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Simulation of historical data + recording of live data
http://www.smartquant.com/forums/viewtopic.php?f=43&t=10841
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Author:  peek [ Mon Sep 22, 2014 8:41 pm ]
Post subject:  Simulation of historical data + recording of live data

How can i configure OQ to run both simultaneously?

Author:  Dr. Anton Fokin [ Mon Sep 22, 2014 8:54 pm ]
Post subject:  Re: Simulation of historical data + recording of live data

Hi,

simulation and live modes are completely different. Think that for example framework clock is set by simulated data in the simulation mode and by realtime clock in live mode. So this is not really possible within one framework instance (within one OpenQuant application).

A pretty standard solution is to use QuantBase to capture live data 7/24 independently from backetsting/trading applications. QuantBase and OpenQuant can run simultaneousely on the same computer box under the same account.

Later on you can use QuantRouter to split data between QuantBase (data capture) and OpenQuant/QuantTrader (simulation/live trading) if you need to feed several applications with live data.

Regards,
Anton

Author:  peek [ Mon Sep 22, 2014 11:08 pm ]
Post subject:  Re: Simulation of historical data + recording of live data

Thanks makes sense.

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