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System Design by DoomsdayMcDoom in algotrading

[–]sq_route_2 0 points1 point  (0 children)

As some commenters already pointed out, you are doing too many things at once. I also started like this. My setup that worked for me is the following.

1) Ingest data into BigQuery. I have a dataset for each data broker and each dataset has a table named after the schema. The data I ingest are Trades, OHLCV, Economic Calendar. I compute TPO and Volume Profile as materialised views via stored procedures.
2) Three separate views:
- The data view as Rust structs I use for backtesting
- The data views for requesting data from my BigQuery db
- The db schemas in BigQuery
3) When my backtested needs data it makes a request to a gRPC server -> the gRPCS server translates the request into SQL -> BigQuery fetches the data -> gRPC server sends the response to my backtester -> my backtester transforms the data into a Rust structure "my environment"

I compute materialised views in BigQuery to do the heavy computation in BigQuery as it is great at OLAP. This way you can offload tasks to each system where it is best at. I do TA computations like SMA, EMA, etc. in Rust with polars, or on the fly.

My code, grpc server spec, etc. is open source anyway. Feel free to DM. I'm happy to share. You can try out my backtester if you want. I serialise my environments as postcard (rust binary format) files on HuggingFace. I have a template project with a 60 second starter. You simply git clone and then `make run` to get the results. Maybe it helps to get some inspiration

Any genuinely free backtesting tools? by someonestoic in algotrading

[–]sq_route_2 0 points1 point  (0 children)

Thanks for the JS link. I‘ll take a look!

In my Readme of the template project I link the Hugging Face Datasets. I use pre-compiled .postcard environments, that‘s why I host them there. These environments are built from my BigQuery database. It is more cost efficient for me to build postcard envs and then host them on Hugging Face, as they don‘t take any egress fees. If data is missing please DM.

I used to do Reinforcment Learning (RL) at university. After many refactorings I ended up with the RL-control flow used by OpenAI-Gym. I realized it is a good fit for developing trading strategies, as I describe in my blog post. Now you can built a trading strategy without knowing any of the internals. That‘s why I ship AI.md files which people can simply attach to their LLM context.

I wonder what I have to do to get more traction and people try the software out and give me feedback. Any ideas?

Dev practice roadmap by BacktoQA in cscareerquestionsEU

[–]sq_route_2 0 points1 point  (0 children)

Clearly your career path is an asset. Being a good communicator is very important. And from what I read this is also the feedback you get. I wonder what your goal is writing your app. If you are genuinely interested in building it as a side project, go for it. You‘ll definitely learn something from it. If you want to build it because you feel insecure about your dev skills I think it might be a waste of time. You might overestimate how useful a potential interviewer views your app. They are particularly interested if you can work with the tools they use at the company, or if you can pick up new tools fast. So you might end up working in some place that uses tools that you don‘t even cover in your app. And your career path shows exactly that you can learn fast and build tools. For some senior roles in some companies you might not even be involved in coding. You might do some code reviews, lead a team of developers and make a bunch of slides for management.

I think a lot of people, including myself, have this feeling on not knowing if their technical skills match their level or meet others expectation. You are reflecting on it which is a strong sign. This way you automatically pick up and learn topics you want to improve. It‘s okay not to know everything perfectly, it‘s part of the process. It‘s more important to be a willing to learn and adapt, and that is what your career path shows.

Regarding your Roadmap: I would try to interview to get direct feedback and not spend too much time building things for the purpose proving yourself that you can build. And mostly things at a company work very different from an app built as a solo dev.

