From 01b02ccd8417c21a244807de2260d09a7d3c4f87 Mon Sep 17 00:00:00 2001
From: Maciek <maciek.s.zielinski@gmail.com>
Date: Sat, 18 Nov 2017 13:40:50 +1100
Subject: [PATCH 01/52] Python 3 support

#catalyst/curate/poloniex.py:
Change
`print url`
to
`print(url)`
---
 catalyst/curate/poloniex.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/catalyst/curate/poloniex.py b/catalyst/curate/poloniex.py
index 572cd777..2e51e4fb 100644
--- a/catalyst/curate/poloniex.py
+++ b/catalyst/curate/poloniex.py
@@ -129,7 +129,7 @@ class PoloniexCurator(object):
                     start = str(newstart),
                     end = str(end)
                 )
-        print url
+        print(url)
 
         attempts = 0
         success = 0

From 2fdb4dd0bd0645dfd611b8490759a443b146edbf Mon Sep 17 00:00:00 2001
From: Maciek <maciek.s.zielinski@gmail.com>
Date: Mon, 27 Nov 2017 20:59:47 +1100
Subject: [PATCH 02/52] Decode poloniex_api.query with utf-8

---
 catalyst/exchange/poloniex/poloniex_api.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/catalyst/exchange/poloniex/poloniex_api.py b/catalyst/exchange/poloniex/poloniex_api.py
index 894ba08b..ce0831bc 100644
--- a/catalyst/exchange/poloniex/poloniex_api.py
+++ b/catalyst/exchange/poloniex/poloniex_api.py
@@ -107,8 +107,9 @@ class Poloniex_api(object):
             data=post_data,
             headers=headers,
         )
-        return json.loads(
-            urlopen(req, context=ssl._create_unverified_context()).read())
+        resource = urlopen(req, context=ssl._create_unverified_context())
+        content =  resource.read().decode('utf-8')
+        return json.loads(content)
 
     def returnticker(self):
         return self.query('returnTicker', {})

From 606148e19c2a14a31653acc34d7099c9a50dae3b Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Tue, 28 Nov 2017 13:42:58 -0500
Subject: [PATCH 03/52] DOC: Integrating with ccxt

---
 catalyst/exchange/ccxt/__init__.py      |   0
 catalyst/exchange/ccxt/ccxt_exchange.py | 121 ++++++++++++++++++++++++
 etc/requirements.txt                    |   3 +
 tests/exchange/test_ccxt.py             | 101 ++++++++++++++++++++
 4 files changed, 225 insertions(+)
 create mode 100644 catalyst/exchange/ccxt/__init__.py
 create mode 100644 catalyst/exchange/ccxt/ccxt_exchange.py
 create mode 100644 tests/exchange/test_ccxt.py

diff --git a/catalyst/exchange/ccxt/__init__.py b/catalyst/exchange/ccxt/__init__.py
new file mode 100644
index 00000000..e69de29b
diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
new file mode 100644
index 00000000..86673a1c
--- /dev/null
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -0,0 +1,121 @@
+import re
+from collections import defaultdict
+
+import ccxt
+import pandas as pd
+from logbook import Logger
+
+from catalyst.constants import LOG_LEVEL
+from catalyst.exchange.exchange import Exchange
+from catalyst.exchange.exchange_bundle import ExchangeBundle
+from catalyst.exchange.exchange_errors import InvalidHistoryFrequencyError
+
+log = Logger('CCXT', level=LOG_LEVEL)
+
+
+class CCXT(Exchange):
+    def __init__(self, exchange_name, key, secret, base_currency,
+                 portfolio=None):
+        log.debug('available exchanges:\n{}'.format(ccxt.exchanges))
+        self.api = ccxt.poloniex({
+            'apiKey': key,
+            'secret': secret,
+        })
+        markets = self.api.load_markets()
+        log.debug('the markets:\n{}'.format(markets))
+
+        self.name = exchange_name
+        self.assets = {}
+        self.load_assets()
+        self.base_currency = base_currency
+        self._portfolio = portfolio
+        self.transactions = defaultdict(list)
+
+        self.num_candles_limit = 2000
+        self.max_requests_per_minute = 60
+        self.request_cpt = dict()
+
+        self.bundle = ExchangeBundle(self.name)
+
+    def account(self):
+        return None
+
+    def time_skew(self):
+        return None
+
+    def get_symbol(self, asset):
+        parts = asset.symbol.split('_')
+        return '{}/{}'.format(parts[0].upper(), parts[1].upper())
+
+    def get_timeframe(self, freq):
+        freq_match = re.match(r'([0-9].*)?(m|M|d|D|h|H|T)', freq, re.M | re.I)
+        if freq_match:
+            candle_size = int(freq_match.group(1)) \
+                if freq_match.group(1) else 1
+
+            unit = freq_match.group(2)
+
+        else:
+            raise InvalidHistoryFrequencyError(frequency=freq)
+
+        if unit.lower() == 'd':
+            timeframe = '{}d'.format(candle_size)
+
+        elif unit.lower() == 'm' or unit == 'T':
+            timeframe = '{}m'.format(candle_size)
+
+        elif unit.lower() == 'h' or unit == 'T':
+            timeframe = '{}h'.format(candle_size)
+
+        return timeframe
+
+    def get_candles(self, freq, assets, bar_count=None, start_dt=None,
+                    end_dt=None):
+        symbols = self.get_symbols(assets)
+        timeframe = self.get_timeframe(freq)
+        delta = start_dt - pd.to_datetime('1970-1-1', utc=True)
+        ms = int(delta.total_seconds()) * 1000
+
+        ohlcvs = self.api.fetch_ohlcv(
+            symbol=symbols[0],
+            timeframe=timeframe,
+            since=ms,
+            limit=bar_count,
+            params={}
+        )
+
+        candles = []
+        for ohlcv in ohlcvs:
+            candles.append(dict(
+                last_traded=pd.to_datetime(ohlcv[0], unit='ms', utc=True),
+                open=ohlcv[1],
+                high=ohlcv[2],
+                low=ohlcv[3],
+                close=ohlcv[4],
+                volume=ohlcv[5]
+            ))
+        return candles
+
+    def get_balances(self):
+        return None
+
+    def create_order(self, asset, amount, is_buy, style):
+        return None
+
+    def get_open_orders(self, asset):
+        return None
+
+    def get_order(self, order_id):
+        return None
+
+    def cancel_order(self, order_param):
+        return None
+
+    def tickers(self, assets):
+        return None
+
+    def get_account(self):
+        return None
+
+    def get_orderbook(self, asset, order_type, limit):
+        return None
diff --git a/etc/requirements.txt b/etc/requirements.txt
index aaa129ca..dee52a34 100644
--- a/etc/requirements.txt
+++ b/etc/requirements.txt
@@ -80,3 +80,6 @@ empyrical==0.2.1
 
 tables==3.3.0
 
+#Catalyst dependencies
+ccxt==1.10.251
+
diff --git a/tests/exchange/test_ccxt.py b/tests/exchange/test_ccxt.py
new file mode 100644
index 00000000..7fd0dcff
--- /dev/null
+++ b/tests/exchange/test_ccxt.py
@@ -0,0 +1,101 @@
+import os
+import tempfile
+
+import pandas as pd
+from catalyst.exchange.ccxt.ccxt_exchange import CCXT
+from catalyst.finance.order import Order
+from base import BaseExchangeTestCase
+from logbook import Logger
+from catalyst.exchange.exchange_utils import get_exchange_auth
+from catalyst.utils.paths import ensure_directory
+
+log = Logger('test_ccxt')
+
+
+class TestCCXT(BaseExchangeTestCase):
+    @classmethod
+    def setup(self):
+        exchange_name = 'poloniex'
+        auth = get_exchange_auth(exchange_name)
+        self.exchange = CCXT(
+            exchange_name=exchange_name,
+            key=auth['key'],
+            secret=auth['secret'],
+            base_currency=None,
+            portfolio=None
+        )
+
+    def test_order(self):
+        log.info('creating order')
+        asset = self.exchange.get_asset('neo_btc')
+        order_id = self.exchange.order(
+            asset=asset,
+            limit_price=0.0005,
+            amount=1,
+        )
+        log.info('order created {}'.format(order_id))
+        assert order_id is not None
+        pass
+
+    def test_open_orders(self):
+        log.info('retrieving open orders')
+        asset = self.exchange.get_asset('neo_btc')
+        orders = self.exchange.get_open_orders(asset)
+        pass
+
+    def test_get_order(self):
+        log.info('retrieving order')
+        order = self.exchange.get_order(
+            u'2c584020-9caf-4af5-bde0-332c0bba17e2')
+        assert isinstance(order, Order)
+        pass
+
+    def test_cancel_order(self, ):
+        log.info('cancel order')
+        self.exchange.cancel_order(u'dc7bcca2-5219-4145-8848-8a593d2a72f9')
+        pass
+
+    def test_get_candles(self):
+        log.info('retrieving candles')
+        candles = self.exchange.get_candles(
+            freq='5T',
+            assets=[self.exchange.get_asset('eth_btc')],
+            bar_count=200,
+            start_dt=pd.to_datetime('2017-01-01', utc=True)
+        )
+
+        df = pd.DataFrame(candles)
+        df.set_index('last_traded', drop=True, inplace=True)
+
+        folder = os.path.join(
+            tempfile.gettempdir(), 'catalyst', self.exchange.name, 'eth_btc'
+        )
+        ensure_directory(folder)
+
+        path = os.path.join(folder, 'output.csv')
+        df.to_csv(path)
+        pass
+
+    def test_tickers(self):
+        log.info('retrieving tickers')
+        tickers = self.exchange.tickers([
+            self.exchange.get_asset('eth_btc'),
+            self.exchange.get_asset('etc_btc')
+        ])
+        assert len(tickers) == 2
+        pass
+
+    def test_get_balances(self):
+        log.info('testing wallet balances')
+        balances = self.exchange.get_balances()
+        pass
+
+    def test_get_account(self):
+        log.info('testing account data')
+        pass
+
+    def test_orderbook(self):
+        log.info('testing order book for bittrex')
+        asset = self.exchange.get_asset('eth_btc')
+        orderbook = self.exchange.get_orderbook(asset)
+        pass

From daeccaed364737dece28e48edd9f502ee650da8c Mon Sep 17 00:00:00 2001
From: Victor Grau Serrat <lacabra@gmail.com>
Date: Tue, 28 Nov 2017 16:44:13 -0700
Subject: [PATCH 04/52] DOC: video - live trading

---
 docs/source/videos.rst | 18 +++++++++++++++++-
 1 file changed, 17 insertions(+), 1 deletion(-)

diff --git a/docs/source/videos.rst b/docs/source/videos.rst
index d93c09c5..90b53f19 100644
--- a/docs/source/videos.rst
+++ b/docs/source/videos.rst
@@ -32,7 +32,9 @@ Where things don't:
 Backtesting a Strategy
 ----------------------
 
-This algorithm is based on a simple momentum strategy. When the cryptoasset
+This is the first video of a two-part series on using Catalyst for algorithmic 
+trading. This video implements a simple momentum strategy based on 
+`mean reversion <example_algos.html#mean_reversion>`_: when the cryptoasset
 goes up quickly, we’re going to buy; when it goes down quickly, we’re going to 
 sell. Hopefully, we’ll ride the waves.
 
@@ -40,3 +42,17 @@ sell. Hopefully, we’ll ride the waves.
 
    <iframe width="560" height="315" src="https://www.youtube.com/embed/JOBRwst9jUY" frameborder="0" allowfullscreen></iframe>
 
+|
+|
+Live Trading a Strategy
+-----------------------
+
+This is the second part of the two-part series on using Catalyst for algorithmic
+trading. Having backtested `our strategy <example_algos.html#mean_reversion>`_ 
+in the previous video, we now take it to trade live against the Bittrex exchange.
+
+.. raw:: html
+
+	<iframe width="560" height="315" src="https://www.youtube.com/embed/NupiE-Xuglw" frameborder="0" allowfullscreen></iframe>
+|
+|
\ No newline at end of file

From c8eaa11f801cbd9a07adcd1da13c6517b818fa14 Mon Sep 17 00:00:00 2001
From: Victor Grau Serrat <lacabra@gmail.com>
Date: Wed, 29 Nov 2017 09:37:46 -0700
Subject: [PATCH 05/52] DOC: added portfolio_optimization to documented
 examples

---
 docs/source/example-algos.rst | 152 ++++++++++++++++++++++++++++++++++
 1 file changed, 152 insertions(+)

diff --git a/docs/source/example-algos.rst b/docs/source/example-algos.rst
index 002dc46b..550d8b58 100644
--- a/docs/source/example-algos.rst
+++ b/docs/source/example-algos.rst
@@ -31,6 +31,13 @@ Overview
   `two-part video tutorial <videos.html#backtesting-a-strategy>`_ to show how 
   to get started in backtesting and live trading with Catalyst.
 
+- :ref:`Portfolio Optimization <portfolio_optimization>`: Use this code to 
+  execute a portfolio optimization model. This strategy will select the 
+  portfolio with the maximum Sharpe Ratio. The parameters are set to use 180 
+  days of historical data and rebalance every 30 days. This code was used in 
+  writting the following article: 
+  `Markowitz Portfolio Optimization for Cryptocurrencies <https://blog.enigma.co/markowitz-portfolio-optimization-for-cryptocurrencies-in-catalyst-b23c38652556>`_.
+
 
 .. _buy_btc_simple:
 
@@ -746,4 +753,149 @@ implemented after the video was recorded, which executes the orders at slighlty
 different prices, but resulting in significant changes in performance of our 
 strategy.
 
+.. _portfolio_optimization:
+
+Portfolio Optimization
+~~~~~~~~~~~~~~~~~~~~~~
+
+Use this code to execute a portfolio optimization model. This strategy will 
+select the portfolio with the maximum Sharpe Ratio. The parameters are set to 
+use 180 days of historical data and rebalance every 30 days. This code was used 
+in writting the following article: 
+`Markowitz Portfolio Optimization for Cryptocurrencies <https://blog.enigma.co/markowitz-portfolio-optimization-for-cryptocurrencies-in-catalyst-b23c38652556>`_.
+
+.. code-block:: python
+
+  '''
+     You can run this code using the Python interpreter:
+
+     $ python portfolio_optimization.py
+  '''
+
+  from __future__ import division
+  import os
+  import pytz
+  import numpy as np
+  import pandas as pd
+  from scipy.optimize import minimize
+  import matplotlib.pyplot as plt
+  from datetime import datetime
+
+  from catalyst.api import record, symbol, symbols, order_target_percent
+  from catalyst.utils.run_algo import run_algorithm
+
+  np.set_printoptions(threshold='nan', suppress=True)
+
+
+  def initialize(context):
+     # Portfolio assets list
+     context.assets = symbols('btc_usdt', 'eth_usdt', 'ltc_usdt', 'dash_usdt',
+                              'xmr_usdt')
+     context.nassets = len(context.assets)
+     # Set the time window that will be used to compute expected return 
+     # and asset correlations
+     context.window = 180
+     # Set the number of days between each portfolio rebalancing
+     context.rebalance_period = 30                   
+     context.i = 0
+
+     
+  def handle_data(context, data):
+     # Only rebalance at the beggining of the algorithm execution and 
+     # every multiple of the rebalance period
+     if context.i == 0 or context.i%context.rebalance_period == 0:
+         n = context.window
+         prices = data.history(context.assets, fields='price', 
+                               bar_count=n+1, frequency='1d') 
+         pr = np.asmatrix(prices)
+         t_prices = prices.iloc[1:n+1]
+         t_val = t_prices.values
+         tminus_prices = prices.iloc[0:n]
+         tminus_val = tminus_prices.values
+         # Compute daily returns (r)
+         r = np.asmatrix(t_val/tminus_val-1)
+         # Compute the expected returns of each asset with the average 
+         # daily return for the selected time window
+         m = np.asmatrix(np.mean(r, axis=0))
+         # ###
+         stds = np.std(r, axis=0)
+         # Compute excess returns matrix (xr)
+         xr = r - m
+         # Matrix algebra to get variance-covariance matrix
+         cov_m = np.dot(np.transpose(xr),xr)/n
+         # Compute asset correlation matrix (informative only)
+         corr_m = cov_m/np.dot(np.transpose(stds),stds)
+         
+         # Define portfolio optimization parameters
+         n_portfolios = 50000
+         results_array = np.zeros((3+context.nassets,n_portfolios))
+         for p in xrange(n_portfolios):
+             weights = np.random.random(context.nassets)
+             weights /= np.sum(weights)
+             w = np.asmatrix(weights)
+             p_r = np.sum(np.dot(w,np.transpose(m)))*365
+             p_std = np.sqrt(np.dot(np.dot(w,cov_m),np.transpose(w)))*np.sqrt(365)
+             
+             #store results in results array
+             results_array[0,p] = p_r
+             results_array[1,p] = p_std
+             #store Sharpe Ratio (return / volatility) - risk free rate element 
+             #excluded for simplicity
+             results_array[2,p] = results_array[0,p] / results_array[1,p]
+             i = 0
+             for iw in weights:
+                 results_array[3+i,p] = weights[i]
+                 i += 1
+         
+         #convert results array to Pandas DataFrame
+         results_frame = pd.DataFrame(np.transpose(results_array),
+                            columns=['r','stdev','sharpe']+context.assets)
+         #locate position of portfolio with highest Sharpe Ratio
+         max_sharpe_port = results_frame.iloc[results_frame['sharpe'].idxmax()]
+         #locate positon of portfolio with minimum standard deviation
+         min_vol_port = results_frame.iloc[results_frame['stdev'].idxmin()]
+         
+         #order optimal weights for each asset
+         for asset in context.assets:
+             if data.can_trade(asset):
+                 order_target_percent(asset, max_sharpe_port[asset])
+         
+         #create scatter plot coloured by Sharpe Ratio
+         plt.scatter(results_frame.stdev,results_frame.r,c=results_frame.sharpe,cmap='RdYlGn')
+         plt.xlabel('Volatility')
+         plt.ylabel('Returns')
+         plt.colorbar()
+         #plot red star to highlight position of portfolio with highest Sharpe Ratio
+         plt.scatter(max_sharpe_port[1],max_sharpe_port[0],marker='o',color='b',s=200)
+         #plot green star to highlight position of minimum variance portfolio
+         plt.show()
+         print(max_sharpe_port)
+         record(pr=pr,r=r, m=m, stds=stds ,max_sharpe_port=max_sharpe_port, corr_m=corr_m)
+     context.i += 1
+     
+         
+  def analyze(context=None, results=None):
+     # Form DataFrame with selected data
+     data = results[['pr','r','m','stds','max_sharpe_port','corr_m','portfolio_value']]
+     
+     # Save results in CSV file
+     filename = os.path.splitext(os.path.basename(__file__))[0]
+     data.to_csv(filename + '.csv')
+
+
+  # Bitcoin data is available from 2015-3-2. Dates vary for other tokens.    
+  start = datetime(2017, 1, 1, 0, 0, 0, 0, pytz.utc)
+  end = datetime(2017, 8, 16, 0, 0, 0, 0, pytz.utc) 
+  results = run_algorithm(initialize=initialize,
+                          handle_data=handle_data,
+                          analyze=analyze,
+                          start=start,
+                          end=end,
+                          exchange_name='poloniex',
+                          capital_base=100000, )
+
+.. image:: https://cdn-images-1.medium.com/max/1600/0*EjjiKZHlYF3sn7yQ.
+   :align: center
+
+
 

From 4eb8a6eb0f9f59632bdfafa1aed806aa0ca03633 Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Wed, 29 Nov 2017 22:31:44 -0500
Subject: [PATCH 06/52] BLD: populating assets with help from CCXT

---
 catalyst/assets/_assets.pyx                | 36 +++++++++++---
 catalyst/examples/mean_reversion_simple.py |  8 ++--
 catalyst/exchange/ccxt/ccxt_exchange.py    | 56 +++++++++++++++++++++-
 catalyst/exchange/exchange_utils.py        | 19 ++++++++
 tests/exchange/test_ccxt.py                |  3 ++
 5 files changed, 110 insertions(+), 12 deletions(-)

diff --git a/catalyst/assets/_assets.pyx b/catalyst/assets/_assets.pyx
index 3537493f..e78e3af1 100644
--- a/catalyst/assets/_assets.pyx
+++ b/catalyst/assets/_assets.pyx
@@ -401,6 +401,10 @@ cdef class TradingPair(Asset):
     cdef readonly object end_daily
     cdef readonly object end_minute
     cdef readonly object exchange_symbol
+    cdef readonly float maker
+    cdef readonly float taker
+    cdef readonly int trading_state
+    cdef readonly object data_source
 
     _kwargnames = frozenset({
         'sid',
@@ -418,7 +422,11 @@ cdef class TradingPair(Asset):
         'end_daily',
         'end_minute',
         'exchange_symbol',
-        'min_trade_size'
+        'min_trade_size',
+        'maker',
+        'taker',
+        'trading_state',
+        'data_source'
     })
     def __init__(self,
                  object symbol,
@@ -434,10 +442,14 @@ cdef class TradingPair(Asset):
                  object first_traded=None,
                  object auto_close_date=None,
                  object exchange_full=None,
-                 object min_trade_size=None):
+                 float min_trade_size=0.000001,
+                 float maker=0.0015,
+                 float taker=0.0025,
+                 int trading_state=0,
+                 object data_source='catalyst'):
         """
         Replicates the Asset constructor with some built-in conventions
-        and a new 'leverage' attribute.
+        and adds properties for leverage and fees.
 
         Symbol
         ------
@@ -469,8 +481,6 @@ cdef class TradingPair(Asset):
         highest volume and market cap generally benefit from high leverage.
         New currencies from ICO generally cannot be leveraged.
 
-        The leverage value is either None or and integer.
-
         Leverage allows you to open a larger position with a smaller amount
         of funds. For example, if you open a $5,000 position in BTC/USD
         with 5:1 leverage, only one-fifth of this amount, or $1000, will be
@@ -480,6 +490,11 @@ cdef class TradingPair(Asset):
         the position. If you open with 1:1 leverage, $5,000 of your balance
         will be tied to the position.
 
+        Fees
+        ----
+        Exchanges generally charge a taker (taking from the order book) or
+        maker (adding to the order book) fee.
+
         :param symbol:
         :param exchange:
         :param start_date:
@@ -494,6 +509,9 @@ cdef class TradingPair(Asset):
         :param auto_close_date:
         :param exchange_full:
         :param min_trade_size:
+        :param maker:
+        :param taker:
+        :param data_source
         """
 
         symbol = symbol.lower()
@@ -527,13 +545,17 @@ cdef class TradingPair(Asset):
             first_traded=first_traded,
             auto_close_date=auto_close_date,
             exchange_full=exchange_full,
-            min_trade_size=min_trade_size
+            min_trade_size=min_trade_size,
         )
 
+        self.maker = maker
+        self.taker = taker
         self.leverage = leverage
         self.end_daily = end_daily
         self.end_minute = end_minute
         self.exchange_symbol = exchange_symbol
+        self.trading_state = trading_state
+        self.data_source = data_source
 
     def __repr__(self):
         return 'Trading Pair {symbol}({sid}) Exchange: {exchange}, ' \
@@ -579,7 +601,7 @@ cdef class TradingPair(Asset):
         boolean: whether the asset's exchange is open at the given minute.
         """
         #TODO: consider implementing to spot holds
-        return True
+        return self.trading_state > 0
 
     cpdef __reduce__(self):
         """
diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py
index 6d4922e1..1927f746 100644
--- a/catalyst/examples/mean_reversion_simple.py
+++ b/catalyst/examples/mean_reversion_simple.py
@@ -36,8 +36,8 @@ def initialize(context):
     context.base_price = None
     context.current_day = None
 
-    context.RSI_OVERSOLD = 50
-    context.RSI_OVERBOUGHT = 80
+    context.RSI_OVERSOLD = 25
+    context.RSI_OVERBOUGHT = 82
     context.CANDLE_SIZE = '5T'
 
     context.start_time = time.time()
@@ -247,14 +247,14 @@ if __name__ == '__main__':
         out = os.path.join(folder, '{}.p'.format(timestr))
         # catalyst run -f catalyst/examples/mean_reversion_simple.py -x poloniex -s 2017-10-1 -e 2017-11-10 -c usdt -n mean-reversion --data-frequency minute --capital-base 10000
         run_algorithm(
-            capital_base=10000,
+            capital_base=0.5,
             data_frequency='minute',
             initialize=initialize,
             handle_data=handle_data,
             analyze=analyze,
             exchange_name='bitfinex',
             algo_namespace=NAMESPACE,
-            base_currency='usd',
+            base_currency='eth',
             start=pd.to_datetime('2017-10-01', utc=True),
             end=pd.to_datetime('2017-11-10', utc=True),
             output=out
diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index 86673a1c..00dd2970 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -3,12 +3,15 @@ from collections import defaultdict
 
 import ccxt
 import pandas as pd
+from catalyst.assets._assets import TradingPair
 from logbook import Logger
 
 from catalyst.constants import LOG_LEVEL
 from catalyst.exchange.exchange import Exchange
 from catalyst.exchange.exchange_bundle import ExchangeBundle
-from catalyst.exchange.exchange_errors import InvalidHistoryFrequencyError
+from catalyst.exchange.exchange_errors import InvalidHistoryFrequencyError, \
+    ExchangeSymbolsNotFound
+from catalyst.exchange.exchange_utils import mixin_market_params
 
 log = Logger('CCXT', level=LOG_LEVEL)
 
@@ -96,6 +99,57 @@ class CCXT(Exchange):
             ))
         return candles
 
+    def load_assets(self, is_local=False):
+        markets = self.api.fetch_markets()
+        try:
+            symbol_map = self.fetch_symbol_map(is_local)
+        except ExchangeSymbolsNotFound:
+            return None
+
+        data_source = 'local' if is_local else 'catalyst'
+        for market in markets:
+            asset = symbol_map[market['id']] \
+                if market['id'] in markets else None
+
+            params = dict(exchange=self.name, data_source=data_source)
+            mixin_market_params(params, market)
+
+            if asset:
+                params['symbol'] = asset['symbol']
+
+                params['start_date'] = pd.to_datetime(
+                    asset['start_date'], utc=True
+                ) if 'start_date' in asset else None
+
+                params['end_date'] = pd.to_datetime(
+                    asset['end_date'], utc=True
+                ) if 'end_date' in asset else None
+
+                params['leverage'] = asset['leverage'] \
+                    if 'leverage' in asset else 1.0
+
+                params['asset_name'] = asset['asset_name'] \
+                    if 'asset_name' in asset else None
+
+                params['end_daily'] = pd.to_datetime(
+                    asset['end_daily'], utc=True
+                ) if 'end_daily' in asset and asset['end_daily'] != 'N/A' \
+                    else None
+
+                params['end_minute'] = pd.to_datetime(
+                    asset['end_minute'], utc=True
+                ) if 'end_minute' in asset and asset['end_minute'] != 'N/A' \
+                    else None
+
+            else:
+                params['symbol'] = market['id']
+
+            trading_pair = TradingPair(**params)
+            if is_local:
+                self.local_assets[market['id']] = trading_pair
+            else:
+                self.assets[market['id']] = trading_pair
+
     def get_balances(self):
         return None
 
diff --git a/catalyst/exchange/exchange_utils.py b/catalyst/exchange/exchange_utils.py
index 678d9945..83dfae41 100644
--- a/catalyst/exchange/exchange_utils.py
+++ b/catalyst/exchange/exchange_utils.py
@@ -571,3 +571,22 @@ def resample_history_df(df, freq, field):
 
     resampled_df = df.resample(freq).agg(agg)
     return resampled_df
+
+
+def mixin_market_params(params, market):
+    """
+    Applies a CCXT market dict to parameters of TradingPair init.
+
+    Parameters
+    ----------
+    params: dict[Object]
+    market: dict[Object]
+
+    Returns
+    -------
+
+    """
+    params['min_trade_size'] = market['lot']
+    params['maker'] = market['maker']
+    params['taker'] = market['taker']
+    params['trading_state'] = 1 if int(market['info']['isFrozen']) == 0 else 0
diff --git a/tests/exchange/test_ccxt.py b/tests/exchange/test_ccxt.py
index 7fd0dcff..f920fa39 100644
--- a/tests/exchange/test_ccxt.py
+++ b/tests/exchange/test_ccxt.py
@@ -99,3 +99,6 @@ class TestCCXT(BaseExchangeTestCase):
         asset = self.exchange.get_asset('eth_btc')
         orderbook = self.exchange.get_orderbook(asset)
         pass
+
+    def test_get_fees(self):
+        pass

From 5660247da2b4043e56a337a559bc5a3dcb8e45eb Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Thu, 30 Nov 2017 17:08:13 -0500
Subject: [PATCH 07/52] BLD: tested all public APIs with CCXT

---
 catalyst/assets/_assets.pyx             |  14 +--
 catalyst/exchange/ccxt/ccxt_exchange.py | 134 +++++++++++++++++++-----
 catalyst/exchange/exchange.py           |  15 +--
 catalyst/exchange/exchange_errors.py    |   4 +
 catalyst/exchange/exchange_utils.py     |  29 ++++-
 tests/exchange/test_ccxt.py             |   4 +-
 6 files changed, 156 insertions(+), 44 deletions(-)

diff --git a/catalyst/assets/_assets.pyx b/catalyst/assets/_assets.pyx
index e78e3af1..feb41710 100644
--- a/catalyst/assets/_assets.pyx
+++ b/catalyst/assets/_assets.pyx
@@ -396,7 +396,7 @@ cdef class Future(Asset):
 
 cdef class TradingPair(Asset):
     cdef readonly float leverage
-    cdef readonly object market_currency
+    cdef readonly object quote_currency
     cdef readonly object base_currency
     cdef readonly object end_daily
     cdef readonly object end_minute
@@ -417,7 +417,7 @@ cdef class TradingPair(Asset):
         'exchange',
         'exchange_full',
         'leverage',
-        'market_currency',
+        'quote_currency',
         'base_currency',
         'end_daily',
         'end_minute',
@@ -442,7 +442,7 @@ cdef class TradingPair(Asset):
                  object first_traded=None,
                  object auto_close_date=None,
                  object exchange_full=None,
-                 float min_trade_size=0.000001,
+                 float min_trade_size=0.0001,
                  float maker=0.0015,
                  float taker=0.0025,
                  int trading_state=0,
@@ -516,7 +516,7 @@ cdef class TradingPair(Asset):
 
         symbol = symbol.lower()
         try:
-            self.market_currency, self.base_currency = symbol.split('_')
+            self.base_currency,self.quote_currency  = symbol.split('_')
         except Exception as e:
             raise InvalidSymbolError(symbol=symbol, error=e)
 
@@ -530,7 +530,7 @@ cdef class TradingPair(Asset):
             asset_name = ' / '.join(symbol.split('_')).upper()
 
         if start_date is None:
-            start_date = pd.Timestamp.utcnow()
+            start_date = pd.to_datetime('2009-1-1', utc=True)
 
         if end_date is None:
             end_date = pd.Timestamp.utcnow() + timedelta(days=365)
@@ -560,8 +560,8 @@ cdef class TradingPair(Asset):
     def __repr__(self):
         return 'Trading Pair {symbol}({sid}) Exchange: {exchange}, ' \
                'Introduced On: {start_date}, ' \
-               'Market Currency: {market_currency}, ' \
                'Base Currency: {base_currency}, ' \
+               'Quote Currency: {quote_currency}, ' \
                'Exchange Leverage: {leverage}, ' \
                'Minimum Trade Size: {min_trade_size} ' \
                'Last daily ingestion: {end_daily} ' \
@@ -570,7 +570,7 @@ cdef class TradingPair(Asset):
             sid=self.sid,
             exchange=self.exchange,
             start_date=self.start_date,
-            market_currency=self.market_currency,
+            quote_currency=self.quote_currency,
             base_currency=self.base_currency,
             leverage=self.leverage,
             min_trade_size=self.min_trade_size,
diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index 00dd2970..58be745c 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -11,7 +11,8 @@ from catalyst.exchange.exchange import Exchange
 from catalyst.exchange.exchange_bundle import ExchangeBundle
 from catalyst.exchange.exchange_errors import InvalidHistoryFrequencyError, \
     ExchangeSymbolsNotFound
-from catalyst.exchange.exchange_utils import mixin_market_params
+from catalyst.exchange.exchange_utils import mixin_market_params, \
+    from_ms_timestamp
 
 log = Logger('CCXT', level=LOG_LEVEL)
 
@@ -19,17 +20,28 @@ log = Logger('CCXT', level=LOG_LEVEL)
 class CCXT(Exchange):
     def __init__(self, exchange_name, key, secret, base_currency,
                  portfolio=None):
-        log.debug('available exchanges:\n{}'.format(ccxt.exchanges))
-        self.api = ccxt.poloniex({
-            'apiKey': key,
-            'secret': secret,
-        })
+        log.debug(
+            'finding {} in CCXT exchanges:\n{}'.format(
+                exchange_name, ccxt.exchanges
+            )
+        )
+        try:
+            exchange_attr = getattr(ccxt, exchange_name)
+            self.api = exchange_attr({
+                'apiKey': key,
+                'secret': secret,
+            })
+        except Exception:
+            raise ValueError('exchange not in CCXT')
+
         markets = self.api.load_markets()
         log.debug('the markets:\n{}'.format(markets))
 
         self.name = exchange_name
-        self.assets = {}
+
+        self.assets = dict()
         self.load_assets()
+
         self.base_currency = base_currency
         self._portfolio = portfolio
         self.transactions = defaultdict(list)
@@ -50,6 +62,10 @@ class CCXT(Exchange):
         parts = asset.symbol.split('_')
         return '{}/{}'.format(parts[0].upper(), parts[1].upper())
 
+    def get_catalyst_symbol(self, market):
+        parts = market['symbol'].split('/')
+        return '{}_{}'.format(parts[0].lower(), parts[1].lower())
+
     def get_timeframe(self, freq):
         freq_match = re.match(r'([0-9].*)?(m|M|d|D|h|H|T)', freq, re.M | re.I)
         if freq_match:
@@ -99,22 +115,49 @@ class CCXT(Exchange):
             ))
         return candles
 
-    def load_assets(self, is_local=False):
-        markets = self.api.fetch_markets()
+    def _fetch_symbol_map(self, is_local):
         try:
-            symbol_map = self.fetch_symbol_map(is_local)
+            return self.fetch_symbol_map(is_local)
         except ExchangeSymbolsNotFound:
             return None
 
-        data_source = 'local' if is_local else 'catalyst'
+    def _fetch_asset(self, market_id, is_local=False):
+        symbol_map = self._fetch_symbol_map(is_local)
+        if symbol_map is not None:
+            assets_lower = {k.lower(): v for k, v in symbol_map.items()}
+            key = market_id.lower()
+
+            asset = assets_lower[key] if key in assets_lower else None
+            if asset is not None:
+                return asset, is_local
+
+            elif not is_local:
+                return self._fetch_asset(market_id, True)
+
+            else:
+                return None, is_local
+
+        elif not is_local:
+            return self._fetch_asset(market_id, True)
+
+        else:
+            return None, is_local
+
+    def load_assets(self):
+        markets = self.api.fetch_markets()
+
         for market in markets:
-            asset = symbol_map[market['id']] \
-                if market['id'] in markets else None
+            asset, is_local = self._fetch_asset(market['id'])
+            data_source = 'local' if is_local else 'catalyst'
 
-            params = dict(exchange=self.name, data_source=data_source)
-            mixin_market_params(params, market)
+            params = dict(
+                exchange=self.name,
+                data_source=data_source,
+                exchange_symbol=market['id'],
+            )
+            mixin_market_params(self.name, params, market)
 
-            if asset:
+            if asset is not None:
                 params['symbol'] = asset['symbol']
 
                 params['start_date'] = pd.to_datetime(
@@ -142,13 +185,10 @@ class CCXT(Exchange):
                     else None
 
             else:
-                params['symbol'] = market['id']
+                params['symbol'] = self.get_catalyst_symbol(market)
 
             trading_pair = TradingPair(**params)
-            if is_local:
-                self.local_assets[market['id']] = trading_pair
-            else:
-                self.assets[market['id']] = trading_pair
+            self.assets[market['id']] = trading_pair
 
     def get_balances(self):
         return None
@@ -166,10 +206,56 @@ class CCXT(Exchange):
         return None
 
     def tickers(self, assets):
-        return None
+        """
+        Retrieve current tick data for the given assets
+
+        Parameters
+        ----------
+        assets: list[TradingPair]
+
+        Returns
+        -------
+        list[dict[str, float]
+
+        """
+        tickers = dict()
+        for asset in assets:
+            ccxt_symbol = self.get_symbol(asset)
+            ticker = self.api.fetch_ticker(ccxt_symbol)
+
+            ticker['last_traded'] = from_ms_timestamp(ticker['timestamp'])
+
+            # Using the volume represented in the base currency
+            ticker['volume'] = ticker['baseVolume'] \
+                if 'baseVolume' in ticker else 0
+
+            tickers[asset] = ticker
+
+        return tickers
 
     def get_account(self):
         return None
 
-    def get_orderbook(self, asset, order_type, limit):
-        return None
+    def get_orderbook(self, asset, order_type='all', limit=None):
+        ccxt_symbol = self.get_symbol(asset)
+
+        params = dict()
+        if limit is not None:
+            params['depth'] = limit
+
+        order_book = self.api.fetch_order_book(ccxt_symbol, params)
+
+        order_types = ['bids', 'asks'] if order_type == 'all' else [order_type]
+        result = dict(last_traded=from_ms_timestamp(order_book['timestamp']))
+        for index, order_type in enumerate(order_types):
+            if limit is not None and index > limit - 1:
+                break
+
+            result[order_type] = []
+            for entry in order_book[order_type]:
+                result[order_type].append(dict(
+                    rate=float(entry[0]),
+                    quantity=float(entry[1])
+                ))
+
+        return result
diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index f43424aa..8a69d3fb 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -16,7 +16,7 @@ from catalyst.exchange.exchange_bundle import ExchangeBundle
 from catalyst.exchange.exchange_errors import MismatchingBaseCurrencies, \
     InvalidOrderStyle, BaseCurrencyNotFoundError, SymbolNotFoundOnExchange, \
     PricingDataNotLoadedError, \
-    NoDataAvailableOnExchange, ExchangeSymbolsNotFound
+    NoDataAvailableOnExchange, ExchangeSymbolsNotFound, NoValueForField
 from catalyst.exchange.exchange_execution import ExchangeStopLimitOrder, \
     ExchangeLimitOrder, ExchangeStopOrder
 from catalyst.exchange.exchange_portfolio import ExchangePortfolio
@@ -412,12 +412,15 @@ class Exchange:
         if field not in BASE_FIELDS:
             raise KeyError('Invalid column: {}'.format(field))
 
-        values = []
-        for asset in assets:
-            value = self.get_single_spot_value(asset, field, data_frequency)
-            values.append(value)
+        tickers = self.tickers(assets)
+        if field == 'close' or field == 'price':
+            return [t['last'] for t in tickers]
 
-        return values
+        elif field == 'volume':
+            return [t['volume'] for t in tickers]
+
+        else:
+            raise NoValueForField(field=field)
 
     def get_single_spot_value(self, asset, field, data_frequency):
         """
diff --git a/catalyst/exchange/exchange_errors.py b/catalyst/exchange/exchange_errors.py
index cb4f4d32..5530ccb2 100644
--- a/catalyst/exchange/exchange_errors.py
+++ b/catalyst/exchange/exchange_errors.py
@@ -240,3 +240,7 @@ class NoDataAvailableOnExchange(ZiplineError):
         'Requested data for trading pair {symbol} is not available on exchange {exchange} '
         'in `{data_frequency}` frequency at this time. '
         'Check `http://enigma.co/catalyst/status` for market coverage.').strip()
+
+
+class NoValueForField(ZiplineError):
+    msg = ('Value not found for field: {field}.').strip()
diff --git a/catalyst/exchange/exchange_utils.py b/catalyst/exchange/exchange_utils.py
index 83dfae41..ee0ce44e 100644
--- a/catalyst/exchange/exchange_utils.py
+++ b/catalyst/exchange/exchange_utils.py
@@ -573,7 +573,7 @@ def resample_history_df(df, freq, field):
     return resampled_df
 
 
-def mixin_market_params(params, market):
+def mixin_market_params(exchange_name, params, market):
     """
     Applies a CCXT market dict to parameters of TradingPair init.
 
