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neurallayer · Jun 18, 2024 · eb3bc49 · eb3bc49
1 parent 2aa6973
commit eb3bc49
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Showing 12 changed files with 70 additions and 16 deletions.
diff --git a/pom.xml b/pom.xml
@@ -78,7 +78,7 @@
         <kotlin.version>1.9.24</kotlin.version>
         <kotlin.compiler.languageVersion>1.9</kotlin.compiler.languageVersion>
         <kotlin.compiler.apiVersion>1.9</kotlin.compiler.apiVersion>
-        <slf4j.version>2.0.9</slf4j.version>
+        <slf4j.version>2.0.13</slf4j.version>
         <ibkr.version>10.19</ibkr.version>
         <surefire.failIfNoSpecifiedTests>false</surefire.failIfNoSpecifiedTests>
         <skipIntegrationTests>true</skipIntegrationTests>

diff --git a/roboquant-alphavantage/pom.xml b/roboquant-alphavantage/pom.xml
@@ -35,6 +35,11 @@
             <id>jitpack.io</id>
             <url>https://jitpack.io</url>
         </repository>
+        <repository>
+            <id>maven_central</id>
+            <name>Maven Central</name>
+            <url>https://repo.maven.apache.org/maven2/</url>
+        </repository>
     </repositories>
 
 
@@ -67,7 +72,7 @@
         <dependency>
             <groupId>commons-codec</groupId>
             <artifactId>commons-codec</artifactId>
-            <version>1.16.0</version>
+            <version>1.17.0</version>
         </dependency>
     </dependencies>
 

diff --git a/roboquant-avro/pom.xml b/roboquant-avro/pom.xml
@@ -65,8 +65,15 @@
         <dependency>
             <groupId>com.fasterxml.jackson.core</groupId>
             <artifactId>jackson-core</artifactId>
-            <version>2.16.1</version>
+            <version>2.17.0</version>
         </dependency>
     </dependencies>
+    <repositories>
+        <repository>
+            <id>maven_central</id>
+            <name>Maven Central</name>
+            <url>https://repo.maven.apache.org/maven2/</url>
+        </repository>
+    </repositories>
 
 </project>
diff --git a/roboquant-binance/pom.xml b/roboquant-binance/pom.xml
@@ -63,8 +63,15 @@
         <dependency>
             <groupId>com.squareup.retrofit2</groupId>
             <artifactId>retrofit</artifactId>
-            <version>2.9.0</version>
+            <version>2.11.0</version>
         </dependency>
     </dependencies>
+    <repositories>
+        <repository>
+            <id>maven_central</id>
+            <name>Maven Central</name>
+            <url>https://repo.maven.apache.org/maven2/</url>
+        </repository>
+    </repositories>
 
 </project>
diff --git a/roboquant-jupyter/pom.xml b/roboquant-jupyter/pom.xml
@@ -32,7 +32,7 @@
     </description>
 
     <properties>
-        <jupyter.version>0.12.0-217</jupyter.version>
+        <jupyter.version>0.12.0-235</jupyter.version>
     </properties>
 
     <build>
@@ -71,5 +71,12 @@
             <scope>provided</scope>
         </dependency>
     </dependencies>
+    <repositories>
+        <repository>
+            <id>maven_central</id>
+            <name>Maven Central</name>
+            <url>https://repo.maven.apache.org/maven2/</url>
+        </repository>
+    </repositories>
 
 </project>
diff --git a/roboquant-questdb/pom.xml b/roboquant-questdb/pom.xml
@@ -49,7 +49,7 @@
         <dependency>
             <groupId>org.questdb</groupId>
             <artifactId>questdb</artifactId>
-            <version>7.3.9</version>
+            <version>8.0.1</version>
         </dependency>
 
         <dependency>
@@ -61,5 +61,12 @@
         </dependency>
 
     </dependencies>
+    <repositories>
+        <repository>
+            <id>maven_central</id>
+            <name>Maven Central</name>
+            <url>https://repo.maven.apache.org/maven2/</url>
+        </repository>
+    </repositories>
 