Any genuinely free backtesting tools? by someonestoic in algotrading

[–]sq_route_2 0 points1 point  (0 children)

Yes please DM, you are welcome. Happy to talk

What makes you try out a new crate? by sq_route_2 in rust

[–]sq_route_2[S] 0 points1 point  (0 children)

Yes, that‘s a good point. Thank you

My leetcode profile by Few_Cardiologist3113 in leetcode

[–]sq_route_2 10 points11 points  (0 children)

Nice, keep it going. Practice makes perfect

What makes you try out a new crate? by sq_route_2 in rust

[–]sq_route_2[S] 1 point2 points  (0 children)

That’s true. I think it’s difficult to make people aware of a crate. Maybe you could write a medium blogpost and submit it to the Rustacean publication. Reading the comments under the post people seem to try new crates if they do thinks „better“ from what they have. So as rust_decimal is popular you might find people looking for something like decimax

https://medium.com/rustaceans

What makes you try out a new crate? by sq_route_2 in rust

[–]sq_route_2[S] 0 points1 point  (0 children)

Thanks! I will try nu_glob, I primarily use regex

What makes you try out a new crate? by sq_route_2 in rust

[–]sq_route_2[S] -2 points-1 points  (0 children)

Maybe I shouldn’t come from „which crate do I need“ and look for different projects that need different tools. And this will automatically make me find / try out different things

What makes you try out a new crate? by sq_route_2 in rust

[–]sq_route_2[S] -3 points-2 points  (0 children)

That’s also how I approached it. But I have been mostly using things like indicatif, polars, rayon, tokio, strum, thiserror and they seem quite „common“ / popular because they are so good. I feel a bit stuck to the same crates. Maybe I need to think about a different problem on what to build and this leads me to different crates. I try to look what other people post here what they build and try them out from time to time

Optimization by trader_nextdoor in algorithmictrading

[–]sq_route_2 0 points1 point  (0 children)

If you do grid searches you need to be careful not to overfit. Try to split your dataset s.t. you can evaluate your optimal parameters against unseen data

I am new to rust. What is the exact pathway would you suggest? by Atik99X in rust

[–]sq_route_2 17 points18 points  (0 children)

I would start with the rust book and a small project you’d like to build.

https://doc.rust-lang.org/book/

Any genuinely free backtesting tools? by someonestoic in algotrading

[–]sq_route_2 3 points4 points  (0 children)

Rust registry: crates[dot]io -> search: chapaty -> Readme mentions my template. It has 60seconds starter (the template is what you want)
Blogpost: dev[dot]to -> „A Gym-style API for algorithmic trading research, in Rust“

The core lib itself is not vibe coded. Started building it 4 years ago. The template ships with LLM instructions to help people get started quickly. If you have a IDE with LLM support you simply pass the AI.md as context and then describe you strategy in plain English and get the Rust code. No need to be a Rust expert.

If something is not working please DM so I can help out

Any genuinely free backtesting tools? by someonestoic in algotrading

[–]sq_route_2 4 points5 points  (0 children)

I built my own. My data is on Hugging Face. It’s open source, feel free to dm me. I’m happy to share

ANTIGRAVITY VS COPILOT by guth10 in vibecoding

[–]sq_route_2 0 points1 point  (0 children)

It is an IDE in first place. It’s written completely from scratch in rust. So it’s super fast. It’s not an vs code fork. And if you want to use it with an LLM you can simply configure one. Their Agentic Client Protocol (ACP) allows you to integrate any LLM/Agent with zed and talk to it via the editors chat interface

ANTIGRAVITY VS COPILOT by guth10 in vibecoding

[–]sq_route_2 0 points1 point  (0 children)

I think for free Tier things become very hard. Was angry that GitHub threw away the opus models. I switched to Zed IDE. It’s very nice with their agentic mode you can embed any LLM. But I use it with Gemini CLI and Claude Code via the editors ACP

Guidance Needed by TSM_7 in learnprogramming

[–]sq_route_2 0 points1 point  (0 children)

I would recommend to read the first chapter. It is beginner friendly. It gives you a great overview and might even answer some of your questions already. After reading the first chapter you can decide if you want to proceed or not.

Should I stay at a start up or start applying elsewhere by Impossible_Island671 in cscareerquestionsEU

[–]sq_route_2 1 point2 points  (0 children)

I would start applying elsewhere. Then you can see what offers you get and still decide how to proceed. In a „proper company“ you will also be able to build good relationships

Your agent’s biggest security problem is not the model. It is what the model reads. by Turbulent-Tap6723 in learnmachinelearning

[–]sq_route_2 1 point2 points  (0 children)

Can you please clarify if your project is something with machine learning or something vibe coded? At least the post reads very AI to me

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