@@ -586,7 +586,26 @@ def mixin_market_params(params, market):
     -------
 
     """
-    params['min_trade_size'] = market['lot']
-    params['maker'] = market['maker']
-    params['taker'] = market['taker']
-    params['trading_state'] = 1 if int(market['info']['isFrozen']) == 0 else 0
+    # TODO: make this more externalized / configurable
+    if 'lot' in market:
+        params['min_trade_size'] = market['lot']
+
+    if exchange_name == 'bitfinex':
+        params['maker'] = 0.001
+        params['taker'] = 0.002
+
+    else:
+        if 'maker' in market:
+            params['maker'] = market['maker']
+
+        if 'taker' in market:
+            params['taker'] = market['taker']
+
+    info = market['info'] if 'info' in market else None
+    if info:
+        if 'minimum_order_size' in info:
+            params['min_trade_size'] = float(info['minimum_order_size'])
+
+
+def from_ms_timestamp(ms):
+    return pd.to_datetime(ms, unit='ms', utc=True)
diff --git a/tests/exchange/test_ccxt.py b/tests/exchange/test_ccxt.py
index f920fa39..f00ea049 100644
--- a/tests/exchange/test_ccxt.py
+++ b/tests/exchange/test_ccxt.py
@@ -15,7 +15,7 @@ log = Logger('test_ccxt')
 class TestCCXT(BaseExchangeTestCase):
     @classmethod
     def setup(self):
-        exchange_name = 'poloniex'
+        exchange_name = 'binance'
         auth = get_exchange_auth(exchange_name)
         self.exchange = CCXT(
             exchange_name=exchange_name,
@@ -97,7 +97,7 @@ class TestCCXT(BaseExchangeTestCase):
     def test_orderbook(self):
         log.info('testing order book for bittrex')
         asset = self.exchange.get_asset('eth_btc')
-        orderbook = self.exchange.get_orderbook(asset)
+        orderbook = self.exchange.get_orderbook(asset, 'all', limit=10)
         pass
 
     def test_get_fees(self):

From b587804e3e4936ad7d747097c13fde38e263be96 Mon Sep 17 00:00:00 2001
From: Victor Grau Serrat <lacabra@gmail.com>
Date: Thu, 30 Nov 2017 17:11:15 -0700
Subject: [PATCH 08/52] DOC: fix video links to algos

---
 docs/source/videos.rst | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/source/videos.rst b/docs/source/videos.rst
index 90b53f19..1db8ff28 100644
--- a/docs/source/videos.rst
+++ b/docs/source/videos.rst
@@ -34,7 +34,7 @@ Backtesting a Strategy
 
 This is the first video of a two-part series on using Catalyst for algorithmic 
 trading. This video implements a simple momentum strategy based on 
-`mean reversion <example_algos.html#mean_reversion>`_: when the cryptoasset
+`mean reversion <example-algos.html#mean-reversion>`_: when the cryptoasset
 goes up quickly, we’re going to buy; when it goes down quickly, we’re going to 
 sell. Hopefully, we’ll ride the waves.
 
@@ -48,7 +48,7 @@ Live Trading a Strategy
 -----------------------
 
 This is the second part of the two-part series on using Catalyst for algorithmic
-trading. Having backtested `our strategy <example_algos.html#mean_reversion>`_ 
+trading. Having backtested `our strategy <example-algos.html#mean-reversion>`_ 
 in the previous video, we now take it to trade live against the Bittrex exchange.
 
 .. raw:: html

From 7bbb6e0b42dd512a628f35de4ba57d83c87a22d1 Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Thu, 30 Nov 2017 20:18:16 -0500
Subject: [PATCH 09/52] BLD: tested creating orders and viewing open orders
 with CCXT

---
 catalyst/examples/arbitrage_with_interface.py |  24 +--
 catalyst/exchange/ccxt/ccxt_exchange.py       | 167 +++++++++++++++++-
 catalyst/exchange/exchange.py                 |  98 +++-------
 catalyst/exchange/exchange_execution.py       |   2 +-
 catalyst/utils/run_algo.py                    |   2 +-
 tests/exchange/test_ccxt.py                   |   8 +-
 6 files changed, 198 insertions(+), 103 deletions(-)

diff --git a/catalyst/examples/arbitrage_with_interface.py b/catalyst/examples/arbitrage_with_interface.py
index f3625e7a..c0c0d343 100644
--- a/catalyst/examples/arbitrage_with_interface.py
+++ b/catalyst/examples/arbitrage_with_interface.py
@@ -83,15 +83,15 @@ def place_orders(context, amount, buying_price, selling_price, action):
     else:
         raise ValueError('invalid order action')
 
-    base_currency = enter_exchange.base_currency
-    base_currency_amount = enter_exchange.portfolio.cash
+    quote_currency = enter_exchange.quote_currency
+    quote_currency_amount = enter_exchange.portfolio.cash
 
     exit_balances = exit_exchange.get_balances()
     exit_currency = context.trading_pairs[
-        context.selling_exchange].market_currency
+        context.selling_exchange].quote_currency
 
     if exit_currency in exit_balances:
-        market_currency_amount = exit_balances[exit_currency]
+        quote_currency_amount = exit_balances[exit_currency]
     else:
         log.warn(
             'the selling exchange {exchange_name} does not hold '
@@ -102,25 +102,25 @@ def place_orders(context, amount, buying_price, selling_price, action):
         )
         return
 
-    if base_currency_amount < (amount * entry_price):
-        adj_amount = base_currency_amount / entry_price
+    if quote_currency_amount < (amount * entry_price):
+        adj_amount = quote_currency_amount / entry_price
         log.warn(
-            'not enough {base_currency} ({base_currency_amount}) to buy '
+            'not enough {quote_currency} ({quote_currency_amount}) to buy '
             '{amount}, adjusting the amount to {adj_amount}'.format(
-                base_currency=base_currency,
-                base_currency_amount=base_currency_amount,
+                quote_currency=quote_currency,
+                quote_currency_amount=quote_currency_amount,
                 amount=amount,
                 adj_amount=adj_amount
             )
         )
         amount = adj_amount
 
-    elif market_currency_amount < amount:
+    elif quote_currency_amount < amount:
         log.warn(
             'not enough {currency} ({currency_amount}) to sell '
             '{amount}, aborting'.format(
                 currency=exit_currency,
-                currency_amount=market_currency_amount,
+                currency_amount=quote_currency_amount,
                 amount=amount
             )
         )
@@ -270,6 +270,6 @@ run_algorithm(
     exchange_name='poloniex,bitfinex',
     live=True,
     algo_namespace=algo_namespace,
-    base_currency='btc',
+    quote_currency='btc',
     live_graph=False
 )
diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index 58be745c..b0b9663b 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -3,19 +3,32 @@ from collections import defaultdict
 
 import ccxt
 import pandas as pd
+from ccxt import ExchangeNotAvailable
+from six import string_types
+
+from catalyst.finance.order import Order, ORDER_STATUS
+
+from catalyst.algorithm import MarketOrder
 from catalyst.assets._assets import TradingPair
 from logbook import Logger
 
 from catalyst.constants import LOG_LEVEL
-from catalyst.exchange.exchange import Exchange
+from catalyst.exchange.exchange import Exchange, ExchangeLimitOrder
 from catalyst.exchange.exchange_bundle import ExchangeBundle
 from catalyst.exchange.exchange_errors import InvalidHistoryFrequencyError, \
-    ExchangeSymbolsNotFound
+    ExchangeSymbolsNotFound, ExchangeRequestError, InvalidOrderStyle
 from catalyst.exchange.exchange_utils import mixin_market_params, \
     from_ms_timestamp
 
 log = Logger('CCXT', level=LOG_LEVEL)
 
+SUPPORTED_EXCHANGES = dict(
+    binance=ccxt.binance,
+    bitfinex=ccxt.bitfinex,
+    bittrex=ccxt.bittrex,
+    poloniex=ccxt.poloniex,
+)
+
 
 class CCXT(Exchange):
     def __init__(self, exchange_name, key, secret, base_currency,
@@ -26,7 +39,13 @@ class CCXT(Exchange):
             )
         )
         try:
-            exchange_attr = getattr(ccxt, exchange_name)
+            # Making instantiation as explicit as possible for code tracking.
+            if exchange_name in SUPPORTED_EXCHANGES:
+                exchange_attr = SUPPORTED_EXCHANGES[exchange_name]
+
+            else:
+                exchange_attr = getattr(ccxt, exchange_name)
+
             self.api = exchange_attr({
                 'apiKey': key,
                 'secret': secret,
@@ -62,8 +81,12 @@ class CCXT(Exchange):
         parts = asset.symbol.split('_')
         return '{}/{}'.format(parts[0].upper(), parts[1].upper())
 
-    def get_catalyst_symbol(self, market):
-        parts = market['symbol'].split('/')
+    def get_catalyst_symbol(self, market_or_symbol):
+        symbol = market_or_symbol if isinstance(
+            market_or_symbol, string_types
+        ) else market_or_symbol['symbol']
+
+        parts = symbol.split('/')
         return '{}_{}'.format(parts[0].lower(), parts[1].lower())
 
     def get_timeframe(self, freq):
@@ -191,13 +214,141 @@ class CCXT(Exchange):
             self.assets[market['id']] = trading_pair
 
     def get_balances(self):
-        return None
+        try:
+            log.debug('retrieving wallets balances')
+            balances = self.api.fetch_balance()
+
+            balances_lower = dict()
+            for key in balances:
+                balances_lower[key.lower()] = balances[key]
+
+        except Exception as e:
+            log.debug('error retrieving balances: {}', e)
+            raise ExchangeRequestError(error=e)
+
+        return balances_lower
+
+    def _create_order(self, order_status):
+        """
+        Create a Catalyst order object from a Bitfinex order dictionary
+        :param order_status:
+        :return: Order
+        """
+        if order_status['status'] == 'canceled':
+            status = ORDER_STATUS.CANCELLED
+
+        elif order_status['status'] == 'closed' and order_status['filled'] > 0:
+            log.info('found executed order {}'.format(order_status))
+            status = ORDER_STATUS.FILLED
+
+        elif order_status['status'] == 'open':
+            status = ORDER_STATUS.OPEN
+
+        else:
+            raise ValueError('invalid state for order')
+
+        amount = float(order_status['amount'])
+        filled = float(order_status['filled'])
+
+        if order_status['side'] == 'sell':
+            amount = -amount
+            filled = -filled
+
+        price = float(order_status['price'])
+        order_type = order_status['type']
+
+        stop_price = None
+        limit_price = None
+
+        # TODO: is this comprehensive enough?
+        if order_type.endswith('limit'):
+            limit_price = price
+        elif order_type.endswith('stop'):
+            stop_price = price
+
+        executed_price = order_status['cost'] / order_status['amount']
+        commission = order_status['fee']
+        date = from_ms_timestamp(order_status['timestamp'])
+
+        symbol = order_status['info']['symbol']
+        order = Order(
+            dt=date,
+            asset=self.assets[symbol],
+            amount=amount,
+            stop=stop_price,
+            limit=limit_price,
+            filled=filled,
+            id=str(order_status['id']),
+            commission=commission
+        )
+        order.status = status
+
+        return order, executed_price
 
     def create_order(self, asset, amount, is_buy, style):
-        return None
+        symbol = self.get_symbol(asset)
+
+        if isinstance(style, ExchangeLimitOrder):
+            price = style.get_limit_price(is_buy)
+            order_type = 'limit'
+
+        elif isinstance(style, MarketOrder):
+            price = None
+            order_type = 'market'
+
+        else:
+            raise InvalidOrderStyle(
+                exchange=self.name,
+                style=style.__class__.__name__
+            )
+
+        side = 'buy' if amount > 0 else 'sell'
+
+        try:
+            result = self.api.create_order(
+                symbol=symbol,
+                type=order_type,
+                side=side,
+                amount=abs(amount),
+                price=price
+            )
+        except ExchangeNotAvailable as e:
+            log.debug('unable to create order: {}'.format(e))
+            raise ExchangeRequestError(error=e)
+
+        if 'info' not in result:
+            raise ValueError('cannot use order without info attribute')
+
+        order_id = str(result['info']['clientOrderId'])
+        order = Order(
+            dt=from_ms_timestamp(result['info']['transactTime']),
+            asset=asset,
+            amount=amount,
+            stop=style.get_stop_price(is_buy),
+            limit=style.get_limit_price(is_buy),
+            id=order_id
+        )
+        return order
 
     def get_open_orders(self, asset):
-        return None
+        try:
+            symbol = self.get_symbol(asset)
+            result = self.api.fetch_open_orders(
+                symbol=symbol,
+                since=None,
+                limit=None,
+                params=dict()
+            )
+        except Exception as e:
+            raise ExchangeRequestError(error=e)
+
+        orders = []
+        for order_status in result:
+            order, executed_price = self._create_order(order_status)
+            if asset is None or asset == order.sid:
+                orders.append(order)
+
+        return orders
 
     def get_order(self, order_id):
         return None
diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index 8a69d3fb..751955f0 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -8,15 +8,16 @@ import pandas as pd
 from catalyst.assets._assets import TradingPair
 from logbook import Logger
 
+from catalyst.algorithm import MarketOrder
 from catalyst.constants import LOG_LEVEL
 from catalyst.data.data_portal import BASE_FIELDS
 from catalyst.exchange.bundle_utils import get_start_dt, \
     get_delta, get_periods, get_periods_range
 from catalyst.exchange.exchange_bundle import ExchangeBundle
 from catalyst.exchange.exchange_errors import MismatchingBaseCurrencies, \
-    InvalidOrderStyle, BaseCurrencyNotFoundError, SymbolNotFoundOnExchange, \
+    BaseCurrencyNotFoundError, SymbolNotFoundOnExchange, \
     PricingDataNotLoadedError, \
-    NoDataAvailableOnExchange, ExchangeSymbolsNotFound, NoValueForField
+    NoDataAvailableOnExchange, NoValueForField
 from catalyst.exchange.exchange_execution import ExchangeStopLimitOrder, \
     ExchangeLimitOrder, ExchangeStopOrder
 from catalyst.exchange.exchange_portfolio import ExchangePortfolio
@@ -34,7 +35,6 @@ class Exchange:
     def __init__(self):
         self.name = None
         self.assets = dict()
-        self.local_assets = dict()
         self._portfolio = None
         self.minute_writer = None
         self.minute_reader = None
@@ -200,13 +200,13 @@ class Exchange:
         return assets
 
     def _find_asset(self, asset, symbol, data_frequency, is_local=False):
-        assets = self.assets if not is_local else self.local_assets
-
+        assets = self.assets
         for key in assets:
             has_data = (data_frequency == 'minute'
                         and assets[key].end_minute is not None) \
                        or (data_frequency == 'daily'
                            and assets[key].end_daily is not None)
+
             if not asset and assets[key].symbol.lower() == symbol.lower() \
                     and (not data_frequency or has_data):
                 asset = assets[key]
@@ -236,8 +236,7 @@ class Exchange:
         asset = self._find_asset(asset, symbol, data_frequency, True)
 
         if not asset:
-            all_values = list(self.assets.values()) + \
-                         list(self.local_assets.values())
+            all_values = list(self.assets.values())
             supported_symbols = sorted([
                 asset.symbol for asset in all_values
             ])
@@ -253,6 +252,7 @@ class Exchange:
     def fetch_symbol_map(self, is_local=False):
         return get_exchange_symbols(self.name, is_local)
 
+    @abstractmethod
     def load_assets(self, is_local=False):
         """
         Populate the 'assets' attribute with a dictionary of Assets.
@@ -270,66 +270,7 @@ class Exchange:
         via its api.
 
         """
-        try:
-            symbol_map = self.fetch_symbol_map(is_local)
-        except ExchangeSymbolsNotFound:
-            return None
-
-        for exchange_symbol in symbol_map:
-            asset = symbol_map[exchange_symbol]
-
-            if 'start_date' in asset:
-                start_date = pd.to_datetime(asset['start_date'], utc=True)
-            else:
-                start_date = None
-
-            if 'end_date' in asset:
-                end_date = pd.to_datetime(asset['end_date'], utc=True)
-            else:
-                end_date = None
-
-            if 'leverage' in asset:
-                leverage = asset['leverage']
-            else:
-                leverage = 1.0
-
-            if 'asset_name' in asset:
-                asset_name = asset['asset_name']
-            else:
-                asset_name = None
-
-            if 'min_trade_size' in asset:
-                min_trade_size = asset['min_trade_size']
-            else:
-                min_trade_size = 0.0000001
-
-            if 'end_daily' in asset and asset['end_daily'] != 'N/A':
-                end_daily = pd.to_datetime(asset['end_daily'], utc=True)
-            else:
-                end_daily = None
-
-            if 'end_minute' in asset and asset['end_minute'] != 'N/A':
-                end_minute = pd.to_datetime(asset['end_minute'], utc=True)
-            else:
-                end_minute = None
-
-            trading_pair = TradingPair(
-                symbol=asset['symbol'],
-                exchange=self.name,
-                start_date=start_date,
-                end_date=end_date,
-                leverage=leverage,
-                asset_name=asset_name,
-                min_trade_size=min_trade_size,
-                end_daily=end_daily,
-                end_minute=end_minute,
-                exchange_symbol=exchange_symbol
-            )
-
-            if is_local:
-                self.local_assets[exchange_symbol] = trading_pair
-            else:
-                self.assets[exchange_symbol] = trading_pair
+        pass
 
     def check_open_orders(self):
         """
@@ -694,7 +635,7 @@ class Exchange:
         log.debug('synchronizing portfolio with exchange {}'.format(self.name))
         balances = self.get_balances()
 
-        base_position_available = balances[self.base_currency] \
+        base_position_available = balances[self.base_currency]['free'] \
             if self.base_currency in balances else None
 
         if base_position_available is None:
@@ -777,28 +718,30 @@ class Exchange:
             log.warn('skipping order amount of 0')
             return None
 
-        if asset.base_currency != self.base_currency.lower():
+        if self.base_currency is None:
+            raise ValueError('no base_currency defined for this exchange')
+
+        if asset.quote_currency != self.base_currency.lower():
             raise MismatchingBaseCurrencies(
-                base_currency=asset.base_currency,
+                base_currency=asset.quote_currency,
                 algo_currency=self.base_currency
             )
 
         is_buy = (amount > 0)
 
         if limit_price is not None and stop_price is not None:
-            style = ExchangeStopLimitOrder(limit_price, stop_price,
-                                           exchange=self.name)
+            style = ExchangeStopLimitOrder(
+                limit_price, stop_price, exchange=self.name
+            )
+
         elif limit_price is not None:
             style = ExchangeLimitOrder(limit_price, exchange=self.name)
 
         elif stop_price is not None:
             style = ExchangeStopOrder(stop_price, exchange=self.name)
 
-        elif style is not None:
-            raise InvalidOrderStyle(exchange=self.name.title(),
-                                    style=style.__class__.__name__)
         else:
-            raise ValueError('Incomplete order data.')
+            style = MarketOrder(exchange=self.name)
 
         display_price = limit_price if limit_price is not None else stop_price
         log.debug(
@@ -807,9 +750,10 @@ class Exchange:
                 amount=amount,
                 symbol=asset.symbol,
                 type=style.__class__.__name__,
-                price='{}{}'.format(display_price, asset.base_currency)
+                price='{}{}'.format(display_price, asset.quote_currency)
             )
         )
+
         order = self.create_order(asset, amount, is_buy, style)
         if order:
             self._portfolio.create_order(order)
diff --git a/catalyst/exchange/exchange_execution.py b/catalyst/exchange/exchange_execution.py
index 536b526a..fe029e3c 100644
--- a/catalyst/exchange/exchange_execution.py
+++ b/catalyst/exchange/exchange_execution.py
@@ -1,4 +1,4 @@
-from catalyst.finance.execution import LimitOrder, StopOrder, StopLimitOrder
+from catalyst.finance.execution import LimitOrder, StopOrder, StopLimitOrder, MarketOrder
 
 
 class ExchangeLimitOrder(LimitOrder):
diff --git a/catalyst/utils/run_algo.py b/catalyst/utils/run_algo.py
index af62f97d..288c09bc 100644
--- a/catalyst/utils/run_algo.py
+++ b/catalyst/utils/run_algo.py
@@ -263,7 +263,7 @@ def _run(handle_data,
                     )
 
             if base_currency in balances:
-                base_currency_available = balances[base_currency]
+                base_currency_available = balances[base_currency]['free']
                 log.info(
                     'base currency available in the account: {} {}'.format(
                         base_currency_available, base_currency
diff --git a/tests/exchange/test_ccxt.py b/tests/exchange/test_ccxt.py
index f00ea049..a0a027d6 100644
--- a/tests/exchange/test_ccxt.py
+++ b/tests/exchange/test_ccxt.py
@@ -21,16 +21,16 @@ class TestCCXT(BaseExchangeTestCase):
             exchange_name=exchange_name,
             key=auth['key'],
             secret=auth['secret'],
-            base_currency=None,
+            base_currency='eth',
             portfolio=None
         )
 
     def test_order(self):
         log.info('creating order')
-        asset = self.exchange.get_asset('neo_btc')
+        asset = self.exchange.get_asset('neo_eth')
         order_id = self.exchange.order(
             asset=asset,
-            limit_price=0.0005,
+            limit_price=0.07,
             amount=1,
         )
         log.info('order created {}'.format(order_id))
@@ -39,7 +39,7 @@ class TestCCXT(BaseExchangeTestCase):
 
     def test_open_orders(self):
         log.info('retrieving open orders')
-        asset = self.exchange.get_asset('neo_btc')
+        asset = self.exchange.get_asset('neo_eth')
         orders = self.exchange.get_open_orders(asset)
         pass
 

From b762689225b6dffa506c10288bb2ca47fa0a6163 Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Thu, 30 Nov 2017 22:45:52 -0500
Subject: [PATCH 10/52] BLD: all exchange operations now implemented an unit
 tested with CCXT

---
 catalyst/exchange/ccxt/ccxt_exchange.py | 99 +++++++++++++++++++------
 catalyst/exchange/exchange.py           | 16 ++--
 catalyst/exchange/exchange_portfolio.py | 30 +-------
 tests/exchange/test_ccxt.py             |  6 +-
 4 files changed, 92 insertions(+), 59 deletions(-)

diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index b0b9663b..6db774c1 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -77,8 +77,12 @@ class CCXT(Exchange):
     def time_skew(self):
         return None
 
-    def get_symbol(self, asset):
-        parts = asset.symbol.split('_')
+    def get_symbol(self, asset_or_symbol):
+        symbol = asset_or_symbol if isinstance(
+            asset_or_symbol, string_types
+        ) else asset_or_symbol.symbol
+
+        parts = symbol.split('_')
         return '{}/{}'.format(parts[0].upper(), parts[1].upper())
 
     def get_catalyst_symbol(self, market_or_symbol):
@@ -230,15 +234,24 @@ class CCXT(Exchange):
 
     def _create_order(self, order_status):
         """
-        Create a Catalyst order object from a Bitfinex order dictionary
-        :param order_status:
-        :return: Order
+        Create a Catalyst order object from a CCXT order dictionary
+
+        Parameters
+        ----------
+        order_status: dict[str, Object]
+            The order dict from the CCXT api.
+
+        Returns
+        -------
+        Order
+            The Catalyst order object
+
         """
         if order_status['status'] == 'canceled':
             status = ORDER_STATUS.CANCELLED
 
         elif order_status['status'] == 'closed' and order_status['filled'] > 0:
-            log.info('found executed order {}'.format(order_status))
+            log.debug('found executed order {}'.format(order_status))
             status = ORDER_STATUS.FILLED
 
         elif order_status['status'] == 'open':
@@ -247,30 +260,27 @@ class CCXT(Exchange):
         else:
             raise ValueError('invalid state for order')
 
-        amount = float(order_status['amount'])
-        filled = float(order_status['filled'])
+        amount = order_status['amount']
+        filled = order_status['filled']
 
         if order_status['side'] == 'sell':
             amount = -amount
             filled = -filled
 
-        price = float(order_status['price'])
+        price = order_status['price']
         order_type = order_status['type']
 
-        stop_price = None
-        limit_price = None
-
-        # TODO: is this comprehensive enough?
-        if order_type.endswith('limit'):
-            limit_price = price
-        elif order_type.endswith('stop'):
-            stop_price = price
+        limit_price = price if order_type == 'limit' else None
+        stop_price = None  # TODO: add support
 
         executed_price = order_status['cost'] / order_status['amount']
         commission = order_status['fee']
         date = from_ms_timestamp(order_status['timestamp'])
 
+        # order_id = str(order_status['info']['clientOrderId'])
+        order_id = order_status['id']
         symbol = order_status['info']['symbol']
+
         order = Order(
             dt=date,
             asset=self.assets[symbol],
@@ -278,7 +288,7 @@ class CCXT(Exchange):
             stop=stop_price,
             limit=limit_price,
             filled=filled,
-            id=str(order_status['id']),
+            id=order_id,
             commission=commission
         )
         order.status = status
@@ -319,7 +329,8 @@ class CCXT(Exchange):
         if 'info' not in result:
             raise ValueError('cannot use order without info attribute')
 
-        order_id = str(result['info']['clientOrderId'])
+        # order_id = str(result['info']['clientOrderId'])
+        order_id = result['id']
         order = Order(
             dt=from_ms_timestamp(result['info']['transactTime']),
             asset=asset,
@@ -350,11 +361,53 @@ class CCXT(Exchange):
 
         return orders
 
-    def get_order(self, order_id):
-        return None
+    def _get_asset_from_order(self, order_id):
+        open_orders = self.portfolio.open_orders
+        order = next(
+            (order for order in open_orders if order.id == order_id),
+            None
+        )  # type: Order
+        return order.asset if order is not None else None
 
-    def cancel_order(self, order_param):
-        return None
+    def get_order(self, order_id, asset_or_symbol=None):
+        if asset_or_symbol is None and self.portfolio is not None:
+            asset_or_symbol = self._get_asset_from_order(order_id)
+
+        if asset_or_symbol is None:
+            log.debug(
+                'order not found in memory, the request might fail '
+                'on some exchanges.'
+            )
+        try:
+            symbol = self.get_symbol(asset_or_symbol) \
+                if asset_or_symbol is not None else None
+            order_status = self.api.fetch_order(id=order_id, symbol=symbol)
+            order, _ = self._create_order(order_status)
+
+        except Exception as e:
+            raise ExchangeRequestError(error=e)
+
+        return order
+
+    def cancel_order(self, order_param, asset_or_symbol=None):
+        order_id = order_param.id \
+            if isinstance(order_param, Order) else order_param
+
+        if asset_or_symbol is None and self.portfolio is not None:
+            asset_or_symbol = self._get_asset_from_order(order_id)
+
+        if asset_or_symbol is None:
+            log.debug(
+                'order not found in memory, cancelling order might fail '
+                'on some exchanges.'
+            )
+        try:
+            symbol = self.get_symbol(asset_or_symbol) \
+                if asset_or_symbol is not None else None
+            self.api.cancel_order(id=order_id, symbol=symbol)
+
+        except Exception as e:
+            raise ExchangeRequestError(error=e)
 
     def tickers(self, assets):
         """
diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index 751955f0..fd2be234 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -289,9 +289,11 @@ class Exchange:
                 log.debug('found open order: {}'.format(order_id))
 
                 order, executed_price = self.get_order(order_id)
-                log.debug('got updated order {} {}'.format(
-                    order, executed_price))
-
+                log.debug(
+                    'got updated order {} {}'.format(
+                        order, executed_price
+                    )
+                )
                 if order.status == ORDER_STATUS.FILLED:
                     transaction = Transaction(
                         asset=order.asset,
@@ -822,7 +824,7 @@ class Exchange:
         pass
 
     @abstractmethod
-    def get_order(self, order_id):
+    def get_order(self, order_id, symbol_or_asset=None):
         """Lookup an order based on the order id returned from one of the
         order functions.
 
@@ -830,6 +832,8 @@ class Exchange:
         ----------
         order_id : str
             The unique identifier for the order.
+        symbol_or_asset: str|TradingPair
+            The catalyst symbol, some exchanges need this
 
         Returns
         -------
@@ -841,13 +845,15 @@ class Exchange:
         pass
 
     @abstractmethod
-    def cancel_order(self, order_param):
+    def cancel_order(self, order_param, symbol_or_asset=None):
         """Cancel an open order.
 
         Parameters
         ----------
         order_param : str or Order
             The order_id or order object to cancel.
+        symbol_or_asset: str|TradingPair
+            The catalyst symbol, some exchanges need this
         """
         pass
 
diff --git a/catalyst/exchange/exchange_portfolio.py b/catalyst/exchange/exchange_portfolio.py
index 2003654b..b9f45fbb 100644
--- a/catalyst/exchange/exchange_portfolio.py
+++ b/catalyst/exchange/exchange_portfolio.py
@@ -3,7 +3,6 @@ from logbook import Logger
 
 from catalyst.constants import LOG_LEVEL
 from catalyst.protocol import Portfolio, Positions, Position
-from catalyst.utils.deprecate import deprecated
 
 log = Logger('ExchangePortfolio', level=LOG_LEVEL)
 
@@ -11,7 +10,8 @@ log = Logger('ExchangePortfolio', level=LOG_LEVEL)
 class ExchangePortfolio(Portfolio):
     """
     Since the goal is to support multiple exchanges, it makes sense to
-    include additional stats in the portfolio object.
+    include additional stats in the portfolio object. This fills the role
+    of Blotter and Portfolio in live mode.
 