 </project>
diff --git a/roboquant-questdb/src/main/kotlin/org/roboquant/questdb/PriceActionHandler.kt b/roboquant-questdb/src/main/kotlin/org/roboquant/questdb/PriceActionHandler.kt
@@ -108,7 +108,7 @@ private class PriceBarHandler : PriceActionHandler<PriceBar> {
     }
 
     override fun getPriceAction(asset: Asset, record: Record): PriceBar {
-        val agg = record.getSym(7)?.toString()
+        val agg = record.getSymA(7)?.toString()
         val timeSpan = if (agg == null) null else timeSpans.getOrPut(agg) { TimeSpan.parse(agg) }
         return PriceBar(
             asset,

diff --git a/roboquant-questdb/src/main/kotlin/org/roboquant/questdb/QuestDBFeed.kt b/roboquant-questdb/src/main/kotlin/org/roboquant/questdb/QuestDBFeed.kt
@@ -64,7 +64,7 @@ class QuestDBFeed(private val tableName: String, dbPath: Path = Config.home / "q
         val result = mutableListOf<Asset>()
         engine.query("SELECT DISTINCT asset FROM $tableName;") {
             while (hasNext()) {
-                val str = record.getSym(0).toString()
+                val str = record.getSymA(0).toString()
                 result.add(str.deserialize())
             }
         }
@@ -117,7 +117,7 @@ class QuestDBFeed(private val tableName: String, dbPath: Path = Config.home / "q
                     actions = mutableListOf()
                 }
 
-                val str = record.getSym(0).toString()
+                val str = record.getSymA(0).toString()
                 val asset = lookup.getOrPut(str) { str.deserialize() }
                 val price = handler.getPriceAction(asset, record)
                 actions.add(price)

diff --git a/roboquant-questdb/src/main/kotlin/org/roboquant/questdb/extensions.kt b/roboquant-questdb/src/main/kotlin/org/roboquant/questdb/extensions.kt
@@ -60,7 +60,7 @@ internal fun CairoEngine.distictSymbol(tableName: String, column: String): Set<S
                 fact.getCursor(ctx).use { cursor ->
                     while (cursor.hasNext()) {
                         val r = cursor.record
-                        val s = r.getSym(0)
+                        val s = r.getSymA(0)
                         result.add(s.toString())
                     }
                 }
@@ -84,7 +84,7 @@ internal fun CairoEngine.tables(): Set<String> {
     val result = mutableSetOf<String>()
     query("select table_name from tables()") {
         while (hasNext()) {
-            val tableName = record.getStr(0).toString()
+            val tableName = record.getStrA(0).toString()
             result.add(tableName)
         }
     }
@@ -104,7 +104,7 @@ internal fun CairoEngine.tableColumns(tableName: String): Set<String> {
     val result = mutableSetOf<String>()
     query("select \"column\" from table_columns('$tableName')") {
         while (hasNext()) {
-            result.add(record.getStr(0).toString())
+            result.add(record.getStrA(0).toString())
         }
     }
     return result

diff --git a/roboquant-ssr/pom.xml b/roboquant-ssr/pom.xml
@@ -34,7 +34,7 @@
     </description>
 
     <properties>
-        <graalvm.version>23.1.2</graalvm.version>
+        <graalvm.version>24.0.1</graalvm.version>
     </properties>
 
     <build>
@@ -73,5 +73,12 @@
             <version>1.17</version>
         </dependency>
     </dependencies>
+    <repositories>
+        <repository>
+            <id>maven_central</id>
+            <name>Maven Central</name>
+            <url>https://repo.maven.apache.org/maven2/</url>
+        </repository>
+    </repositories>
 
 </project>
diff --git a/roboquant-ta/pom.xml b/roboquant-ta/pom.xml
@@ -47,13 +47,20 @@
         <dependency>
             <groupId>org.ta4j</groupId>
             <artifactId>ta4j-core</artifactId>
-            <version>0.15</version>
+            <version>0.16</version>
         </dependency>
         <dependency>
             <groupId>com.tictactec</groupId>
             <artifactId>ta-lib</artifactId>
             <version>0.4.0</version>
         </dependency>
     </dependencies>
+    <repositories>
+        <repository>
+            <id>maven_central</id>
+            <name>Maven Central</name>
+            <url>https://repo.maven.apache.org/maven2/</url>
+        </repository>
+    </repositories>
 
 </project>
diff --git a/roboquant/pom.xml b/roboquant/pom.xml
@@ -54,18 +54,25 @@
         <dependency>
             <groupId>org.jetbrains.kotlinx</groupId>
             <artifactId>kotlinx-coroutines-core</artifactId>
-            <version>1.8.0</version>
+            <version>1.8.1</version>
         </dependency>
         <dependency>
             <groupId>de.siegmar</groupId>
             <artifactId>fastcsv</artifactId>
-            <version>3.0.0</version>
+            <version>3.2.0</version>
         </dependency>
         <dependency>
             <groupId>org.hipparchus</groupId>
             <artifactId>hipparchus-stat</artifactId>
             <version>3.0</version>
         </dependency>
     </dependencies>
+    <repositories>
+        <repository>
+            <id>maven_central</id>
+            <name>Maven Central</name>
+            <url>https://repo.maven.apache.org/maven2/</url>
+        </repository>
+    </repositories>
 
 </project>