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non-volatile storage?
Jonathan Leonard
posted

Hi,

Does the platform have any support for non-volatile storage of algorithm data? Is this in the plans?

To give a bit of background, I would like to develop an algorithm that trades every 30 days. In order to make it impervious to the inevitable starts, stops and restarts that will happen, I need to store a value in non-volatile storage. [It's too bad that non-trading days per year are not predictable/deterministic or this could be done without any mutable state]. Another way to sidestep this issue would be for algorithms' 'handle_data' to be called even on non-trading days such that they can queue orders for the next open trading day (is this the case currently?).

Thanks!

2 responses
Blue Seahawk

That would be useful.

Here's another option, we store the info ourselves:
Allow us to make http requests with args, http://myy_url.com/my_script.py?symbol=AAPL&action=buy_order&shares=2345
We could merely capture on our end, (if our script returned anything it would be meaningless).
Personally I would use a sqlite database.
We can then use fetcher to pull state whenever needed.

To knock out any possible worries by the data provider regarding people trying to use that to steal/export data, limit number of requests per hour/day/week, bytes per hour/day/week and/or flag for human admin attention when certain high-ish thresholds are hit.

Jonathan Leonard

Yes, or even PUT requests to Amazon S3.

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