[ts-ann] Initial release: trading-shim 060411
R P Herrold
herrold at owlriver.com
Fri Apr 14 10:39:11 EDT 2006
We are happy to announce the release of our initial external
release of the trading-shim, release 060411. We also present
a meta-roadmap to the release herein.
The trading-shim is a database driven connector API that
provides a persistent store SQL backend database, translates
operations to and from the Interactive Brokers Java TWS-API.
It permits downstream clients to access several worldwide
securities markets and exchanges (stocks, options, futures,
bonds, Forex) for 'tick' data and history, to supervise trades
of securities, and more.
In this release, we attain:
o database creation and connectivity is functional
o handshake and connection to the upstream tws api server
is functional
o the input command channel is functional, and will be
extended
o the query result stream to the system logger is
functional, and will be extended
o the tick stream via the api market data request is
functional
o limited history data support is provided, and will be
extended
o orders have been blocked out, until more design and
implementation work is completed
o infrastructure includes a website, mailing lists, and
bugtracker
The website is to a large part driven by the contents of the
latest release tarball, and parts of the site will update
automatically. The latest release may be found at:
http://www.trading-shim.org/download/shim-latest.tgz
and by FTP:
ftp://ftp.trading-shim.org/pub/local/trading-shim/
with a ./attic/ maintained of earlier releases.
As the project has roots, and is being done in part to satisfy
certain research interests of the project sponsors, from time
to time PDF copies both from inside the release, and also from
other writings of the sponsors will appear at:
http://www.trading-shim.org/pdfs/
The project will be updated from time to time, and may be
slipstream released. We plan to externally announce releases
no more frequently than weekly (to help reduce 'release
announcement burn-out'), both on this list and at Freshmeat:
http://www.trading-shim.org/pipermail/ts-announce/
http://freshmeat.net/projects/trading-shim/
We will number releases in 'yymmdd' format, and restrict
ourselves to more than one external release a day. Posts to
the -announce mailing list will usually also be posted into
the -general list, but initially not by an automatic process.
The update and development path are driven by our external
roadmap, bug reports which we can reproduce, and periodic
internal planning sessions:
http://www.trading-shim.org/bugs/
Meta-bugs will be used to which an end user may subscribe,
tied to the roadmap, which will permit discernment of the
dependency web which may be affecting a final response to a
specific bug. We understand that bugs sometimes silently
disappear with new releases, and we may ask that a reporter
update and re-confirm that they can still reproduce a bug,
before we close it.
We welcome and indeed hope that others will study our code,
and join us. We are committed to maintaining the code under
the GNU GPL. We do not wish to be coy about this, however, and
are willing to dual license the code, to address the concerns
of those who do not understand or wish to participate in a
'copy-left' GPL project.
http://www.trading-shim.org/license/
As such, those who wish to have major chunks of code included
will be asked to complete a one-time copyright assignment, and
to add a 'per file' representation that the tendered suggestion
is non-infringing, to help maintain a clear license and
intellectual property pedigree.
The mailing lists are available at:
http://www.trading-shim.org/mailman/
with the customary archiving features at:
http://www.trading-shim.org/pipermail/ts-general/
for the general list. Less interesting is the FAQ portion,
which will be principally used to have a traget to point to
with answers on questions which the mailing list provokes, but
are outside of the main charter of the project's development:
http://www.trading-shim.org/faq/
As noted on the website, we are using the trading shim to
explore our research interests in the context of a non-trivial
system; e.g., we note conflicts between the theories trusted
by fundamentals investors, and the practical results observed
by technical traders in reality (Efficient Market Hypothesis
v. real world); and we are exploring software engineering
issues related to mixed paradigm programming, design patterns,
and test-driven development.
Come join the fun.
-- info at trading-shim.com
Russ and Bill
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