     Instead of relying on the performance tracker, each exchange portfolio
     tracks its own holding. This offers a separation between tracking an
@@ -89,32 +89,6 @@ class ExchangePortfolio(Portfolio):
 
         log.debug('updated portfolio with executed order')
 
-    @deprecated
-    def execute_transaction(self, transaction):
-        # TODO: almost duplicate of execute_order. Not sure why Poloniex needs this.
-        log.debug('executing transaction {}'.format(transaction.order_id))
-
-        order_position = self.positions[transaction.asset] \
-            if transaction.asset in self.positions else None
-
-        if order_position is None:
-            raise ValueError(
-                'Trying to execute transaction for a position not held: %s' % transaction.order_id
-            )
-
-        self.capital_used += transaction.amount * transaction.price
-
-        if transaction.amount > 0:
-            if order_position.cost_basis > 0:
-                order_position.cost_basis = np.average(
-                    [order_position.cost_basis, transaction.price],
-                    weights=[order_position.amount, transaction.amount]
-                )
-            else:
-                order_position.cost_basis = transaction.price
-
-        log.debug('updated portfolio with executed order')
-
     def remove_order(self, order):
         """
         Removing an open order.
diff --git a/tests/exchange/test_ccxt.py b/tests/exchange/test_ccxt.py
index a0a027d6..eccdd18f 100644
--- a/tests/exchange/test_ccxt.py
+++ b/tests/exchange/test_ccxt.py
@@ -45,14 +45,14 @@ class TestCCXT(BaseExchangeTestCase):
 
     def test_get_order(self):
         log.info('retrieving order')
-        order = self.exchange.get_order(
-            u'2c584020-9caf-4af5-bde0-332c0bba17e2')
+        order = self.exchange.get_order('2631386', 'neo_eth')
+        # order = self.exchange.get_order('2631386')
         assert isinstance(order, Order)
         pass
 
     def test_cancel_order(self, ):
         log.info('cancel order')
-        self.exchange.cancel_order(u'dc7bcca2-5219-4145-8848-8a593d2a72f9')
+        self.exchange.cancel_order('2631386', 'neo_eth')
         pass
 
     def test_get_candles(self):

From 8fb8b80a12ffd9887a760b93704b8f9947c8a44a Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Thu, 30 Nov 2017 23:15:10 -0500
Subject: [PATCH 11/52] BLD: first rough test of CCXT in live trading

---
 catalyst/data/loader.py                 |  6 ++-
 catalyst/examples/simple_loop.py        | 56 ++++++++++++-------------
 catalyst/exchange/ccxt/ccxt_exchange.py | 43 ++++++++++---------
 catalyst/exchange/exchange.py           |  4 +-
 catalyst/exchange/factory.py            | 53 ++++++++++-------------
 catalyst/utils/run_algo.py              | 42 ++++---------------
 6 files changed, 88 insertions(+), 116 deletions(-)

diff --git a/catalyst/data/loader.py b/catalyst/data/loader.py
index ff3f34a8..e58127f7 100644
--- a/catalyst/data/loader.py
+++ b/catalyst/data/loader.py
@@ -142,8 +142,10 @@ def load_crypto_market_data(trading_day=None, trading_days=None,
     if exchange is None:
         # This is exceptional, since placing the import at the module scope
         #  breaks things and it's only needed here
-        from catalyst.exchange.poloniex.poloniex import Poloniex
-        exchange = Poloniex('', '', '')
+        from catalyst.exchange.factory import get_exchange
+        exchange = get_exchange(
+            exchange_name='poloniex', base_currency='usdt'
+        )
 
     benchmark_asset = exchange.get_asset(bm_symbol)
 
diff --git a/catalyst/examples/simple_loop.py b/catalyst/examples/simple_loop.py
index bfd2d4f0..75f55092 100644
--- a/catalyst/examples/simple_loop.py
+++ b/catalyst/examples/simple_loop.py
@@ -9,7 +9,7 @@ from catalyst.exchange.stats_utils import get_pretty_stats, \
 
 def initialize(context):
     print('initializing')
-    context.asset = symbol('neo_usd')
+    context.asset = symbol('neo_eth')
     context.base_price = None
 
 
@@ -19,17 +19,14 @@ def handle_data(context, data):
     price = data.current(context.asset, 'close')
     print('got price {price}'.format(price=price))
 
-    try:
-        prices = data.history(
-            context.asset,
-            fields='price',
-            bar_count=14,
-            frequency='15T'
-        )
-        rsi = talib.RSI(prices.values, timeperiod=14)[-1]
-        print('got rsi: {}'.format(rsi))
-    except Exception as e:
-        print(e)
+    prices = data.history(
+        context.asset,
+        fields='price',
+        bar_count=20,
+        frequency='15T'
+    )
+    rsi = talib.RSI(prices.values, timeperiod=14)[-1]
+    print('got rsi: {}'.format(rsi))
 
     # If base_price is not set, we use the current value. This is the
     # price at the first bar which we reference to calculate price_change.
@@ -110,24 +107,25 @@ def analyze(context, perf):
     pass
 
 
-run_algorithm(
-    capital_base=250,
-    start=pd.to_datetime('2017-11-1 0:00', utc=True),
-    end=pd.to_datetime('2017-11-10 23:59', utc=True),
-    data_frequency='daily',
-    initialize=initialize,
-    handle_data=handle_data,
-    analyze=analyze,
-    exchange_name='bitfinex',
-    algo_namespace='simple_loop',
-    base_currency='usd'
-)
 # run_algorithm(
+#     capital_base=250,
+#     start=pd.to_datetime('2017-11-1 0:00', utc=True),
+#     end=pd.to_datetime('2017-11-10 23:59', utc=True),
+#     data_frequency='daily',
 #     initialize=initialize,
 #     handle_data=handle_data,
-#     analyze=None,
-#     exchange_name='poloniex',
-#     live=True,
+#     analyze=analyze,
+#     exchange_name='bitfinex',
 #     algo_namespace='simple_loop',
-#     base_currency='eth',
-#     live_graph=False
+#     base_currency='usd'
+# )
+run_algorithm(
+    initialize=initialize,
+    handle_data=handle_data,
+    analyze=None,
+    exchange_name='binance',
+    live=True,
+    algo_namespace='simple_loop',
+    base_currency='eth',
+    live_graph=False,
+)
diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index 6db774c1..d04c346f 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -16,7 +16,8 @@ from catalyst.constants import LOG_LEVEL
 from catalyst.exchange.exchange import Exchange, ExchangeLimitOrder
 from catalyst.exchange.exchange_bundle import ExchangeBundle
 from catalyst.exchange.exchange_errors import InvalidHistoryFrequencyError, \
-    ExchangeSymbolsNotFound, ExchangeRequestError, InvalidOrderStyle
+    ExchangeSymbolsNotFound, ExchangeRequestError, InvalidOrderStyle, \
+    ExchangeNotFoundError
 from catalyst.exchange.exchange_utils import mixin_market_params, \
     from_ms_timestamp
 
@@ -50,8 +51,9 @@ class CCXT(Exchange):
                 'apiKey': key,
                 'secret': secret,
             })
+
         except Exception:
-            raise ValueError('exchange not in CCXT')
+            raise ExchangeNotFoundError(exchange_name=exchange_name)
 
         markets = self.api.load_markets()
         log.debug('the markets:\n{}'.format(markets))
@@ -122,24 +124,27 @@ class CCXT(Exchange):
         delta = start_dt - pd.to_datetime('1970-1-1', utc=True)
         ms = int(delta.total_seconds()) * 1000
 
-        ohlcvs = self.api.fetch_ohlcv(
-            symbol=symbols[0],
-            timeframe=timeframe,
-            since=ms,
-            limit=bar_count,
-            params={}
-        )
+        candles = dict()
+        for asset in assets:
+            ohlcvs = self.api.fetch_ohlcv(
+                symbol=symbols[0],
+                timeframe=timeframe,
+                since=ms,
+                limit=bar_count,
+                params={}
+            )
+
+            candles[asset] = []
+            for ohlcv in ohlcvs:
+                candles[asset].append(dict(
+                    last_traded=pd.to_datetime(ohlcv[0], unit='ms', utc=True),
+                    open=ohlcv[1],
+                    high=ohlcv[2],
+                    low=ohlcv[3],
+                    close=ohlcv[4],
+                    volume=ohlcv[5]
+                ))
 
-        candles = []
-        for ohlcv in ohlcvs:
-            candles.append(dict(
-                last_traded=pd.to_datetime(ohlcv[0], unit='ms', utc=True),
-                open=ohlcv[1],
-                high=ohlcv[2],
-                low=ohlcv[3],
-                close=ohlcv[4],
-                volume=ohlcv[5]
-            ))
         return candles
 
     def _fetch_symbol_map(self, is_local):
diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index fd2be234..317175d0 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -357,10 +357,10 @@ class Exchange:
 
         tickers = self.tickers(assets)
         if field == 'close' or field == 'price':
-            return [t['last'] for t in tickers]
+            return [tickers[asset]['last'] for asset in tickers]
 
         elif field == 'volume':
-            return [t['volume'] for t in tickers]
+            return [tickers[asset]['volume'] for asset in tickers]
 
         else:
             raise NoValueForField(field=field)
diff --git a/catalyst/exchange/factory.py b/catalyst/exchange/factory.py
index 72c66bd8..8099b208 100644
--- a/catalyst/exchange/factory.py
+++ b/catalyst/exchange/factory.py
@@ -1,38 +1,31 @@
-from catalyst.exchange.bitfinex.bitfinex import Bitfinex
-from catalyst.exchange.bittrex.bittrex import Bittrex
-from catalyst.exchange.exchange_errors import ExchangeNotFoundError
-from catalyst.exchange.exchange_utils import get_exchange_auth
-from catalyst.exchange.poloniex.poloniex import Poloniex
+import os
+
+from catalyst.exchange.ccxt.ccxt_exchange import CCXT
+from catalyst.exchange.exchange_errors import ExchangeAuthEmpty
+from catalyst.exchange.exchange_utils import get_exchange_auth, \
+    get_exchange_folder
 
 
-def get_exchange(exchange_name, base_currency=None):
+def get_exchange(exchange_name, base_currency=None, portfolio=None,
+                 must_authenticate=False):
     exchange_auth = get_exchange_auth(exchange_name)
-    if exchange_name == 'bitfinex':
-        return Bitfinex(
-            key=exchange_auth['key'],
-            secret=exchange_auth['secret'],
-            base_currency=base_currency,
-            portfolio=None
+
+    has_auth = (exchange_auth['key'] != '' and exchange_auth['secret'] != '')
+    if must_authenticate and not has_auth:
+        raise ExchangeAuthEmpty(
+            exchange=exchange_name.title(),
+            filename=os.path.join(
+                get_exchange_folder(exchange_name), 'auth.json'
+            )
         )
 
-    elif exchange_name == 'bittrex':
-        return Bittrex(
-            key=exchange_auth['key'],
-            secret=exchange_auth['secret'],
-            base_currency=base_currency,
-            portfolio=None
-        )
-
-    elif exchange_name == 'poloniex':
-        return Poloniex(
-            key=exchange_auth['key'],
-            secret=exchange_auth['secret'],
-            base_currency=base_currency,
-            portfolio=None
-        )
-
-    else:
-        raise ExchangeNotFoundError(exchange_name=exchange_name)
+    return CCXT(
+        exchange_name=exchange_name,
+        key=exchange_auth['key'],
+        secret=exchange_auth['secret'],
+        base_currency=base_currency,
+        portfolio=portfolio
+    )
 
 
 def get_exchanges(exchange_names):
diff --git a/catalyst/utils/run_algo.py b/catalyst/utils/run_algo.py
index 288c09bc..404b21c0 100644
--- a/catalyst/utils/run_algo.py
+++ b/catalyst/utils/run_algo.py
@@ -13,6 +13,7 @@ from catalyst.data.bundles import load
 from catalyst.data.data_portal import DataPortal
 from catalyst.exchange.bittrex.bittrex import Bittrex
 from catalyst.exchange.bitfinex.bitfinex import Bitfinex
+from catalyst.exchange.factory import get_exchange
 from catalyst.exchange.poloniex.poloniex import Poloniex
 
 try:
@@ -164,42 +165,15 @@ def _run(handle_data,
 
         if portfolio is None:
             portfolio = ExchangePortfolio(
-                start_date=pd.Timestamp.utcnow()
+                start if start is not None else pd.Timestamp.utcnow()
             )
 
-        # This corresponds to the json file containing api token info
-        exchange_auth = get_exchange_auth(exchange_name)
-
-        if live and (exchange_auth['key'] == '' \
-                             or exchange_auth['secret'] == ''):
-            raise ExchangeAuthEmpty(
-                exchange=exchange_name.title(),
-                filename=os.path.join(
-                    get_exchange_folder(exchange_name, environ), 'auth.json'))
-
-        if exchange_name == 'bitfinex':
-            exchanges[exchange_name] = Bitfinex(
-                key=exchange_auth['key'],
-                secret=exchange_auth['secret'],
-                base_currency=base_currency,
-                portfolio=portfolio
-            )
-        elif exchange_name == 'bittrex':
-            exchanges[exchange_name] = Bittrex(
-                key=exchange_auth['key'],
-                secret=exchange_auth['secret'],
-                base_currency=base_currency,
-                portfolio=portfolio
-            )
-        elif exchange_name == 'poloniex':
-            exchanges[exchange_name] = Poloniex(
-                key=exchange_auth['key'],
-                secret=exchange_auth['secret'],
-                base_currency=base_currency,
-                portfolio=portfolio
-            )
-        else:
-            raise ExchangeNotFoundError(exchange_name=exchange_name)
+        exchanges[exchange_name] = get_exchange(
+            exchange_name=exchange_name,
+            base_currency=base_currency,
+            portfolio=portfolio,
+            must_authenticate=live,
+        )
 
     open_calendar = get_calendar('OPEN')
 

From 4db8131397e223be84b5dd3c05423f0b64d80f5a Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Fri, 1 Dec 2017 00:06:11 -0500
Subject: [PATCH 12/52] BLD: paper trading adjustments

---
 catalyst/examples/simple_loop.py        | 34 ++++++++++++-------------
 catalyst/exchange/ccxt/ccxt_exchange.py | 15 +++++++----
 catalyst/exchange/exchange_algorithm.py |  1 +
 catalyst/exchange/exchange_utils.py     | 13 ++++++----
 catalyst/utils/run_algo.py              | 21 ++++++++-------
 tests/exchange/test_ccxt.py             | 18 ++++---------
 6 files changed, 51 insertions(+), 51 deletions(-)

diff --git a/catalyst/examples/simple_loop.py b/catalyst/examples/simple_loop.py
index 75f55092..b0dbd929 100644
--- a/catalyst/examples/simple_loop.py
+++ b/catalyst/examples/simple_loop.py
@@ -107,25 +107,25 @@ def analyze(context, perf):
     pass
 
 
-# run_algorithm(
-#     capital_base=250,
-#     start=pd.to_datetime('2017-11-1 0:00', utc=True),
-#     end=pd.to_datetime('2017-11-10 23:59', utc=True),
-#     data_frequency='daily',
-#     initialize=initialize,
-#     handle_data=handle_data,
-#     analyze=analyze,
-#     exchange_name='bitfinex',
-#     algo_namespace='simple_loop',
-#     base_currency='usd'
-# )
 run_algorithm(
+    capital_base=250,
+    start=pd.to_datetime('2017-11-1 0:00', utc=True),
+    end=pd.to_datetime('2017-11-10 23:59', utc=True),
+    data_frequency='daily',
     initialize=initialize,
     handle_data=handle_data,
-    analyze=None,
-    exchange_name='binance',
-    live=True,
+    analyze=analyze,
+    exchange_name='bitfinex',
     algo_namespace='simple_loop',
-    base_currency='eth',
-    live_graph=False,
+    base_currency='usd'
 )
+# run_algorithm(
+#     initialize=initialize,
+#     handle_data=handle_data,
+#     analyze=None,
+#     exchange_name='binance',
+#     live=True,
+#     algo_namespace='simple_loop',
+#     base_currency='eth',
+#     live_graph=False,
+# )
diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index d04c346f..d2c735cc 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -28,6 +28,8 @@ SUPPORTED_EXCHANGES = dict(
     bitfinex=ccxt.bitfinex,
     bittrex=ccxt.bittrex,
     poloniex=ccxt.poloniex,
+    bitmex=ccxt.bitmex,
+    gdax=ccxt.gdax,
 )
 
 
@@ -88,12 +90,15 @@ class CCXT(Exchange):
         return '{}/{}'.format(parts[0].upper(), parts[1].upper())
 
     def get_catalyst_symbol(self, market_or_symbol):
-        symbol = market_or_symbol if isinstance(
-            market_or_symbol, string_types
-        ) else market_or_symbol['symbol']
+        if isinstance(market_or_symbol, string_types):
+            parts = market_or_symbol.split('/')
+            return '{}_{}'.format(parts[0].lower(), parts[1].lower())
 
-        parts = symbol.split('/')
-        return '{}_{}'.format(parts[0].lower(), parts[1].lower())
+        else:
+            return '{}_{}'.format(
+                market_or_symbol['base'].lower(),
+                market_or_symbol['quote'].lower(),
+            )
 
     def get_timeframe(self, freq):
         freq_match = re.match(r'([0-9].*)?(m|M|d|D|h|H|T)', freq, re.M | re.I)
diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index bd7c84a1..c2102015 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -289,6 +289,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
     def __init__(self, *args, **kwargs):
         self.algo_namespace = kwargs.pop('algo_namespace', None)
         self.live_graph = kwargs.pop('live_graph', None)
+        self.simulate_orders = kwargs.pop('simulate_orders', None)
 
         self._clock = None
         self.frame_stats = deque(maxlen=60)
diff --git a/catalyst/exchange/exchange_utils.py b/catalyst/exchange/exchange_utils.py
index ee0ce44e..0ca18c95 100644
--- a/catalyst/exchange/exchange_utils.py
+++ b/catalyst/exchange/exchange_utils.py
@@ -594,12 +594,15 @@ def mixin_market_params(exchange_name, params, market):
         params['maker'] = 0.001
         params['taker'] = 0.002
 
-    else:
-        if 'maker' in market:
-            params['maker'] = market['maker']
+    elif 'maker' in market and 'taker' in market \
+            and market['maker'] is not None and market['taker'] is not None:
+        params['maker'] = market['maker']
+        params['taker'] = market['taker']
 
-        if 'taker' in market:
-            params['taker'] = market['taker']
+    else:
+        # TODO: default commission, make configurable
+        params['maker'] = 0.0015
+        params['taker'] = 0.0025
 
     info = market['info'] if 'info' in market else None
     if info:
diff --git a/catalyst/utils/run_algo.py b/catalyst/utils/run_algo.py
index 404b21c0..a20490bc 100644
--- a/catalyst/utils/run_algo.py
+++ b/catalyst/utils/run_algo.py
@@ -11,10 +11,7 @@ import pandas as pd
 
 from catalyst.data.bundles import load
 from catalyst.data.data_portal import DataPortal
-from catalyst.exchange.bittrex.bittrex import Bittrex
-from catalyst.exchange.bitfinex.bitfinex import Bitfinex
 from catalyst.exchange.factory import get_exchange
-from catalyst.exchange.poloniex.poloniex import Poloniex
 
 try:
     from pygments import highlight
@@ -40,11 +37,9 @@ from catalyst.exchange.exchange_data_portal import DataPortalExchangeLive, \
 from catalyst.exchange.asset_finder_exchange import AssetFinderExchange
 from catalyst.exchange.exchange_portfolio import ExchangePortfolio
 from catalyst.exchange.exchange_errors import (
-    ExchangeRequestError, ExchangeAuthEmpty,
-    ExchangeRequestErrorTooManyAttempts,
-    BaseCurrencyNotFoundError, ExchangeNotFoundError)
-from catalyst.exchange.exchange_utils import get_exchange_auth, \
-    get_algo_object, get_exchange_folder
+    ExchangeRequestError, ExchangeRequestErrorTooManyAttempts,
+    BaseCurrencyNotFoundError)
+from catalyst.exchange.exchange_utils import get_algo_object
 from logbook import Logger
 
 from catalyst.constants import LOG_LEVEL
@@ -95,7 +90,8 @@ def _run(handle_data,
          exchange,
          algo_namespace,
          base_currency,
-         live_graph):
+         live_graph,
+         simulate_orders):
     """Run a backtest for the given algorithm.
 
     This is shared between the cli and :func:`catalyst.run_algo`.
@@ -282,7 +278,8 @@ def _run(handle_data,
             ExchangeTradingAlgorithmLive,
             exchanges=exchanges,
             algo_namespace=algo_namespace,
-            live_graph=live_graph
+            live_graph=live_graph,
+            simulate_orders=simulate_orders
         )
     elif exchanges:
         # Removed the existing Poloniex fork to keep things simple
@@ -444,6 +441,7 @@ def run_algorithm(initialize,
                   base_currency=None,
                   algo_namespace=None,
                   live_graph=False,
+                  simulate_orders=True,
                   output=os.devnull):
     """Run a trading algorithm.
 
@@ -565,5 +563,6 @@ def run_algorithm(initialize,
         exchange=exchange_name,
         algo_namespace=algo_namespace,
         base_currency=base_currency,
-        live_graph=live_graph
+        live_graph=live_graph,
+        simulate_orders=simulate_orders
     )
diff --git a/tests/exchange/test_ccxt.py b/tests/exchange/test_ccxt.py
index eccdd18f..b1df6a19 100644
--- a/tests/exchange/test_ccxt.py
+++ b/tests/exchange/test_ccxt.py
@@ -15,7 +15,7 @@ log = Logger('test_ccxt')
 class TestCCXT(BaseExchangeTestCase):
     @classmethod
     def setup(self):
-        exchange_name = 'binance'
+        exchange_name = 'gdax'
         auth = get_exchange_auth(exchange_name)
         self.exchange = CCXT(
             exchange_name=exchange_name,
@@ -64,25 +64,17 @@ class TestCCXT(BaseExchangeTestCase):
             start_dt=pd.to_datetime('2017-01-01', utc=True)
         )
 
-        df = pd.DataFrame(candles)
-        df.set_index('last_traded', drop=True, inplace=True)
-
-        folder = os.path.join(
-            tempfile.gettempdir(), 'catalyst', self.exchange.name, 'eth_btc'
-        )
-        ensure_directory(folder)
-
-        path = os.path.join(folder, 'output.csv')
-        df.to_csv(path)
+        for asset in candles:
+            df = pd.DataFrame(candles[asset])
+            df.set_index('last_traded', drop=True, inplace=True)
         pass
 
     def test_tickers(self):
         log.info('retrieving tickers')
         tickers = self.exchange.tickers([
             self.exchange.get_asset('eth_btc'),
-            self.exchange.get_asset('etc_btc')
         ])
-        assert len(tickers) == 2
+        assert len(tickers) == 1
         pass
 
     def test_get_balances(self):

From a3838fc00f89597f4ee8d65df733aa0ba3ce62ea Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Sat, 2 Dec 2017 20:20:57 -0500
Subject: [PATCH 13/52] BLD: tested ccxt with manual data ingestion

---
 catalyst/constants.py                   |   3 +-
 catalyst/exchange/ccxt/ccxt_exchange.py | 154 +++++++++++++++---------
 catalyst/exchange/exchange.py           |  54 +++++----
 catalyst/exchange/exchange_bundle.py    |  68 ++++++-----
 catalyst/exchange/exchange_utils.py     |  19 ++-
 5 files changed, 183 insertions(+), 115 deletions(-)

diff --git a/catalyst/constants.py b/catalyst/constants.py
index 35e1f727..6372b11f 100644
--- a/catalyst/constants.py
+++ b/catalyst/constants.py
@@ -7,7 +7,8 @@ import logbook
     For example, if you want to see the DEBUG messages, run:
     $ export CATALYST_LOG_LEVEL=10
 '''
-LOG_LEVEL = int(os.environ.get('CATALYST_LOG_LEVEL', logbook.INFO))
+# LOG_LEVEL = int(os.environ.get('CATALYST_LOG_LEVEL', logbook.INFO))
+LOG_LEVEL = logbook.DEBUG
 
 SYMBOLS_URL = 'https://s3.amazonaws.com/enigmaco/catalyst-exchanges/' \
               '{exchange}/symbols.json'
diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index d2c735cc..4d5b3939 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -57,12 +57,14 @@ class CCXT(Exchange):
         except Exception:
             raise ExchangeNotFoundError(exchange_name=exchange_name)
 
-        markets = self.api.load_markets()
-        log.debug('the markets:\n{}'.format(markets))
+        self._symbol_maps = [None, None]
+
+        markets_symbols = self.api.load_markets()
+        log.debug('the markets:\n{}'.format(markets_symbols))
 
         self.name = exchange_name
 
-        self.assets = dict()
+        self.markets = self.api.fetch_markets()
         self.load_assets()
 
         self.base_currency = base_currency
@@ -81,6 +83,14 @@ class CCXT(Exchange):
     def time_skew(self):
         return None
 
+    def get_market(self, symbol):
+        s = self.get_symbol(symbol)
+        market = next(
+            (market for market in self.markets if market['symbol'] == s),
+            None,
+        )
+        return market
+
     def get_symbol(self, asset_or_symbol):
         symbol = asset_or_symbol if isinstance(
             asset_or_symbol, string_types
@@ -158,74 +168,102 @@ class CCXT(Exchange):
         except ExchangeSymbolsNotFound:
             return None
 
-    def _fetch_asset(self, market_id, is_local=False):
+    def fetch_asset_defs(self, market):
+        asset_defs = []
+
+        for is_local in (False, True):
+            asset_def = self.fetch_asset_def(market, is_local)
+            asset_defs.append((asset_def, is_local))
+
+        return asset_defs
+
+    def fetch_asset_def(self, market, is_local=False):
+        exchange_symbol = market['id']
+
         symbol_map = self._fetch_symbol_map(is_local)
         if symbol_map is not None:
             assets_lower = {k.lower(): v for k, v in symbol_map.items()}
-            key = market_id.lower()
+            key = exchange_symbol.lower()
 
             asset = assets_lower[key] if key in assets_lower else None
             if asset is not None:
-                return asset, is_local
-
-            elif not is_local:
-                return self._fetch_asset(market_id, True)
+                return asset
 
             else:
-                return None, is_local
-
-        elif not is_local:
-            return self._fetch_asset(market_id, True)
+                return None
 
         else:
-            return None, is_local
+            return None
+
+    def create_trading_pair(self, market, asset_def, is_local):
+        """
+        Creating a TradingPair from market and asset data.
+
+        Parameters
+        ----------
+        market: dict[str, Object]
+        asset_def: dict[str, Object]
+        is_local: bool
+
+        Returns
+        -------
+
+        """
+        data_source = 'local' if is_local else 'catalyst'
+        params = dict(
+            exchange=self.name,
+            data_source=data_source,
+            exchange_symbol=market['id'],
+        )
+        mixin_market_params(self.name, params, market)
+
+        if asset_def is not None:
+            params['symbol'] = asset_def['symbol']
+
+            params['start_date'] = asset_def['start_date'] \
+                if 'start_date' in asset_def else None
+
+            params['end_date'] = asset_def['end_date'] \
+                if 'end_date' in asset_def else None
+
+            params['leverage'] = asset_def['leverage'] \
+                if 'leverage' in asset_def else 1.0
+
+            params['asset_name'] = asset_def['asset_name'] \
+                if 'asset_name' in asset_def else None
+
+            params['end_daily'] = asset_def['end_daily'] \
+                if 'end_daily' in asset_def \
+                   and asset_def['end_daily'] != 'N/A' else None
+
+            params['end_minute'] = asset_def['end_minute'] \
+                if 'end_minute' in asset_def \
+                   and asset_def['end_minute'] != 'N/A' else None
+
+        else:
+            params['symbol'] = self.get_catalyst_symbol(market)
+            params['leverage'] = 1.0
+
+        return TradingPair(**params)
 
     def load_assets(self):
-        markets = self.api.fetch_markets()
+        self.assets = []
 
-        for market in markets:
-            asset, is_local = self._fetch_asset(market['id'])
-            data_source = 'local' if is_local else 'catalyst'
+        for market in self.markets:
+            log.debug('fetching asset for market: {}'.format(market['id']))
+            asset_defs = self.fetch_asset_defs(market)
 
-            params = dict(
-                exchange=self.name,
-                data_source=data_source,
-                exchange_symbol=market['id'],
-            )
-            mixin_market_params(self.name, params, market)
-
-            if asset is not None:
-                params['symbol'] = asset['symbol']
-
-                params['start_date'] = pd.to_datetime(
-                    asset['start_date'], utc=True
-                ) if 'start_date' in asset else None
-
-                params['end_date'] = pd.to_datetime(
-                    asset['end_date'], utc=True
-                ) if 'end_date' in asset else None
-
-                params['leverage'] = asset['leverage'] \
-                    if 'leverage' in asset else 1.0
-
-                params['asset_name'] = asset['asset_name'] \
-                    if 'asset_name' in asset else None
-
-                params['end_daily'] = pd.to_datetime(
-                    asset['end_daily'], utc=True
-                ) if 'end_daily' in asset and asset['end_daily'] != 'N/A' \
-                    else None
-
-                params['end_minute'] = pd.to_datetime(
-                    asset['end_minute'], utc=True
-                ) if 'end_minute' in asset and asset['end_minute'] != 'N/A' \
-                    else None
-
-            else:
-                params['symbol'] = self.get_catalyst_symbol(market)
-
-            trading_pair = TradingPair(**params)
-            self.assets[market['id']] = trading_pair
+            for asset_def in asset_defs:
+                if asset_def[0] is not None or not asset_defs[1]:
+                    try:
+                        asset = self.create_trading_pair(
+                            market=market,
+                            asset_def=asset_def[0],
+                            is_local=asset_def[1]
+                        )
+                        self.assets.append(asset)
+                    except TypeError as e:
+                        pass
 
     def get_balances(self):
         try:
@@ -293,7 +331,7 @@ class CCXT(Exchange):
 
         order = Order(
             dt=date,
-            asset=self.assets[symbol],
+            asset=self.get_asset(symbol, is_exchange_symbol=True),
             amount=amount,
             stop=stop_price,
             limit=limit_price,
diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index 317175d0..f38bfa36 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -34,7 +34,8 @@ class Exchange:
 
     def __init__(self):
         self.name = None
-        self.assets = dict()
+        self.assets = []
+        self._symbol_maps = [None, None]
         self._portfolio = None
         self.minute_writer = None
         self.minute_reader = None
@@ -145,9 +146,9 @@ class Exchange:
         """
         symbol = None
 
-        for key in self.assets:
-            if not symbol and self.assets[key].symbol == asset.symbol:
-                symbol = key
+        for a in self.assets:
+            if not symbol and a.symbol == asset.symbol:
+                symbol = a.symbol
 
         if not symbol:
             raise ValueError('Currency %s not supported by exchange %s' %
@@ -187,33 +188,32 @@ class Exchange:
         list[TradingPair]
 
         """
-        assets = []
 
         if symbols is not None:
+            assets = []
             for symbol in symbols:
                 asset = self.get_asset(symbol, data_frequency)
                 assets.append(asset)
+            return assets
         else:
-            for key in self.assets:
-                assets.append(self.assets[key])
+            return self.assets
 
-        return assets
-
-    def _find_asset(self, asset, symbol, data_frequency, is_local=False):
-        assets = self.assets
-        for key in assets:
+    def _find_asset(self, asset, symbol, data_frequency, is_exchange_symbol,
+                    is_local=False):
+        for a in self.assets:
             has_data = (data_frequency == 'minute'
-                        and assets[key].end_minute is not None) \
+                        and a.end_minute is not None) \
                        or (data_frequency == 'daily'
-                           and assets[key].end_daily is not None)
+                           and a.end_daily is not None)
 
-            if not asset and assets[key].symbol.lower() == symbol.lower() \
+            symbol_attr = a.exchange_symbol if is_exchange_symbol else a.symbol
+            if not asset and symbol_attr.lower() == symbol.lower() \
                     and (not data_frequency or has_data):
-                asset = assets[key]
+                asset = a
 
         return asset
 
-    def get_asset(self, symbol, data_frequency=None):
+    def get_asset(self, symbol, data_frequency=None, is_exchange_symbol=False):
         """
         The market for the specified symbol.
 
@@ -229,16 +229,19 @@ class Exchange:
         asset = None
 
         log.debug('searching asset {} on the server'.format(symbol))
-        asset = self._find_asset(asset, symbol, data_frequency, False)
+        asset = self._find_asset(
+            asset, symbol, data_frequency, is_exchange_symbol, False
+        )
 
         log.debug('asset {} not found on the server, searching local '
                   'assets'.format(symbol))
-        asset = self._find_asset(asset, symbol, data_frequency, True)
+        asset = self._find_asset(
+            asset, symbol, data_frequency, is_exchange_symbol, True
+        )
 
         if not asset:
-            all_values = list(self.assets.values())
             supported_symbols = sorted([
-                asset.symbol for asset in all_values
+                asset.symbol for asset in self.assets
             ])
 
             raise SymbolNotFoundOnExchange(
@@ -250,7 +253,14 @@ class Exchange:
         return asset
 
     def fetch_symbol_map(self, is_local=False):
-        return get_exchange_symbols(self.name, is_local)
+        index = 1 if is_local else 0
+        if self._symbol_maps[index] is not None:
+            return self._symbol_maps[index]
+
+        else:
+            symbol_map = get_exchange_symbols(self.name, is_local)
+            self._symbol_maps[index] = symbol_map
+            return symbol_map
 
     @abstractmethod
     def load_assets(self, is_local=False):
diff --git a/catalyst/exchange/exchange_bundle.py b/catalyst/exchange/exchange_bundle.py
index 2bfa6201..4f4e7fc6 100644
--- a/catalyst/exchange/exchange_bundle.py
+++ b/catalyst/exchange/exchange_bundle.py
@@ -31,7 +31,7 @@ from catalyst.exchange.exchange_errors import EmptyValuesInBundleError, \
     PricingDataNotLoadedError, DataCorruptionError, ExchangeSymbolsNotFound, \
     PricingDataValueError
 from catalyst.exchange.exchange_utils import get_exchange_folder, \
-    get_exchange_symbols, save_exchange_symbols
+    get_exchange_symbols, save_exchange_symbols, mixin_market_params
 from catalyst.utils.cli import maybe_show_progress
 from catalyst.utils.paths import ensure_directory
 
@@ -667,12 +667,11 @@ class ExchangeBundle:
 
         """
         log.info('ingesting csv file: {}'.format(path))
-        try:
-            symbols_def = get_exchange_symbols(
-                self.exchange_name, is_local=True
-            )
-        except ExchangeSymbolsNotFound:
-            symbols_def = dict()
+
+        if self.exchange is None:
+            # Avoid circular dependencies
+            from catalyst.exchange.factory import get_exchange
+            self.exchange = get_exchange(self.exchange_name)
 
         problems = []
         df = pd.read_csv(
@@ -705,24 +704,40 @@ class ExchangeBundle:
             end_dt = df.index.get_level_values(1).max()
             end_dt_key = 'end_{}'.format(data_frequency)
 
-            if symbol is symbols_def:
-                symbol_def = symbols_def[symbol]
+            market = self.exchange.get_market(symbol)
+            if market is None:
+                raise ValueError('symbol not available in the exchange.')
 
