Dev Update – 1st Mar 2021

Orbit Products

This sprint was very challenging for us; we were simultaneously handling two important tasks: Orbit testing and Migration. But it was a fruitful sprint in the end. We have successfully finished Orbit testing, and the migration is on a roll so far. We will share details of Orbit performance next week, so stay tuned. 🙂

Athena

Parameter Optimization for crypto asset

  • The journey to find an optimized parameter for crypto asset is still going on with several updates. While we were in the optimization process, we came up with some ideas that are likely to prevent overfitting problems. We updated the optimization codes 13 times, so we have 13 optimization results. The number of tests for the optimization is more than 10,000, not a small number to analyze. We will analyze the results to find the appropriate parameters.

Parameter Optimization for Korean stock

  • On the way of the Crypto asset optimization, we wanted to start a parameter optimization for Korean stock because the process took a long time to be completed. Due to crypto asset optimization codes, we could write the code easily. We all want to see the results of the optimization to tune the Orbit for better performance.

Bugfix & Updates

  • Data sampling error fixed for weekly data
  • Data aggregation logic updated in data sampling
  • Data processing logic updated, adding some features.
  • Task messaging error fixed.
  • cumsum logic error fixed

Mercury

Airflow Migration

  • Airflow is the heart of data crawling in the system; it schedules data crawling and data processing without human interventions. If Airflow stops, the whole system can not get data.
  • The migration process went smoothly but checking the workability of the airflow was a time-consuming job. We need to do it with extra care to make sure.

Data Plugin Migration

  • After airflow migration, we began to migrate data plugins working in the airflow. We have many data plugins, and each has a different purpose, such as crypto asset price data, stock price data, index data, and so on.
  • The migration is likely to end in April because we have many plugins and checking the workability

Bugfix & Updates

  • Data merge error fixed.
  • Time error due to different timezone fixed
  • Long string error fixed
  • Machine learning table updated
  •  

Get early access to the latest updates on the MoA

Get early access to the latest updates on the MoA Investment Solutions