugzilla for something similar (using the search term OQL), but did not find anything appropriate. > When attaching your files, I'd appreciate if I could simply try to run your test and reproduce the your scenario. if you have any problems just tell me. thanks a lot for help! -- Christian Schuhegger http://www.el-chef.de/ |
From: Christian S. <Chr...@gm...> - 2004-08-19 17:00:08
|
i've just created the set of data objects and i've integrated castor doclet into the project so that the castor mapping file and the database schema file are created automatically by the ant task "mapping". the mapping task is a standalone task and has to be called manually whenever the mapping/jdo layer changes. unfortunately there is a problem in the creation of the db schema, because the autogeneration tries to use a constraint name which is cut off and therefore not unique. this problem has to be corrected manually. therefore i've also left the mapping.xml and db-schema.sql files in the repository, because the procedure to create these files is not fully automatic. but because these files will only rarely change i think we can live with that. -- Christian Schuhegger http://www.el-chef.de/ |
From: Christian S. <Chr...@gm...> - 2004-08-16 17:26:38
|
-- Christian Schuhegger http://www.el-chef.de/ |
From: Christian S. <Chr...@ce...> - 2004-08-15 15:55:22
|
-- Christian Schuhegger http://www.el-chef.de/ |