/p2

P2 was a predecessor to AQ2O.

Apache License 2.0Apache-2.0

README

Requirements: 
* Mysql Server up and running
* Java

Configuration procedure: 
* Update src/main/resources/data/dabase-batch.properties to point to your mysql settings
* Run the application once (it will generate the database schema, but will fail)
* Connect to you mysql database and insert into (db: activequant) table InstrumentSpecification instruments for which you want to backtest
* Next import Quotes into your database for the instruments for which you want to backtest, make sure the instrument mapping is correct




BACKTESTING : 

Simply run org.activequant.applications.BatchRunner to start with the default values. 

CONFIG GENERATION : 
Modify (or run) org.activequant.applications.util.FileConfigGenerator to generate config files into a target folder. 
See code for details.
 






======= scribbles following ======

Optimization Config
* Sim Config Generator (can point to an implementation that loads sim configs)
* Quote Source (can point to some aq-series source later down the road)
* optimization report generator

Parameters for BatchSimReportWriter  
* Chart output folder
* Sim config output folder
* evtl. Sim config input folder
* OrderBook output folder


* CsvQuoteIterator Source