/shift-python

Stevens High Frequency Trading (SHIFT) Simulation System - Python Client

Primary LanguageC++

SHIFT Python

Requirements

  • Upgrade your operating system to the latest version. The installation instructions have been tested on the following systems:

    • macOS: macOS 11 Big Sur
    • Ubuntu: Ubuntu 20.04 LTS Focal Fossa
    • Windows: Windows 10

  • Install PyCharm Pro. Use your Stevens email address to request a free student license (https://www.jetbrains.com/student).

Installation

macOS:

  • Download and install the latest version of Anaconda.
  • Follow the instructions in SHIFT Python API to create a new environment and install all SHIFT packages.
  • Create a new project in PyCharm Pro:
    • Click PyCharm -> Preferences... -> Project: Project Name -> Project Interpreter.
    • Click in the Project Interpreter bar and select Show All -> Plus Icon (+) -> Conda Environment.
    • Select Existing environment. If you installed Anaconda with default settings, the Interpreter path should look something like /Users/USERNAME/anaconda3/envs/shift/bin/python.
  • You are good to go! (You may also get started with Command Line.)

Ubuntu:

  • Download and install the latest version of Anaconda.
  • Follow the instructions in SHIFT Python API to create a new environment and install all SHIFT packages.
  • Create a new project in PyCharm Pro:
    • Click File -> Settings... -> Project: Project Name -> Project Interpreter.
    • Click in the Project Interpreter bar and select Show All -> Plus Icon (+) -> Conda Environment.
    • Select Existing environment. If you installed Anaconda with default settings, the Interpreter path should look something like /home/USERNAME/anaconda3/envs/shift/bin/python.
  • You are good to go! (You may also get started with Command Line.)

Windows:

  • Install the Ubuntu subsystem using the Windows Subsystem for Linux Installation Guide for Windows 10. After installation, you will find an Ubuntu icon in the Start menu. You can open an Ubuntu terminal by simply running this app.
  • Download and install the latest version of Anaconda:
    • Please make sure you choose the Linux distribution.
    • You can browse files stored in Windows in the Ubuntu app under the /mnt folder. Thus, if you downloaded the Anaconda installation file to your desktop (C:/Users/USERNAME/Desktop), you will be able to find it in Ubuntu under /mnt/c/Users/USERNAME/Desktop.
    • Install Anaconda by opening the Ubuntu app and executing:
cd /mnt/c/Users/USERNAME/Desktop
./Anaconda3-yyyy.xx-Linux-x86_64.sh
  • Follow the instructions in SHIFT Python API to create a new environment and install all SHIFT packages:
    • The last step ("In the Terminal") must also be run from the Ubuntu app.
  • Create a new project in PyCharm Pro:
    • Click File -> Settings... -> Project: Project Name -> Project Interpreter.
    • Click in the Project Interpreter bar and select Show All -> Plus Icon (+) -> WSL.
    • If you installed Anaconda with default settings, the Interpreter path should look something like /home/USERNAME/anaconda3/envs/shift/bin/python.
  • You are good to go!

(Deprecated) Docker Image:

  • Step 01:

    • If you are using Windows 10, upgrade to Windows 10 Pro or Windows 10 Education:
      • Use your Stevens email address to login here (IT confirms you should all have an account) or request an account from Stevens IT Helpdesk.

  • Step 02:

    • Install Docker. When you install Docker, make sure to choose Linux Containers and not Windows Containers:
    • For Windows, if you store your file in a different drive location from C:/, then you will need to access the Docker preferences to add other Shared Folder locations, such as D:/ or whatever.
    • Follow the online Docker installation instructions carefully and make sure to test the Docker installation.
    • NOTE: In some cases, you may need to enable virtualization on your computers.

  • Step 03:

    • Download shift_python-x.x.x-docker.zip, the Docker Compose package from our GitHub Release Page.
    • Unzip the downloaded file to somewhere you like.
    • Access a terminal window on your computer. You may require admin privileges:
      • For macOS, Terminal.app.
      • For Windows, Powershell (run as administrator). NOTE: do not use PowerShell ISE.
cd [directory-you-unzipped-the-package]
docker-compose build
  • If successful, you should see the Docker image named shift-python_xxx_docker_anaconda3 by running:
docker images
  • Now you should be able to run the SHIFT Python Docker image by running:
docker-compose up

  • Configure Docker as a remote interpreter in PyCharm Pro:

    • For Windows, follow the extra instructions in the Prerequisites session of this guide.
    • Open an existing project, or create a completely new Python project in Pycharm Pro.
    • Follow the steps in the Configuring Docker as a remote interpreter session of this guide.

  • Installation finished!

Get Started with Command Line

  • Run conda activate shift to get into the shift environment. You need to do this every time you open a new shell (or you can add this command onto your .bashrc or .bash_profile file).
  • If you see (shift) in the beginning of your command line, that means you are in the right environment to run SHIFT.
  • Don't forget to import shift when you use Python with SHIFT.