universe builder for usim
<universe path="${usimpath}/bin/libuniversefutures.so"
id="univfutures" startdate="20131105" enddate="20131210"
allFuturesTicker="fut_contracts_all.txt"
allTradeDays="fut_tradedays_all.txt" readonly="false"
simtype="intraday" realtime="false" simInterval="60"
sessions="9:15am-11:30:00.000, 1:00pm-15:00"
delaydatatime="200" daystarttime="50000" />
Dependency: none
| parameter | type | default | description |
|---|---|---|---|
| path | string | required | path to the so file |
| id | string | required | identifier |
| startdate | int | required | start date of sim |
| enddate | int | required | end date of sim |
| daystarttime | int | 50000 | start time of a day; Earlier than this will be considered yesterday. Default is 5 am. |
| dayendtime | int | 180000 | end time of a day; Later than this will be considered next day. Default is 6 pm. |
| allTradeDays | string | required | path to trade days file |
| readonly | bool | false | is universe read-only |
| simtype | string | daily | 'daily(interday)' or 'intraday' |
| realtime | bool | false | If this is real time sim. if true, enddate must be 'today', otherwise realtime forced to be false. |
| simInterval | string | required | (intraday only) intraday trading sessions. String literal in human readable format: 9:15am-11:30am means morning 9:00 to 11:30, acceptable formats include: HH::MM::SS.mmm, HH::MM, HH::MM::SS, am/pm/AM/PM/A.M./P.M. (case insensitive). |
| sessions | string | required | (intraday only) interval of sim. String literal in human readable format: 100ms, 1 hour, 1 min, 10 us, 20 s, and etc. Unit: s/sec/second(s), m/min/minute(s), h/hour, ms/millisecond(s), us/macrosecond(s). Different sessions are separated by space or comma (case insensitive). |
| delaydatatime | int | 0 | delay the data receiving time, in milli-seconds |
| commodities | string | all | (futures only) commodities selected into the universe. separated by space or comma |
| exclude | string | empty | (futures only) commodities excluded from the universe. separated by space or comma |