ffquant 4.0.1

A python package for providing fintech indicators

Install JupyterHub

curl -L https://tljh.jupyter.org/bootstrap.py | sudo -E python3 - --admin tljhadmin --version 1.0.0b1

Edit ~/.profile, add the following to the end

export PATH=/opt/tljh/user/bin/:$PATH

curl -o- https://raw.githubusercontent.com/nvm-sh/nvm/v0.39.3/install.sh | bash
nvm install 20.17.0
nvm alias default 20.17.0
curl -fsSL https://deb.nodesource.com/setup_current.x | sudo -E bash -
sudo apt install -y nodejs
wget https://github.com/apache/rocketmq-client-cpp/releases/download/2.0.0/rocketmq-client-cpp-2.0.0.amd64.deb
sudo dpkg -i rocketmq-client-cpp-2.0.0.amd64.deb
sudo -E /opt/tljh/user/bin/python3 -m pip install backtrader matplotlib dash pandas psutil ffquant numpy confluent-kafka apollo-client boto3 pandas_market_calendars
sudo chmod -R 777 /opt/tljh/user/lib/python3.10/site-packages/pyapollo/
sudo -E /opt/tljh/user/bin/python -m pip install jupyterlab-git==0.44.0
sudo -E /opt/tljh/user/bin/jupyter lab build
sudo systemctl restart jupyterhub jupyter-tljhadmin

Visit http://192.168.25.144 in your browser

Log in as tljhadmin and set your password

Let new user register with username and password

sudo tljh-config set auth.type nativeauthenticator.NativeAuthenticator
sudo tljh-config reload

BE CAREFULL!!! When this feature is enabled, the admin user has to go through the sign-up process. Username must be the same with the one used in the installation command.

Admin user authorizes user registration at http://192.168.25.144/hub/authorize

Disable Terminal

Log in as admin. Open the terminal and execute commands:

jupyter notebook --generate-config
sudo mv /home/jupyter-tljhadmin/.jupyter/jupyter_notebook_config.py /opt/tljh/user/etc/jupyter/

Edit /opt/tljh/user/etc/jupyter/jupyter_notebook_config.py and change c.NotebookApp.terminals_enabled to False.

sudo systemctl restart jupyterhub jupyter-tljhadmin

Disable Culling Idle Servers

sudo tljh-config set services.cull.max_age 0
sudo tljh-config set services.cull.timeout 31536000
sudo systemctl restart jupyterhub jupyter-tljhadmin

Installing Apollo

Install Docker

curl -fsSL https://download.docker.com/linux/debian/gpg | sudo gpg --dearmor -o /usr/share/keyrings/docker-archive-keyring.gpg
echo "deb [arch=amd64 signed-by=/usr/share/keyrings/docker-archive-keyring.gpg] https://download.docker.com/linux/debian $(lsb_release -cs) stable" | sudo tee /etc/apt/sources.list.d/docker.list > /dev/null
sudo apt-get update
sudo apt-get install docker-ce docker-ce-cli containerd.io
sudo systemctl enable docker
sudo systemctl start docker
sudo usermod -aG docker $USER
newgrp docker

log out from the terminal and log in.

Install docker-compose

sudo curl -L "https://github.com/docker/compose/releases/download/v2.20.2/docker-compose-$(uname -s)-$(uname -m)" -o /usr/local/bin/docker-compose
sudo chmod +x /usr/local/bin/docker-compose

Visit https://github.com/apolloconfig/apollo-quick-start and get docker-compose.yml and sql folder. Rearrange them like:

- docker-quick-start
  - docker-compose.yml
  - sql
    - apolloconfigdb.sql
    - apolloportaldb.sql

Execute docker-compose up under docker-quick-start directory

Make backtest_data_viewer.exe

Run the following command at the root directory of ffquant on Windows.

python ffquant/utils/make_bt_data_viewer.py

Output exe file path is dist/backtest_data_viewer_1.0.0.exe

Open bt_data_viewer_setup.iss with Inno Setup and Compile. The Setup Installer is Output/mysetup.exe

Compile ffquant and upload to PyPi

python -m pip install setuptools wheel twine

Increase version number in setup.py

python setup.py sdist bdist_wheel

python -m twine upload dist/*

Ask Joanthan for PyPi API token.

Install Apollo Config Center

sudo apt update
sudo apt install openjdk-17-jdk
sudo apt install mariadb-server
sudo mysql -u root -p

CREATE DATABASE ApolloPortalDB;
CREATE DATABASE ApolloConfigDB;

Get SQL script file: https://github.com/apolloconfig/apollo/blob/master/scripts/sql/profiles/mysql-default/apolloconfigdb.sql https://github.com/apolloconfig/apollo/blob/master/scripts/sql/profiles/mysql-default/apolloportaldb.sql

source /home/sdroot/apolloportaldb.sql;
source /home/sdroot/apolloconfigdb.sql;

CREATE USER 'apollo_user'@'%' IDENTIFIED BY 'sd123456';
GRANT ALL PRIVILEGES ON ApolloConfigDB.* TO 'apollo_user'@'%';
GRANT ALL PRIVILEGES ON ApolloPortalDB.* TO 'apollo_user'@'%';
FLUSH PRIVILEGES;

Get three installer packages https://github.com/apolloconfig/apollo/releases/download/v2.3.0/apollo-adminservice-2.3.0-github.zip https://github.com/apolloconfig/apollo/releases/download/v2.3.0/apollo-configservice-2.3.0-github.zip https://github.com/apolloconfig/apollo/releases/download/v2.3.0/apollo-portal-2.3.0-github.zip

unzip and edit each config/application-github.properties file. Fill in DB credentials.

apollo-adminservice-2.3.0-github/config/application-github.properties as follows

spring.datasource.url = jdbc:mysql://localhost:3306/ApolloConfigDB?characterEncoding=utf8
spring.datasource.username = apollo_user
spring.datasource.password = sd123456

apollo-configservice-2.3.0-github/config/application-github.properties as follows

spring.datasource.url = jdbc:mysql://localhost:3306/ApolloConfigDB?characterEncoding=utf8
spring.datasource.username = apollo_user
spring.datasource.password = sd123456

apollo-portal-2.3.0-github/config/application-github.properties as follows

spring.datasource.url = jdbc:mysql://localhost:3306/ApolloPortalDB?characterEncoding=utf8
spring.datasource.username = apollo_user
spring.datasource.password = sd123456

Edit apollo-portal-2.3.0-github/config/apollo-env.properties Replace fill-in-dev-meta-server with localhost

sudo mkdir /opt/logs
sudo chmod -R 777 /opt/logs

Execute each scripts/startup.sh to start servers.