-                start_dt = symbol_def['start_date'] \
-                    if symbol_def['start_date'] < start_dt else start_dt
+            params = dict(
+                exchange=self.exchange.name,
+                data_source='local',
+                exchange_symbol=market['id'],
+            )
+            mixin_market_params(self.exchange_name, params, market)
 
-                end_dt = symbol_def[end_dt_key] \
-                    if symbol_def[end_dt_key] > end_dt else end_dt
+            asset_def = self.exchange.fetch_asset_def(market, True)
+            if asset_def is not None:
+                params['symbol'] = asset_def['symbol']
 
-                end_daily = end_dt \
-                    if data_frequency == 'daily' else symbol_def['end_daily']
+                params['start_date'] = asset_def['start_date'] \
+                    if asset_def['start_date'] < start_dt else start_dt
 
-                end_minute = end_dt \
-                    if data_frequency == 'minute' else symbol_def['end_minute']
+                params['end_date'] = asset_def[end_dt_key] \
+                    if asset_def[end_dt_key] > end_dt else end_dt
+
+                params['end_daily'] = end_dt \
+                    if data_frequency == 'daily' else asset_def['end_daily']
+
+                params['end_minute'] = end_dt \
+                    if data_frequency == 'minute' else asset_def['end_minute']
 
             else:
-                end_daily = end_dt if data_frequency == 'daily' else 'N/A'
-                end_minute = end_dt if data_frequency == 'minute' else 'N/A'
+                params['symbol'] = self.exchange.get_catalyst_symbol(market)
+
+                params['end_daily'] = end_dt \
+                    if data_frequency == 'daily' else 'N/A'
+                params['end_minute'] = end_dt \
+                    if data_frequency == 'minute' else 'N/A'
 
             if min_start_dt is None or start_dt < min_start_dt:
                 min_start_dt = start_dt
@@ -730,19 +745,8 @@ class ExchangeBundle:
             if max_end_dt is None or end_dt > max_end_dt:
                 max_end_dt = end_dt
 
-            asset = TradingPair(
-                symbol=symbol,
-                exchange=self.exchange_name,
-                start_date=start_dt,
-                end_date=end_dt,
-                leverage=0,  # TODO: add as an optional column
-                asset_name=symbol,
-                min_trade_size=0,  # TODO: add as an optional column
-                end_daily=end_daily,
-                end_minute=end_minute,
-                exchange_symbol=symbol
-            )
-            assets[symbol] = asset
+            asset = TradingPair(**params)
+            assets[market['id']] = asset
 
         save_exchange_symbols(self.exchange_name, assets, True)
 
diff --git a/catalyst/exchange/exchange_utils.py b/catalyst/exchange/exchange_utils.py
index 0ca18c95..c2250187 100644
--- a/catalyst/exchange/exchange_utils.py
+++ b/catalyst/exchange/exchange_utils.py
@@ -8,6 +8,7 @@ from datetime import date, datetime
 
 import pandas as pd
 from catalyst.assets._assets import TradingPair
+from six import string_types
 from six.moves.urllib import request
 
 from catalyst.constants import DATE_FORMAT, SYMBOLS_URL
@@ -100,6 +101,20 @@ def download_exchange_symbols(exchange_name, environ=None):
     return response
 
 
+def symbols_parser(asset_def):
+    for key, value in asset_def.items():
+        match = isinstance(value, string_types) \
+                and re.search(r'(\d{4}-\d{2}-\d{2})', value)
+
+        if match:
+            try:
+                asset_def[key] = pd.to_datetime(value, utc=True)
+            except ValueError:
+                pass
+
+    return asset_def
+
+
 def get_exchange_symbols(exchange_name, is_local=False, environ=None):
     """
     The de-serialized content of the exchange's symbols.json.
@@ -125,10 +140,10 @@ def get_exchange_symbols(exchange_name, is_local=False, environ=None):
     if os.path.isfile(filename):
         with open(filename) as data_file:
             try:
-                data = json.load(data_file)
+                data = json.load(data_file, object_hook=symbols_parser)
                 return data
 
-            except ValueError:
+            except ValueError as e:
                 return dict()
     else:
         raise ExchangeSymbolsNotFound(

From f995f451a7d5158d50774d598ae57574fe6a3be9 Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Sat, 2 Dec 2017 21:27:03 -0500
Subject: [PATCH 14/52] BLD: some refactoring to simplify the integration logic
 and tested several algos

---
 catalyst/assets/_assets.pyx             |   6 +-
 catalyst/exchange/ccxt/ccxt_exchange.py |  88 +++++++++++++++++++--
 catalyst/exchange/exchange.py           | 100 ++++++++++++++++--------
 catalyst/exchange/exchange_bundle.py    |   2 +-
 4 files changed, 153 insertions(+), 43 deletions(-)

diff --git a/catalyst/assets/_assets.pyx b/catalyst/assets/_assets.pyx
index feb41710..af1e81a6 100644
--- a/catalyst/assets/_assets.pyx
+++ b/catalyst/assets/_assets.pyx
@@ -516,7 +516,7 @@ cdef class TradingPair(Asset):
 
         symbol = symbol.lower()
         try:
-            self.base_currency,self.quote_currency  = symbol.split('_')
+            self.base_currency, self.quote_currency = symbol.split('_')
         except Exception as e:
             raise InvalidSymbolError(symbol=symbol, error=e)
 
@@ -600,8 +600,8 @@ cdef class TradingPair(Asset):
         -------
         boolean: whether the asset's exchange is open at the given minute.
         """
-        #TODO: consider implementing to spot holds
-        return self.trading_state > 0
+        #TODO: make more dymanic to catch holds
+        return True
 
     cpdef __reduce__(self):
         """
diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index 4d5b3939..ac978e58 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -84,6 +84,19 @@ class CCXT(Exchange):
         return None
 
     def get_market(self, symbol):
+        """
+        The CCXT market.
+
+        Parameters
+        ----------
+        symbol:
+            The CCXT symbol.
+
+        Returns
+        -------
+        dict[str, Object]
+
+        """
         s = self.get_symbol(symbol)
         market = next(
             (market for market in self.markets if market['symbol'] == s),
@@ -92,6 +105,17 @@ class CCXT(Exchange):
         return market
 
     def get_symbol(self, asset_or_symbol):
+        """
+        The CCXT symbol.
+
+        Parameters
+        ----------
+        asset_or_symbol
+
+        Returns
+        -------
+
+        """
         symbol = asset_or_symbol if isinstance(
             asset_or_symbol, string_types
         ) else asset_or_symbol.symbol
@@ -100,6 +124,17 @@ class CCXT(Exchange):
         return '{}/{}'.format(parts[0].upper(), parts[1].upper())
 
     def get_catalyst_symbol(self, market_or_symbol):
+        """
+        The Catalyst symbol.
+
+        Parameters
+        ----------
+        market_or_symbol
+
+        Returns
+        -------
+
+        """
         if isinstance(market_or_symbol, string_types):
             parts = market_or_symbol.split('/')
             return '{}_{}'.format(parts[0].lower(), parts[1].lower())
@@ -111,6 +146,19 @@ class CCXT(Exchange):
             )
 
     def get_timeframe(self, freq):
+        """
+        The CCXT timeframe from the Catalyst frequency.
+
+        Parameters
+        ----------
+        freq: str
+            The Catalyst frequency (Pandas convention)
+
+        Returns
+        -------
+        str
+
+        """
         freq_match = re.match(r'([0-9].*)?(m|M|d|D|h|H|T)', freq, re.M | re.I)
         if freq_match:
             candle_size = int(freq_match.group(1)) \
@@ -168,16 +216,47 @@ class CCXT(Exchange):
         except ExchangeSymbolsNotFound:
             return None
 
-    def fetch_asset_defs(self, market):
+    def get_asset_defs(self, market):
+        """
+        The local and Catalyst definitions of the specified market.
+
+        Parameters
+        ----------
+        market: dict[str, Object]
+            The CCXT market dicts.
+
+        Returns
+        -------
+        dict[str, Object]
+            The asset definition.
+
+        """
         asset_defs = []
 
         for is_local in (False, True):
-            asset_def = self.fetch_asset_def(market, is_local)
+            asset_def = self.get_asset_def(market, is_local)
             asset_defs.append((asset_def, is_local))
 
         return asset_defs
 
-    def fetch_asset_def(self, market, is_local=False):
+    def get_asset_def(self, market, is_local=False):
+        """
+        The asset definition (in symbols.json files) corresponding
+        to the the specified market.
+
+        Parameters
+        ----------
+        market: dict[str, Object]
+            The CCXT market dict.
+        is_local
+            Whether to search in local or Catalyst asset definitions.
+
+        Returns
+        -------
+        dict[str, Object]
+            The asset definition.
+
+        """
         exchange_symbol = market['id']
 
         symbol_map = self._fetch_symbol_map(is_local)
@@ -250,8 +329,7 @@ class CCXT(Exchange):
         self.assets = []
 
         for market in self.markets:
-            log.debug('fetching asset for market: {}'.format(market['id']))
-            asset_defs = self.fetch_asset_defs(market)
+            asset_defs = self.get_asset_defs(market)
 
             for asset_def in asset_defs:
                 if asset_def[0] is not None or not asset_defs[1]:
diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index f38bfa36..0301ebc0 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -175,71 +175,102 @@ class Exchange:
 
         return symbols
 
-    def get_assets(self, symbols=None, data_frequency=None):
+    def get_assets(self, symbols=None, data_frequency=None,
+                   is_exchange_symbol=False,
+                   is_local=None):
         """
         The list of markets for the specified symbols.
 
         Parameters
         ----------
         symbols: list[str]
+        data_frequency: str
+        is_exchange_symbol: bool
+        is_local: bool
 
         Returns
         -------
         list[TradingPair]
+            A list of asset objects.
+
+        Notes
+        -----
+        See get_asset for details of each parameter.
 
         """
+        if symbols is None:
+            # Make a distinct list of all symbols
+            symbols = list(set([asset.symbol for asset in self.assets]))
+            is_exchange_symbol = False
 
-        if symbols is not None:
-            assets = []
-            for symbol in symbols:
-                asset = self.get_asset(symbol, data_frequency)
-                assets.append(asset)
-            return assets
-        else:
-            return self.assets
+        assets = []
+        for symbol in symbols:
+            asset = self.get_asset(
+                symbol, data_frequency, is_exchange_symbol, is_local
+            )
+            assets.append(asset)
+        return assets
 
-    def _find_asset(self, asset, symbol, data_frequency, is_exchange_symbol,
-                    is_local=False):
-        for a in self.assets:
-            has_data = (data_frequency == 'minute'
-                        and a.end_minute is not None) \
-                       or (data_frequency == 'daily'
-                           and a.end_daily is not None)
-
-            symbol_attr = a.exchange_symbol if is_exchange_symbol else a.symbol
-            if not asset and symbol_attr.lower() == symbol.lower() \
-                    and (not data_frequency or has_data):
-                asset = a
-
-        return asset
-
-    def get_asset(self, symbol, data_frequency=None, is_exchange_symbol=False):
+    def get_asset(self, symbol, data_frequency=None, is_exchange_symbol=False,
+                  is_local=None):
         """
         The market for the specified symbol.
 
         Parameters
         ----------
         symbol: str
+            The Catalyst or exchange symbol.
+
+        data_frequency: str
+            Check for asset corresponding to the specified data_frequency.
+            The same asset might exist in the Catalyst repository or
+            locally (following a CSV ingestion). Filtering by
+            data_frequency picks the right asset.
+
+        is_exchange_symbol: bool
+            Whether the symbol uses the Catalyst or exchange convention.
+
+        is_local: bool
+            For the local or Catalyst asset.
 
         Returns
         -------
         TradingPair
+            The asset object.
 
         """
         asset = None
 
-        log.debug('searching asset {} on the server'.format(symbol))
-        asset = self._find_asset(
-            asset, symbol, data_frequency, is_exchange_symbol, False
+        log.debug(
+            'searching assets for: {} {}'.format(
+                self.name, symbol
+            )
         )
+        for a in self.assets:
+            if asset is not None:
+                break
 
-        log.debug('asset {} not found on the server, searching local '
-                  'assets'.format(symbol))
-        asset = self._find_asset(
-            asset, symbol, data_frequency, is_exchange_symbol, True
-        )
+            if is_local is not None:
+                data_source = 'local' if is_local else 'catalyst'
+                applies = (a.data_source == data_source)
+
+            elif data_frequency is not None:
+                applies = (
+                    (data_frequency == 'minute' and a.end_minute is not None)
+                    or (data_frequency == 'daily' and a.end_daily is not None)
+                )
+
+            else:
+                applies = True
+
+            # The symbol provided may use the Catalyst or the exchange
+            # convention
+            key = a.exchange_symbol if is_exchange_symbol else a.symbol
+            if not asset and key.lower() == symbol.lower() and applies:
+                asset = a
+
+        if asset is None:
 
-        if not asset:
             supported_symbols = sorted([
                 asset.symbol for asset in self.assets
             ])
@@ -250,6 +281,7 @@ class Exchange:
                 supported_symbols=supported_symbols
             )
 
+        log.debug('found asset: {}'.format(asset))
         return asset
 
     def fetch_symbol_map(self, is_local=False):
diff --git a/catalyst/exchange/exchange_bundle.py b/catalyst/exchange/exchange_bundle.py
index 4f4e7fc6..07bc0207 100644
--- a/catalyst/exchange/exchange_bundle.py
+++ b/catalyst/exchange/exchange_bundle.py
@@ -715,7 +715,7 @@ class ExchangeBundle:
             )
             mixin_market_params(self.exchange_name, params, market)
 
-            asset_def = self.exchange.fetch_asset_def(market, True)
+            asset_def = self.exchange.get_asset_def(market, True)
             if asset_def is not None:
                 params['symbol'] = asset_def['symbol']
 

From 96a27d083c6c589819fa0311345def8a9548f1c8 Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Sun, 3 Dec 2017 00:04:15 -0500
Subject: [PATCH 15/52] BLD: more live trading tests and fixed related issues

---
 catalyst/examples/mean_reversion_simple.py |  8 ++++----
 catalyst/exchange/ccxt/ccxt_exchange.py    | 23 +++++++++++++++-------
 catalyst/exchange/exchange.py              |  4 ++--
 catalyst/exchange/exchange_bundle.py       |  6 ++----
 catalyst/exchange/stats_utils.py           |  6 +++---
 5 files changed, 27 insertions(+), 20 deletions(-)

diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py
index cd1ac8dc..130343c9 100644
--- a/catalyst/examples/mean_reversion_simple.py
+++ b/catalyst/examples/mean_reversion_simple.py
@@ -37,7 +37,7 @@ def initialize(context):
     context.base_price = None
     context.current_day = None
 
-    context.RSI_OVERSOLD = 25
+    context.RSI_OVERSOLD = 55
     context.RSI_OVERBOUGHT = 82
     context.CANDLE_SIZE = '5T'
 
@@ -239,7 +239,7 @@ def analyze(context=None, perf=None):
 
 if __name__ == '__main__':
     # The execution mode: backtest or live
-    MODE = 'backtest'
+    MODE = 'live'
 
     if MODE == 'backtest':
         folder = os.path.join(
@@ -251,7 +251,7 @@ if __name__ == '__main__':
         out = os.path.join(folder, '{}.p'.format(timestr))
         # catalyst run -f catalyst/examples/mean_reversion_simple.py -x bitfinex -s 2017-10-1 -e 2017-11-10 -c usdt -n mean-reversion --data-frequency minute --capital-base 10000
         run_algorithm(
-            capital_base=0.5,
+            capital_base=0.1,
             data_frequency='minute',
             initialize=initialize,
             handle_data=handle_data,
@@ -267,7 +267,7 @@ if __name__ == '__main__':
 
     elif MODE == 'live':
         run_algorithm(
-            capital_base=0.5,
+            capital_base=0.1,
             initialize=initialize,
             handle_data=handle_data,
             analyze=analyze,
diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index ac978e58..36a0bbdb 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -321,6 +321,7 @@ class CCXT(Exchange):
 
         else:
             params['symbol'] = self.get_catalyst_symbol(market)
+            # TODO: add as an optional column
             params['leverage'] = 1.0
 
         return TradingPair(**params)
@@ -340,7 +341,8 @@ class CCXT(Exchange):
                             is_local=asset_def[1]
                         )
                         self.assets.append(asset)
-                    except TypeError as e:
+
+                    except TypeError:
                         pass
 
     def get_balances(self):
@@ -405,7 +407,11 @@ class CCXT(Exchange):
 
         # order_id = str(order_status['info']['clientOrderId'])
         order_id = order_status['id']
-        symbol = order_status['info']['symbol']
+
+        # TODO: this won't work, redo the packages with a different key.
+        symbol = order_status['info']['symbol'] \
+            if 'symbol' in order_status['info'] \
+            else order_status['info']['Exchange']
 
         order = Order(
             dt=date,
@@ -455,10 +461,9 @@ class CCXT(Exchange):
         if 'info' not in result:
             raise ValueError('cannot use order without info attribute')
 
-        # order_id = str(result['info']['clientOrderId'])
         order_id = result['id']
         order = Order(
-            dt=from_ms_timestamp(result['info']['transactTime']),
+            dt=pd.Timestamp.utcnow(),
             asset=asset,
             amount=amount,
             stop=style.get_stop_price(is_buy),
@@ -490,7 +495,7 @@ class CCXT(Exchange):
     def _get_asset_from_order(self, order_id):
         open_orders = self.portfolio.open_orders
         order = next(
-            (order for order in open_orders if order.id == order_id),
+            (open_orders[id] for id in open_orders if id == order_id),
             None
         )  # type: Order
         return order.asset if order is not None else None
@@ -508,12 +513,12 @@ class CCXT(Exchange):
             symbol = self.get_symbol(asset_or_symbol) \
                 if asset_or_symbol is not None else None
             order_status = self.api.fetch_order(id=order_id, symbol=symbol)
-            order, _ = self._create_order(order_status)
+            order, executed_price = self._create_order(order_status)
 
         except Exception as e:
             raise ExchangeRequestError(error=e)
 
-        return order
+        return order, executed_price
 
     def cancel_order(self, order_param, asset_or_symbol=None):
         order_id = order_param.id \
@@ -555,6 +560,10 @@ class CCXT(Exchange):
 
             ticker['last_traded'] = from_ms_timestamp(ticker['timestamp'])
 
+            if 'last_price' not in ticker:
+                # TODO: any more exceptions?
+                ticker['last_price'] = ticker['last']
+
             # Using the volume represented in the base currency
             ticker['volume'] = ticker['baseVolume'] \
                 if 'baseVolume' in ticker else 0
diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index 0301ebc0..a8d58069 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -270,7 +270,6 @@ class Exchange:
                 asset = a
 
         if asset is None:
-
             supported_symbols = sorted([
                 asset.symbol for asset in self.assets
             ])
@@ -704,8 +703,9 @@ class Exchange:
                 # TODO: convert if the position is not in the base currency
                 ticker = tickers[asset]
                 position = portfolio.positions[asset]
+
                 position.last_sale_price = ticker['last_price']
-                position.last_sale_date = ticker['timestamp']
+                position.last_sale_date = ticker['last_traded']
 
                 portfolio.positions_value += \
                     position.amount * position.last_sale_price
diff --git a/catalyst/exchange/exchange_bundle.py b/catalyst/exchange/exchange_bundle.py
index 07bc0207..59e5ce90 100644
--- a/catalyst/exchange/exchange_bundle.py
+++ b/catalyst/exchange/exchange_bundle.py
@@ -1,5 +1,4 @@
 import os
-import os
 import shutil
 from datetime import datetime, timedelta
 from functools import partial
@@ -28,10 +27,9 @@ from catalyst.exchange.exchange_bcolz import BcolzExchangeBarReader, \
 from catalyst.exchange.exchange_errors import EmptyValuesInBundleError, \
     TempBundleNotFoundError, \
     NoDataAvailableOnExchange, \
-    PricingDataNotLoadedError, DataCorruptionError, ExchangeSymbolsNotFound, \
-    PricingDataValueError
+    PricingDataNotLoadedError, DataCorruptionError, PricingDataValueError
 from catalyst.exchange.exchange_utils import get_exchange_folder, \
-    get_exchange_symbols, save_exchange_symbols, mixin_market_params
+    save_exchange_symbols, mixin_market_params
 from catalyst.utils.cli import maybe_show_progress
 from catalyst.utils.paths import ensure_directory
 
diff --git a/catalyst/exchange/stats_utils.py b/catalyst/exchange/stats_utils.py
index e982de2a..845fccc8 100644
--- a/catalyst/exchange/stats_utils.py
+++ b/catalyst/exchange/stats_utils.py
@@ -153,11 +153,11 @@ def get_pretty_stats(stats_df, recorded_cols=None, num_rows=10):
     def format_positions(positions):
         parts = []
         for position in positions:
-            msg = '{amount:.2f}{market} cost basis {cost_basis:.4f}{base}'.format(
+            msg = '{amount:.2f}{base} cost basis {cost_basis:.4f}{quote}'.format(
                 amount=position['amount'],
-                market=position['sid'].market_currency,
+                base=position['sid'].base_currency,
                 cost_basis=position['cost_basis'],
-                base=position['sid'].base_currency
+                quote=position['sid'].quote_currency
             )
             parts.append(msg)
         return ', '.join(parts)

From dcdf4f77db036ac36db68e54a883e3c034420b1a Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Tue, 5 Dec 2017 22:08:30 -0500
Subject: [PATCH 16/52] BLD: making some adjustment to the blotter to improve
 paper trading

---
 catalyst/examples/mean_reversion_simple.py |   5 +-
 catalyst/exchange/ccxt/ccxt_exchange.py    |  56 +++---
 catalyst/exchange/exchange.py              |   9 +-
 catalyst/exchange/exchange_algorithm.py    | 192 +++++++++++----------
 catalyst/exchange/exchange_blotter.py      |  46 +++++
 catalyst/exchange/exchange_errors.py       |   7 +
 catalyst/exchange/exchange_portfolio.py    |  23 ++-
 catalyst/exchange/exchange_utils.py        |   4 +
 etc/requirements.txt                       |   2 +-
 9 files changed, 218 insertions(+), 126 deletions(-)

diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py
index 130343c9..21e0c7cc 100644
--- a/catalyst/examples/mean_reversion_simple.py
+++ b/catalyst/examples/mean_reversion_simple.py
@@ -256,7 +256,7 @@ if __name__ == '__main__':
             initialize=initialize,
             handle_data=handle_data,
             analyze=analyze,
-            exchange_name='bitfinex',
+            exchange_name='bittrex',
             algo_namespace=NAMESPACE,
             base_currency='eth',
             start=pd.to_datetime('2017-10-01', utc=True),
@@ -275,5 +275,6 @@ if __name__ == '__main__':
             live=True,
             algo_namespace=NAMESPACE,
             base_currency='eth',
-            live_graph=False
+            live_graph=False,
+            simulate_orders=True
         )
diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index 36a0bbdb..7f45627f 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -3,6 +3,7 @@ from collections import defaultdict
 
 import ccxt
 import pandas as pd
+import six
 from ccxt import ExchangeNotAvailable
 from six import string_types
 
@@ -19,7 +20,7 @@ from catalyst.exchange.exchange_errors import InvalidHistoryFrequencyError, \
     ExchangeSymbolsNotFound, ExchangeRequestError, InvalidOrderStyle, \
     ExchangeNotFoundError
 from catalyst.exchange.exchange_utils import mixin_market_params, \
-    from_ms_timestamp
+    from_ms_timestamp, get_epoch
 
 log = Logger('CCXT', level=LOG_LEVEL)
 
@@ -182,33 +183,48 @@ class CCXT(Exchange):
 
     def get_candles(self, freq, assets, bar_count=None, start_dt=None,
                     end_dt=None):
+        is_single = (isinstance(assets, TradingPair))
+        if is_single:
+            assets = [assets]
+
         symbols = self.get_symbols(assets)
+
         timeframe = self.get_timeframe(freq)
-        delta = start_dt - pd.to_datetime('1970-1-1', utc=True)
+        delta = start_dt - get_epoch()
         ms = int(delta.total_seconds()) * 1000
 
         candles = dict()
         for asset in assets:
-            ohlcvs = self.api.fetch_ohlcv(
-                symbol=symbols[0],
-                timeframe=timeframe,
-                since=ms,
-                limit=bar_count,
-                params={}
-            )
+            try:
+                ohlcvs = self.api.fetch_ohlcv(
+                    symbol=symbols[0],
+                    timeframe=timeframe,
+                    since=ms,
+                    limit=bar_count,
+                    params={}
+                )
 
-            candles[asset] = []
-            for ohlcv in ohlcvs:
-                candles[asset].append(dict(
-                    last_traded=pd.to_datetime(ohlcv[0], unit='ms', utc=True),
-                    open=ohlcv[1],
-                    high=ohlcv[2],
-                    low=ohlcv[3],
-                    close=ohlcv[4],
-                    volume=ohlcv[5]
-                ))
+                candles[asset] = []
+                for ohlcv in ohlcvs:
+                    candles[asset].append(dict(
+                        last_traded=pd.to_datetime(
+                            ohlcv[0], unit='ms', utc=True
+                        ),
+                        open=ohlcv[1],
+                        high=ohlcv[2],
+                        low=ohlcv[3],
+                        close=ohlcv[4],
+                        volume=ohlcv[5]
+                    ))
 
-        return candles
+            except Exception as e:
+                raise ExchangeRequestError(error=e)
+
+        if is_single:
+            return six.next(six.itervalues(candles))
+
+        else:
+            return candles
 
     def _fetch_symbol_map(self, is_local):
         try:
diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index a8d58069..ea938387 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -324,7 +324,6 @@ class Exchange:
         list[Transaction]
 
         """
-        transactions = list()
         if self.portfolio.open_orders:
             for order_id in list(self.portfolio.open_orders):
                 log.debug('found open order: {}'.format(order_id))
@@ -344,12 +343,13 @@ class Exchange:
                         order_id=order.id,
                         commission=order.commission
                     )
-                    transactions.append(transaction)
+                    yield order, transaction
 
-                    self.portfolio.execute_order(order, transaction)
+                    # self.portfolio.execute_order(order, transaction)
 
                 elif order.status == ORDER_STATUS.CANCELLED:
-                    self.portfolio.remove_order(order)
+                    # self.portfolio.remove_order(order)
+                    yield order, None
 
                 else:
                     delta = pd.Timestamp.utcnow() - order.dt
@@ -359,7 +359,6 @@ class Exchange:
                             delta=delta
                         )
                     )
-        return transactions
 
     def get_spot_value(self, assets, field, dt=None, data_frequency='minute'):
         """
diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index c2102015..7f671c96 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -32,7 +32,7 @@ from catalyst.exchange.exchange_errors import (
     ExchangeRequestError,
     ExchangePortfolioDataError,
     ExchangeTransactionError,
-    OrphanOrderError)
+    OrphanOrderError, OrderTypeNotSupported)
 from catalyst.exchange.exchange_execution import ExchangeStopLimitOrder, \
     ExchangeLimitOrder, ExchangeStopOrder
 from catalyst.exchange.exchange_utils import save_algo_object, get_algo_object, \
@@ -63,9 +63,72 @@ class ExchangeAlgorithmExecutor(AlgorithmSimulator):
 class ExchangeTradingAlgorithmBase(TradingAlgorithm):
     def __init__(self, *args, **kwargs):
         self.exchanges = kwargs.pop('exchanges', None)
+        self.simulate_orders = kwargs.pop('simulate_orders', None)
 
         super(ExchangeTradingAlgorithmBase, self).__init__(*args, **kwargs)
 
+        if self.simulate_orders is None \
+                and self.sim_params.arena == 'backtest':
+            self.simulate_orders = True
+
+        self.blotter = ExchangeBlotter(
+            data_frequency=self.data_frequency,
+            # Default to NeverCancel in catalyst
+            cancel_policy=self.cancel_policy,
+            simulate_orders=self.simulate_orders
+        )
+
+    @staticmethod
+    def __convert_order_params_for_blotter(limit_price, stop_price, style):
+        """
+        Helper method for converting deprecated limit_price and stop_price
+        arguments into ExecutionStyle instances.
+
+        This function assumes that either style == None or (limit_price,
+        stop_price) == (None, None).
+        """
+        if stop_price:
+            raise OrderTypeNotSupported(order_type='stop')
+
+        if style:
+            if limit_price is not None:
+                raise ValueError(
+                    'An order style and a limit price was included in the '
+                    'order. Please pick one to avoid any possible conflict.'
+                )
+
+            # Currently limiting order types or limit and market to
+            # be in-line with CXXT and many exchanges. We'll consider
+            # adding more order types in the future.
+            if not isinstance(style, ExchangeLimitOrder) or \
+                    not isinstance(style, MarketOrder):
+                raise OrderTypeNotSupported(
+                    order_type=style.__class__.__name__
+                )
+
+            return style
+
+        if limit_price:
+            return ExchangeLimitOrder(limit_price)
+        else:
+            return MarketOrder()
+
+    def _calculate_order(self, asset, amount,
+                         limit_price=None, stop_price=None, style=None):
+        # Raises a ZiplineError if invalid parameters are detected.
+        self.validate_order_params(asset,
+                                   amount,
+                                   limit_price,
+                                   stop_price,
+                                   style)
+
+        # Convert deprecated limit_price and stop_price parameters to use
+        # ExecutionStyle objects.
+        style = self.__convert_order_params_for_blotter(limit_price,
+                                                        stop_price,
+                                                        style)
+        return amount, style
+
     def round_order(self, amount, asset):
         """
         We need fractions with cryptocurrencies
@@ -204,50 +267,8 @@ class ExchangeTradingAlgorithmBacktest(ExchangeTradingAlgorithmBase):
         super(ExchangeTradingAlgorithmBacktest, self).__init__(*args, **kwargs)
 
         self.frame_stats = list()
-        self.blotter = ExchangeBlotter(
-            data_frequency=self.data_frequency,
-            # Default to NeverCancel in catalyst
-            cancel_policy=self.cancel_policy,
-        )
         log.info('initialized trading algorithm in backtest mode')
 
-    def _calculate_order(self, asset, amount,
-                         limit_price=None, stop_price=None, style=None):
-        # Raises a ZiplineError if invalid parameters are detected.
-        self.validate_order_params(asset,
-                                   amount,
-                                   limit_price,
-                                   stop_price,
-                                   style)
-
-        # Convert deprecated limit_price and stop_price parameters to use
-        # ExecutionStyle objects.
-        style = self.__convert_order_params_for_blotter(limit_price,
-                                                        stop_price,
-                                                        style)
-        return amount, style
-
-    @staticmethod
-    def __convert_order_params_for_blotter(limit_price, stop_price, style):
-        """
-        Helper method for converting deprecated limit_price and stop_price
-        arguments into ExecutionStyle instances.
-
-        This function assumes that either style == None or (limit_price,
-        stop_price) == (None, None).
-        """
-        if style:
-            assert (limit_price, stop_price) == (None, None)
-            return style
-        if limit_price and stop_price:
-            return ExchangeStopLimitOrder(limit_price, stop_price)
-        if limit_price:
-            return ExchangeLimitOrder(limit_price)
-        if stop_price:
-            return ExchangeStopOrder(stop_price)
-        else:
-            return MarketOrder()
-
     def is_last_frame_of_day(self, data):
         # TODO: adjust here to support more intervals
         next_frame_dt = data.current_dt + timedelta(minutes=1)
@@ -289,7 +310,6 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
     def __init__(self, *args, **kwargs):
         self.algo_namespace = kwargs.pop('algo_namespace', None)
         self.live_graph = kwargs.pop('live_graph', None)
-        self.simulate_orders = kwargs.pop('simulate_orders', None)
 
         self._clock = None
         self.frame_stats = deque(maxlen=60)
@@ -416,16 +436,6 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         return self.trading_client.transform()
 
     def updated_portfolio(self):
-        """
-        We skip the entire performance tracker business and update the
-        portfolio directly.
-
-        Returns
-        -------
-        ExchangePortfolio
-
-        """
-        # TODO: build cumulative portfolio
         return self.perf_tracker.get_portfolio(False)
 
     def updated_account(self):
@@ -450,6 +460,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
                         last_sale_date=position.last_sale_date,
                         last_sale_price=position.last_sale_price
                     )
+
         except ExchangeRequestError as e:
             log.warn(
                 'update portfolio attempt {}: {}'.format(attempt_index, e)
@@ -464,30 +475,6 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
                     error=e
                 )
 
-    def _check_open_orders(self, attempt_index=0):
-        try:
-            orders = list()
-            for exchange_name in self.exchanges:
-                exchange = self.exchanges[exchange_name]
-                exchange_orders = exchange.check_open_orders()
-
-                orders += exchange_orders
-
-            return orders
-        except ExchangeRequestError as e:
-            log.warn(
-                'check open orders attempt {}: {}'.format(attempt_index, e)
-            )
-            if attempt_index < self.retry_check_open_orders:
-                sleep(self.retry_delay)
-                return self._check_open_orders(attempt_index + 1)
-            else:
-                raise ExchangePortfolioDataError(
-                    data_type='order-status',
-                    attempts=attempt_index,
-                    error=e
-                )
-
     def add_pnl_stats(self, period_stats):
         """
         Save p&l stats.
@@ -577,14 +564,19 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         if not self.is_running:
             return
 
-        self._synchronize_portfolio()
+        new_transactions, new_commissions, closed_orders = \
+            self.blotter.get_transactions(data)
 
-        transactions = self._check_open_orders()
-        if len(transactions) > 0:
-            for transaction in transactions:
-                self.perf_tracker.process_transaction(transaction)
+        self.blotter.prune_orders(closed_orders)
 
-            self.perf_tracker.update_performance()
+        for transaction in new_transactions:
+            self.perf_tracker.process_transaction(transaction)
+
+            # since this order was modified, record it
+            order = self.blotter.orders[transaction.order_id]
+            self.perf_tracker.process_order(order)
+
+        self.perf_tracker.update_performance()
 
         if self._handle_data:
             self._handle_data(self, data)
@@ -713,25 +705,35 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         order: Order
             The catalyst order object or None
         """
-        amount, style = self._calculate_order(asset, amount,
-                                              limit_price, stop_price,
-                                              style)
 
-        order_id = self._order(asset, amount, limit_price, stop_price, style)
+        if self.simulate_orders:
+            order_id = super(ExchangeTradingAlgorithmLive, self).order(
+                asset, amount, limit_price, stop_price, style
+            )
+            log.debug('created a simulated order {}'.format(order_id))
+
+        else:
+            amount, style = self._calculate_order(
+                asset, amount, limit_price, stop_price, style
+            )
+            order_id = self._order(
+                asset, amount, limit_price, stop_price, style
+            )
 
-        exchange = self.exchanges[asset.exchange]
-        exchange_portfolio = exchange.portfolio
         if order_id is not None:
+            current_order = None
+            for order in self.blotter.open_orders[asset]:
+                if current_order is None and order.id == order_id:
+                    self.perf_tracker.process_order(order)
+                    current_order = order
 
-            if order_id in exchange_portfolio.open_orders:
-                order = exchange_portfolio.open_orders[order_id]
-                self.perf_tracker.process_order(order)
-                return order
+            if current_order is not None:
+                return current_order
 
             else:
                 raise OrphanOrderError(
                     order_id=order_id,
-                    exchange=exchange.name
+                    exchange=asset.exchange
                 )
         else:
             log.warn('unable to order {} {} on exchange {}'.format(
diff --git a/catalyst/exchange/exchange_blotter.py b/catalyst/exchange/exchange_blotter.py
index 365682c7..72e6d539 100644
--- a/catalyst/exchange/exchange_blotter.py
+++ b/catalyst/exchange/exchange_blotter.py
@@ -1,7 +1,11 @@
+from time import sleep
+
 from catalyst.assets._assets import TradingPair
 from logbook import Logger
 
 from catalyst.constants import LOG_LEVEL
+from catalyst.exchange.exchange_errors import ExchangeRequestError, \
+    ExchangePortfolioDataError
 from catalyst.finance.blotter import Blotter
 from catalyst.finance.commission import CommissionModel
 from catalyst.finance.slippage import SlippageModel
@@ -121,6 +125,8 @@ class TradingPairFixedSlippage(SlippageModel):
 
 class ExchangeBlotter(Blotter):
     def __init__(self, *args, **kwargs):
+        self.simulate_orders = kwargs.pop('simulate_orders', False)
+
         super(ExchangeBlotter, self).__init__(*args, **kwargs)
 
         # Using the equity models for now
@@ -132,3 +138,43 @@ class ExchangeBlotter(Blotter):
         self.commission_models = {
             TradingPair: TradingPairFeeSchedule()
         }
+
+    def get_exchange_transactions(self, attempt_index=0):
+        closed_orders = []
+        transactions = []
+        commissions = []
+
+        try:
+            for exchange_name in self.exchanges:
+                exchange = self.exchanges[exchange_name]
+                for order, txn in exchange.check_open_orders():
+
+                    order.dt = txn.dt
+
+                    transactions.append(txn)
+
+                    if not order.open:
+                        closed_orders.append(order)
+
+            return transactions, commissions, closed_orders
+
+        except ExchangeRequestError as e:
+            log.warn(
+                'check open orders attempt {}: {}'.format(attempt_index, e)
+            )
+            if attempt_index < self.retry_check_open_orders:
+                sleep(self.retry_delay)
+                return self.get_exchange_transactions(attempt_index + 1)
+            else:
+                raise ExchangePortfolioDataError(
+                    data_type='order-status',
+                    attempts=attempt_index,
+                    error=e
+                )
+
+    def get_transactions(self, bar_data):
+        if self.simulate_orders:
+            return super(ExchangeBlotter, self).get_transactions(bar_data)
+
+        else:
+            return self.get_exchange_transactions()
diff --git a/catalyst/exchange/exchange_errors.py b/catalyst/exchange/exchange_errors.py
index 5530ccb2..7bf66f6c 100644
--- a/catalyst/exchange/exchange_errors.py
+++ b/catalyst/exchange/exchange_errors.py
@@ -217,6 +217,7 @@ class PricingDataNotLoadedError(ZiplineError):
            '{data_frequency} -i {symbol_list}`. See catalyst documentation '
            'for details.').strip()
 
