Open Source Trading Platforms ( who needs mt4 ?)

https://bitcointalk.org/index.php?topic=279773.0

tradelink
http://code.google.com/p/tradelink/
Write automated trading systems, connect with 17+ broker APIs

AIOTrade
http://sourceforge.net/projects/humaitrader
AIOTrade (formerly Humai Trader Platform) is a free, open source stock technical analysis platform built on pure java.

manticore-trader
http://www.manticore-projects.com/
manticore-trader is a free and open java software for day trading warants on stocks, currencies and comodities. It includes modules for charting, position and risk management, automatic ordering and system trading. Instruments and quotes of the main financial markets are provided daily

G-BOT
http://www.datatime.eu/public/gbot/
G-BOT is a public academic project, headed by Prof. Tom Gastaldi (first University of Rome “La Sapienza”). The project is about the study of trading algorithms and fully automated strategies for systematic profitability.

Marketcetera
http://trac.marketcetera.org/

Home


Marketcetera focuses on building the key trading functions that are common to all organizations, thus freeing our clients to concentrate on proprietary trading algorithms and other specialized software that provide a competitive advantage.

Merchant of Venice
http://sourceforge.net/projects/mov
http://mov.sourceforge.net/
MOV is a stock market trading programme that supports portfolio management, charting, technical analysis, paper trading and genetic programming. Venice runs in a graphical user interface with online help and has full documentation.

EclipseTrader
http://sourceforge.net/projects/eclipsetrader/
http://eclipsetrader.sourceforge.net/
Eclipse Rich Client Platform (RCP) application featuring shares pricing watch, intraday and history charts with technical analysis indicators, level II/market depth view, news watching, and integrated trading.

JBookTrader
http://code.google.com/p/jbooktrader/
All aspects of trading, such as obtaining market prices, analyzing price patterns, making trading decisions, placing orders, monitoring order executions, and controlling the risk are automated according to the user preferences. JBookTrader is a “sister” project to JSystemTrader.

Matrex
http://sourceforge.net/projects/matrex/
http://matrex.sourceforge.net/
The perfect desktop tool for mathematical, statistical models and complex calculations. Adapters to matlab, scilab, octave, R.

OpenGamma
http://www.opengamma.com/
OpenGamma provides technology for financial institutions to improve analytics calculation and delivery to front-office and risk users.

Open Java Trading System (Last Update 2010-08-14)
http://sourceforge.net/projects/ojts/
http://ojts.sourceforge.net/
The Open Java Trading System (OJTS) is meant to be a common infrastructure to develop (stock) trading systems. There are four parts: gathering of raw data over the internet, recognition of trading signals, a visualization module and trading with banks.

Joone
http://sourceforge.net/projects/joone/
Joone is a neural net framework written in Java(tm). It’s composed by a core engine, a GUI editor and a distributed training environment and can be extended by writing new modules to implement new algorithms or architectures starting from base component

Data Visualizer (Last Update 2009-07-17)
http://sourceforge.net/projects/dataviews
http://dataviews.sourceforge.net/
Modular environment for graphical visualization of stock market type data

SFL Java Trading System Enviroment (Last Update 2009-07-17)
http://sourceforge.net/projects/sfljtse
http://www.sflweb.org/index.php?blog=sfljtse
Java application built on KISS principle ( Keep It Simple,Stupid ) and its aim is to provide a fast and platform indipendent infrastructure to develop and execute trading systems.

ActiveQuant (Last Update 2009)
http://www.activequant.org/
Somewhat heavy stuff, for proficient programmers only

JSystemTrader (Last Update 2009)
Developed to work with Interactive Broker’s API, fully automated trading system (ATS) that can trade various types of market securities during the trading day without user monitoring.

