Release Notes

Version 0.5.8

Release Date: 2018-03-29

Bug Fixes

  • Fix Data Marketplace release on mainnet

Version 0.5.7

Release Date: 2018-03-29

Build

  • Data Marketplace deployed on mainnet.
  • Added progress indicators for publishing data, and made the data publishing synchronous to provide feedback to the publisher.

Bug Fixes

  • fixes in storing and loading the state #214, #287

Version 0.5.6

Release Date: 2018-03-22

Build

  • Data Marketplace: ensures compatibility across wallets, now fully supporting ledger, trezor, keystore, private key. Partial support for metamask (includes sign_msg, but not sign_tx). Current support for Digital Bitbox is unknown, but believed to be supported.
  • Data Marketplace: Switched online provider from MyEtherWallet to MyCrypto.
  • Data Marketplace: Added progress indicator for data ingestion.

Bug Fixes

  • Changed benchmark to be constant, so it doesn’t ingest data at all. Temporary fix for #271, #285

Version 0.5.5

Release Date: 2018-03-19

Bug Fixes

  • Fixed an issue with the data history in daily frequency #274
  • Fix hourly frequency issues #227 and #114

Version 0.5.4

Release Date: 2018-03-14

Build

  • Switched Data Marketplace from Ropstein testnet to Rinkeby testnet after incorporating changes resulting from the marketplace contract audit
  • Several usability improvements of the Data Marketplace that make the –dataset parameter optional. If it is not included in the command line, will list available datasets, and let you choose interactively.

Bug Fixes

  • Fix Binance requirement of symbol to be included in the cancelled order #204
  • Fix notenoughcasherror when an open order is filled minutes later #237
  • Properly handle of empty candles received from exchanges #236
  • Added a function to reduce open orders amount from calculated target/amount for target orders #243
  • Fix missing file in live trading mode on date change #252, #253
  • Upgraded Data Marketplace to Web3==4.0.0b11, which was breaking some functionality from prior version 4.0.0b7 #257
  • Always request more data to avoid empty bars and always give the exact bar number #260

Documentation

  • PyCharm documentation #195
  • Added TA-Lib troubleshooting instructions
  • Added instructions on how to create a Conda environment for Python 3.6, and updated Visual C++ instructions for Windows and Python 3
  • Linking example algorithms in the documentation to their sources

Version 0.5.3

Release Date: 2018-02-09

Bug Fixes

  • Fixed an issue with last candle in backtesting #219

Version 0.5.2

Release Date: 2018-02-08

Bug Fixes

  • Fixed an issue with live candle values #216 and #199

Version 0.5.1

Release Date: 2018-02-07

Bug Fixes

  • Fixed an issue with orders that stay open #211
  • Fixed Jupyter issues #179
  • Fetching multiple tickers in one call to minimize rate limit risks #174
  • Improved live state presentation #171

Build

  • Introducing the Enigma Marketplace

Version 0.4.7

Release Date: 2018-01-19

Bug Fixes

  • Fixing issue #137 impacting the CLI

Build

  • Implemented authentication aliases (#60)

Version 0.4.6

Release Date: 2018-01-18

Bug Fixes

  • Fixed some Python3 issues
  • Reading the trade log to get executed order prices on exchanges like Binance (#151)
  • Fixed issue with market order executing price (#150 and #111)
  • Implemented standardized symbol mapping (#157)
  • Improved error handling for unsupported timeframes (#159)
  • Using Bitfinex instead of Poloniex to fetch btc_usdt benchmark (#161)

Build

  • Added a context.state dict to keep arbitrary state values between runs
  • Added ability to stop live algo at specified end date

Version 0.4.5

Release Date: 2018-01-12

Bug Fixes

  • Improved order execution for exchanges supporting trade lists (#151)
  • Fixed an issue where requesting history of multiple assets repeats values
  • Raising an error for order amounts smaller than exchange lots
  • Handling multiple req errors with tickers more gracefully (#160)

Version 0.4.4

Release Date: 2018-01-09

Bug Fixes

  • Removed redundant capital_base validation (#142)
  • Fixed portfolio update issue with restored state (#111)
  • Skipping cash validation where there are open orders (#144)

Version 0.4.3

Release Date: 2018-01-05

Bug Fixes

  • Fixed CLI issue (#137)
  • Upgraded CCXT

Version 0.4.2

Release Date: 2018-01-03

Bug Fixes

  • Fixed cash synchronization issue (#133)
  • Fixed positions synchronization issue (#132)
  • Patched empyrical to resolve a np.log1p issue (#126)
  • Fixed a paper trading issue (#124)
  • Fixed a commission issue (#104)
  • Fixed a poloniex specific issue in live trading (#103)

Build

  • Caching CCXT market info to limit round-trips (#99)
  • Tentative support for Pipeline (#96)

Version 0.4.0

Release Date: 2017-12-12

Bug Fixes

  • Changed Poloniex interface (should solve #95 and #94)
  • Solved issue with overriding commission and slippage (#87)
  • Fixed inefficiency with Bittrex current prices (#76)

Build

  • Integrated with CCXT
  • Added paper trading capability (simulate_orders=True param in live mode)
  • More granular commissions (#82)
  • Added market orders in live mode (#81)

Version 0.3.10

Release Date: 2017-11-28

Bug Fixes

  • Fixed issue with fetching assets with daily frequency

Version 0.3.9

Release Date: 2017-11-28

Bug Fixes

  • Fixed sortino warning issues (#77)
  • Adjusted computation of last candle of data.history (#71)