+
 class PricingDataValueError(ZiplineError):
     msg = ('Unable to retrieve pricing data for {exchange} {symbol} '
            '[{start_dt} - {end_dt}]: {error}').strip()
@@ -244,3 +245,9 @@ class NoDataAvailableOnExchange(ZiplineError):
 
 class NoValueForField(ZiplineError):
     msg = ('Value not found for field: {field}.').strip()
+
+
+class OrderTypeNotSupported(ZiplineError):
+    msg = (
+        'Order type `{order_type}` not currencly supported by Catalyst. '
+        'Please use `limit` or `market` orders only.').strip()
diff --git a/catalyst/exchange/exchange_portfolio.py b/catalyst/exchange/exchange_portfolio.py
index b9f45fbb..1df8f9b2 100644
--- a/catalyst/exchange/exchange_portfolio.py
+++ b/catalyst/exchange/exchange_portfolio.py
@@ -40,7 +40,13 @@ class ExchangePortfolio(Portfolio):
 
         """
         log.debug('creating order {}'.format(order.id))
-        self.open_orders[order.id] = order
+
+        open_orders = self.open_orders[order.asset] \
+            if order.asset is self.open_orders else []
+
+        open_orders.append(order)
+
+        self.open_orders[order.asset] = open_orders
 
         order_position = self.positions[order.asset] \
             if order.asset in self.positions else None
@@ -52,6 +58,17 @@ class ExchangePortfolio(Portfolio):
         order_position.amount += order.amount
         log.debug('open order added to portfolio')
 
+    def _remove_open_order(self, order):
+        try:
+            open_orders = self.open_orders[order.asset]
+            if order in open_orders:
+                open_orders.remove(order)
+
+        except Exception:
+            raise ValueError(
+                'unable to clear order not found in open order list.'
+            )
+
     def execute_order(self, order, transaction):
         """
         Update the open orders and positions to apply an executed order.
@@ -66,7 +83,7 @@ class ExchangePortfolio(Portfolio):
 
         """
         log.debug('executing order {}'.format(order.id))
-        del self.open_orders[order.id]
+        self._remove_open_order(order)
 
         order_position = self.positions[order.asset] \
             if order.asset in self.positions else None
@@ -99,7 +116,7 @@ class ExchangePortfolio(Portfolio):
 
         """
         log.info('removing cancelled order {}'.format(order.id))
-        del self.open_orders[order.id]
+        self._remove_open_order(order)
 
         order_position = self.positions[order.asset] \
             if order.asset in self.positions else None
diff --git a/catalyst/exchange/exchange_utils.py b/catalyst/exchange/exchange_utils.py
index c2250187..0ae93ea8 100644
--- a/catalyst/exchange/exchange_utils.py
+++ b/catalyst/exchange/exchange_utils.py
@@ -627,3 +627,7 @@ def mixin_market_params(exchange_name, params, market):
 
 def from_ms_timestamp(ms):
     return pd.to_datetime(ms, unit='ms', utc=True)
+
+
+def get_epoch():
+    return pd.to_datetime('1970-1-1', utc=True)
diff --git a/etc/requirements.txt b/etc/requirements.txt
index dee52a34..be375309 100644
--- a/etc/requirements.txt
+++ b/etc/requirements.txt
@@ -81,5 +81,5 @@ empyrical==0.2.1
 tables==3.3.0
 
 #Catalyst dependencies
-ccxt==1.10.251
+ccxt==1.10.283
 

From f47aa13dd361d3d90472987a9f2eb02a12a83de6 Mon Sep 17 00:00:00 2001
From: cyzanfar <cghazanfar10@gmail.com>
Date: Wed, 6 Dec 2017 17:58:42 -0500
Subject: [PATCH 17/52] Python version 3 compatible

---
 tests/exchange/test_server_bundle.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/exchange/test_server_bundle.py b/tests/exchange/test_server_bundle.py
index 50dd98d7..42b2d3f3 100644
--- a/tests/exchange/test_server_bundle.py
+++ b/tests/exchange/test_server_bundle.py
@@ -51,7 +51,7 @@ class ValidateChunks(object):
         if data_frequency == 'daily':
             end = end - pd.Timedelta(hours=23, minutes=59)
 
-        print start, end, data_frequency
+        print(start, end, data_frequency)
 
         arrays = reader.load_raw_arrays(self.columns, start, end,
                                         [asset.sid, ])

From e42276affa7ba9ced99ce00d14f20965482fad86 Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Wed, 6 Dec 2017 18:02:02 -0500
Subject: [PATCH 18/52] BLD: making some adjustment to the blotter to improve
 paper trading

---
 catalyst/examples/mean_reversion_simple.py |   2 +-
 catalyst/exchange/ccxt/ccxt_exchange.py    |  18 +--
 catalyst/exchange/exchange.py              | 135 +++--------------
 catalyst/exchange/exchange_algorithm.py    | 159 +++++----------------
 catalyst/exchange/exchange_blotter.py      | 113 +++++++++++++--
 catalyst/exchange/exchange_data_portal.py  |  11 +-
 catalyst/exchange/exchange_utils.py        |  11 ++
 catalyst/exchange/factory.py               |   4 +-
 catalyst/utils/run_algo.py                 |  13 --
 9 files changed, 179 insertions(+), 287 deletions(-)

diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py
index 21e0c7cc..3d85e3f5 100644
--- a/catalyst/examples/mean_reversion_simple.py
+++ b/catalyst/examples/mean_reversion_simple.py
@@ -276,5 +276,5 @@ if __name__ == '__main__':
             algo_namespace=NAMESPACE,
             base_currency='eth',
             live_graph=False,
-            simulate_orders=True
+            simulate_orders=False
         )
diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index 7f45627f..09879796 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -35,8 +35,7 @@ SUPPORTED_EXCHANGES = dict(
 
 
 class CCXT(Exchange):
-    def __init__(self, exchange_name, key, secret, base_currency,
-                 portfolio=None):
+    def __init__(self, exchange_name, key, secret, base_currency):
         log.debug(
             'finding {} in CCXT exchanges:\n{}'.format(
                 exchange_name, ccxt.exchanges
@@ -69,7 +68,6 @@ class CCXT(Exchange):
         self.load_assets()
 
         self.base_currency = base_currency
-        self._portfolio = portfolio
         self.transactions = defaultdict(list)
 
         self.num_candles_limit = 2000
@@ -508,18 +506,7 @@ class CCXT(Exchange):
 
         return orders
 
-    def _get_asset_from_order(self, order_id):
-        open_orders = self.portfolio.open_orders
-        order = next(
-            (open_orders[id] for id in open_orders if id == order_id),
-            None
-        )  # type: Order
-        return order.asset if order is not None else None
-
     def get_order(self, order_id, asset_or_symbol=None):
-        if asset_or_symbol is None and self.portfolio is not None:
-            asset_or_symbol = self._get_asset_from_order(order_id)
-
         if asset_or_symbol is None:
             log.debug(
                 'order not found in memory, the request might fail '
@@ -540,9 +527,6 @@ class CCXT(Exchange):
         order_id = order_param.id \
             if isinstance(order_param, Order) else order_param
 
-        if asset_or_symbol is None and self.portfolio is not None:
-            asset_or_symbol = self._get_asset_from_order(order_id)
-
         if asset_or_symbol is None:
             log.debug(
                 'order not found in memory, cancelling order might fail '
diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index ea938387..072f4701 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -20,7 +20,6 @@ from catalyst.exchange.exchange_errors import MismatchingBaseCurrencies, \
     NoDataAvailableOnExchange, NoValueForField
 from catalyst.exchange.exchange_execution import ExchangeStopLimitOrder, \
     ExchangeLimitOrder, ExchangeStopOrder
-from catalyst.exchange.exchange_portfolio import ExchangePortfolio
 from catalyst.exchange.exchange_utils import get_exchange_symbols, \
     get_frequency, resample_history_df
 from catalyst.finance.order import ORDER_STATUS
@@ -36,7 +35,6 @@ class Exchange:
         self.name = None
         self.assets = []
         self._symbol_maps = [None, None]
-        self._portfolio = None
         self.minute_writer = None
         self.minute_reader = None
         self.base_currency = None
@@ -46,27 +44,6 @@ class Exchange:
         self.request_cpt = None
         self.bundle = ExchangeBundle(self.name)
 
-    @property
-    def positions(self):
-        return self.portfolio.positions
-
-    @property
-    def portfolio(self):
-        """
-        The exchange portfolio
-
-        Returns
-        -------
-        ExchangePortfolio
-        """
-        if self._portfolio is None:
-            self._portfolio = ExchangePortfolio(
-                start_date=pd.Timestamp.utcnow()
-            )
-            self.synchronize_portfolio()
-
-        return self._portfolio
-
     @abstractproperty
     def account(self):
         pass
@@ -313,53 +290,6 @@ class Exchange:
         """
         pass
 
-    def check_open_orders(self):
-        """
-        Loop through the list of open orders in the Portfolio object.
-        For each executed order found, create a transaction and apply to the
-        Portfolio.
-
-        Returns
-        -------
-        list[Transaction]
-
-        """
-        if self.portfolio.open_orders:
-            for order_id in list(self.portfolio.open_orders):
-                log.debug('found open order: {}'.format(order_id))
-
-                order, executed_price = self.get_order(order_id)
-                log.debug(
-                    'got updated order {} {}'.format(
-                        order, executed_price
-                    )
-                )
-                if order.status == ORDER_STATUS.FILLED:
-                    transaction = Transaction(
-                        asset=order.asset,
-                        amount=order.amount,
-                        dt=pd.Timestamp.utcnow(),
-                        price=executed_price,
-                        order_id=order.id,
-                        commission=order.commission
-                    )
-                    yield order, transaction
-
-                    # self.portfolio.execute_order(order, transaction)
-
-                elif order.status == ORDER_STATUS.CANCELLED:
-                    # self.portfolio.remove_order(order)
-                    yield order, None
-
-                else:
-                    delta = pd.Timestamp.utcnow() - order.dt
-                    log.info(
-                        'order {order_id} still open after {delta}'.format(
-                            order_id=order_id,
-                            delta=delta
-                        )
-                    )
-
     def get_spot_value(self, assets, field, dt=None, data_frequency='minute'):
         """
         Public API method that returns a scalar value representing the value
@@ -668,7 +598,7 @@ class Exchange:
 
         return df
 
-    def synchronize_portfolio(self):
+    def calculate_totals(self, positions=None):
         """
         Update the portfolio cash and position balances based on the
         latest ticker prices.
@@ -677,42 +607,36 @@ class Exchange:
         log.debug('synchronizing portfolio with exchange {}'.format(self.name))
         balances = self.get_balances()
 
-        base_position_available = balances[self.base_currency]['free'] \
+        cash = balances[self.base_currency]['free'] \
             if self.base_currency in balances else None
 
-        if base_position_available is None:
+        if cash is None:
             raise BaseCurrencyNotFoundError(
                 base_currency=self.base_currency,
-                exchange=self.name.title()
+                exchange=self.name
             )
+        log.debug('found base currency balance: {}'.format(cash))
 
-        portfolio = self._portfolio
-        portfolio.cash = base_position_available
-        log.debug('found base currency balance: {}'.format(portfolio.cash))
-
-        if portfolio.starting_cash is None:
-            portfolio.starting_cash = portfolio.cash
-
-        if portfolio.positions:
-            assets = list(portfolio.positions.keys())
+        positions_value = 0.0
+        if positions is not None:
+            assets = set([position.asset for position in positions])
             tickers = self.tickers(assets)
+            log.debug('got tickers for positions: {}'.format(tickers))
 
-            portfolio.positions_value = 0.0
             for asset in tickers:
-                # TODO: convert if the position is not in the base currency
                 ticker = tickers[asset]
-                position = portfolio.positions[asset]
+                positions = [p for p in positions if p.asset == asset]
 
-                position.last_sale_price = ticker['last_price']
-                position.last_sale_date = ticker['last_traded']
+                for position in positions:
+                    position.last_sale_price = ticker['last_price']
+                    position.last_sale_date = ticker['last_traded']
 
-                portfolio.positions_value += \
-                    position.amount * position.last_sale_price
-                portfolio.portfolio_value = \
-                    portfolio.positions_value + portfolio.cash
+                    positions_value += \
+                        position.amount * position.last_sale_price
 
-    def order(self, asset, amount, limit_price=None, stop_price=None,
-              style=None):
+        return cash, positions_value
+
+    def order(self, asset, amount, style):
         """Place an order.
 
         Parameters
@@ -771,22 +695,8 @@ class Exchange:
             )
 
         is_buy = (amount > 0)
+        display_price = style.get_limit_price(is_buy)
 
-        if limit_price is not None and stop_price is not None:
-            style = ExchangeStopLimitOrder(
-                limit_price, stop_price, exchange=self.name
-            )
-
-        elif limit_price is not None:
-            style = ExchangeLimitOrder(limit_price, exchange=self.name)
-
-        elif stop_price is not None:
-            style = ExchangeStopOrder(stop_price, exchange=self.name)
-
-        else:
-            style = MarketOrder(exchange=self.name)
-
-        display_price = limit_price if limit_price is not None else stop_price
         log.debug(
             'issuing {side} order of {amount} {symbol} for {type}: {price}'.format(
                 side='buy' if is_buy else 'sell',
@@ -797,12 +707,7 @@ class Exchange:
             )
         )
 
-        order = self.create_order(asset, amount, is_buy, style)
-        if order:
-            self._portfolio.create_order(order)
-            return order.id
-        else:
-            return None
+        return self.create_order(asset, amount, is_buy, style)
 
     # The methods below must be implemented for each exchange.
     @abstractmethod
diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index 7f671c96..8cc84224 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -21,23 +21,19 @@ from time import sleep
 
 import logbook
 import pandas as pd
-from catalyst.assets._assets import TradingPair
 
 import catalyst.protocol as zp
 from catalyst.algorithm import TradingAlgorithm
 from catalyst.constants import LOG_LEVEL
-from catalyst.errors import OrderInBeforeTradingStart
 from catalyst.exchange.exchange_blotter import ExchangeBlotter
 from catalyst.exchange.exchange_errors import (
     ExchangeRequestError,
     ExchangePortfolioDataError,
-    ExchangeTransactionError,
-    OrphanOrderError, OrderTypeNotSupported)
-from catalyst.exchange.exchange_execution import ExchangeStopLimitOrder, \
-    ExchangeLimitOrder, ExchangeStopOrder
+    OrderTypeNotSupported)
+from catalyst.exchange.exchange_execution import ExchangeLimitOrder
 from catalyst.exchange.exchange_utils import save_algo_object, get_algo_object, \
     get_algo_folder, get_algo_df, \
-    save_algo_df
+    save_algo_df, group_assets_by_exchange
 from catalyst.exchange.live_graph_clock import LiveGraphClock
 from catalyst.exchange.simple_clock import SimpleClock
 from catalyst.exchange.stats_utils import get_pretty_stats
@@ -45,10 +41,8 @@ from catalyst.finance.execution import MarketOrder
 from catalyst.finance.performance.period import calc_period_stats
 from catalyst.gens.tradesimulation import AlgorithmSimulator
 from catalyst.utils.api_support import (
-    api_method,
-    disallowed_in_before_trading_start)
-from catalyst.utils.input_validation import error_keywords, ensure_upper_case, \
-    expect_types
+    api_method)
+from catalyst.utils.input_validation import error_keywords, ensure_upper_case
 from catalyst.utils.math_utils import round_nearest
 from catalyst.utils.preprocess import preprocess
 
@@ -75,7 +69,8 @@ class ExchangeTradingAlgorithmBase(TradingAlgorithm):
             data_frequency=self.data_frequency,
             # Default to NeverCancel in catalyst
             cancel_policy=self.cancel_policy,
-            simulate_orders=self.simulate_orders
+            simulate_orders=self.simulate_orders,
+            exchanges=self.exchanges
         )
 
     @staticmethod
@@ -441,22 +436,25 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
     def updated_account(self):
         return self.perf_tracker.get_account(False)
 
-    def _synchronize_portfolio(self, attempt_index=0):
+    def update_positions(self, attempt_index=0):
+        tracker = self.perf_tracker.position_tracker
+
         try:
-            for exchange_name in self.exchanges:
-                exchange = self.exchanges[exchange_name]
+            # Position keys correspond to assets
+            assets = list(tracker.positions)
+            exchange_assets = group_assets_by_exchange(assets)
+            for exchange_name in exchange_assets:
+                assets = exchange_assets[exchange_name]
+                exchange_positions = \
+                    [tracker.positions[asset] for asset in assets]
 
-                exchange.synchronize_portfolio()
+                exchange = self.exchanges[exchange_name]  # Type: Exchange
+                cash, positions_value = \
+                    exchange.calculate_totals(exchange_positions)
 
-                # Applying the updated last_sales_price to the positions
-                # in the performance tracker. This seems a bit redundant
-                # but it will make sense when we have multiple exchange portfolios
-                # feeding into the same performance tracker.
-                tracker = self.perf_tracker.todays_performance.position_tracker
-                for asset in exchange.portfolio.positions:
-                    position = exchange.portfolio.positions[asset]
+                for position in exchange_positions:
                     tracker.update_position(
-                        asset=asset,
+                        asset=position.asset,
                         last_sale_date=position.last_sale_date,
                         last_sale_price=position.last_sale_price
                     )
@@ -467,7 +465,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
             )
             if attempt_index < self.retry_synchronize_portfolio:
                 sleep(self.retry_delay)
-                self._synchronize_portfolio(attempt_index + 1)
+                self.update_positions(attempt_index + 1)
             else:
                 raise ExchangePortfolioDataError(
                     data_type='update-portfolio',
@@ -576,7 +574,10 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
             order = self.blotter.orders[transaction.order_id]
             self.perf_tracker.process_order(order)
 
-        self.perf_tracker.update_performance()
+        if len(new_transactions) > 0:
+            self.perf_tracker.update_performance()
+
+        self.update_positions()
 
         if self._handle_data:
             self._handle_data(self, data)
@@ -643,103 +644,21 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
             log.warn('unable to save minute perfs to disk: {}'.format(e))
 
         try:
-            for exchange_name in self.exchanges:
-                exchange = self.exchanges[exchange_name]
-                save_algo_object(
-                    algo_name=self.algo_namespace,
-                    key='portfolio_{}'.format(exchange_name),
-                    obj=exchange.portfolio
-                )
+            blotter_params = dict(
+                open_orders=self.blotter.open_orders,
+                orders=self.blotter.orders,
+                new_orders=self.blotter.new_orders,
+                data_frequency=self.blotter.data_frequency,
+                current_dt=self.blotter.current_dt,
+            )
+            save_algo_object(
+                algo_name=self.algo_namespace,
+                key='blotter',
+                obj=blotter_params,
+            )
         except Exception as e:
             log.warn('unable to save portfolio to disk: {}'.format(e))
 
-    def _order(self,
-               asset,
-               amount,
-               limit_price=None,
-               stop_price=None,
-               style=None,
-               attempt_index=0):
-        try:
-            exchange = self.exchanges[asset.exchange]
-            return exchange.order(asset, amount, limit_price,
-                                  stop_price,
-                                  style)
-        except ExchangeRequestError as e:
-            log.warn(
-                'order attempt {}: {}'.format(attempt_index, e)
-            )
-            if attempt_index < self.retry_order:
-                sleep(self.retry_delay)
-                return self._order(
-                    asset, amount, limit_price, stop_price, style,
-                    attempt_index + 1)
-            else:
-                raise ExchangeTransactionError(
-                    transaction_type='order',
-                    attempts=attempt_index,
-                    error=e
-                )
-
-    @api_method
-    @disallowed_in_before_trading_start(OrderInBeforeTradingStart())
-    @expect_types(asset=TradingPair)
-    def order(self,
-              asset,
-              amount,
-              limit_price=None,
-              stop_price=None,
-              style=None):
-        """
-        We use the exchange specific portfolio to place orders.
-        The cumulative portfolio does not contain open orders but exchange
-        portfolios do.
-
-        Parameters
-        ----------
-        asset: TradingPair
-        amount: float
-        limit_price: float
-        stop_price: float
-        style: Style
-        order: Order
-            The catalyst order object or None
-        """
-
-        if self.simulate_orders:
-            order_id = super(ExchangeTradingAlgorithmLive, self).order(
-                asset, amount, limit_price, stop_price, style
-            )
-            log.debug('created a simulated order {}'.format(order_id))
-
-        else:
-            amount, style = self._calculate_order(
-                asset, amount, limit_price, stop_price, style
-            )
-            order_id = self._order(
-                asset, amount, limit_price, stop_price, style
-            )
-
-        if order_id is not None:
-            current_order = None
-            for order in self.blotter.open_orders[asset]:
-                if current_order is None and order.id == order_id:
-                    self.perf_tracker.process_order(order)
-                    current_order = order
-
-            if current_order is not None:
-                return current_order
-
-            else:
-                raise OrphanOrderError(
-                    order_id=order_id,
-                    exchange=asset.exchange
-                )
-        else:
-            log.warn('unable to order {} {} on exchange {}'.format(
-                amount, asset.symbol, asset.exchange))
-            return None
-
     @api_method
     def batch_market_order(self, share_counts):
         raise NotImplementedError()
diff --git a/catalyst/exchange/exchange_blotter.py b/catalyst/exchange/exchange_blotter.py
index 72e6d539..79757221 100644
--- a/catalyst/exchange/exchange_blotter.py
+++ b/catalyst/exchange/exchange_blotter.py
@@ -1,15 +1,18 @@
 from time import sleep
 
+import pandas as pd
 from catalyst.assets._assets import TradingPair
 from logbook import Logger
 
 from catalyst.constants import LOG_LEVEL
 from catalyst.exchange.exchange_errors import ExchangeRequestError, \
-    ExchangePortfolioDataError
+    ExchangePortfolioDataError, OrphanOrderError, ExchangeTransactionError
 from catalyst.finance.blotter import Blotter
 from catalyst.finance.commission import CommissionModel
+from catalyst.finance.order import ORDER_STATUS
 from catalyst.finance.slippage import SlippageModel
-from catalyst.finance.transaction import create_transaction
+from catalyst.finance.transaction import create_transaction, Transaction
+from catalyst.utils.input_validation import expect_types
 
 log = Logger('exchange_blotter', level=LOG_LEVEL)
 
@@ -127,6 +130,11 @@ class ExchangeBlotter(Blotter):
     def __init__(self, *args, **kwargs):
         self.simulate_orders = kwargs.pop('simulate_orders', False)
 
+        self.exchanges = kwargs.pop('exchanges', None)
+        if not self.exchanges:
+            raise ValueError('ExchangeBlotter must have an `exchanges` '
+                             'attribute.')
+
         super(ExchangeBlotter, self).__init__(*args, **kwargs)
 
         # Using the equity models for now
@@ -139,22 +147,106 @@ class ExchangeBlotter(Blotter):
             TradingPair: TradingPairFeeSchedule()
         }
 
+    def exchange_order(self, asset, amount, style=None, attempt_index=0):
+        try:
+            exchange = self.exchanges[asset.exchange]
+            return exchange.order(
+                asset, amount, style
+            )
+        except ExchangeRequestError as e:
+            log.warn(
+                'order attempt {}: {}'.format(attempt_index, e)
+            )
+            if attempt_index < self.retry_order:
+                sleep(self.retry_delay)
+
+                return self.exchange_order(
+                    asset, amount, style, attempt_index + 1
+                )
+            else:
+                raise ExchangeTransactionError(
+                    transaction_type='order',
+                    attempts=attempt_index,
+                    error=e
+                )
+
+    @expect_types(asset=TradingPair)
+    def order(self, asset, amount, style, order_id=None):
+        if self.simulate_orders:
+            return super(ExchangeBlotter, self).order(
+                asset, amount, style, order_id
+            )
+
+        else:
+            order = self.exchange_order(
+                asset, amount, style
+            )
+
+            self.open_orders[order.asset].append(order)
+            self.orders[order.id] = order
+            self.new_orders.append(order)
+
+            return order.id
+
+    def check_open_orders(self):
+        """
+        Loop through the list of open orders in the Portfolio object.
+        For each executed order found, create a transaction and apply to the
+        Portfolio.
+
+        Returns
+        -------
+        list[Transaction]
+
+        """
+        for asset in self.open_orders:
+            exchange = self.exchanges[asset.exchange]
+
+            for order in self.open_orders[asset]:
+                log.debug('found open order: {}'.format(order.id))
+
+                order, executed_price = exchange.get_order(order.id, asset)
+                log.debug(
+                    'got updated order {} {}'.format(
+                        order, executed_price
+                    )
+                )
+                if order.status == ORDER_STATUS.FILLED:
+                    transaction = Transaction(
+                        asset=order.asset,
+                        amount=order.amount,
+                        dt=pd.Timestamp.utcnow(),
+                        price=executed_price,
+                        order_id=order.id,
+                        commission=order.commission
+                    )
+                    yield order, transaction
+
+                elif order.status == ORDER_STATUS.CANCELLED:
+                    yield order, None
+
+                else:
+                    delta = pd.Timestamp.utcnow() - order.dt
+                    log.info(
+                        'order {order_id} still open after {delta}'.format(
+                            order_id=order.id,
+                            delta=delta
+                        )
+                    )
+
     def get_exchange_transactions(self, attempt_index=0):
         closed_orders = []
         transactions = []
         commissions = []
 
         try:
-            for exchange_name in self.exchanges:
-                exchange = self.exchanges[exchange_name]
-                for order, txn in exchange.check_open_orders():
+            for order, txn in self.check_open_orders():
+                order.dt = txn.dt
 
-                    order.dt = txn.dt
+                transactions.append(txn)
 
-                    transactions.append(txn)
-
-                    if not order.open:
-                        closed_orders.append(order)
+                if not order.open:
+                    closed_orders.append(order)
 
             return transactions, commissions, closed_orders
 
@@ -165,6 +257,7 @@ class ExchangeBlotter(Blotter):
             if attempt_index < self.retry_check_open_orders:
                 sleep(self.retry_delay)
                 return self.get_exchange_transactions(attempt_index + 1)
+
             else:
                 raise ExchangePortfolioDataError(
                     data_type='order-status',
diff --git a/catalyst/exchange/exchange_data_portal.py b/catalyst/exchange/exchange_data_portal.py
index 4cfac2b7..f5a10a37 100644
--- a/catalyst/exchange/exchange_data_portal.py
+++ b/catalyst/exchange/exchange_data_portal.py
@@ -13,7 +13,8 @@ from catalyst.exchange.exchange_errors import (
     ExchangeRequestError,
     ExchangeBarDataError,
     PricingDataNotLoadedError)
-from catalyst.exchange.exchange_utils import get_frequency, resample_history_df
+from catalyst.exchange.exchange_utils import get_frequency, \
+    resample_history_df, group_assets_by_exchange
 
 log = Logger('DataPortalExchange', level=LOG_LEVEL)
 
@@ -38,13 +39,7 @@ class DataPortalExchangeBase(DataPortal):
                             ffill=True,
                             attempt_index=0):
         try:
-            exchange_assets = dict()
-            for asset in assets:
-                if asset.exchange not in exchange_assets:
-                    exchange_assets[asset.exchange] = list()
-
-                exchange_assets[asset.exchange].append(asset)
-
+            exchange_assets = group_assets_by_exchange(assets)
             if len(exchange_assets) > 1:
                 df_list = []
                 for exchange_name in exchange_assets:
diff --git a/catalyst/exchange/exchange_utils.py b/catalyst/exchange/exchange_utils.py
index 0ae93ea8..e4f4cd7f 100644
--- a/catalyst/exchange/exchange_utils.py
+++ b/catalyst/exchange/exchange_utils.py
@@ -631,3 +631,14 @@ def from_ms_timestamp(ms):
 
 def get_epoch():
     return pd.to_datetime('1970-1-1', utc=True)
+
+
+def group_assets_by_exchange(assets):
+    exchange_assets = dict()
+    for asset in assets:
+        if asset.exchange not in exchange_assets:
+            exchange_assets[asset.exchange] = list()
+
+        exchange_assets[asset.exchange].append(asset)
+
+    return exchange_assets
diff --git a/catalyst/exchange/factory.py b/catalyst/exchange/factory.py
index 8099b208..b0002f32 100644
--- a/catalyst/exchange/factory.py
+++ b/catalyst/exchange/factory.py
@@ -6,8 +6,7 @@ from catalyst.exchange.exchange_utils import get_exchange_auth, \
     get_exchange_folder
 
 
-def get_exchange(exchange_name, base_currency=None, portfolio=None,
-                 must_authenticate=False):
+def get_exchange(exchange_name, base_currency=None, must_authenticate=False):
     exchange_auth = get_exchange_auth(exchange_name)
 
     has_auth = (exchange_auth['key'] != '' and exchange_auth['secret'] != '')
@@ -24,7 +23,6 @@ def get_exchange(exchange_name, base_currency=None, portfolio=None,
         key=exchange_auth['key'],
         secret=exchange_auth['secret'],
         base_currency=base_currency,
-        portfolio=portfolio
     )
 
 
diff --git a/catalyst/utils/run_algo.py b/catalyst/utils/run_algo.py
index a20490bc..f7219330 100644
--- a/catalyst/utils/run_algo.py
+++ b/catalyst/utils/run_algo.py
@@ -152,22 +152,9 @@ def _run(handle_data,
     exchanges = dict()
     for exchange_name in exchange_list:
 
-        # Looking for the portfolio from the cache first
-        portfolio = get_algo_object(
-            algo_name=algo_namespace,
-            key='portfolio_{}'.format(exchange_name),
-            environ=environ
-        )
-
-        if portfolio is None:
-            portfolio = ExchangePortfolio(
-                start if start is not None else pd.Timestamp.utcnow()
-            )
-
         exchanges[exchange_name] = get_exchange(
             exchange_name=exchange_name,
             base_currency=base_currency,
-            portfolio=portfolio,
             must_authenticate=live,
         )
 

From 9688d71e23cb82e23090ae6950472a2f724a81c2 Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Wed, 6 Dec 2017 23:32:26 -0500
Subject: [PATCH 19/52] BLD: tested blotter changes with live trading

---
 catalyst/assets/_assets.pyx                |  29 ++++-
 catalyst/examples/mean_reversion_simple.py |  35 +++---
 catalyst/exchange/ccxt/ccxt_exchange.py    |  49 +++++---
 catalyst/exchange/exchange.py              |   7 +-
 catalyst/exchange/exchange_algorithm.py    |  71 ++++++------
 catalyst/exchange/exchange_utils.py        |   4 +
 catalyst/exchange/stats_utils.py           | 123 +++++++++++++++------
 catalyst/utils/run_algo.py                 |  11 +-
 8 files changed, 219 insertions(+), 110 deletions(-)

diff --git a/catalyst/assets/_assets.pyx b/catalyst/assets/_assets.pyx
index af1e81a6..07e7e813 100644
--- a/catalyst/assets/_assets.pyx
+++ b/catalyst/assets/_assets.pyx
@@ -405,6 +405,9 @@ cdef class TradingPair(Asset):
     cdef readonly float taker
     cdef readonly int trading_state
     cdef readonly object data_source
+    cdef readonly float max_trade_size
+    cdef readonly float lot
+    cdef readonly int decimals
 
     _kwargnames = frozenset({
         'sid',
@@ -423,10 +426,13 @@ cdef class TradingPair(Asset):
         'end_minute',
         'exchange_symbol',
         'min_trade_size',
+        'max_trade_size',
+        'lot',
         'maker',
         'taker',
         'trading_state',
-        'data_source'
+        'data_source',
+        'decimals'
     })
     def __init__(self,
                  object symbol,
@@ -443,8 +449,11 @@ cdef class TradingPair(Asset):
                  object auto_close_date=None,
                  object exchange_full=None,
                  float min_trade_size=0.0001,
+                 float max_trade_size=1000000,
                  float maker=0.0015,
                  float taker=0.0025,
+                 float lot=0,
+                 int decimals = 8,
                  int trading_state=0,
                  object data_source='catalyst'):
         """
@@ -509,9 +518,12 @@ cdef class TradingPair(Asset):
         :param auto_close_date:
         :param exchange_full:
         :param min_trade_size:
+        :param max_trade_size:
         :param maker:
         :param taker:
         :param data_source
+        :param decimals
+        :param lot
         """
 
         symbol = symbol.lower()
@@ -535,6 +547,9 @@ cdef class TradingPair(Asset):
         if end_date is None:
             end_date = pd.Timestamp.utcnow() + timedelta(days=365)
 
+        if lot == 0 and min_trade_size > 0:
+            lot = min_trade_size
+
         super().__init__(
             sid,
             exchange,
@@ -556,6 +571,9 @@ cdef class TradingPair(Asset):
         self.exchange_symbol = exchange_symbol
         self.trading_state = trading_state
         self.data_source = data_source
+        self.max_trade_size = max_trade_size
+        self.lot = lot
+        self.decimals = decimals
 
     def __repr__(self):
         return 'Trading Pair {symbol}({sid}) Exchange: {exchange}, ' \
@@ -582,6 +600,7 @@ cdef class TradingPair(Asset):
         """
         Convert to a python dict.
         """
+        #TODO: missing fields
         super_dict = super(TradingPair, self).to_dict()
         super_dict['end_daily'] = self.end_daily
         super_dict['end_minute'] = self.end_minute
@@ -610,6 +629,7 @@ cdef class TradingPair(Asset):
         and whose second element is a tuple of all the attributes that should
         be serialized/deserialized during pickling.
         """
+        #TODO: make sure that all fields set there
         return (self.__class__, (self.symbol,
                                  self.exchange,
                                  self.start_date,
@@ -620,7 +640,12 @@ cdef class TradingPair(Asset):
                                  self.first_traded,
                                  self.auto_close_date,
                                  self.exchange_full,
-                                 self.min_trade_size))
+                                 self.min_trade_size,
+                                 self.max_trade_size,
+                                 self.lot,
+                                 self.decimals,
+                                 self.taker,
+                                 self.maker))
 
 def make_asset_array(int size, Asset asset):
     cdef np.ndarray out = np.empty([size], dtype=object)
diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py
index 3d85e3f5..db0a90c3 100644
--- a/catalyst/examples/mean_reversion_simple.py
+++ b/catalyst/examples/mean_reversion_simple.py
@@ -12,7 +12,8 @@ from logbook import Logger
 
 from catalyst import run_algorithm
 from catalyst.api import symbol, record, order_target_percent, get_open_orders
-from catalyst.exchange.stats_utils import extract_transactions
+from catalyst.exchange.stats_utils import extract_transactions, \
+    get_pretty_stats
 # We give a name to the algorithm which Catalyst will use to persist its state.
 # In this example, Catalyst will create the `.catalyst/data/live_algos`
 # directory. If we stop and start the algorithm, Catalyst will resume its
@@ -33,11 +34,11 @@ def initialize(context):
     # parameters or values you're going to use.
 
     # In our example, we're looking at Neo in Ether.
-    context.neo_eth = symbol('neo_eth')
+    context.market = symbol('rdn_eth')
     context.base_price = None
     context.current_day = None
 
-    context.RSI_OVERSOLD = 55
+    context.RSI_OVERSOLD = 65
     context.RSI_OVERBOUGHT = 82
     context.CANDLE_SIZE = '5T'
 
@@ -59,14 +60,14 @@ def handle_data(context, data):
         context.current_day = today
 
     # We're computing the volume-weighted-average-price of the security
-    # defined above, in the context.neo_eth variable.  For this example, we're 
+    # defined above, in the context.market variable.  For this example, we're
     # using three bars on the 15 min bars.
 