Market Analysis System (Last Update 2009-07-17)
http://sourceforge.net/projects/eiffel-mas
http://eiffel-mas.sourceforge.net/
System for analysis of financial markets using technical analysis. Includes facilities for stock charting and futures charting, as well as automated generation of trading signals based on user-selected criteria. Operates on both daily and intraday data.

Oropuro trading system (Last Update 2009)
http://sourceforge.net/projects/oropuro
http://www.oropuro.org
Complete technical analysis & trading system, full set of features: retrieve, analyze EOD stocks data; manage multiple portfolios; technical analysis & graphical rendering; neural networks for generation of trading signals; support trader community,

AlgoTrader
http://code.google.com/p/algo-trader/
AlgoTrader is an automated trading system (ATS) that can trade any type of security on any market available through InteractiveBrokers or FIX. All aspects of trading like getting market data, analyzing prices, taking trade decisions, placing orders & tracking executions can be automated.
AlgoTrader is now available as a commercial product (with Support, Professional Services, etc.):

The AlgoTrader Enterprise Edition now has many new Features, including three different GUI’s, different Broker Interfaces (Native and Fix), support for custom Derivative Spreads, several built-in Execution Algorithms, an Option Pricing Engine, and much more.

The system is still heavily based on Open Source Technologies like Hibernate, Spring, ActiveMQ & AndroMDA. Full Documentation is available

Also, AlgoTrader is still based on Complex Event Processing (CEP) using Esper and therefore accommodates strategies that cannot be programed with procedural programming languages.

Encog
Encog Java and DotNet Neural Network Framework | Heaton Research
Encog Ninjatrader Getting Started – Encog Machine Learning Framework

Encog is an advanced neural network and machine learning framework. Encog contains classes to create a wide variety of networks, as well as support classes to normalize and process data for these neural networks. Encog trains using multithreaded resilient propagation. Encog can also make use of a GPU to further speed processing time. A GUI based workbench is also provided to help model and train neural networks.

See wiki above for using with NinjaTrader

OpenMAMA
What is OpenMAMA? | openmama.org

OpenMAMA is an open source project hosted at the Linux Foundation that provides a high performance middleware agnostic messaging API that interfaces with a variety of message oriented middleware systems. It aims to become the standard open messaging API for financial services.

Open CL Computing

best lauguage Julia

Best libary,Vulkan

OpenCL samples

A good linear algebraic libary, ViennaCL

Coming Usable GPU
AMD
amd-gpu
NVIDIA
pascal

 

Xeon Phi

This is a expensive card. We get this from Taoabo for less than ¥2000.

Is your board support Xeon Phi?the Xeon Phi requires a motherboard and BIOS with large “Base Address Register” support!

Z10PA-D8 is OK,Supported Windows OS are Windows* 7 Enterprise SP1 (64-bit), Windows 8/8.1 Enterprise (64-bit), Windows Server 2008 R2 SP1 (64-bit), Windows Server 2012 (64-bit), Windows Server 2012 R2 (64-bit).

The Xeon Phi runs its own flavor of Linux on the card, so it’s more natural in a Linux environment.

How to program Xeon Phi? Intel’s Guider.

My Build to play OpenCL

r9-390

Build the boost x64 binaries: bjam –toolset=msvc address-model=64 –build-type=complete stage

Building the server reference. Building a workstyation Guider.

cooler: Thermolab bada

  • Compatibility Intel: LGA775, LGA1156, LGA1366. AMD: Socket AM2, AM2+, AM3
  • Weight 521g
  • Size (mm) 115 x 95 x 135 (W x D x H)
  • Fan 1x 92mm, PWM control, 1,000 -2,100rpm

 

Which OS to run on my server?

Linux is installed on over 95% of the world’s best supercomputers demonstrating that it is the fastest performing OS with the smallest resource footprint.Usable linux OSs are Ubuntu, SUSE and Red Hat.