Build

  • Added capital_base parameter to live mode to limit cash (#79)
  • Added support for csv ingestion (#65)
  • Improved cash display in running stats (#80)

Version 0.3.8

Release Date: 2017-11-14

Bug Fixes

  • Fixed a warning filter issue introduced with the latest release

Version 0.3.7

Release Date: 2017-11-14

Bug Fixes

  • Fixed an SSL cert issue (#64)
  • Fixed cumulative stats warnings (#63)
  • Disabled auto-ingestion because of unresolved caching issues (#47)
  • Standardized live-trading stats (#61)

Build

  • Added a mean-reversion sample algo
  • Added minutely stats in the analyze() function (#62)
  • Added specificity to some error messages

Version 0.3.6

Release Date: 2017-11-4

Bug Fixes

  • Fixed an issue with single bar data.history() (#55)

Version 0.3.5

Release Date: 2017-11-4

Bug Fixes

  • Added workaround for: KeyError: Timestamp error (#53)

Version 0.3.4

Release Date: 2017-11-2

Bug Fixes

  • Fixed issue with auto-ingestion of minute data (#47)
  • Fixed issue with sell orders in backtesting
  • Fixed data frequency issues with data.history() in backtesting
  • Fixed an issue with can_trade()
  • Reduced the commission and slippage values to account for lower volume transactions

Build

  • Added more unit tests

Documentation

Version 0.3.3

Release Date: 2017-10-26

Bug Fixes

  • Fix missing -x in ingest-exchange
  • Fix issue with daily chunks end date (data bundles)
  • Fix issue in the prepare_chunk logic (data bundles)

Build

  • Added data validation unit tests

Version 0.3.2

Release Date: 2017-10-25

Bug Fixes

  • Fix to work with empty data bundles
  • Fix Windows path of $HOME/.catalyst folder
  • Fix etc/python2.7-environment.yml for Windows Conda install
  • Fix hash method to create sid numbers compatible across platforms
  • Fix an issue with asset date in chunks

Build

  • Python3 adjustments
  • Added method to clean bundle folders, and remove symbols.json
  • Implemented and improved unit tests

Version 0.3.1

Release Date: 2017-10-22

Bug Fixes

  • Fixed OS-dependent path issue in data bundle
  • Changed handling of empty auth.json, instead of throwing an error for missing file
  • Updated etc/python2.7-environment.yml to work with Catalyst version 0.3
  • Updated catalyst/examples/buy_and_hodl.py and catalyst/examples/buy_low_sell_high.py to work with Catalyst version 0.3

Version 0.3

Release Date: 2017-10-20

  • Standardized live and backtesting syntax
  • Added a repository for historical data
  • Added supported for multiple exchanges per algorithm
  • Added a standardized dictionary of symbols for each exchange
  • Added auto-ingestion of bundle data while backtesting
  • Bug fixes

Version 0.2.dev5

Release Date: 2017-10-03

  • Fixes bug in data.history function that was formatting ‘volume’ data as integers, now they are returned as floats with up to 9 decimals of precision. Data bundles redone.

Version 0.2.dev4

Release Date: 2017-09-20

  • Fixes bug in the pricing resolution of 1-minute data, now set to 8 decimal places. Pricing resolution of daily data remains set to 9 decimal places.
  • The current data bundle takes 340MB compressed for download, and 460MB uncompressed on disk for Catalyst to use.

Version 0.2.dev3

Release Date: 2017-09-20

  • 1-minute resolution OHLCV data bundle for backtesting from Poloniex exchange
  • Implementation of trading of fractional crypto assets (i.e. 0.01 BTC)
  • Minimum trade size of a coin can be configured on a per-coin basis, defaults to 0.00000001 in backtesting (most exchanges set the minimum trade to larger amounts, which will impact live trading)
  • Increased pricing resolution from 3 to 9 decimal places
  • The current data bundle takes 40MB compressed for download, and 99MB uncompressed on disk for Catalyst to use.

Version 0.2.dev2

Release Date: 2017-09-07

  • Fix path issue

Version 0.2.dev1

Release Date: 2017-09-03

  • Implementation of live trading:
    • Comprehensive trading functionality against exchanges Bitfinex and Bittrex.
    • Support for all trading pairs available on each exchange.
    • Multiple algorithms can trade simultaneously against a single exchange using the same account.
    • Each algorithm has a persisted state (i.e. algorithm can be stopped and restarted preserving the state without data loss) that tracks all open orders, executed transactions and portfolio positions.
  • Minute by minute portfolio performance metrics.
    • Daily summary performance statistics compatible with pyfolio, a Python library for performance and risk analysis of financial portfolios

Version 0.1.dev9

Release Date: 2017-08-28

  • Retrieval of crypto benchmark from bundle, instead of hitting Poloniex exchange directly
  • Change of bundle storage provider from Dropbox to AWS
  • Fix issue with 1/1000 scaling issue of prices in bundle

Version 0.1.dev8

Release Date: 2017-08-18

  • Fixes issue in the creation of bundles (#27)

Version 0.1.dev7

  • Fixes issues in empty benchmark (#16)
  • Fixes issue of normalizing timestamps before comparison (#24)
  • Generic data bundles
  • CLI UI improvements

Version 0.1.dev6

Release Date: 2017-07-13

  • Initial public release