     # The frequency attribute determine the bar size. We use this convention
     # for the frequency alias:
     # http://pandas.pydata.org/pandas-docs/stable/timeseries.html#offset-aliases
     prices = data.history(
-        context.neo_eth,
+        context.market,
         fields='close',
         bar_count=50,
         frequency=context.CANDLE_SIZE
@@ -81,7 +82,7 @@ def handle_data(context, data):
     # We need a variable for the current price of the security to compare to
     # the average. Since we are requesting two fields, data.current()
     # returns a DataFrame with
-    current = data.current(context.neo_eth, fields=['close', 'volume'])
+    current = data.current(context.market, fields=['close', 'volume'])
     price = current['close']
 
     # If base_price is not set, we use the current value. This is the
@@ -110,19 +111,20 @@ def handle_data(context, data):
 
     # Since we are using limit orders, some orders may not execute immediately
     # we wait until all orders are executed before considering more trades.
-    orders = get_open_orders(context.neo_eth)
+    orders = get_open_orders(context.market)
     if len(orders) > 0:
+        log.info('exiting because orders are open: {}'.format(orders))
         return
 
     # Exit if we cannot trade
-    if not data.can_trade(context.neo_eth):
+    if not data.can_trade(context.market):
         return
 
     # Another powerful built-in feature of the Catalyst backtester is the
     # portfolio object.  The portfolio object tracks your positions, cash,
     # cost basis of specific holdings, and more.  In this line, we calculate
     # how long or short our position is at this minute.   
-    pos_amount = context.portfolio.positions[context.neo_eth].amount
+    pos_amount = context.portfolio.positions[context.market].amount
 
     if rsi[-1] <= context.RSI_OVERSOLD and pos_amount == 0:
         log.info(
@@ -133,7 +135,7 @@ def handle_data(context, data):
         # Set a style for limit orders,
         limit_price = price * 1.005
         order_target_percent(
-            context.neo_eth, 1, limit_price=limit_price
+            context.market, 1, limit_price=limit_price
         )
         context.traded_today = True
 
@@ -145,7 +147,7 @@ def handle_data(context, data):
         )
         limit_price = price * 0.995
         order_target_percent(
-            context.neo_eth, 0, limit_price=limit_price
+            context.market, 0, limit_price=limit_price
         )
         context.traded_today = True
 
@@ -168,7 +170,7 @@ def analyze(context=None, perf=None):
     perf.loc[:, 'price'].plot(ax=ax2, label='Price')
 
     ax2.set_ylabel('{asset}\n({base})'.format(
-        asset=context.neo_eth.symbol, base=base_currency
+        asset=context.market.symbol, base=base_currency
     ))
 
     transaction_df = extract_transactions(perf)
@@ -229,7 +231,7 @@ def analyze(context=None, perf=None):
         )
     plt.legend(loc=3)
     start, end = ax6.get_ylim()
-    ax6.yaxis.set_ticks(np.arange(0, end, end/5))
+    ax6.yaxis.set_ticks(np.arange(0, end, end / 5))
 
     # Show the plot.
     plt.gcf().set_size_inches(18, 8)
@@ -267,14 +269,15 @@ if __name__ == '__main__':
 
     elif MODE == 'live':
         run_algorithm(
-            capital_base=0.1,
+            capital_base=0.05,
             initialize=initialize,
             handle_data=handle_data,
             analyze=analyze,
-            exchange_name='bittrex',
+            exchange_name='binance',
             live=True,
             algo_namespace=NAMESPACE,
             base_currency='eth',
             live_graph=False,
-            simulate_orders=False
+            simulate_orders=False,
+            stats_output='s3://something'
         )
diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index 09879796..6724a8c7 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -4,23 +4,22 @@ from collections import defaultdict
 import ccxt
 import pandas as pd
 import six
-from ccxt import ExchangeNotAvailable
+from catalyst.assets._assets import TradingPair
+from ccxt import ExchangeNotAvailable, InvalidOrder
+from logbook import Logger
 from six import string_types
 
-from catalyst.finance.order import Order, ORDER_STATUS
-
 from catalyst.algorithm import MarketOrder
-from catalyst.assets._assets import TradingPair
-from logbook import Logger
-
 from catalyst.constants import LOG_LEVEL
-from catalyst.exchange.exchange import Exchange, ExchangeLimitOrder
+from catalyst.exchange.exchange import Exchange
 from catalyst.exchange.exchange_bundle import ExchangeBundle
 from catalyst.exchange.exchange_errors import InvalidHistoryFrequencyError, \
     ExchangeSymbolsNotFound, ExchangeRequestError, InvalidOrderStyle, \
-    ExchangeNotFoundError
+    ExchangeNotFoundError, CreateOrderError
+from catalyst.exchange.exchange_execution import ExchangeLimitOrder
 from catalyst.exchange.exchange_utils import mixin_market_params, \
     from_ms_timestamp, get_epoch
+from catalyst.finance.order import Order, ORDER_STATUS
 
 log = Logger('CCXT', level=LOG_LEVEL)
 
@@ -288,7 +287,7 @@ class CCXT(Exchange):
         else:
             return None
 
-    def create_trading_pair(self, market, asset_def, is_local):
+    def create_trading_pair(self, market, asset_def=None, is_local=False):
         """
         Creating a TradingPair from market and asset data.
 
@@ -346,6 +345,7 @@ class CCXT(Exchange):
         for market in self.markets:
             asset_defs = self.get_asset_defs(market)
 
+            asset = None
             for asset_def in asset_defs:
                 if asset_def[0] is not None or not asset_defs[1]:
                     try:
@@ -356,8 +356,12 @@ class CCXT(Exchange):
                         )
                         self.assets.append(asset)
 
-                    except TypeError:
-                        pass
+                    except TypeError as e:
+                        log.warn('unable to add asset: {}'.format(e))
+
+            if asset is None:
+                asset = self.create_trading_pair(market=market)
+                self.assets.append(asset)
 
     def get_balances(self):
         try:
@@ -460,26 +464,45 @@ class CCXT(Exchange):
 
         side = 'buy' if amount > 0 else 'sell'
 
+        if hasattr(self.api, 'amount_to_lots'):
+            adj_amount = self.api.amount_to_lots(
+                symbol=symbol,
+                amount=abs(amount),
+            )
+            if adj_amount != abs(amount):
+                log.info(
+                    'adjusted order amount {} to {} based on lot size'.format(
+                        abs(amount), adj_amount,
+                    )
+                )
+        else:
+            adj_amount = abs(amount)
+
         try:
             result = self.api.create_order(
                 symbol=symbol,
                 type=order_type,
                 side=side,
-                amount=abs(amount),
+                amount=adj_amount,
                 price=price
             )
         except ExchangeNotAvailable as e:
             log.debug('unable to create order: {}'.format(e))
             raise ExchangeRequestError(error=e)
 
+        except InvalidOrder as e:
+            log.warn('the exchange rejected the order: {}'.format(e))
+            raise CreateOrderError(exchange=self.name, error=e)
+
         if 'info' not in result:
             raise ValueError('cannot use order without info attribute')
 
+        final_amount = adj_amount if side == 'buy' else -adj_amount
         order_id = result['id']
         order = Order(
             dt=pd.Timestamp.utcnow(),
             asset=asset,
-            amount=amount,
+            amount=final_amount,
             stop=style.get_stop_price(is_buy),
             limit=style.get_limit_price(is_buy),
             id=order_id
diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index 072f4701..642d3612 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -8,7 +8,6 @@ import pandas as pd
 from catalyst.assets._assets import TradingPair
 from logbook import Logger
 
-from catalyst.algorithm import MarketOrder
 from catalyst.constants import LOG_LEVEL
 from catalyst.data.data_portal import BASE_FIELDS
 from catalyst.exchange.bundle_utils import get_start_dt, \
@@ -18,12 +17,8 @@ from catalyst.exchange.exchange_errors import MismatchingBaseCurrencies, \
     BaseCurrencyNotFoundError, SymbolNotFoundOnExchange, \
     PricingDataNotLoadedError, \
     NoDataAvailableOnExchange, NoValueForField
-from catalyst.exchange.exchange_execution import ExchangeStopLimitOrder, \
-    ExchangeLimitOrder, ExchangeStopOrder
 from catalyst.exchange.exchange_utils import get_exchange_symbols, \
     get_frequency, resample_history_df
-from catalyst.finance.order import ORDER_STATUS
-from catalyst.finance.transaction import Transaction
 
 log = Logger('Exchange', level=LOG_LEVEL)
 
@@ -618,7 +613,7 @@ class Exchange:
         log.debug('found base currency balance: {}'.format(cash))
 
         positions_value = 0.0
-        if positions is not None:
+        if positions:
             assets = set([position.asset for position in positions])
             tickers = self.tickers(assets)
             log.debug('got tickers for positions: {}'.format(tickers))
diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index 8cc84224..013fc618 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -36,7 +36,7 @@ from catalyst.exchange.exchange_utils import save_algo_object, get_algo_object,
     save_algo_df, group_assets_by_exchange
 from catalyst.exchange.live_graph_clock import LiveGraphClock
 from catalyst.exchange.simple_clock import SimpleClock
-from catalyst.exchange.stats_utils import get_pretty_stats
+from catalyst.exchange.stats_utils import get_pretty_stats, stats_to_s3
 from catalyst.finance.execution import MarketOrder
 from catalyst.finance.performance.period import calc_period_stats
 from catalyst.gens.tradesimulation import AlgorithmSimulator
@@ -305,6 +305,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
     def __init__(self, *args, **kwargs):
         self.algo_namespace = kwargs.pop('algo_namespace', None)
         self.live_graph = kwargs.pop('live_graph', None)
+        self.stats_output = kwargs.pop('stats_output', None)
 
         self._clock = None
         self.frame_stats = deque(maxlen=60)
@@ -436,15 +437,19 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
     def updated_account(self):
         return self.perf_tracker.get_account(False)
 
-    def update_positions(self, attempt_index=0):
+    def synchronize_portfolio(self, attempt_index=0):
         tracker = self.perf_tracker.position_tracker
+        total_cash = 0.0
+        total_positions_value = 0.0
 
         try:
             # Position keys correspond to assets
             assets = list(tracker.positions)
             exchange_assets = group_assets_by_exchange(assets)
-            for exchange_name in exchange_assets:
-                assets = exchange_assets[exchange_name]
+            for exchange_name in self.exchanges:
+                assets = exchange_assets[exchange_name] \
+                    if exchange_name in exchange_assets else []
+
                 exchange_positions = \
                     [tracker.positions[asset] for asset in assets]
 
@@ -452,6 +457,9 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
                 cash, positions_value = \
                     exchange.calculate_totals(exchange_positions)
 
+                total_cash += cash
+                total_positions_value += total_positions_value
+
                 for position in exchange_positions:
                     tracker.update_position(
                         asset=position.asset,
@@ -459,13 +467,17 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
                         last_sale_price=position.last_sale_price
                     )
 
+            if total_cash < self.portfolio.cash:
+                raise ValueError('Cash on exchanges is lower than the algo.')
+
+            return total_cash, total_positions_value
         except ExchangeRequestError as e:
             log.warn(
                 'update portfolio attempt {}: {}'.format(attempt_index, e)
             )
             if attempt_index < self.retry_synchronize_portfolio:
                 sleep(self.retry_delay)
-                self.update_positions(attempt_index + 1)
+                self.synchronize_portfolio(attempt_index + 1)
             else:
                 raise ExchangePortfolioDataError(
                     data_type='update-portfolio',
@@ -565,20 +577,15 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         new_transactions, new_commissions, closed_orders = \
             self.blotter.get_transactions(data)
 
-        self.blotter.prune_orders(closed_orders)
-
-        for transaction in new_transactions:
-            self.perf_tracker.process_transaction(transaction)
-
-            # since this order was modified, record it
-            order = self.blotter.orders[transaction.order_id]
-            self.perf_tracker.process_order(order)
-
         if len(new_transactions) > 0:
             self.perf_tracker.update_performance()
 
-        self.update_positions()
-
+        cash, positions_value = self.synchronize_portfolio()
+        log.info(
+            'got totals from exchanges, cash: {} positions: {}'.format(
+                cash, positions_value
+            )
+        )
         if self._handle_data:
             self._handle_data(self, data)
 
@@ -612,12 +619,26 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
                 'statistics for the last {stats_minutes} minutes:\n{stats}'.format(
                     stats_minutes=self.stats_minutes,
                     stats=get_pretty_stats(
-                        stats_df=print_df,
+                        df=print_df,
                         recorded_cols=recorded_cols,
                         num_rows=self.stats_minutes
                     )
                 ))
 
+            if self.stats_output is not None:
+                if 's3://' in self.stats_output:
+                    stats_to_s3(
+                        uri=self.stats_output,
+                        df=print_df,
+                        algo_namespace=self.algo_namespace,
+                        recorded_cols=recorded_cols,
+                    )
+
+                else:
+                    raise ValueError(
+                        'Only S3 stats output is supported for now.'
+                    )
+
             today = pd.to_datetime('today', utc=True)
             daily_stats = self.prepare_period_stats(
                 start_dt=today,
@@ -643,22 +664,6 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         except Exception as e:
             log.warn('unable to save minute perfs to disk: {}'.format(e))
 
-        try:
-            blotter_params = dict(
-                open_orders=self.blotter.open_orders,
-                orders=self.blotter.orders,
-                new_orders=self.blotter.new_orders,
-                data_frequency=self.blotter.data_frequency,
-                current_dt=self.blotter.current_dt,
-            )
-            save_algo_object(
-                algo_name=self.algo_namespace,
-                key='blotter',
-                obj=blotter_params,
-            )
-        except Exception as e:
-            log.warn('unable to save portfolio to disk: {}'.format(e))
-
     @api_method
     def batch_market_order(self, share_counts):
         raise NotImplementedError()
diff --git a/catalyst/exchange/exchange_utils.py b/catalyst/exchange/exchange_utils.py
index e4f4cd7f..af7f2fee 100644
--- a/catalyst/exchange/exchange_utils.py
+++ b/catalyst/exchange/exchange_utils.py
@@ -604,6 +604,7 @@ def mixin_market_params(exchange_name, params, market):
     # TODO: make this more externalized / configurable
     if 'lot' in market:
         params['min_trade_size'] = market['lot']
+        params['lot'] = market['lot']
 
     if exchange_name == 'bitfinex':
         params['maker'] = 0.001
@@ -624,6 +625,9 @@ def mixin_market_params(exchange_name, params, market):
         if 'minimum_order_size' in info:
             params['min_trade_size'] = float(info['minimum_order_size'])
 
+            if 'lot' not in params:
+                params['lot'] = params['min_trade_size']
+
 
 def from_ms_timestamp(ms):
     return pd.to_datetime(ms, unit='ms', utc=True)
diff --git a/catalyst/exchange/stats_utils.py b/catalyst/exchange/stats_utils.py
index 845fccc8..77f4d283 100644
--- a/catalyst/exchange/stats_utils.py
+++ b/catalyst/exchange/stats_utils.py
@@ -2,6 +2,7 @@ import numbers
 
 import numpy as np
 import pandas as pd
+import time
 
 
 def trend_direction(series):
@@ -119,29 +120,20 @@ def vwap(df):
     return ret
 
 
-def get_pretty_stats(stats_df, recorded_cols=None, num_rows=10):
-    """
-    Format and print the last few rows of a statistics DataFrame.
-    See the pyfolio project for the data structure.
+def format_positions(positions):
+    parts = []
+    for position in positions:
+        msg = '{amount:.2f}{base} cost basis {cost_basis:.8f}{quote}'.format(
+            amount=position['amount'],
+            base=position['sid'].base_currency,
+            cost_basis=position['cost_basis'],
+            quote=position['sid'].quote_currency
+        )
+        parts.append(msg)
+    return ', '.join(parts)
 
-    Parameters
-    ----------
-    stats_df: DataFrame
-    num_rows: int
-
-    Returns
-    -------
-    str
-
-    """
-    stats_df.set_index('period_close', drop=True, inplace=True)
-    stats_df.dropna(axis=1, how='all', inplace=True)
-
-    pd.set_option('display.expand_frame_repr', False)
-    pd.set_option('precision', 3)
-    pd.set_option('display.width', 1000)
-    pd.set_option('display.max_colwidth', 1000)
 
+def prepare_stats(df, recorded_cols=None):
     columns = ['starting_cash', 'ending_cash', 'portfolio_value',
                'pnl', 'long_exposure', 'short_exposure', 'orders',
                'transactions', 'positions']
@@ -150,31 +142,90 @@ def get_pretty_stats(stats_df, recorded_cols=None, num_rows=10):
         for column in recorded_cols:
             columns.append(column)
 
-    def format_positions(positions):
-        parts = []
-        for position in positions:
-            msg = '{amount:.2f}{base} cost basis {cost_basis:.4f}{quote}'.format(
-                amount=position['amount'],
-                base=position['sid'].base_currency,
-                cost_basis=position['cost_basis'],
-                quote=position['sid'].quote_currency
-            )
-            parts.append(msg)
-        return ', '.join(parts)
+    df = df.copy(True)
+
+    df.set_index('period_close', drop=True, inplace=True)
+    df.dropna(axis=1, how='all', inplace=True)
+
+    df['orders'] = df['orders'].apply(lambda orders: len(orders))
+    df['transactions'] = df['transactions'].apply(
+        lambda transactions: len(transactions)
+    )
+    df['positions'] = df['positions'].apply(format_positions)
+
+    return df, columns
+
+
+def get_pretty_stats(df, recorded_cols=None, num_rows=10):
+    """
+    Format and print the last few rows of a statistics DataFrame.
+    See the pyfolio project for the data structure.
+
+    Parameters
+    ----------
+    df: pd.DataFrame
+    num_rows: int
+
+    Returns
+    -------
+    str
+
+    """
+    df, columns = prepare_stats(df, recorded_cols=recorded_cols)
+
+    pd.set_option('display.expand_frame_repr', False)
+    pd.set_option('precision', 3)
+    pd.set_option('display.width', 1000)
+    pd.set_option('display.max_colwidth', 1000)
 
     formatters = {
-        'orders': lambda orders: len(orders),
-        'transactions': lambda transactions: len(transactions),
         'returns': lambda returns: "{0:.4f}".format(returns),
-        'positions': format_positions
     }
 
-    return stats_df.tail(num_rows).to_string(
+    return df.tail(num_rows).to_string(
         columns=columns,
         formatters=formatters
     )
 
 
+def get_csv_stats(df, recorded_cols=None):
+    """
+    Create a CSV buffer from the stats DataFrame.
+
+    Parameters
+    ----------
+    path: str
+    df: pd.DataFrame
+    recorded_cols: list[str]
+
+    Returns
+    -------
+
+    """
+    df, columns = prepare_stats(df, recorded_cols=recorded_cols)
+
+    return df.to_csv(
+        None,
+        columns=columns,
+        encoding='utf-8',
+    ).encode()
+
+
+def stats_to_s3(uri, df, algo_namespace, recorded_cols=None):
+    import boto3
+    s3 = boto3.resource('s3')
+
+    bytes_to_write = get_csv_stats(df, recorded_cols=recorded_cols)
+
+    timestr = time.strftime('%Y%m%d-%H%M%S')
+
+    parts = uri.split('//')
+    obj = s3.Object(parts[1], 'stats/{}-{}.csv'.format(
+        timestr, algo_namespace
+    ))
+    obj.put(Body=bytes_to_write)
+
+
 def df_to_string(df):
     """
     Create a formatted str representation of the DataFrame.
diff --git a/catalyst/utils/run_algo.py b/catalyst/utils/run_algo.py
index f7219330..92a5e335 100644
--- a/catalyst/utils/run_algo.py
+++ b/catalyst/utils/run_algo.py
@@ -91,7 +91,8 @@ def _run(handle_data,
          algo_namespace,
          base_currency,
          live_graph,
-         simulate_orders):
+         simulate_orders,
+         stats_output):
     """Run a backtest for the given algorithm.
 
     This is shared between the cli and :func:`catalyst.run_algo`.
@@ -151,7 +152,6 @@ def _run(handle_data,
 
     exchanges = dict()
     for exchange_name in exchange_list:
-
         exchanges[exchange_name] = get_exchange(
             exchange_name=exchange_name,
             base_currency=base_currency,
@@ -266,7 +266,8 @@ def _run(handle_data,
             exchanges=exchanges,
             algo_namespace=algo_namespace,
             live_graph=live_graph,
-            simulate_orders=simulate_orders
+            simulate_orders=simulate_orders,
+            stats_output=stats_output,
         )
     elif exchanges:
         # Removed the existing Poloniex fork to keep things simple
@@ -429,6 +430,7 @@ def run_algorithm(initialize,
                   algo_namespace=None,
                   live_graph=False,
                   simulate_orders=True,
+                  stats_output=None,
                   output=os.devnull):
     """Run a trading algorithm.
 
@@ -551,5 +553,6 @@ def run_algorithm(initialize,
         algo_namespace=algo_namespace,
         base_currency=base_currency,
         live_graph=live_graph,
-        simulate_orders=simulate_orders
+        simulate_orders=simulate_orders,
+        stats_output=stats_output
     )

From 5b78f161a449f3d6b3c55caa850613664db7d50c Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Thu, 7 Dec 2017 00:20:27 -0500
Subject: [PATCH 20/52] BLD: more live trading testing and added s3 stats
 output

---
 catalyst/examples/mean_reversion_simple.py |  2 +-
 catalyst/exchange/exchange_algorithm.py    | 31 +++++++++++-----------
 catalyst/exchange/exchange_blotter.py      | 19 +++++++++++--
 catalyst/exchange/stats_utils.py           |  8 +++---
 etc/requirements.txt                       |  2 +-
 5 files changed, 39 insertions(+), 23 deletions(-)

diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py
index db0a90c3..da49e542 100644
--- a/catalyst/examples/mean_reversion_simple.py
+++ b/catalyst/examples/mean_reversion_simple.py
@@ -279,5 +279,5 @@ if __name__ == '__main__':
             base_currency='eth',
             live_graph=False,
             simulate_orders=False,
-            stats_output='s3://something'
+            stats_output=None
         )
diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index 013fc618..9745a876 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -625,6 +625,21 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
                     )
                 ))
 
+            today = pd.to_datetime('today', utc=True)
+            daily_stats = self.prepare_period_stats(
+                start_dt=today,
+                end_dt=pd.Timestamp.utcnow()
+            )
+            save_algo_object(
+                algo_name=self.algo_namespace,
+                key=today.strftime('%Y-%m-%d'),
+                obj=daily_stats,
+                rel_path='daily_perf'
+            )
+        except Exception as e:
+            log.warn('unable to calculate performance: {}'.format(e))
+
+        try:
             if self.stats_output is not None:
                 if 's3://' in self.stats_output:
                     stats_to_s3(
@@ -638,22 +653,8 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
                     raise ValueError(
                         'Only S3 stats output is supported for now.'
                     )
-
-            today = pd.to_datetime('today', utc=True)
-            daily_stats = self.prepare_period_stats(
-                start_dt=today,
-                end_dt=pd.Timestamp.utcnow()
-            )
-            save_algo_object(
-                algo_name=self.algo_namespace,
-                key=today.strftime('%Y-%m-%d'),
-                obj=daily_stats,
-                rel_path='daily_perf'
-            )
-
         except Exception as e:
-            log.warn('unable to calculate performance: {}'.format(e))
-
+            log.warn('unable save stats: {}'.format(e))
         # TODO: pickle does not seem to work in python 3
         try:
             save_algo_object(
diff --git a/catalyst/exchange/exchange_blotter.py b/catalyst/exchange/exchange_blotter.py
index 79757221..df8b352d 100644
--- a/catalyst/exchange/exchange_blotter.py
+++ b/catalyst/exchange/exchange_blotter.py
@@ -147,6 +147,9 @@ class ExchangeBlotter(Blotter):
             TradingPair: TradingPairFeeSchedule()
         }
 
+        self.retry_delay = 5
+        self.retry_check_open_orders = 5
+
     def exchange_order(self, asset, amount, style=None, attempt_index=0):
         try:
             exchange = self.exchanges[asset.exchange]
@@ -205,13 +208,25 @@ class ExchangeBlotter(Blotter):
             for order in self.open_orders[asset]:
                 log.debug('found open order: {}'.format(order.id))
 
-                order, executed_price = exchange.get_order(order.id, asset)
+                new_order, executed_price = exchange.get_order(order.id, asset)
                 log.debug(
                     'got updated order {} {}'.format(
-                        order, executed_price
+                        new_order, executed_price
                     )
                 )
+                order.status = new_order.status
+
                 if order.status == ORDER_STATUS.FILLED:
+                    order.commission = new_order.commission
+                    if order.amount != new_order.amount:
+                        log.warn(
+                            'executed order amount {} differs '
+                            'from original'.format(
+                                new_order.amount, order.amount
+                            )
+                        )
+                        order.amount = new_order.amount
+
                     transaction = Transaction(
                         asset=order.asset,
                         amount=order.amount,
diff --git a/catalyst/exchange/stats_utils.py b/catalyst/exchange/stats_utils.py
index 77f4d283..3b486b77 100644
--- a/catalyst/exchange/stats_utils.py
+++ b/catalyst/exchange/stats_utils.py
@@ -2,8 +2,11 @@ import numbers
 
 import numpy as np
 import pandas as pd
+import boto3
 import time
 
+s3 = boto3.resource('s3')
+
 
 def trend_direction(series):
     if series[-1] is np.nan or series[-1] is np.nan:
@@ -212,12 +215,9 @@ def get_csv_stats(df, recorded_cols=None):
 
 
 def stats_to_s3(uri, df, algo_namespace, recorded_cols=None):
-    import boto3
-    s3 = boto3.resource('s3')
-
     bytes_to_write = get_csv_stats(df, recorded_cols=recorded_cols)
 
-    timestr = time.strftime('%Y%m%d-%H%M%S')
+    timestr = time.strftime('%Y%m%d')
 
     parts = uri.split('//')
     obj = s3.Object(parts[1], 'stats/{}-{}.csv'.format(
diff --git a/etc/requirements.txt b/etc/requirements.txt
index be375309..1b44dd86 100644
--- a/etc/requirements.txt
+++ b/etc/requirements.txt
@@ -82,4 +82,4 @@ tables==3.3.0
 
 #Catalyst dependencies
 ccxt==1.10.283
-
+boto3=1.4.8
\ No newline at end of file

From 87428b299fae3eda18747e419427c4e4494a5c29 Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Thu, 7 Dec 2017 12:38:50 -0800
Subject: [PATCH 21/52] fixed requirements

---
 etc/requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/etc/requirements.txt b/etc/requirements.txt
index 1b44dd86..5aa8ccb2 100644
--- a/etc/requirements.txt
+++ b/etc/requirements.txt
@@ -82,4 +82,4 @@ tables==3.3.0
 
 #Catalyst dependencies
 ccxt==1.10.283
-boto3=1.4.8
\ No newline at end of file
+boto3==1.4.8

From 54dcc58ee83d7e783e64fc611072d0be2c7b00c7 Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Thu, 7 Dec 2017 20:26:37 -0500
Subject: [PATCH 22/52] BLD: improved stats display to better support multiple
 assets per algo

---
 catalyst/examples/mean_reversion_simple.py |   9 +-
 catalyst/exchange/exchange_algorithm.py    |   6 +-
 catalyst/exchange/exchange_blotter.py      |   4 +-
 catalyst/exchange/stats_utils.py           | 130 ++++++++++++++++-----
 4 files changed, 109 insertions(+), 40 deletions(-)

diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py
index da49e542..2027cdc8 100644
--- a/catalyst/examples/mean_reversion_simple.py
+++ b/catalyst/examples/mean_reversion_simple.py
@@ -97,10 +97,9 @@ def handle_data(context, data):
     # the record() method to save it. This data will be available as
     # a parameter of the analyze() function for further analysis.
     record(
-        price=price,
-        volume=current['volume'],
-        price_change=price_change,
-        rsi=rsi[-1],
+        volume=(context.market, current['volume']),
+        price_change=(context.market, price_change),
+        rsi=(context.market, rsi[-1]),
         cash=cash
     )
 
@@ -278,6 +277,6 @@ if __name__ == '__main__':
             algo_namespace=NAMESPACE,
             base_currency='eth',
             live_graph=False,
-            simulate_orders=False,
+            simulate_orders=True,
             stats_output=None
         )
diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index 9745a876..7042bde4 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -614,12 +614,12 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
 
             self.add_exposure_stats(frame_stats)
 
-            print_df = pd.DataFrame(list(self.frame_stats))
+            # print_df = pd.DataFrame(list(self.frame_stats))
             log.info(
                 'statistics for the last {stats_minutes} minutes:\n{stats}'.format(
                     stats_minutes=self.stats_minutes,
                     stats=get_pretty_stats(
-                        df=print_df,
+                        stats=self.frame_stats,
                         recorded_cols=recorded_cols,
                         num_rows=self.stats_minutes
                     )
@@ -644,7 +644,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
                 if 's3://' in self.stats_output:
                     stats_to_s3(
                         uri=self.stats_output,
-                        df=print_df,
+                        stats=self.frame_stats,
                         algo_namespace=self.algo_namespace,
                         recorded_cols=recorded_cols,
                     )
diff --git a/catalyst/exchange/exchange_blotter.py b/catalyst/exchange/exchange_blotter.py
index df8b352d..4ce45fce 100644
--- a/catalyst/exchange/exchange_blotter.py
+++ b/catalyst/exchange/exchange_blotter.py
@@ -6,7 +6,7 @@ from logbook import Logger
 
 from catalyst.constants import LOG_LEVEL
 from catalyst.exchange.exchange_errors import ExchangeRequestError, \
-    ExchangePortfolioDataError, OrphanOrderError, ExchangeTransactionError
+    ExchangePortfolioDataError, ExchangeTransactionError
 from catalyst.finance.blotter import Blotter
 from catalyst.finance.commission import CommissionModel
 from catalyst.finance.order import ORDER_STATUS
@@ -175,6 +175,8 @@ class ExchangeBlotter(Blotter):
 
     @expect_types(asset=TradingPair)
     def order(self, asset, amount, style, order_id=None):
+        log.debug('ordering {} {}'.format(amount, asset.symbol))
+
         if self.simulate_orders:
             return super(ExchangeBlotter, self).order(
                 asset, amount, style, order_id
diff --git a/catalyst/exchange/stats_utils.py b/catalyst/exchange/stats_utils.py
index 3b486b77..8a34d533 100644
--- a/catalyst/exchange/stats_utils.py
+++ b/catalyst/exchange/stats_utils.py
@@ -1,10 +1,13 @@
 import numbers
 
+import copy
 import numpy as np
 import pandas as pd
 import boto3
 import time
 
+from catalyst.assets._assets import TradingPair
+
 s3 = boto3.resource('s3')
 
 
@@ -123,50 +126,115 @@ def vwap(df):
     return ret
 
 
-def format_positions(positions):
-    parts = []
-    for position in positions:
-        msg = '{amount:.2f}{base} cost basis {cost_basis:.8f}{quote}'.format(
-            amount=position['amount'],
-            base=position['sid'].base_currency,
-            cost_basis=position['cost_basis'],
-            quote=position['sid'].quote_currency
-        )
-        parts.append(msg)
-    return ', '.join(parts)
+def set_position_row(row, position_index, recorded_cols=None):
+    """
+    Apply the position data as individual columns.
 
+    Parameters
+    ----------
+    row: dict[str, Object]
+    position_index: int
+    recorded_cols: list[str]
+        If a recorded_col contains a tuple which first value is an asset
+        matching a position, its value will be displayed with the
+        position and not in the index.
 
-def prepare_stats(df, recorded_cols=None):
-    columns = ['starting_cash', 'ending_cash', 'portfolio_value',
-               'pnl', 'long_exposure', 'short_exposure', 'orders',
-               'transactions', 'positions']
+    Returns
+    -------
+
+    """
+    position = row['positions'][position_index]
+
+    asset = position['sid']
+    row['symbol'] = asset.symbol
+
+    columns = ['amount', 'cost_basis', 'last_sale_price']
+    for column in columns:
+        row[column] = position[column]
+
+    columns.insert(0, 'symbol')
 
+    if recorded_cols is not None:
+        for column in recorded_cols[:]:
+            value = row[column]
+            if type(value) in [list, tuple] and \
+                    isinstance(value[0], TradingPair) and asset == value[0]:
+                row[column] = value[1]
+
+                columns.append(column)
+                # Removing the asset specific entries
+                recorded_cols.remove(column)
+
+    return columns
+
+
+def prepare_stats(stats, recorded_cols=None):
+    """
+    Prepare the stats DataFrame for user-friendly output.
+
+    Parameters
+    ----------
+    stats: list[Object]
+    recorded_cols: list[str]
+
+    Returns
+    -------
+
+    """
+    position_cols = None
+
+    # Using a copy since we are adding rows inside the loop.
+    for row_index, row_data in enumerate(list(stats)):
+        if len(row_data['positions']) == 1:
+            row = stats[row_index]
+            columns = set_position_row(row, 0, recorded_cols)
+
+        elif len(row_data['positions']) > 1:
+            for pos_index, position in enumerate(row_data['positions']):
+                if pos_index > 0:
+                    row = row_data
+                    stats.append(row)
+
+                else:
+                    row = stats[row_index]
+
+                columns = set_position_row(row, pos_index, recorded_cols)
+
+        else:
+            break
+
+        if position_cols is None:
+            position_cols = columns
+
+    df = pd.DataFrame(list(stats))
+
+    index_cols = [
+        'period_close', 'starting_cash', 'ending_cash', 'portfolio_value',
+        'pnl', 'long_exposure', 'short_exposure', 'orders', 'transactions',
+    ]
     if recorded_cols is not None:
         for column in recorded_cols:
-            columns.append(column)
-
-    df = df.copy(True)
-
-    df.set_index('period_close', drop=True, inplace=True)
-    df.dropna(axis=1, how='all', inplace=True)
+            index_cols.append(column)
 
     df['orders'] = df['orders'].apply(lambda orders: len(orders))
     df['transactions'] = df['transactions'].apply(
         lambda transactions: len(transactions)
     )
-    df['positions'] = df['positions'].apply(format_positions)
 
-    return df, columns
+    df.set_index(index_cols, drop=True, inplace=True)
+    df.dropna(axis=1, how='all', inplace=True)
+
+    return df, position_cols
 
 
-def get_pretty_stats(df, recorded_cols=None, num_rows=10):
+def get_pretty_stats(stats, recorded_cols=None, num_rows=10):
     """
     Format and print the last few rows of a statistics DataFrame.
     See the pyfolio project for the data structure.
 
     Parameters
     ----------
-    df: pd.DataFrame
+    stats: list[Object]
     num_rows: int
 
     Returns
@@ -174,7 +242,7 @@ def get_pretty_stats(df, recorded_cols=None, num_rows=10):
     str
 
     """
-    df, columns = prepare_stats(df, recorded_cols=recorded_cols)
+    df, columns = prepare_stats(stats, recorded_cols=recorded_cols)
 
     pd.set_option('display.expand_frame_repr', False)
     pd.set_option('precision', 3)
@@ -191,21 +259,21 @@ def get_pretty_stats(df, recorded_cols=None, num_rows=10):
     )
 
 
-def get_csv_stats(df, recorded_cols=None):
+def get_csv_stats(stats, recorded_cols=None):
     """
     Create a CSV buffer from the stats DataFrame.
 