 

每个人都可能是下一个雷洋

11日,《新京报》发表了观点类似的文章《雷洋之死,声誉和人命哪个更重要?》,文章表示,人们要关注的不只是雷洋有没有嫖娼,最该关注的是昌平警方对他做了什么,所做这些为什么导致了雷洋死亡。

文章以2015年美国巴尔的摩骚乱为例说,巴尔的摩骚乱的起因是一个有前科的小混混被警察押上警车后离奇死亡,同样是没有执法记录仪和摄像头来还原真相,当时美国媒体和公众关注的焦点主要不是这个小混混做了什么,而是警察对小混混做了什么,是否存在种族歧视和粗暴执法问题,没有谁特别在意小混混的前科和生平表现。

回头看雷洋事件却非常遗憾,从昌平警方的第一次回应到第二次回应,雷洋所作所为更详尽,我们看到了太多雷洋暴力抗法的细节,警方的所为却相对粗略,对于“执法过程有过过激行为?”昌平警方的回复十分笼统,语焉不详,难以判断。

在嫌疑人与警方的较量之中,嫌疑人往往都是弱者,后者对前者可能造成的越界伤害是很容易的事。正是因此,我们更要关注此次个案中昌平警方的执法行为。

文章表示,公众如此热切地关注此案,就像曾经关注“躲猫猫死”、“喝水死”等事件,是因为这不是雷洋一个人的事,它和我们每个人权益密切相关。因为,人们担心,每个人都可能是下一个雷洋。
2002年,彼时风华正茂的《南方周末》刊发了一则《“教授嫖娼致死案”疑云》的报道,讲述的湖北武汉理工大学教授程树良因嫖娼而最后死亡的案件。

教授奔丧,被疑嫖娼在家乡黄梅猝死

官方调查结论:嫖娼,不服管教跳车身亡

家属和民间质疑官方结论,认为其中疑点颇多

5月20日,程树良的尸检报告出来了。下午召开的由省市县多方参与的案件通报会称,程树良既嫖了娼,又系自己跳车身亡。这就意味着,除了“监管不严”外,警方对此不负任何责任。

果真如此的话,程的死可谓极不体面,与此形成强烈对比的是他的身份:44岁的教授、硕士生导师、九三学社武汉理工大学副主委、国家科技进步三等奖得主。

案情通报会从下午3时开到天擦黑,死者的弟弟程树翔拖着疲惫的身躯回到房间时,他对记者说此事疑点太多。

奔丧者的不归路

5月11日上午,程树良死在了自己的家乡,他多年难得一回的家乡。

程树良死于奔丧途中。5月7日接到舅舅的死讯时,作为武汉理工大学教授及系统仿真与控制中心主任,他正忙于中心一个项目的收尾工作。程树良1958年出生在湖北最东南角的黄梅县农村,家庭贫困,父亲离世后,是舅舅供他与弟弟念完大学。

5月9日,程树良与弟弟程树翔一起驱车回老家。10日下午,二人参加完葬礼,回到黄梅县城住宿,准备次日中午返回武汉。11日早晨7时半,程树良步行到了西街。一位“麻木”(方言:搭客三轮车)司机作证说,他看到程树良走过来,双手摸了摸头,拍了拍手,早晨很清爽的样子。这时大约8时刚过,地点在县交警大队对面。就在这时,一个发廊小姐站在门外朝他使劲招手,程树良很奇怪的样子,走了过去问“干什么”,结果就被小姐拉了进去。

接下去发生的事目前还无法知晓。程树良被众人发现的第二个场景是在大约30分钟后,隔发廊五六个档口、约50米外的地方,这里是一条小巷与西街的路口。按照多位围观者的说法,8时40分左右,一个戴着眼镜的“矮子”(即程树良)与一个“长子”相持不下,“长子”拉着“矮子”身后的皮带不让走,“矮子”显得很生气,在无计可施的情况下掏出手机,被“长子”一把夺过来。“矮子”说:“你别这样做,我认识你们县委书记。”“长子”说:“县委书记有什么了不起?”就这样相持了大约十几分钟。一人从东边走过来,“长子”埋怨来人道:“电话打了半个小时,怎么现在才来?”有人认识来人是一名姓石的警察,石某掏出警官证给“矮子”看,随后,一辆面包警车从东面驶过来,“矮子”被塞进车子,往东驶去。

