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AlpacaZorroPlugin v1.2.0 Released #484584
11/15/21 20:08
11/15/21 20:08
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kzhao Offline OP
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https://github.com/kzhdev/alpaca_zorro_plugin/releases/tag/v1.2.0

v1.2.0

- Added AlpacaBrokerCommands.h header file.
- Added fractional qty support
* Added AlpacaFractionalLotAmount config. Set this config will modify the LotAmount of a fractionable asset. For example: with AlpacaFractionalLotAmount = 0.0001 in the Zorro.ini or ZorroFix.ini, enterLong(1) places bid of 0.0001 shares of a fractionable asset
* Use BrokerCommand(IS_ASSET_FRACTIONABLE, Asset) to check if current Asset is fractionable. (Need to include AlpacaBorkerCommands.h in the strategy)
- Fix MOC and MOO order can't open error.
- Added IS_ASSERET_FRACTIONABLE, IS_ASSET_SHORABLE, IS_ASSET_EASY_TO_BORROW, IS_ASSET_MARGINABLE custom broker commands
- Added a Description column in the generated AssetList.csv

Last edited by kzhao; 11/15/21 20:09.
Re: AlpacaZorroPlugin v1.2.0 Released [Re: kzhao] #484589
11/16/21 17:50
11/16/21 17:50
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DdlV Offline
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Thanks @kzhao!

One comment: For most of Zorro, the Assets.csv ends with Symbol. However, for the Z9 strategy, one other Type field is added. Perhaps the AssetsAlpaca.csv file should include this Type field (set to 0, probably) between Symbol and Description?

Thanks.

Re: AlpacaZorroPlugin v1.2.0 Released [Re: kzhao] #484590
11/16/21 18:43
11/16/21 18:43
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kzhao Offline OP
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@DdIV Sure, I can add the Type field. I can't find anywhere mentioned the Type field in the AssetList. Is the Type field used by the assetType(string Name) int function?

Re: AlpacaZorroPlugin v1.2.0 Released [Re: kzhao] #484591
11/16/21 19:31
11/16/21 19:31
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AndrewAMD Online
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Type is not a standard Asset list field, it is custom. The extra columns are routed into an AssetVar or AssetStr. Z9 then uses it specifically for that strategy.
https://zorro-project.com/manual/en/account.htm
https://zorro-trader.com/manual/en/algovar.htm
https://zorro-project.com/manual/en/zsystems.htm
Originally Posted by kzhao
Is the Type field used by the assetType(string Name) int function?
No. All that function does is interpret the Asset name.
https://zorro-trader.com/manual/en/asset.htm

Re: AlpacaZorroPlugin v1.2.0 Released [Re: kzhao] #484592
11/16/21 22:27
11/16/21 22:27
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Thanks for the clarifications & references, @AndrewAMD!

@kzhao, given that Type is used by an official Z Strategy, it would still seem to make sense to include it so the generated Asset list would apply to all known official Zorro strategies?

Thanks.

Re: AlpacaZorroPlugin v1.2.0 Released [Re: kzhao] #484593
11/16/21 22:41
11/16/21 22:41
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@kzhao, also with the recent Zorro change, Leverage is not used. Plugging 1 is probably OK, but should also plug -100 into MarginCost?

Thanks.

Re: AlpacaZorroPlugin v1.2.0 Released [Re: kzhao] #484594
11/17/21 00:20
11/17/21 00:20
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kzhao Offline OP
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@AndrewAMD Thanks the information

Re: AlpacaZorroPlugin v1.2.0 Released [Re: kzhao] #484595
11/17/21 00:44
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kzhao Offline OP
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@DdIV Yeah, I can add the MarginCost column

Re: AlpacaZorroPlugin v1.2.0 Released [Re: kzhao] #484599
11/17/21 18:14
11/17/21 18:14
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kzhao Offline OP
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Re: AlpacaZorroPlugin v1.2.0 Released [Re: kzhao] #484637
11/23/21 09:51
11/23/21 09:51
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Thanks @kzhao!

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