     Parameters
     ----------
     path: str
-    df: pd.DataFrame
+    stats: list[Object]
     recorded_cols: list[str]
 
     Returns
     -------
 
     """
-    df, columns = prepare_stats(df, recorded_cols=recorded_cols)
+    df, columns = prepare_stats(stats, recorded_cols=recorded_cols)
 
     return df.to_csv(
         None,
@@ -214,8 +282,8 @@ def get_csv_stats(df, recorded_cols=None):
     ).encode()
 
 
-def stats_to_s3(uri, df, algo_namespace, recorded_cols=None):
-    bytes_to_write = get_csv_stats(df, recorded_cols=recorded_cols)
+def stats_to_s3(uri, stats, algo_namespace, recorded_cols=None):
+    bytes_to_write = get_csv_stats(stats, recorded_cols=recorded_cols)
 
     timestr = time.strftime('%Y%m%d')
 

From 2e7aabd97372ecc334e194cf1bbbeeeef94f371b Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Thu, 7 Dec 2017 22:14:49 -0500
Subject: [PATCH 23/52] BLD: tested stats with multiple assets

---
 catalyst/examples/mean_reversion_simple.py |  2 +-
 catalyst/exchange/exchange_algorithm.py    |  2 +-
 catalyst/exchange/exchange_blotter.py      |  3 +
 catalyst/exchange/stats_utils.py           | 88 +++++++++++++---------
 4 files changed, 57 insertions(+), 38 deletions(-)

diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py
index 2027cdc8..450a73f7 100644
--- a/catalyst/examples/mean_reversion_simple.py
+++ b/catalyst/examples/mean_reversion_simple.py
@@ -96,13 +96,13 @@ def handle_data(context, data):
     # Now that we've collected all current data for this frame, we use
     # the record() method to save it. This data will be available as
     # a parameter of the analyze() function for further analysis.
+
     record(
         volume=(context.market, current['volume']),
         price_change=(context.market, price_change),
         rsi=(context.market, rsi[-1]),
         cash=cash
     )
-
     # We are trying to avoid over-trading by limiting our trades to
     # one per day.
     if context.traded_today:
diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index 7042bde4..147d87e4 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -326,7 +326,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         self.retry_order = 2
         self.retry_delay = 5
 
-        self.stats_minutes = 5
+        self.stats_minutes = 20
 
         super(ExchangeTradingAlgorithmLive, self).__init__(*args, **kwargs)
 
diff --git a/catalyst/exchange/exchange_blotter.py b/catalyst/exchange/exchange_blotter.py
index 4ce45fce..7b89f9b9 100644
--- a/catalyst/exchange/exchange_blotter.py
+++ b/catalyst/exchange/exchange_blotter.py
@@ -176,6 +176,9 @@ class ExchangeBlotter(Blotter):
     @expect_types(asset=TradingPair)
     def order(self, asset, amount, style, order_id=None):
         log.debug('ordering {} {}'.format(amount, asset.symbol))
+        if amount == 0:
+            log.warn('skipping 0 amount orders')
+            return None
 
         if self.simulate_orders:
             return super(ExchangeBlotter, self).order(
diff --git a/catalyst/exchange/stats_utils.py b/catalyst/exchange/stats_utils.py
index 8a34d533..03df1740 100644
--- a/catalyst/exchange/stats_utils.py
+++ b/catalyst/exchange/stats_utils.py
@@ -126,15 +126,15 @@ def vwap(df):
     return ret
 
 
-def set_position_row(row, position_index, recorded_cols=None):
+def set_position_row(row, asset, asset_values=list()):
     """
     Apply the position data as individual columns.
 
     Parameters
     ----------
     row: dict[str, Object]
-    position_index: int
-    recorded_cols: list[str]
+    asset: TradingPair
+    asset_values: list[str]
         If a recorded_col contains a tuple which first value is an asset
         matching a position, its value will be displayed with the
         position and not in the index.
@@ -143,32 +143,31 @@ def set_position_row(row, position_index, recorded_cols=None):
     -------
 
     """
-    position = row['positions'][position_index]
-
-    asset = position['sid']
+    asset_cols = ['symbol']
     row['symbol'] = asset.symbol
 
+    position = next((p for p in row['positions'] if p['sid'] == asset), None)
+
     columns = ['amount', 'cost_basis', 'last_sale_price']
     for column in columns:
-        row[column] = position[column]
+        if position is not None:
+            row[column] = position[column]
 
-    columns.insert(0, 'symbol')
+        else:
+            row[column] = 0
 
-    if recorded_cols is not None:
-        for column in recorded_cols[:]:
-            value = row[column]
-            if type(value) in [list, tuple] and \
-                    isinstance(value[0], TradingPair) and asset == value[0]:
-                row[column] = value[1]
+        asset_cols.append(column)
 
-                columns.append(column)
-                # Removing the asset specific entries
-                recorded_cols.remove(column)
+    values = asset_values[asset] if asset in asset_values else list()
+    for column in values:
+        row[column] = values[column]
 
-    return columns
+        asset_cols.append(column)
+
+    return asset_cols
 
 
-def prepare_stats(stats, recorded_cols=None):
+def prepare_stats(stats, recorded_cols=list()):
     """
     Prepare the stats DataFrame for user-friendly output.
 
@@ -181,30 +180,43 @@ def prepare_stats(stats, recorded_cols=None):
     -------
 
     """
-    position_cols = None
+    asset_cols = list()
 
     # Using a copy since we are adding rows inside the loop.
     for row_index, row_data in enumerate(list(stats)):
-        if len(row_data['positions']) == 1:
-            row = stats[row_index]
-            columns = set_position_row(row, 0, recorded_cols)
+        assets = [p['sid'] for p in row_data['positions']]
 
-        elif len(row_data['positions']) > 1:
-            for pos_index, position in enumerate(row_data['positions']):
-                if pos_index > 0:
-                    row = row_data
+        asset_values = dict()
+        for column in recorded_cols[:]:
+            value = row_data[column]
+            if type(value) is dict:
+                for asset in value:
+                    if not isinstance(asset, TradingPair):
+                        break
+
+                    if asset not in assets:
+                        assets.append(asset)
+
+                    if asset not in asset_values:
+                        asset_values[asset] = dict()
+
+                    asset_values[asset][column] = value[asset]
+
+        if len(assets) == 1:
+            row = stats[row_index]
+            asset_cols = set_position_row(row, assets[0], asset_values)
+
+        elif len(assets) > 1:
+            for asset_index, asset in enumerate(assets):
+                if asset_index > 0:
+                    row = copy.deepcopy(row_data)
                     stats.append(row)
 
                 else:
                     row = stats[row_index]
 
-                columns = set_position_row(row, pos_index, recorded_cols)
-
-        else:
-            break
-
-        if position_cols is None:
-            position_cols = columns
+                asset_cols = set_position_row(row, assets[asset_index],
+                                              asset_values)
 
     df = pd.DataFrame(list(stats))
 
@@ -212,6 +224,9 @@ def prepare_stats(stats, recorded_cols=None):
         'period_close', 'starting_cash', 'ending_cash', 'portfolio_value',
         'pnl', 'long_exposure', 'short_exposure', 'orders', 'transactions',
     ]
+
+    # Removing the asset specific entries
+    recorded_cols = [x for x in recorded_cols if x not in asset_cols]
     if recorded_cols is not None:
         for column in recorded_cols:
             index_cols.append(column)
@@ -223,8 +238,9 @@ def prepare_stats(stats, recorded_cols=None):
 
     df.set_index(index_cols, drop=True, inplace=True)
     df.dropna(axis=1, how='all', inplace=True)
+    df.sort_index(inplace=True)
 
-    return df, position_cols
+    return df, asset_cols
 
 
 def get_pretty_stats(stats, recorded_cols=None, num_rows=10):
@@ -245,7 +261,7 @@ def get_pretty_stats(stats, recorded_cols=None, num_rows=10):
     df, columns = prepare_stats(stats, recorded_cols=recorded_cols)
 
     pd.set_option('display.expand_frame_repr', False)
-    pd.set_option('precision', 3)
+    pd.set_option('precision', 8)
     pd.set_option('display.width', 1000)
     pd.set_option('display.max_colwidth', 1000)
 

From 1c03d837cc935b53515df1dbeb6b5b0e448f335d Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Thu, 7 Dec 2017 22:26:01 -0500
Subject: [PATCH 24/52] BUG: fixed issue with stats output

---
 catalyst/exchange/stats_utils.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/catalyst/exchange/stats_utils.py b/catalyst/exchange/stats_utils.py
index 03df1740..43e9e5ec 100644
--- a/catalyst/exchange/stats_utils.py
+++ b/catalyst/exchange/stats_utils.py
@@ -1,3 +1,4 @@
+import csv
 import numbers
 
 import copy
@@ -294,7 +295,8 @@ def get_csv_stats(stats, recorded_cols=None):
     return df.to_csv(
         None,
         columns=columns,
-        encoding='utf-8',
+        # encoding='utf-8',
+        quoting=csv.QUOTE_NONNUMERIC
     ).encode()
 
 

From b644c947e365486c65eb3bac962ce75fd6514d22 Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Thu, 7 Dec 2017 23:01:12 -0500
Subject: [PATCH 25/52] BUG: fixed issue with stats output

---
 catalyst/exchange/stats_utils.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/catalyst/exchange/stats_utils.py b/catalyst/exchange/stats_utils.py
index 43e9e5ec..ec89a340 100644
--- a/catalyst/exchange/stats_utils.py
+++ b/catalyst/exchange/stats_utils.py
@@ -183,6 +183,7 @@ def prepare_stats(stats, recorded_cols=list()):
     """
     asset_cols = list()
 
+    stats = copy.deepcopy(list(stats))
     # Using a copy since we are adding rows inside the loop.
     for row_index, row_data in enumerate(list(stats)):
         assets = [p['sid'] for p in row_data['positions']]
@@ -219,7 +220,7 @@ def prepare_stats(stats, recorded_cols=list()):
                 asset_cols = set_position_row(row, assets[asset_index],
                                               asset_values)
 
-    df = pd.DataFrame(list(stats))
+    df = pd.DataFrame(stats)
 
     index_cols = [
         'period_close', 'starting_cash', 'ending_cash', 'portfolio_value',
@@ -239,7 +240,7 @@ def prepare_stats(stats, recorded_cols=list()):
 
     df.set_index(index_cols, drop=True, inplace=True)
     df.dropna(axis=1, how='all', inplace=True)
-    df.sort_index(inplace=True)
+    df.sort_index(axis=0, level=0, inplace=True)
 
     return df, asset_cols
 

From 619fbfc6eadd1c77a0c80f37973abe74ee658db7 Mon Sep 17 00:00:00 2001
From: Victor Grau Serrat <lacabra@gmail.com>
Date: Thu, 7 Dec 2017 22:32:17 -0700
Subject: [PATCH 26/52] DOC: PEP8 simple_universe.py & added to
 example_algos.html

---
 catalyst/examples/simple_universe.py | 141 ++++++++++++---------
 docs/source/example-algos.rst        | 176 +++++++++++++++++++++++++++
 2 files changed, 261 insertions(+), 56 deletions(-)

diff --git a/catalyst/examples/simple_universe.py b/catalyst/examples/simple_universe.py
index ff79c763..a0abc535 100644
--- a/catalyst/examples/simple_universe.py
+++ b/catalyst/examples/simple_universe.py
@@ -2,73 +2,105 @@
 Requires Catalyst version 0.3.0 or above
 Tested on Catalyst version 0.3.3
 
-These example aims to provide and easy way for users to learn how to collect data from the different exchanges.
-You simply need to specify the exchange and the market that you want to focus on.
-You will all see how to create a universe and filter it base on the exchange and the market you desire.
+This example aims to provide an easy way for users to learn how to 
+collect data from any given exchange and select a subset of the available
+currency pairs for trading. You simply need to specify the exchange and 
+the market (base_currency) that you want to focus on. You will then see 
+how to create a universe of assets, and filter it based the market you 
+desire.
 
-The example prints out the closing price of all the pairs for a given market-exchange every 30 minutes.
-The example also contains the ohlcv minute data for the past seven days which could be used to create indicators
-Use this as the backbone to create your own trading strategies.
+The example prints out the closing price of all the pairs for a given 
+market in a given exchange every 30 minutes. The example also contains 
+the OHLCV data with minute-resolution for the past seven days which 
+could be used to create indicators. Use this code as the backbone to 
+create your own trading strategy.
+
+The lookback_date variable is used to ensure data for a coin existed on 
+the lookback period specified.
+
+To run, execute the following two commands in a terminal (inside catalyst 
+environment). The first one retrieves all the pricing data needed for this
+script to run (only needs to be run once), and the second one executes this
+script with the parameters specified in the run_algorithm() call at the end 
+of the file:
+
+catalyst ingest-exchange -x bitfinex -f minute
+
+python simple_universe.py
 
-Variables lookback date and date are used to ensure data for a coin existed on the lookback period specified.
 """
+from datetime import timedelta
 
 import numpy as np
 import pandas as pd
-from datetime import timedelta
+
 from catalyst import run_algorithm
 from catalyst.exchange.exchange_utils import get_exchange_symbols
-
-from catalyst.api import (
-    symbols,
-)
+from catalyst.api import (symbols, )
 
 
 def initialize(context):
-    context.i = -1  # counts the minutes
-    context.exchange = context.exchanges.values()[0].name.lower()  # exchange name
-    context.base_currency = context.exchanges.values()[0].base_currency.lower()  # market base currency
+    context.i = -1  # minute counter
+    context.exchange = context.exchanges.values()[0].name.lower()  
+    context.base_currency = context.exchanges.values()[0].base_currency.lower()  
 
 
 def handle_data(context, data):
     context.i += 1
     lookback_days = 7  # 7 days
 
-    # current date formatted into a string
-    today = data.current_dt
-    date, time = today.strftime('%Y-%m-%d %H:%M:%S').split(' ')
-    lookback_date = today - timedelta(days=lookback_days)  # subtract the amount of days specified in lookback
-    lookback_date = lookback_date.strftime('%Y-%m-%d %H:%M:%S').split(' ')[0]  # get only the date as a string
+    # current date & time in each iteration formatted into a string
+    now = data.current_dt
+    date, time = now.strftime('%Y-%m-%d %H:%M:%S').split(' ')
+    lookback_date = now - timedelta(days=lookback_days) 
+    # keep only the date as a string, discard the time
+    lookback_date = lookback_date.strftime('%Y-%m-%d %H:%M:%S').split(' ')[0]  
 
-    # update universe everyday
-    new_day = 60 * 24  # assuming data_frequency='minute'
-    if not context.i % new_day:
+    one_day_in_minutes = 1440  # 60 * 24 assumes data_frequency='minute'
+    # update universe everyday at midnight
+    if not context.i % one_day_in_minutes:
         context.universe = universe(context, lookback_date, date)
 
     # get data every 30 minutes
     minutes = 30
-    one_day_in_minutes = 1440  # 1440 assumes data_frequency='minute'
-    lookback = one_day_in_minutes / minutes * lookback_days  # get N lookback_days of history data
+    # get lookback_days of history data: that is 'lookback' number of bins
+    lookback = one_day_in_minutes / minutes * lookback_days  
     if not context.i % minutes and context.universe:
         # we iterate for every pair in the current universe
         for coin in context.coins:
             pair = str(coin.symbol)
 
-            # 30 minute interval ohlcv data (the standard data required for candlestick or indicators/signals)
-            # 30T means 30 minutes re-sampling of one minute data. change to your desire time interval.
-            opened = fill(data.history(coin, 'open', bar_count=lookback, frequency='30T')).values
-            high = fill(data.history(coin, 'high', bar_count=lookback, frequency='30T')).values
-            low = fill(data.history(coin, 'low', bar_count=lookback, frequency='30T')).values
-            close = fill(data.history(coin, 'price', bar_count=lookback, frequency='30T')).values
-            volume = fill(data.history(coin, 'volume', bar_count=lookback, frequency='30T')).values
+            # Get 30 minute interval OHLCV data. This is the standard data 
+            # required for candlestick or indicators/signals. Return Pandas
+            # DataFrames. 30T means 30-minute re-sampling of one minute data. 
+            # Adjust it to your desired time interval as needed.
+            opened = fill(data.history(coin, 'open', 
+                                  bar_count=lookback, frequency='30T')).values
+            high = fill(data.history(coin, 'high', 
+                                  bar_count=lookback, frequency='30T')).values
+            low = fill(data.history(coin, 'low', 
+                                  bar_count=lookback, frequency='30T')).values
+            close = fill(data.history(coin, 'price', 
+                                  bar_count=lookback, frequency='30T')).values
+            volume = fill(data.history(coin, 'volume', 
+                                  bar_count=lookback, frequency='30T')).values
 
-            # close[-1] is the equivalent to current price
+            # close[-1] is the last value in the set, which is the equivalent 
+            # to current price (as in the most recent value)
             # displays the minute price for each pair every 30 minutes
-            print(today, pair, opened[-1], high[-1], low[-1], close[-1], volume[-1])
+            print('{now}: {pair} -\tO:{o},\tH:{h},\tL:{c},\tC{c},\tV:{v}'.format(
+                    now=now, 
+                    pair=pair, 
+                    o=opened[-1], 
+                    h=high[-1], 
+                    l=low[-1],
+                    c=close[-1],
+                    v=volume[-1],
+                 ))
 
-            # ----------------------------------------------------------------------------------------------------------
-            # -------------------------------------- Insert Your Strategy Here -----------------------------------------
-            # ----------------------------------------------------------------------------------------------------------
+            # -------------------------------------------------------------
+            # --------------- Insert Your Strategy Here -------------------
+            # -------------------------------------------------------------
 
 
 def analyze(context=None, results=None):
@@ -78,23 +110,22 @@ def analyze(context=None, results=None):
 # Get the universe for a given exchange and a given base_currency market
 # Example: Poloniex BTC Market
 def universe(context, lookback_date, current_date):
-    json_symbols = get_exchange_symbols(context.exchange)  # get all the pairs for the exchange
-    universe_df = pd.DataFrame.from_dict(json_symbols).transpose().astype(str)  # convert into a dataframe
-    universe_df['base_currency'] = universe_df.apply(lambda row: row.symbol.split('_')[1],
-                                                                       axis=1)
-    universe_df['market_currency'] = universe_df.apply(lambda row: row.symbol.split('_')[0],
-                                                                         axis=1)
+    # get all the pairs for the given exchange
+    json_symbols = get_exchange_symbols(context.exchange)  
+    # convert into a DataFrame for easier processing
+    df = pd.DataFrame.from_dict(json_symbols).transpose().astype(str) 
+    df['base_currency'] = df.apply(lambda row: row.symbol.split('_')[1],axis=1)
+    df['market_currency'] = df.apply(lambda row: row.symbol.split('_')[0],axis=1)
 
-    # Filter all the exchange pairs to only the ones for a give base currency
-    universe_df = universe_df[universe_df['base_currency'] == context.base_currency]
+    # Filter all the pairs to get only the ones for a given base_currency
+    df = df[df['base_currency'] == context.base_currency]
 
     # Filter all the pairs to ensure that pair existed in the current date range
-    universe_df = universe_df[universe_df.start_date < lookback_date]
-    universe_df = universe_df[universe_df.end_daily >= current_date]
-    context.coins = symbols(*universe_df.symbol)  # convert all the pairs to symbols
+    df = df[df.start_date < lookback_date]
+    df = df[df.end_daily >= current_date]
+    context.coins = symbols(*df.symbol)  # convert all the pairs to symbols
 
-    # print(universe_df.symbol.tolist())
-    return universe_df.symbol.tolist()
+    return df.symbol.tolist()
 
 
 # Replace all NA, NAN or infinite values with its nearest value
@@ -102,7 +133,9 @@ def fill(series):
     if isinstance(series, pd.Series):
         return series.replace([np.inf, -np.inf], np.nan).ffill().bfill()
     elif isinstance(series, np.ndarray):
-        return pd.Series(series).replace([np.inf, -np.inf], np.nan).ffill().bfill().values
+        return pd.Series(series).replace(
+                     [np.inf, -np.inf], np.nan
+                    ).ffill().bfill().values
     else:
         return series
 
@@ -112,7 +145,7 @@ if __name__ == '__main__':
     end_date = pd.to_datetime('2017-11-13', utc=True)
 
     performance = run_algorithm(start=start_date, end=end_date,
-                                capital_base=100.0,  # amount of base_currency, not always in dollars unless usd
+                                capital_base=100.0,  # amount of base_currency
                                 initialize=initialize,
                                 handle_data=handle_data,
                                 analyze=analyze,
@@ -123,7 +156,3 @@ if __name__ == '__main__':
                                 live_graph=False,
                                 algo_namespace='simple_universe')
 
-"""
-Run in Terminal (inside catalyst environment):
-python simple_universe.py
-"""
diff --git a/docs/source/example-algos.rst b/docs/source/example-algos.rst
index 550d8b58..ff5d5ea7 100644
--- a/docs/source/example-algos.rst
+++ b/docs/source/example-algos.rst
@@ -31,6 +31,11 @@ Overview
   `two-part video tutorial <videos.html#backtesting-a-strategy>`_ to show how 
   to get started in backtesting and live trading with Catalyst.
 
+- :ref:`Simple Universe <simple_universe>`: This code provides the 'universe' 
+  of available trading pairs on a given exchange on any given day. You can use 
+  this code to dynamically select which currency pairs you want to trade each 
+  day of your strategy. This example does not make any trades. 
+
 - :ref:`Portfolio Optimization <portfolio_optimization>`: Use this code to 
   execute a portfolio optimization model. This strategy will select the 
   portfolio with the maximum Sharpe Ratio. The parameters are set to use 180 
@@ -753,6 +758,177 @@ implemented after the video was recorded, which executes the orders at slighlty
 different prices, but resulting in significant changes in performance of our 
 strategy.
 
+.. _simple_universe:
+
+Simple Universe
+~~~~~~~~~~~~~~~
+
+Source code: `examples/simple_universe.py <https://github.com/enigmampc/catalyst/blob/master/catalyst/examples/simple_universe.py>`_
+
+This example aims to provide an easy way for users to learn how to 
+collect data from any given exchange and select a subset of the available
+currency pairs for trading. You simply need to specify the exchange and 
+the market (base_currency) that you want to focus on. You will then see 
+how to create a universe of assets, and filter it based the market you 
+desire.
+
+The example prints out the closing price of all the pairs for a given 
+market in a given exchange every 30 minutes. The example also contains 
+the OHLCV data with minute-resolution for the past seven days which 
+could be used to create indicators. Use this code as the backbone to 
+create your own trading strategy.
+
+The lookback_date variable is used to ensure data for a coin existed on 
+the lookback period specified.
+
+To run, execute the following two commands in a terminal (inside catalyst 
+environment). The first one retrieves all the pricing data needed for this
+script to run (only needs to be run once), and the second one executes this
+script with the parameters specified in the run_algorithm() call at the end 
+of the file:
+
+.. code-block:: bash
+  
+  catalyst ingest-exchange -x bitfinex -f minute
+
+.. code-block:: bash
+
+  python simple_universe.py
+
+Credits: This code was originally submitted by `Abner Ayala-Acevedo 
+<https://github.com/abnera>`_. Thank you!
+
+.. code-block:: python
+
+  from datetime import timedelta
+
+  import numpy as np
+  import pandas as pd
+
+  from catalyst import run_algorithm
+  from catalyst.exchange.exchange_utils import get_exchange_symbols
+  from catalyst.api import (symbols, )
+
+
+  def initialize(context):
+      context.i = -1  # minute counter
+      context.exchange = context.exchanges.values()[0].name.lower()  
+      context.base_currency = context.exchanges.values()[0].base_currency.lower()  
+
+
+  def handle_data(context, data):
+      context.i += 1
+      lookback_days = 7  # 7 days
+
+      # current date & time in each iteration formatted into a string
+      now = data.current_dt
+      date, time = now.strftime('%Y-%m-%d %H:%M:%S').split(' ')
+      lookback_date = now - timedelta(days=lookback_days) 
+      # keep only the date as a string, discard the time
+      lookback_date = lookback_date.strftime('%Y-%m-%d %H:%M:%S').split(' ')[0]  
+
+      one_day_in_minutes = 1440  # 60 * 24 assumes data_frequency='minute'
+      # update universe everyday at midnight
+      if not context.i % one_day_in_minutes:
+          context.universe = universe(context, lookback_date, date)
+
+      # get data every 30 minutes
+      minutes = 30
+      # get lookback_days of history data: that is 'lookback' number of bins
+      lookback = one_day_in_minutes / minutes * lookback_days  
+      if not context.i % minutes and context.universe:
+          # we iterate for every pair in the current universe
+          for coin in context.coins:
+              pair = str(coin.symbol)
+
+              # Get 30 minute interval OHLCV data. This is the standard data 
+              # required for candlestick or indicators/signals. Return Pandas
+              # DataFrames. 30T means 30-minute re-sampling of one minute data. 
+              # Adjust it to your desired time interval as needed.
+              opened = fill(data.history(coin, 'open', 
+                                    bar_count=lookback, frequency='30T')).values
+              high = fill(data.history(coin, 'high', 
+                                    bar_count=lookback, frequency='30T')).values
+              low = fill(data.history(coin, 'low', 
+                                    bar_count=lookback, frequency='30T')).values
+              close = fill(data.history(coin, 'price', 
+                                    bar_count=lookback, frequency='30T')).values
+              volume = fill(data.history(coin, 'volume', 
+                                    bar_count=lookback, frequency='30T')).values
+
+              # close[-1] is the last value in the set, which is the equivalent 
+              # to current price (as in the most recent value)
+              # displays the minute price for each pair every 30 minutes
+              print('{now}: {pair} -\tO:{o},\tH:{h},\tL:{c},\tC{c},\tV:{v}'.format(
+                      now=now, 
+                      pair=pair, 
+                      o=opened[-1], 
+                      h=high[-1], 
+                      l=low[-1],
+                      c=close[-1],
+                      v=volume[-1],
+                   ))
+
+              # -------------------------------------------------------------
+              # --------------- Insert Your Strategy Here -------------------
+              # -------------------------------------------------------------
+
+
+  def analyze(context=None, results=None):
+      pass
+
+
+  # Get the universe for a given exchange and a given base_currency market
+  # Example: Poloniex BTC Market
+  def universe(context, lookback_date, current_date):
+      # get all the pairs for the given exchange
+      json_symbols = get_exchange_symbols(context.exchange)  
+      # convert into a DataFrame for easier processing
+      df = pd.DataFrame.from_dict(json_symbols).transpose().astype(str) 
+      df['base_currency'] = df.apply(lambda row: row.symbol.split('_')[1],axis=1)
+      df['market_currency'] = df.apply(lambda row: row.symbol.split('_')[0],axis=1)
+
+      # Filter all the pairs to get only the ones for a given base_currency
+      df = df[df['base_currency'] == context.base_currency]
+
+      # Filter all the pairs to ensure that pair existed in the current date range
+      df = df[df.start_date < lookback_date]
+      df = df[df.end_daily >= current_date]
+      context.coins = symbols(*df.symbol)  # convert all the pairs to symbols
+
+      return df.symbol.tolist()
+
+
+  # Replace all NA, NAN or infinite values with its nearest value
+  def fill(series):
+      if isinstance(series, pd.Series):
+          return series.replace([np.inf, -np.inf], np.nan).ffill().bfill()
+      elif isinstance(series, np.ndarray):
+          return pd.Series(series).replace(
+                       [np.inf, -np.inf], np.nan
+                      ).ffill().bfill().values
+      else:
+          return series
+
+
+  if __name__ == '__main__':
+      start_date = pd.to_datetime('2017-11-10', utc=True)
+      end_date = pd.to_datetime('2017-11-13', utc=True)
+
+      performance = run_algorithm(start=start_date, end=end_date,
+                                  capital_base=100.0,  # amount of base_currency
+                                  initialize=initialize,
+                                  handle_data=handle_data,
+                                  analyze=analyze,
+                                  exchange_name='bitfinex',
+                                  data_frequency='minute',
+                                  base_currency='btc',
+                                  live=False,
+                                  live_graph=False,
+                                  algo_namespace='simple_universe')
+
+
+
 .. _portfolio_optimization:
 
 Portfolio Optimization

From eb5d55478daea452da9b88896ce8fbdb1f8a72a1 Mon Sep 17 00:00:00 2001
From: Victor Grau Serrat <lacabra@gmail.com>
Date: Thu, 7 Dec 2017 23:04:54 -0700
Subject: [PATCH 27/52] MAINT: added CCXT requirement to Conda yml environment

---
 etc/python2.7-environment.yml | 1 +
 1 file changed, 1 insertion(+)

diff --git a/etc/python2.7-environment.yml b/etc/python2.7-environment.yml
index d59c36ae..3959b8df 100644
--- a/etc/python2.7-environment.yml
+++ b/etc/python2.7-environment.yml
@@ -20,6 +20,7 @@ dependencies:
   - bcolz==0.12.1
   - bottleneck==1.2.1
   - chardet==3.0.4
+  - ccxt==1.10.319
   - click==6.7
   - contextlib2==0.5.5
   - cycler==0.10.0

From 89f9a1179ea7d65cbf4cb5e01a077139cc127500 Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Fri, 8 Dec 2017 15:15:18 -0500
Subject: [PATCH 28/52] BLD: improvements to stats output

---
 catalyst/exchange/exchange_algorithm.py | 64 +++++++++++++++++++++----
 catalyst/exchange/stats_utils.py        | 46 ++++++++++++++++--
 2 files changed, 97 insertions(+), 13 deletions(-)

diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index 147d87e4..2ce0357f 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -36,7 +36,8 @@ from catalyst.exchange.exchange_utils import save_algo_object, get_algo_object,
     save_algo_df, group_assets_by_exchange
 from catalyst.exchange.live_graph_clock import LiveGraphClock
 from catalyst.exchange.simple_clock import SimpleClock
-from catalyst.exchange.stats_utils import get_pretty_stats, stats_to_s3
+from catalyst.exchange.stats_utils import get_pretty_stats, stats_to_s3, \
+    stats_to_algo_folder
 from catalyst.finance.execution import MarketOrder
 from catalyst.finance.performance.period import calc_period_stats
 from catalyst.gens.tradesimulation import AlgorithmSimulator
@@ -61,6 +62,8 @@ class ExchangeTradingAlgorithmBase(TradingAlgorithm):
 
         super(ExchangeTradingAlgorithmBase, self).__init__(*args, **kwargs)
 
+        self.current_day = None
+
         if self.simulate_orders is None \
                 and self.sim_params.arena == 'backtest':
             self.simulate_orders = True
@@ -281,6 +284,8 @@ class ExchangeTradingAlgorithmBacktest(ExchangeTradingAlgorithmBase):
             )
             self.frame_stats.append(frame_stats)
 
+        self.current_day = data.current_dt.floor('1D')
+
     def _create_stats_df(self):
         stats = pd.DataFrame(self.frame_stats)
         stats.set_index('period_close', inplace=True, drop=False)
@@ -308,7 +313,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         self.stats_output = kwargs.pop('stats_output', None)
 
         self._clock = None
-        self.frame_stats = deque(maxlen=60)
+        self.frame_stats = list()
 
         self.pnl_stats = get_algo_df(self.algo_namespace, 'pnl_stats')
 
@@ -326,7 +331,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         self.retry_order = 2
         self.retry_delay = 5
 
-        self.stats_minutes = 20
+        self.stats_minutes = 10
 
         super(ExchangeTradingAlgorithmLive, self).__init__(*args, **kwargs)
 
@@ -438,27 +443,49 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         return self.perf_tracker.get_account(False)
 
     def synchronize_portfolio(self, attempt_index=0):
+        """
+        Synchronizes the portfolio tracked by the algorithm to refresh
+        its current value.
+
+        This includes updating the last_sale_price of all tracked
+        positions, returning the available cash, and raising error
+        if the data goes out of sync.
+
+        Parameters
+        ----------
+        attempt_index: int
+
+        Returns
+        -------
+        float
+            The amount of base currency available for trading.
+
+        float
+            The total value of all tracked positions.
+
+        """
         tracker = self.perf_tracker.position_tracker
         total_cash = 0.0
         total_positions_value = 0.0
 
         try:
             # Position keys correspond to assets
-            assets = list(tracker.positions)
+            positions = self.portfolio.positions
+            assets = list(positions)
             exchange_assets = group_assets_by_exchange(assets)
             for exchange_name in self.exchanges:
                 assets = exchange_assets[exchange_name] \
                     if exchange_name in exchange_assets else []
 
                 exchange_positions = \
-                    [tracker.positions[asset] for asset in assets]
+                    [positions[asset] for asset in assets]
 
                 exchange = self.exchanges[exchange_name]  # Type: Exchange
                 cash, positions_value = \
                     exchange.calculate_totals(exchange_positions)
 
                 total_cash += cash
-                total_positions_value += total_positions_value
+                total_positions_value += positions_value
 
                 for position in exchange_positions:
                     tracker.update_position(
@@ -471,6 +498,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
                 raise ValueError('Cash on exchanges is lower than the algo.')
 
             return total_cash, total_positions_value
+
         except ExchangeRequestError as e:
             log.warn(
                 'update portfolio attempt {}: {}'.format(attempt_index, e)
@@ -574,6 +602,11 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         if not self.is_running:
             return
 
+        # Resetting the frame stats every day to minimize memory footprint
+        today = data.current_dt.floor('1D')
+        if self.current_day is not None and today > self.current_day:
+            self.frame_stats = list()
+
         new_transactions, new_commissions, closed_orders = \
             self.blotter.get_transactions(data)
 
@@ -625,7 +658,6 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
                     )
                 ))
 
-            today = pd.to_datetime('today', utc=True)
             daily_stats = self.prepare_period_stats(
                 start_dt=today,
                 end_dt=pd.Timestamp.utcnow()
@@ -639,6 +671,17 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         except Exception as e:
             log.warn('unable to calculate performance: {}'.format(e))
 
+        csv_bytes = None
+        try:
+            csv_bytes = stats_to_algo_folder(
+                stats=self.frame_stats,
+                algo_namespace=self.algo_namespace,
+                recorded_cols=recorded_cols,
+            )
+
+        except Exception as e:
+            log.warn('unable save stats locally: {}'.format(e))
+
         try:
             if self.stats_output is not None:
                 if 's3://' in self.stats_output:
@@ -647,14 +690,17 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
                         stats=self.frame_stats,
                         algo_namespace=self.algo_namespace,
                         recorded_cols=recorded_cols,
+                        bytes_to_write=csv_bytes
                     )
 
                 else:
                     raise ValueError(
                         'Only S3 stats output is supported for now.'
                     )
+
         except Exception as e:
-            log.warn('unable save stats: {}'.format(e))
+            log.warn('unable save stats externally: {}'.format(e))
+
         # TODO: pickle does not seem to work in python 3
         try:
             save_algo_object(
@@ -665,6 +711,8 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         except Exception as e:
             log.warn('unable to save minute perfs to disk: {}'.format(e))
 
+        self.current_day = data.current_dt.floor('1D')
+
     @api_method
     def batch_market_order(self, share_counts):
         raise NotImplementedError()
diff --git a/catalyst/exchange/stats_utils.py b/catalyst/exchange/stats_utils.py
index ec89a340..b5a080dc 100644
--- a/catalyst/exchange/stats_utils.py
+++ b/catalyst/exchange/stats_utils.py
@@ -3,12 +3,15 @@ import numbers
 
 import copy
 import numpy as np
+import os
 import pandas as pd
 import boto3
 import time
 
 from catalyst.assets._assets import TradingPair
 
+from catalyst.exchange.exchange_utils import get_algo_folder
+
 s3 = boto3.resource('s3')
 
 
@@ -183,7 +186,7 @@ def prepare_stats(stats, recorded_cols=list()):
     """
     asset_cols = list()
 
-    stats = copy.deepcopy(list(stats))
+    stats = copy.deepcopy(stats)
     # Using a copy since we are adding rows inside the loop.
     for row_index, row_data in enumerate(list(stats)):
         assets = [p['sid'] for p in row_data['positions']]
@@ -301,18 +304,51 @@ def get_csv_stats(stats, recorded_cols=None):
     ).encode()
 
 
-def stats_to_s3(uri, stats, algo_namespace, recorded_cols=None):
-    bytes_to_write = get_csv_stats(stats, recorded_cols=recorded_cols)
+def stats_to_s3(uri, stats, algo_namespace, recorded_cols=None,
+                folder='catalyst/stats', bytes_to_write=None):
+    """
+    Uploads the performance stats to a S3 bucket.
+
+    Parameters
+    ----------
+    uri: str
+    stats: list[Object]
+    algo_namespace: str
+    recorded_cols: list[str]
+    folder: str
+    bytes_to_write: str
+        Option to reuse bytes instead of re-computing the csv
+
+    Returns
+    -------
+
+    """
+    if bytes_to_write is None:
+        bytes_to_write = get_csv_stats(stats, recorded_cols=recorded_cols)
 
     timestr = time.strftime('%Y%m%d')
 
     parts = uri.split('//')
-    obj = s3.Object(parts[1], 'stats/{}-{}.csv'.format(
-        timestr, algo_namespace
+    obj = s3.Object(parts[1], '{}/{}-{}.csv'.format(
+        folder, timestr, algo_namespace
     ))
     obj.put(Body=bytes_to_write)
 
 
+def stats_to_algo_folder(stats, algo_namespace, recorded_cols=None):
+    bytes_to_write = get_csv_stats(stats, recorded_cols=recorded_cols)
+
+    timestr = time.strftime('%Y%m%d')
+    folder = get_algo_folder(algo_namespace)
+
+    filename = os.path.join(folder, '{}-{}.csv'.format(timestr, 'frames'))
+
+    with open(filename, 'wb') as handle:
+        handle.write(bytes_to_write)
+
+    return bytes_to_write
+
+
 def df_to_string(df):
     """
     Create a formatted str representation of the DataFrame.