程树良被人发现的第三个场景是在几分钟后,在车站街。据一位在街边做生意的目击者描述,大约9时10分左右,他猛地听到前面“嘭”地一响,接着“吱”地一声刹车,只见前方马路边上一个人仰在地上,一辆面包警车停了下来,三个人马上从车上蹿了下来,只见地上的人鼻子流出血,人在抽搐,大家还以为是车祸。不久,地上的人被送到斜对面的县人民医院……

就在这一切发生时,程树翔为联系不上哥哥焦急万分,“手机打了几十个都没人接”。直到11时左右,他才接到县委副书记许振球的电话,“马上到县人民医院二楼”。

程树翔赶过去,发现许振球及县政法委书记柳萍都在。许振球当即说,“你哥哥嫖娼被举报,在警车押往派出所途中,由于承受不了那么大压力,跳车死亡。有老板、妓女的讯问笔录为证。”

听到这里,程树翔“头顿时大了,一片空白”。许振球继续说,“考虑到你哥是大学教授,顾及他的名声,打算按交通事故处理。”

政法委书记柳萍也是这番话,并说,“善后、赔付都好说。”

官方结论及家属质疑

记者在黄梅采访时,“警察打死教授”之说已经传遍黄梅县城,全城都笼罩着一种异常气氛。

5月11日事发后,政府方一直保持缄默,没与死者家属联系。直到14日上午,黄梅县政府有关人士才找到程树翔,协商尸检问题。

14日下午,黄梅县主要领导召集各科局级干部开紧急会议。据知情人士透露,这次会议主要由县检察院检察长通报案情:程于5月11日8时多进美容厅,先洗头,洗完头又上二楼按摩,按摩完后程即问“打不打炮”,打完炮后店老板举报。民警闻讯前来执法,欲将其带往派出所,途中程不服管教,自己跳车,送往医院抢救不治身亡。事发后县里成立专案组调查,警察没有打人,但是确有看管不严的责任。会议要求所有干部不要起哄,不要信谣、传谣。一位县领导强调,“这个案子是铁案”,“要相信黄梅县委县政府有能力把这个事情摆平”。

湖北省、黄冈市司法部门也参与了此案的调查。5月15日上午,市检察院、市法院及武汉同济医科大学的法医联合对程树良进行尸检。

5月20日,由省市县司法部门及当地政府官员向死者亲属通报,尸检结论证明程嫖过娼(“妓女体内残留物经化验与程血型相同”),死亡原因系自己跳车头部着地。这次官方更加细致地通报了当天的细节,包括程不愿用避孕套,事后一共支付190元钱,包括洗头费、按摩费及嫖娼费,如此等等。一个值得一提的变动是,原来黄梅方面称报警者是发廊老板,这次则改为是一个匿名电话报警,此人无法找到。

对这种种说法,死者家属称有诸多疑点:为什么没有目击群众证言?目击群众称,8时40分左右即看见一个“长子”扭住程不放,而这时“长子”已经完成了“抓嫖”,并与程相持了一段时间,按照官方的死者8时20分进发廊的说法,意味着程在十多分钟的时间内要经历洗头、按摩、等待线人叫来妓女(记者注:按官方说法,妓女是发廊从外面叫来的)、付款等等事情,这合理吗?报警者显然是一个重要证人,先说为发廊老板,现在又变成了一个匿名电话,究竟是谁?

