Getting Started with GeniusTrader

I'm going to document my efforts with GeniusTrader http://GeniusTrader.org to move from fully manual trading to fully automatic. I will be managing this project using an Agile process.

 

I'm going to use a spare PC. I have installed Ubuntu Linux 7.10.

Table of Contents:
1.0 Get Linux
1.1 Get GeniusTrader
1.2 Get Data Source
1.3 Configure System to automatically update data


1.0 Get Linux:

You can get Ubuntu from http://www.ubuntu.com/getubuntu/download

Alternatively, you could run ubuntu in a vmware virtual machine.

Download free vmware player from vmware.com

Download ubuntu virtual machine:

http://www.vmware.com/appliances/directory/1068

1.1 Get GeniusTrader (from first time tutorial: http://www.geniustrader.org/first_use.html )
gt@yoda:~$ mkdir GeniusTrader
gt@yoda:~$ cd GeniusTrader/
gt@yoda:~/GeniusTrader$ mkdir tarballs
gt@yoda:~/GeniusTrader$ cd tarballs/
gt@yoda:~/GeniusTrader/tarballs$ wget http://www.geniustrader.org/cgi-bin/viewcvs.cgi/trunk/GT.tar.gz?view=tar
--12:55:30-- http://www.geniustrader.org/cgi-bin/viewcvs.cgi/trunk/GT.tar.gz?view=tar
=> `GT.tar.gz?view=tar'
Resolving www.geniustrader.org... 212.85.152.62
Connecting to www.geniustrader.org|212.85.152.62|:80... connected.
HTTP request sent, awaiting response... 200 OK
Length: unspecified [application/octet-stream]

Downloaded: 340,970 bytes in 1 files
gt@yoda:~/GeniusTrader/tarballs$ mv GT.tar.gz\?view\=tar GT.tar.gz
gt@yoda:~/GeniusTrader/tarballs$ wget http://www.geniustrader.org/cgi-bin/viewcvs.cgi/trunk/Scripts.tar.gz?view=tar
--12:56:01-- http://www.geniustrader.org/cgi-bin/viewcvs.cgi/trunk/Scripts.tar.gz?view=tar
=> `Scripts.tar.gz?view=tar'
Resolving www.geniustrader.org... 212.85.152.62
Connecting to www.geniustrader.org|212.85.152.62|:80... connected.
HTTP request sent, awaiting response... 200 OK
Length: unspecified [application/octet-stream]

[ <=> ] 95,596 68.98K/s

12:56:03 (68.82 KB/s) - `Scripts.tar.gz?view=tar' saved [95596]

gt@yoda:~/GeniusTrader/tarballs$ mv
GT.tar.gz Scripts.tar.gz?view=tar
gt@yoda:~/GeniusTrader/tarballs$ mv Scripts.tar.gz\?view\=tar Scripts.tar.gz
gt@yoda:~/GeniusTrader/tarballs$ ls
GT.tar.gz Scripts.tar.gz
gt@yoda:~/GeniusTrader/tarballs$ cd ..
gt@yoda:~/GeniusTrader$ tar xfz tarballs/GT.tar.gz
gt@yoda:~/GeniusTrader$ tar xfz tarballs/Scripts.tar.gz
gt@yoda:~/GeniusTrader$ ls
GT Scripts tarballs

gt@yoda:~/GeniusTrader$ sudo apt-get install libdate-calc-perl libgetargs-long-perl libxml-libxml-perl libcompress-zlib-perl libdate-manip-perl
Reading package lists... Done
Building dependency tree
Reading state information... Done
The following extra packages will be installed:
libbit-vector-perl libcarp-clan-perl libcompress-raw-zlib-perl
libio-compress-base-perl libio-compress-zlib-perl liblog-agent-perl
libxml-libxml-common-perl libxml-namespacesupport-perl libxml-sax-perl
The following NEW packages will be installed:
libbit-vector-perl libcarp-clan-perl libcompress-raw-zlib-perl
libcompress-zlib-perl libdate-calc-perl libgetargs-long-perl
libio-compress-base-perl libio-compress-zlib-perl liblog-agent-perl
libxml-libxml-common-perl libxml-libxml-perl libxml-namespacesupport-perl
libxml-sax-perl
0 upgraded, 13 newly installed, 0 to remove and 195 not upgraded.
Need to get 1317kB of archives.
After unpacking, 5018kB of additional disk space will be used.
Do you want to continue [Y/n]?
Y


