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April 20, 2006
QuantDeveloper 2.1.2 is released
We have released CATS (Canned Automated Trading System) application as a separate product. Now CATS can co-exist with QuantDeveloper and DataCenter products on the same machine, so that you can simultaneousely develop and backtest strategies using QuantDeveloper Integrated Development Environment, capture market data feed to DataCenter historical data warehouse, and trade automated strategies with CATS
- much faster build and load of the strategy component pool during QuantDeveloper startup.
- bar slice event is added to the BarFactory. This event allows to distribute bars from one time slice among instruments and then call Strategy.OnBar() method, thus simplifying development of correlation and pair trading strategies.
- CrossEntry, CrossExit and CrossATSComponent were added to Component and ATS Strategy models. OnBar/Quote/Trade(Instrument instrument) method of these components is called for all strategy instruments, thus making it possible to easily calculate f.ex. a market correlation matrix and update such matrix with every new market data event.
- DataBase Manager tool is added to QuantDeveloper and DataCenter. This tool allows to backup, compress and restore QuantDeveloper instrument and historical market data base. The tool also allows to change disk location of QuantDeveloper / DataCenter data base.
- Strategy Tester GUI can show per instrument preformance statistics. You should enable this feature setting Startegy.StatisticsPerInstrumentEnabled property to true in the Strategy property window.
- QuantDeveloper / DataCenter store intraday market data (trades, quotes, market depth) with millisecond precision (Clock.Now).
- Updated API documentation
Posted by admin at 03:20 PM