据实施抢救的县人民医院医生描述,程在送到医院时,脸色发青,眼眶青紫,左耳出血,鼻口腔淤血,这时呼吸心跳都没有了。做心内注射,心肺复苏,抢救半小时无效,宣布死亡。死亡后随即做CT显示,脑部系广泛性脑挫伤(脑出血)、枕骨骨折、广泛蛛网膜下腔出血。表明头部受到猛烈撞击。

程树良的同事纷纷反映,武汉理工大学少了一名称职的教授,也少了一个能独挡一面的管理人员。程去年刚刚被提为教授,正是年富力强的时候。1998年,他主持研制的远洋船舶轮机仿真训练器获交通部科技进步一等奖,国家科技进步三等奖。程树良出任系统仿真与控制中心主任后,中心承接各类项目达1800万元,他是项目主要的负责人和技术骨干。

同事对他的评价是“独立工作能力非常强,思维敏捷,富有创造性”。程树良给人的另一个印象是执着。早在六七年前,计算机还在用DOS操作系统的时候,他就把其内核(汇编程序)读了一遍,“这一方面要相当强的理解能力,另一方面要很强的毅力”,大家电脑遇到病毒,都请他用汇编程序解决。

“性格耿直,发表意见从不拐弯抹角。提起社会上一些不良风气,‘没意思’是他的口头禅。”另一名经常与程树良一起出差的同事说,在社会事务方面,程可以说是单纯的,虽然他已44岁。“出差在外,从来不去娱乐场所,业余的最大爱好是抽烟、上机。”

程树良死去时穿着一双破袜子。妻子黄华说,也许是从小生活艰难,丈夫一生节俭。去年他们搬了新房,至今不少邻居电表显示5000多度电,自己家只有2000多度。丈夫一般都在校内理发,3元钱一次,发型永远是自然型的,数十年如一日。

程的妻子黄华说,丈夫从来不会恭维人,一般来说男人哄女人是很正常的,但他从来不哄自己。“是他的性格决定了他的死,”黄华泣不成声地说,“这件事只要他稍微转点弯,先承认了,再作计较也不迟……”

民间的猜测

在黄梅,坊间的猜测大多倾向于“程不会嫖娼”。“堂堂一个大学教授,怎么会瞧得起不入流的野鸡?”也有人分析道:“找小姐只有在高兴时才有心情,程此行是奔丧,怎会有心情?”如此等等。

不过,这些仅仅是猜测。

5月14日,黄梅官方在案情通报中提到,“5·11”事件中警察前去执法是因为发廊老板的举报(后又改为匿名电话举报),一个明显的问题是,发廊小姐卖淫,老板当对警察避之惟恐不及,又何故主动邀请警察?

黄梅县城百姓向记者反映,肇事发廊周边百米内还有两家“黑”发廊。一位开小店的吕姓大爷说,他的小店地处发廊后门的必经之路,派出所经常到这里抓嫖,隔三岔五就有一次,嫖客有服服帖帖跟着走的,也有不服气挨打的。

另外一位王姓大妈说,到发廊抓程树良的那个“长子”,经常到这里来抓嫖,有一次她看到有一个嫖客被打得下跪。不过,这些“嫖客”是不是真的嫖了很难说,有的人路过发廊看见小姐站在门口招手,稍微犹豫一下就可能被拉进去。“你们外地人最好连边都别沾。”一位的士司机对记者说。

一位政府官员说,在黄梅,每抓到一个嫖客罚款3000-5000元,甚至更多,罚款就放人。

记者通过多种关系,联系上黄梅县公安局的一位民警,“我们确实有创收任务”。他说,但他表示不能说具体数字,并说,“制定目标的初衷是好的,是为了提高工作的积极性。”黄梅县公安局行政科一位朱姓科长则否认局里制定了创收任务,但他透露70%的罚没收入财政会返还给公安局。

对于当地的群众来说,程树良的死远没到水落石出的地步,他是否陷入“抓嫖生财”的圈套?到底谁报的案?死前情景如何?都等待着有关部门一一澄清。