Run the daily loop on a server with systemd user units
deploy/systemd holds an IB Gateway service (IBC under Xvfb, paper) and timers for the 09:50 ET rebalance, 16:15 ET fills, and a weekly constituents refresh; make install-units installs them. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
12
Makefile
12
Makefile
@@ -6,7 +6,7 @@
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# open, so start after 09:47 ET.
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RUN = uv run ibkr-quant
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.PHONY: test universe check bars plan submit fills backtest
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.PHONY: test universe check bars plan submit fills backtest install-units
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test:
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uv run pytest -q
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@@ -32,3 +32,13 @@ fills:
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# e.g. make backtest ARGS="--top-n 5 10 20 --every 1 5 --capital 10000"
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backtest:
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$(RUN) backtest $(ARGS)
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# On the server: install the systemd user units from deploy/systemd. The timers
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# start now; the Gateway is only enabled for boot, so start it by hand
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# (systemctl --user start ibgateway) once ~/ibc/config.ini has the credentials.
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install-units:
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mkdir -p ~/.config/systemd/user
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cp deploy/systemd/* ~/.config/systemd/user/
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systemctl --user daemon-reload
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systemctl --user enable ibgateway.service
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systemctl --user enable --now ibkr-quant-trade.timer ibkr-quant-fills.timer ibkr-quant-universe.timer
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12
deploy/systemd/ibgateway.service
Normal file
12
deploy/systemd/ibgateway.service
Normal file
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[Unit]
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Description=IB Gateway (paper) logged in by IBC, headless under Xvfb
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After=network-online.target
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[Service]
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Type=simple
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ExecStart=/usr/bin/xvfb-run -a -s "-screen 0 1024x768x24" %h/ibc/gatewaystart.sh -inline
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Restart=always
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RestartSec=60
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[Install]
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WantedBy=default.target
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9
deploy/systemd/ibkr-quant-fills.service
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9
deploy/systemd/ibkr-quant-fills.service
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@@ -0,0 +1,9 @@
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[Unit]
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Description=ibkr-quant: record today's executions
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After=ibgateway.service
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[Service]
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Type=oneshot
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WorkingDirectory=%h/projects/ibkr-quant
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Environment=PATH=%h/.local/bin:/usr/local/bin:/usr/bin:/bin
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ExecStart=/usr/bin/make fills
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8
deploy/systemd/ibkr-quant-fills.timer
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8
deploy/systemd/ibkr-quant-fills.timer
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@@ -0,0 +1,8 @@
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[Unit]
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Description=ibkr-quant executions, 16:15 New York time on weekdays
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[Timer]
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OnCalendar=Mon..Fri 16:15 America/New_York
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[Install]
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WantedBy=timers.target
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15
deploy/systemd/ibkr-quant-trade.service
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15
deploy/systemd/ibkr-quant-trade.service
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@@ -0,0 +1,15 @@
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[Unit]
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Description=ibkr-quant daily rebalance: today's bars, then MOC orders
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After=ibgateway.service
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# Retries cover today's bar arriving late (delayed data) and Gateway restarts;
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# make submit refuses to double-submit while orders are open.
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StartLimitIntervalSec=7200
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StartLimitBurst=6
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[Service]
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Type=oneshot
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WorkingDirectory=%h/projects/ibkr-quant
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Environment=PATH=%h/.local/bin:/usr/local/bin:/usr/bin:/bin
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ExecStart=/usr/bin/make bars submit
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Restart=on-failure
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RestartSec=300
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9
deploy/systemd/ibkr-quant-trade.timer
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9
deploy/systemd/ibkr-quant-trade.timer
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[Unit]
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Description=ibkr-quant daily rebalance, 09:50 New York time on weekdays
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[Timer]
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OnCalendar=Mon..Fri 09:50 America/New_York
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Persistent=true
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[Install]
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WantedBy=timers.target
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10
deploy/systemd/ibkr-quant-universe.service
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10
deploy/systemd/ibkr-quant-universe.service
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[Unit]
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Description=ibkr-quant: refresh S&P 500 constituents from Wikipedia
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[Service]
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Type=oneshot
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WorkingDirectory=%h/projects/ibkr-quant
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Environment=PATH=%h/.local/bin:/usr/local/bin:/usr/bin:/bin
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# pc reaches Wikipedia only through its local proxy.
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Environment=https_proxy=http://127.0.0.1:7890
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ExecStart=/usr/bin/make universe
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9
deploy/systemd/ibkr-quant-universe.timer
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9
deploy/systemd/ibkr-quant-universe.timer
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[Unit]
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Description=ibkr-quant constituents refresh, Sundays
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[Timer]
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OnCalendar=Sun 12:00 America/New_York
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Persistent=true
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[Install]
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WantedBy=timers.target
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