Now get sample data:

gt@yoda:~/GeniusTrader$ cd tarballs
gt@yoda:~/GeniusTrader/tarballs$ wget http://www.geniustrader.org/examples/data.tar.gz
--13:04:40-- http://www.geniustrader.org/examples/data.tar.gz
=> `data.tar.gz'
Resolving www.geniustrader.org... 212.85.152.62
Connecting to www.geniustrader.org|212.85.152.62|:80... connected.
HTTP request sent, awaiting response... 200 OK
Length: 118,151 (115K) [application/x-gzip]

100%[====================================>] 118,151 66.90K/s

13:04:42 (66.73 KB/s) - `data.tar.gz' saved [118151/118151]

gt@yoda:~/GeniusTrader/tarballs$ cd ..
gt@yoda:~/GeniusTrader$ tar zxf tarballs/data.tar.gz
gt@yoda:~/GeniusTrader$ ls
data GT Scripts tarballs
gt@yoda:~/GeniusTrader$ cd data/
gt@yoda:~/GeniusTrader/data$ ls
12040.txt 13000.txt 13330.txt
gt@yoda:~/GeniusTrader/data$ cd ..
gt@yoda:~/GeniusTrader$

Now execute the instructions in the Setup your source of data section of http://www.geniustrader.org/first_use.html

Note:
If you get a permission denied message when running the perl scripts (the .pl files), run them with perl:

perl display_indicator.pl I:RSI 13000 | less

 

1.2 Get Data Source
==============

Since I'm concerned only with EOD prices, I am going to use Beancounter. http://dirk.eddelbuettel.com/code/beancounter.html


Following http://dirk.eddelbuettel.com/code/beancounter.howto.html

gt@yoda:~/GeniusTrader/Scripts$ sudo apt-get install beancounter

gt@yoda:~/GeniusTrader/Scripts$ sudo apt-get install mysql-server

Set a mysql root password when prompted.

Now run setup_beancounter -m -s

*** Error: No mysql user 'gt'

We were unable to start mysql as the user 'gt' does not exist
You need to create a MySQL user 'gt' first:

Change to super user (MySQL Admin): $ su -
Start mysql program with mysql db: # mysql mysql
Create the user: grant all privileges on *.* to gt@localhost;
Exit from user mysql: > \q
Exit from super user: # exit

and then run this script again.

Ok so now create the mysql user "gt' where 'gt' is your login name.

gt@yoda:~/GeniusTrader/Scripts$ msqyl -u root -p
bash: msqyl: command not found
gt@yoda:~/GeniusTrader/Scripts$ mysql -u root -p
Enter password: <# This is your mysql root password from above #>
Welcome to the MySQL monitor. Commands end with ; or \g.
Your MySQL connection id is 2
Server version: 5.0.45-Debian_1ubuntu3.1-log Debian etch distribution

Type 'help;' or '\h' for help. Type '\c' to clear the buffer.

mysql> grant all privileges on *.* to gt@localhost;
Query OK, 0 rows affected (0.02 sec)

mysql> \q
Bye

rerun setup_beancounter -m -s

gt@yoda:~/GeniusTrader/Scripts$ setup_beancounter -m -s
Now using MySQL
Creating beancounter database

Creating beancounter database tables
Schema created, exiting

Now finally add a symbol to track:

gt@yoda:~/GeniusTrader/Scripts$ beancounter --dbsystem MySQL --dbname beancounter addstock QQQQ

gt@yoda:~/GeniusTrader/Scripts$ beancounter --dbsystem MySQL --dbname beancounter backpopulate --prevdate '1 year ago' --date 'yesterday' QQQQ
Config file /home/gt/.beancounterrc not found, ignored.
Adding QQQQ from 20070315 to 20080314
gt@yoda:~/GeniusTrader/Scripts$ gt@yoda:~/GeniusTrader/Scripts$ beancounter --dbsystem MySQL --dbname beancounter addstock QQQQ


1.3 Automatically Updating Quotes Each Day
=============================

Finally setup a cronjob to automatially update each day:

Create a file eg (crontab.txt) with this in it:

53 16 * * 1-5 gt beancounter --dbsystem MySQL --dbname beancounter update --forceupdate today

and then

crontab crontab.txt

To check that it worked:

crontab -l

Now at 4:53 each weekday the database is updated.

This is where I stop for now. I need to figure out how to get GeniusTrader to use the BeanCounter database.

 

whats the datasource feeding the mysql database?

 

It definitely makes sense to create your own trading platform (or to find open-source one) if you want to make custom changes to the way it works. At the moment I'm trying to do the same thing. But it seems Perl is not the most suitable technology for this purpose. Is there any other code avaliable out there?

 

Ctrader,

are you still trying to use GeniusTrader?

 

I have GeniusTrader installed and am still trying to wade through it. I am a PERL programmer, but it has a LARGE learning curve (not the PERL, GeniusTrader itself). Anyone having success with it?