From ce085e01ecb92375dd14ce552644280f2792f738 Mon Sep 17 00:00:00 2001
From: Victor Grau Serrat <lacabra@gmail.com>
Date: Fri, 8 Dec 2017 13:18:24 -0700
Subject: [PATCH 29/52] MAINT: PEP8 compliance

---
 catalyst/__init__.py                          |  14 +-
 catalyst/__main__.py                          |   3 +-
 catalyst/algorithm.py                         |   3 +-
 catalyst/constants.py                         |   5 +-
 catalyst/curate/poloniex.py                   | 277 +++++++++---------
 catalyst/data/bundles/__init__.py             |   1 -
 catalyst/data/bundles/base.py                 |  71 +++--
 catalyst/data/bundles/base_pricing.py         |   3 +
 catalyst/data/bundles/core.py                 |   5 +-
 catalyst/data/bundles/poloniex.py             |  34 +--
 catalyst/data/bundles/quandl.py               |  27 +-
 catalyst/data/data_portal.py                  |  12 +-
 catalyst/data/dispatch_bar_reader.py          |   2 +
 catalyst/data/loader.py                       |  97 ++----
 catalyst/data/minute_bars.py                  |  19 +-
 catalyst/data/us_equity_pricing.py            |  18 +-
 catalyst/examples/buy_and_hodl.py             |   2 +-
 catalyst/examples/buy_btc_simple.py           |  34 ++-
 catalyst/examples/buy_low_sell_high.py        |  17 +-
 catalyst/examples/buy_low_sell_high_live.py   |   4 +-
 catalyst/examples/dual_moving_average.py      |  39 ++-
 catalyst/examples/dual_vwap.py                |  10 +-
 catalyst/examples/mean_reversion_simple.py    |  12 +-
 catalyst/examples/portfolio_optimization.py   | 209 +++++++------
 catalyst/examples/rsi_profit_target.py        |   7 +-
 catalyst/examples/simple_universe.py          |  94 +++---
 catalyst/examples/talib_simple.py             |  12 +-
 catalyst/exchange/bitfinex/bitfinex.py        |  28 +-
 catalyst/exchange/bittrex/bittrex.py          |  13 +-
 .../exchange/bittrex/extensions-example.py    |   2 +-
 catalyst/exchange/bundle_utils.py             |  17 +-
 catalyst/exchange/exchange.py                 |  10 +-
 catalyst/exchange/exchange_algorithm.py       |  20 +-
 catalyst/exchange/exchange_bundle.py          |  34 +--
 catalyst/exchange/exchange_errors.py          |  14 +-
 catalyst/exchange/exchange_execution.py       |   2 +-
 catalyst/exchange/exchange_portfolio.py       |   3 +-
 catalyst/exchange/exchange_utils.py           |   6 +-
 catalyst/exchange/poloniex/poloniex.py        |  56 ++--
 catalyst/exchange/poloniex/poloniex_api.py    |  10 +-
 catalyst/exchange/simple_clock.py             |   3 +-
 catalyst/finance/execution.py                 |   7 +-
 catalyst/finance/risk/period.py               |   4 +-
 catalyst/finance/risk/risk.py                 |   3 +-
 catalyst/finance/slippage.py                  |   1 -
 catalyst/pipeline/factors/equity/__init__.py  |   3 -
 .../pipeline/loaders/equity_pricing_loader.py |  12 +-
 catalyst/pipeline/loaders/events.py           |   2 +-
 catalyst/pipeline/loaders/frame.py            |   1 -
 catalyst/pipeline/loaders/synthetic.py        |   2 +-
 catalyst/support/issue_44.py                  | 109 -------
 catalyst/support/issue_47.py                  | 139 ---------
 catalyst/support/issue_55.py                  |   1 -
 catalyst/support/issue_57.py                  |  46 ---
 catalyst/support/issue_74.py                  | 127 --------
 catalyst/support/rodrigo_1.py                 | 153 ----------
 .../utils/calendars/exchange_calendar_open.py |   3 +-
 catalyst/utils/cli.py                         |   4 +-
 catalyst/utils/math_utils.py                  |   2 +
 catalyst/utils/paths.py                       |   2 +-
 catalyst/utils/run_algo.py                    |  12 +-
 tests/exchange/test_bcolz.py                  |   4 +-
 tests/exchange/test_bitfinex.py               |  23 +-
 tests/exchange/test_bittrex.py                |  42 +--
 tests/exchange/test_bundle.py                 |  63 ++--
 tests/exchange/test_ccxt.py                   |  21 +-
 tests/exchange/test_data_portal.py            |  48 +--
 tests/exchange/test_poloniex.py               |  11 +-
 tests/exchange/test_server_bundle.py          |  19 +-
 tests/exchange/test_utils.py                  |   3 +-
 70 files changed, 757 insertions(+), 1359 deletions(-)
 delete mode 100644 catalyst/support/issue_44.py
 delete mode 100644 catalyst/support/issue_47.py
 delete mode 100644 catalyst/support/issue_57.py
 delete mode 100644 catalyst/support/issue_74.py
 delete mode 100644 catalyst/support/rodrigo_1.py

diff --git a/catalyst/__init__.py b/catalyst/__init__.py
index 508137df..7a8a26a4 100644
--- a/catalyst/__init__.py
+++ b/catalyst/__init__.py
@@ -29,11 +29,14 @@ from ._version import get_versions
 from . algorithm import TradingAlgorithm
 from . import api
 
+from catalyst.utils.calendars.calendar_utils import global_calendar_dispatcher
+
+__version__ = get_versions()['version']
+del get_versions
 
 # PERF: Fire a warning if calendars were instantiated during catalyst import.
 # Having calendars doesn't break anything per-se, but it makes catalyst imports
 # noticeably slower, which becomes particularly noticeable in the Zipline CLI.
-from catalyst.utils.calendars.calendar_utils import global_calendar_dispatcher
 if global_calendar_dispatcher._calendars:
     import warnings
     warnings.warn(
@@ -44,10 +47,6 @@ if global_calendar_dispatcher._calendars:
 del global_calendar_dispatcher
 
 
-__version__ = get_versions()['version']
-del get_versions
-
-
 def load_ipython_extension(ipython):
     from .__main__ import catalyst_magic
     ipython.register_magic_function(catalyst_magic, 'line_cell', 'catalyst')
@@ -69,7 +68,6 @@ if os.name == 'nt':
     _()
     del _
 
-
 __all__ = [
     'TradingAlgorithm',
     'api',
@@ -80,7 +78,3 @@ __all__ = [
     'run_algorithm',
     'utils',
 ]
-
-from ._version import get_versions
-__version__ = get_versions()['version']
-del get_versions
diff --git a/catalyst/__main__.py b/catalyst/__main__.py
index 3a38ce23..47c7dc55 100644
--- a/catalyst/__main__.py
+++ b/catalyst/__main__.py
@@ -10,7 +10,6 @@ from six import text_type
 from catalyst.data import bundles as bundles_module
 from catalyst.exchange.exchange_bundle import ExchangeBundle
 from catalyst.exchange.exchange_utils import delete_algo_folder
-from catalyst.exchange.factory import get_exchange
 from catalyst.utils.cli import Date, Timestamp
 from catalyst.utils.run_algo import _run, load_extensions
 
@@ -520,7 +519,7 @@ def live(ctx,
     default=False,
     help='Report potential anomalies found in data bundles.'
 )
-def ingest_exchange(exchange_name, data_frequency, start, end,
+def ingest_exchange(ctx, exchange_name, data_frequency, start, end,
                     include_symbols, exclude_symbols, csv, show_progress,
                     verbose, validate):
     """
diff --git a/catalyst/algorithm.py b/catalyst/algorithm.py
index 8af375b4..1cf9476a 100644
--- a/catalyst/algorithm.py
+++ b/catalyst/algorithm.py
@@ -124,7 +124,6 @@ from catalyst.utils.events import (
 from catalyst.utils.factory import create_simulation_parameters
 from catalyst.utils.math_utils import (
     tolerant_equals,
-    round_if_near_integer,
     round_nearest
 )
 from catalyst.utils.pandas_utils import clear_dataframe_indexer_caches
@@ -1485,7 +1484,6 @@ class TradingAlgorithm(object):
         """
         Converts the number of shares to the smallest tradable lot size for
         the asset being ordered.
-        
         """
         return round_nearest(amount, asset.min_trade_size)
 
@@ -1523,6 +1521,7 @@ class TradingAlgorithm(object):
                              self.updated_portfolio(),
                              self.get_datetime(),
                              self.trading_client.current_data)
+
     @staticmethod
     def __convert_order_params_for_blotter(limit_price, stop_price, style):
         """
diff --git a/catalyst/constants.py b/catalyst/constants.py
index 6372b11f..c4111fdd 100644
--- a/catalyst/constants.py
+++ b/catalyst/constants.py
@@ -7,8 +7,7 @@ import logbook
     For example, if you want to see the DEBUG messages, run:
     $ export CATALYST_LOG_LEVEL=10
 '''
-# LOG_LEVEL = int(os.environ.get('CATALYST_LOG_LEVEL', logbook.INFO))
-LOG_LEVEL = logbook.DEBUG
+LOG_LEVEL = int(os.environ.get('CATALYST_LOG_LEVEL', logbook.INFO))
 
 SYMBOLS_URL = 'https://s3.amazonaws.com/enigmaco/catalyst-exchanges/' \
               '{exchange}/symbols.json'
@@ -16,4 +15,4 @@ SYMBOLS_URL = 'https://s3.amazonaws.com/enigmaco/catalyst-exchanges/' \
 DATE_TIME_FORMAT = '%Y-%m-%d %H:%M'
 DATE_FORMAT = '%Y-%m-%d'
 
-AUTO_INGEST = False
\ No newline at end of file
+AUTO_INGEST = False
diff --git a/catalyst/curate/poloniex.py b/catalyst/curate/poloniex.py
index 2e51e4fb..d09afcc6 100644
--- a/catalyst/curate/poloniex.py
+++ b/catalyst/curate/poloniex.py
@@ -1,25 +1,33 @@
-import json, time, csv
+import os
+import time
+import shutil
+import json
+import csv
 from datetime import datetime
+
 import pandas as pd
-import os, time, shutil, requests, logbook
+import requests
+import logbook
+
 from catalyst.exchange.exchange_utils import get_exchange_symbols_filename
 
 
-DT_START        = int(time.mktime(datetime(2010, 1, 1, 0, 0).timetuple()))
-DT_END          = pd.to_datetime('today').value // 10 ** 9
-CSV_OUT_FOLDER  = os.environ.get('CSV_OUT_FOLDER', '/efs/exchanges/poloniex/')
-CONN_RETRIES    = 2
+DT_START = int(time.mktime(datetime(2010, 1, 1, 0, 0).timetuple()))
+DT_END = pd.to_datetime('today').value // 10 ** 9
+CSV_OUT_FOLDER = os.environ.get('CSV_OUT_FOLDER', '/efs/exchanges/poloniex/')
+CONN_RETRIES = 2
 
 logbook.StderrHandler().push_application()
 log = logbook.Logger(__name__)
 
+
 class PoloniexCurator(object):
     '''
     OHLCV data feed generator for crypto data. Based on Poloniex market data
     '''
 
-    _api_path       = 'https://poloniex.com/public?'
-    currency_pairs  = []
+    _api_path = 'https://poloniex.com/public?'
+    currency_pairs = []
 
     def __init__(self):
         if not os.path.exists(CSV_OUT_FOLDER):
@@ -30,10 +38,9 @@ class PoloniexCurator(object):
                             CSV_OUT_FOLDER))
                 log.exception(e)
 
-
     def get_currency_pairs(self):
         '''
-        Retrieves and returns all currency pairs from the exchange 
+        Retrieves and returns all currency pairs from the exchange
         '''
         url = self._api_path + 'command=returnTicker'
 
@@ -45,7 +52,7 @@ class PoloniexCurator(object):
             return None
 
         data = response.json()
-        self.currency_pairs  = []
+        self.currency_pairs = []
         for ticker in data:
             self.currency_pairs.append(ticker)
         self.currency_pairs.sort()
@@ -54,54 +61,60 @@ class PoloniexCurator(object):
                     len(self.currency_pairs)
                     ))
 
-
-
     def _retrieve_tradeID_date(self, row):
         '''
         Helper function that reads tradeID and date fields from CSV readline
         '''
         tId = int(row.split(',')[0])
-        d   = pd.to_datetime(row.split(',')[1], 
-                             infer_datetime_format=True).value // 10 ** 9
+        d = pd.to_datetime(row.split(',')[1],
+                           infer_datetime_format=True).value // 10 ** 9
         return tId, d
 
-
-    def retrieve_trade_history(self, currencyPair, start=DT_START, 
+    def retrieve_trade_history(self, currencyPair, start=DT_START,
                                end=DT_END, temp=None):
         '''
-        Retrieves TradeHistory from exchange for a given currencyPair 
-        between start and end dates. If no start date is provided, uses 
+        Retrieves TradeHistory from exchange for a given currencyPair
+        between start and end dates. If no start date is provided, uses
         a system-wide one (beginning of time for cryptotrading).
         If no end date is provided, 'now' is used.
 
         Stores results in CSV file on disk.
-        
-        This function is called recursively to work around the 
+
+        This function is called recursively to work around the
         limitations imposed by the provider API.
         '''
         csv_fn = CSV_OUT_FOLDER + 'crypto_trades-' + currencyPair + '.csv'
 
         '''
-        Check what data we already have on disk, reading first and last 
+        Check what data we already have on disk, reading first and last
         lines from file. Data is stored on file from NEWEST to OLDEST.
         '''
         try:
-            with open(csv_fn, 'ab+') as f: 
+            with open(csv_fn, 'ab+') as f:
                 f.seek(0, os.SEEK_END)
                 if(f.tell() > 2):                   # Check file size is not 0
-                    f.seek(0)                       # Go to start to read 
-                    last_tradeID, end_file = self._retrieve_tradeID_date(f.readline())
+                    f.seek(0)                       # Go to start to read
+                    last_tradeID, end_file = self._retrieve_tradeID_date(
+                                                    f.readline())
                     f.seek(-2, os.SEEK_END)         # Jump to the 2nd last byte
                     while f.read(1) != b"\n":       # Until EOL is found...
-                        f.seek(-2, os.SEEK_CUR)     # ...jump back the read byte plus one more.
-                    first_tradeID, start_file = self._retrieve_tradeID_date(f.readline())
+                        # ...jump back the read byte plus one more.
+                        f.seek(-2, os.SEEK_CUR)
+                    first_tradeID, start_file = self._retrieve_tradeID_date(
+                                                    f.readline())
 
-                    if( end_file + 3600 * 6 > DT_END and ( first_tradeID == 1
-                        or (currencyPair == 'BTC_HUC' and first_tradeID ==     2) 
-                        or (currencyPair == 'BTC_RIC' and first_tradeID ==     2) 
-                        or (currencyPair == 'BTC_XCP' and first_tradeID ==     2)
-                        or (currencyPair == 'BTC_NAV' and first_tradeID ==  4569)
-                        or (currencyPair == 'BTC_POT' and first_tradeID == 23511) ) ):
+                    if(end_file + 3600 * 6 > DT_END
+                        and (first_tradeID == 1
+                             or (currencyPair == 'BTC_HUC'
+                                 and first_tradeID == 2)
+                             or (currencyPair == 'BTC_RIC'
+                                 and first_tradeID == 2)
+                             or (currencyPair == 'BTC_XCP'
+                                 and first_tradeID == 2)
+                             or (currencyPair == 'BTC_NAV'
+                                 and first_tradeID == 4569)
+                             or (currencyPair == 'BTC_POT'
+                                 and first_tradeID == 23511))):
                         return
 
         except Exception as e:
@@ -109,11 +122,11 @@ class PoloniexCurator(object):
             log.exception(e)
 
         '''
-        Poloniex API limits querying TradeHistory to intervals smaller 
+        Poloniex API limits querying TradeHistory to intervals smaller
         than 1 month, so we make sure that start date is never more than
         1 month apart from end date
         '''
-        if( end - start > 2419200 ): # 60s/min * 60min/hr * 24hr/day * 28days     
+        if(end - start > 2419200):   # 60s/min * 60min/hr * 24hr/day * 28days
             newstart = end - 2419200
         else:
             newstart = start
@@ -124,12 +137,11 @@ class PoloniexCurator(object):
 
         url = '{path}command=returnTradeHistory&currencyPair={pair}' \
               '&start={start}&end={end}'.format(
-                    path = self._api_path,
-                    pair = currencyPair,
-                    start = str(newstart),
-                    end = str(end)
+                    path=self._api_path,
+                    pair=currencyPair,
+                    start=str(newstart),
+                    end=str(end)
                 )
-        print(url)
 
         attempts = 0
         success = 0
@@ -137,14 +149,14 @@ class PoloniexCurator(object):
             try:
                 response = requests.get(url)
             except Exception as e:
-                log.error('Failed to retrieve trade history data for {}'.format(
-                            currencyPair
-                            ))
+                log.error('Failed to retrieve trade history data'
+                          'for {}'.format(currencyPair))
                 log.exception(e)
                 attempts += 1
             else:
                 try:
-                    if isinstance(response.json(), dict) and response.json()['error']:
+                    if(isinstance(response.json(), dict)
+                       and response.json()['error']):
                         log.error('Failed to to retrieve trade history data '
                                   'for {}: {}'.format(
                                     currencyPair,
@@ -161,33 +173,32 @@ class PoloniexCurator(object):
         if not success:
             return None
 
-
         '''
-        If we get to transactionId == 1, and we already have that on 
+        If we get to transactionId == 1, and we already have that on
         disk, we got to the end of TradeHistory for this coin.
         '''
-        if('first_tradeID' in locals() 
-                and response.json()[-1]['tradeID'] == first_tradeID): 
+        if('first_tradeID' in locals()
+                and response.json()[-1]['tradeID'] == first_tradeID):
             return
 
         '''
             There are primarily two scenarios:
-                a) There is newer data available that we need to add at 
-                   the beginning of the file. We'll retrieve all what we 
-                   need until we get to what we already have, writing it 
-                   to a temporary file; and we will write that at the 
+                a) There is newer data available that we need to add at
+                   the beginning of the file. We'll retrieve all what we
+                   need until we get to what we already have, writing it
+                   to a temporary file; and we will write that at the
                    beginning of our existing file.
-                b) We are going back in time, appending at the end of 
-                   our existing TradeHistory until the first transaction 
+                b) We are going back in time, appending at the end of
+                   our existing TradeHistory until the first transaction
                    for this currencyPair
         '''
-        try: 
-            if( 'end_file' in locals() and end_file + 3600 < end):
+        try:
+            if('end_file' in locals() and end_file + 3600 < end):
                 if (temp is None):
                     temp = os.tmpfile()
                 tempcsv = csv.writer(temp)
                 for item in response.json():
-                    if( item['tradeID'] <= last_tradeID ):
+                    if(item['tradeID'] <= last_tradeID):
                         continue
                     tempcsv.writerow([
                         item['tradeID'],
@@ -196,27 +207,28 @@ class PoloniexCurator(object):
                         item['rate'],
                         item['amount'],
                         item['total'],
-                        item['globalTradeID']        
+                        item['globalTradeID'],
                     ])
-                if( response.json()[-1]['tradeID'] > last_tradeID ):
-                    end = pd.to_datetime( response.json()[-1]['date'], 
-                                infer_datetime_format=True).value // 10 ** 9
-                    self.retrieve_trade_history(currencyPair, start, 
-                                                end, temp=temp) 
+                if(response.json()[-1]['tradeID'] > last_tradeID):
+                    end = pd.to_datetime(response.json()[-1]['date'],
+                                         infer_datetime_format=True
+                                         ).value // 10**9
+                    self.retrieve_trade_history(currencyPair, start,
+                                                end, temp=temp)
                 else:
-                    with open(csv_fn,'rb+') as f:
-                        shutil.copyfileobj(f,temp)
+                    with open(csv_fn, 'rb+') as f:
+                        shutil.copyfileobj(f, temp)
                         f.seek(0)
                         temp.seek(0)
-                        shutil.copyfileobj(temp,f)
+                        shutil.copyfileobj(temp, f)
                     temp.close()
                     end = start_file
             else:
                 with open(csv_fn, 'ab') as csvfile:
                     csvwriter = csv.writer(csvfile)
                     for item in response.json():
-                        if( 'first_tradeID' in locals() 
-                                and item['tradeID'] >= first_tradeID ):
+                        if('first_tradeID' in locals()
+                                and item['tradeID'] >= first_tradeID):
                             continue
                         csvwriter.writerow([
                             item['tradeID'],
@@ -227,70 +239,66 @@ class PoloniexCurator(object):
                             item['total'],
                             item['globalTradeID']
                         ])
-                end = pd.to_datetime(response.json()[-1]['date'], 
-                            infer_datetime_format=True).value // 10 ** 9
+                end = pd.to_datetime(response.json()[-1]['date'],
+                                     infer_datetime_format=True).value//10**9
 
         except Exception as e:
             log.error('Error opening {}'.format(csv_fn))
             log.exception(e)
 
         '''
-            If we got here, we aren't done yet. Call recursively with 
+            If we got here, we aren't done yet. Call recursively with
             'end' times that go sequentially back in time.
         '''
         self.retrieve_trade_history(currencyPair, start, end)
 
-
-
     def generate_ohlcv(self, df):
         '''
         Generates OHLCV dataframe from a dataframe containing all TradeHistory
         by resampling with 1-minute period
         '''
-        df.set_index('date', inplace=True)               # Index by date
-        vol = df['total'].to_frame('volume')             # set Vol aside
-        df.drop('total', axis=1, inplace=True)           # Drop volume data 
-        ohlc = df.resample('T').ohlc()                   # Resample OHLC 1min
-        ohlc.columns = ohlc.columns.map(lambda t: t[1])  # Raname columns by dropping 'rate'
-        closes = ohlc['close'].fillna(method='pad')      # Pad fwd missing 'close'
-        ohlc = ohlc.apply(lambda x: x.fillna(closes))    # Fill N/A with last close
-        vol = vol.resample('T').sum().fillna(0)          # Add volumes by bin
-        ohlcv = pd.concat([ohlc,vol], axis=1)            # Concatenate OHLC + Vol
+        df.set_index('date', inplace=True)             # Index by date
+        vol = df['total'].to_frame('volume')           # set Vol aside
+        df.drop('total', axis=1, inplace=True)         # Drop volume data
+        ohlc = df.resample('T').ohlc()                 # Resample OHLC 1min
+        ohlc.cols = ohlc.cols.map(lambda t: t[1])      # Raname cols
+        closes = ohlc['close'].fillna(method='pad')    # Pad fwd missing close
+        ohlc = ohlc.apply(lambda x: x.fillna(closes))  # Fill NA w/ last close
+        vol = vol.resample('T').sum().fillna(0)        # Add volumes by bin
+        ohlcv = pd.concat([ohlc, vol], axis=1)         # Concat OHLC + Vol
         return ohlcv
 
-
-
-    def write_ohlcv_file(self, currencyPair): 
+    def write_ohlcv_file(self, currencyPair):
         '''
         Generates OHLCV data file with 1minute bars from TradeHistory on disk
-        '''       
+        '''
         csv_trades = CSV_OUT_FOLDER + 'crypto_trades-' + currencyPair + '.csv'
-        csv_1min   = CSV_OUT_FOLDER + 'crypto_1min-' + currencyPair + '.csv'
-        if( os.path.getmtime(csv_1min) > time.time() - 7200 ):
+        csv_1min = CSV_OUT_FOLDER + 'crypto_1min-' + currencyPair + '.csv'
+        if(os.path.getmtime(csv_1min) > time.time() - 7200):
             log.debug(currencyPair+': 1min data file already up to date. '
                       'Delete the file if you want to rebuild it.')
         else:
-            df = pd.read_csv(csv_trades, 
-                                names=['tradeID',
-                                       'date',
-                                       'type',
-                                       'rate',
-                                       'amount',
-                                       'total',
-                                       'globalTradeID'], 
-                                dtype = {'tradeID': int, 
-                                         'date': str, 
-                                         'type': str, 
-                                         'rate': float, 
-                                         'amount': float, 
-                                         'total': float, 
-                                         'globalTradeID': int } 
-                                )
-            df.drop(['tradeID','type','amount','globalTradeID'], 
+            df = pd.read_csv(csv_trades,
+                             names=['tradeID',
+                                    'date',
+                                    'type',
+                                    'rate',
+                                    'amount',
+                                    'total',
+                                    'globalTradeID'],
+                             dtype={'tradeID': int,
+                                    'date': str,
+                                    'type': str,
+                                    'rate': float,
+                                    'amount': float,
+                                    'total': float,
+                                    'globalTradeID': int}
+                             )
+            df.drop(['tradeID', 'type', 'amount', 'globalTradeID'],
                     axis=1, inplace=True)
-            df['date'] = pd.to_datetime(df['date'], infer_datetime_format=True) 
+            df['date'] = pd.to_datetime(df['date'], infer_datetime_format=True)
             ohlcv = self.generate_ohlcv(df)
-            try: 
+            try:
                 with open(csv_1min, 'w') as csvfile:
                     csvwriter = csv.writer(csvfile)
                     for item in ohlcv.itertuples():
@@ -305,32 +313,28 @@ class PoloniexCurator(object):
                             item.volume,
                         ])
             except Exception as e:
-                log.error('Error opening {}'.format(csv_fn))
+                log.error('Error opening {}'.format(csv_1min))
                 log.exception(e)
             log.debug('{}: Generated 1min OHLCV data.'.format(currencyPair))
 
-
-
     def onemin_to_dataframe(self, currencyPair, start, end):
         '''
         Returns a data frame for a given currencyPair from data on disk
         '''
-        csv_fn     = CSV_OUT_FOLDER + 'crypto_1min-' + currencyPair + '.csv'
-        df         = pd.read_csv(csv_fn, names=['date', 
-                                                'open', 
-                                                'high', 
-                                                'low', 
-                                                'close', 
-                                                'volume']
-                                )
-        df['date'] = pd.to_datetime(df['date'],unit='s')
+        csv_fn = CSV_OUT_FOLDER + 'crypto_1min-' + currencyPair + '.csv'
+        df = pd.read_csv(csv_fn, names=['date',
+                                        'open',
+                                        'high',
+                                        'low',
+                                        'close',
+                                        'volume'])
+        df['date'] = pd.to_datetime(df['date'], unit='s')
         df.set_index('date', inplace=True)
-        return df[start : end]
-
+        return df[start:end]
 
     def generate_symbols_json(self, filename=None):
         '''
-        Generates a symbols.json file with corresponding start_date 
+        Generates a symbols.json file with corresponding start_date
         for each currencyPair
         '''
         symbol_map = {}
@@ -341,36 +345,37 @@ class PoloniexCurator(object):
         with open(filename, 'w') as symbols:
             for currencyPair in self.currency_pairs:
                 start = None
-                csv_fn     = '{}crypto_trades-{}.csv'.format(
-                                CSV_OUT_FOLDER, currencyPair)
-                with open(csv_fn, 'r') as f: 
+                csv_fn = '{}crypto_trades-{}.csv'.format(
+                                                    CSV_OUT_FOLDER,
+                                                    currencyPair)
+                with open(csv_fn, 'r') as f:
                     f.seek(0, os.SEEK_END)
                     if(f.tell() > 2):               # Check file size is not 0
                         f.seek(-2, os.SEEK_END)     # Jump to 2nd last byte
                         while f.read(1) != b"\n":   # Until EOL is found...
-                            f.seek(-2, os.SEEK_CUR) # ...jump back the read byte plus one more.
-                        start = pd.to_datetime( f.readline().split(',')[1], 
-                                                infer_datetime_format=True)
+                            # ...jump back the read byte plus one more.
+                            f.seek(-2, os.SEEK_CUR)
+                        start = pd.to_datetime(f.readline().split(',')[1],
+                                               infer_datetime_format=True)
 
                 if(start is None):
                     start = time.gmtime()
                 base, market = currencyPair.lower().split('_')
-                symbol = '{market}_{base}'.format( market=market, base=base )
+                symbol = '{market}_{base}'.format(market=market, base=base)
                 symbol_map[currencyPair] = dict(
-                    symbol = symbol,
-                    start_date = start.strftime("%Y-%m-%d")
+                    symbol=symbol,
+                    start_date=start.strftime("%Y-%m-%d")
                 )
-            json.dump(symbol_map, symbols, sort_keys=True, indent=2, 
-                        separators=(',',':'))    
+            json.dump(symbol_map, symbols, sort_keys=True, indent=2,
+                      separators=(',', ':'))
 
 
 if __name__ == '__main__':
     pc = PoloniexCurator()
     pc.get_currency_pairs()
-    #pc.generate_symbols_json()
-    
+    # pc.generate_symbols_json()
+
     for currencyPair in pc.currency_pairs:
         pc.retrieve_trade_history(currencyPair)
         log.debug('{} up to date.'.format(currencyPair))
         pc.write_ohlcv_file(currencyPair)
-
diff --git a/catalyst/data/bundles/__init__.py b/catalyst/data/bundles/__init__.py
index 17343b9c..b8e463dd 100644
--- a/catalyst/data/bundles/__init__.py
+++ b/catalyst/data/bundles/__init__.py
@@ -1,6 +1,5 @@
 # These imports are necessary to force module-scope register calls to happen.
 from . import quandl  # noqa
-from . import poloniex
 from .core import (
     UnknownBundle,
     bundles,
diff --git a/catalyst/data/bundles/base.py b/catalyst/data/bundles/base.py
index 73b5058b..c3700003 100644
--- a/catalyst/data/bundles/base.py
+++ b/catalyst/data/bundles/base.py
@@ -13,10 +13,9 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-
 from itertools import count
 import tarfile
-from time import time, sleep
+from time import sleep
 
 from abc import abstractmethod, abstractproperty
 import logbook
@@ -37,6 +36,7 @@ log = logbook.Logger(__name__, level=LOG_LEVEL)
 
 DEFAULT_RETRIES = 5
 
+
 class BaseBundle(object):
     def __init__(self, asset_filter=[]):
         self._asset_filter = asset_filter
@@ -104,11 +104,11 @@ class BaseBundle(object):
 
     def post_process_symbol_metadata(self, metadata, data):
         return metadata
-    
+
     @abstractmethod
     def fetch_raw_symbol_frame(self, api_key, symbol, start_date, end_date):
         raise NotImplementedError()
-    
+
     def ingest(self,
                environ,
                asset_db_writer,
@@ -128,7 +128,7 @@ class BaseBundle(object):
             retries = environ.get('CATALYST_DOWNLOAD_ATTEMPTS', 5)
 
             if is_compile:
-                # User has instructed local compilation and ingestion of bundle.
+                # User has instructed local compilation & ingestion of bundle.
                 # Fetch raw metadata for all symbols.
                 raw_metadata = self._fetch_metadata_frame(
                     api_key,
@@ -157,9 +157,9 @@ class BaseBundle(object):
                         show_progress=show_progress,
                     )
 
-                # Post-process metadata using cached symbol frames, and write to
-                # disk.  This metadata must be written before any attempt to write
-                # minute data.
+                # Post-process metadata using cached symbol frames, and write
+                # to disk.  This metadata must be written before any attempt
+                # to write minute data.
                 metadata = self._post_process_metadata(
                     raw_metadata,
                     cache,
@@ -184,10 +184,11 @@ class BaseBundle(object):
                         show_progress=show_progress,
                     )
 
-                # For legacy purposes, this call is required to ensure the database
-                # contains an appropriately initialized file structure.  We don't
-                # forsee a usecase for adjustments at this time, but may later
-                # choose to expose this functionality in the future.
+                # For legacy purposes, this call is required to ensure the
+                # database contains an appropriately initialized file
+                # structure.  We don't forsee a usecase for adjustments at
+                # this time, but may later choose to expose this functionality
+                # in the future.
                 adjustment_writer.write(
                     splits=(
                         pd.concat(self.splits, ignore_index=True)
@@ -232,12 +233,12 @@ class BaseBundle(object):
             tar.extractall(output_dir)
 
     def _fetch_metadata_frame(self,
-                             api_key,
-                             cache,
-                             retries=DEFAULT_RETRIES,
-                             environ=None,
-                             show_progress=False):
-        
+                              api_key,
+                              cache,
+                              retries=DEFAULT_RETRIES,
+                              environ=None,
+                              show_progress=False):
+
         # Setup raw metadata iterator to fetch pages if necessary.
         raw_iter = self._fetch_metadata_iter(api_key, cache, retries, environ)
 
@@ -251,7 +252,7 @@ class BaseBundle(object):
             show_percent=False,
         ) as blocks:
             metadata = pd.concat(blocks, ignore_index=True)
-        
+
         return metadata
 
     def _fetch_metadata_iter(self, api_key, cache, retries, environ):
@@ -269,21 +270,20 @@ class BaseBundle(object):
                             page_number,
                         )
                         break
-                    except ValueError as e:
+                    except ValueError:
                         raw = pd.DataFrame([])
                         break
-                    except Exception as e:
+                    except Exception:
                         log.exception(
                             'Failed to load metadata from {}. '
                             'Retrying.'.format(self.name)
-                        ) 
+                        )
                 else:
                     raise ValueError(
                         'Failed to download metadata page {} after {} '
                         'attempts.'.format(page_number, retries)
                     )
 
-
             if raw.empty:
                 # Empty DataFrame signals completion.
                 break
@@ -305,7 +305,7 @@ class BaseBundle(object):
             columns=self.md_column_names,
             index=metadata.index,
         )
-        
+
         # Iterate over the available symbols, loading the asset's raw symbol
         # data from the cache.  The final metadata is computed and recorded in
         # the appropriate row depending on the asset's id.
@@ -318,22 +318,22 @@ class BaseBundle(object):
             show_percent=False,
         ) as symbols_map:
             for asset_id, symbol in symbols_map:
-                # Attempt to load data from disk, the cache should have an entry
-                # for each symbol at this point of the execution. If one does
-                # not exist, we should fail.
+                # Attempt to load data from disk, the cache should have an
+                # entry for each symbol at this point of the execution. If one
+                # does not exist, we should fail.
                 key = '{sym}.daily.frame'.format(sym=symbol)
                 try:
                     raw_data = cache[key]
                 except KeyError:
                     raise ValueError(
-                      'Unable to find cached data for symbol: {0}'.format(symbol)
-                    )
+                      'Unable to find cached data for symbol:'
+                      ' {0}'.format(symbol))
 
                 # Perform and require post-processing of metadata.
                 final_symbol_metadata = self.post_process_symbol_metadata(
                     asset_id,
                     metadata.iloc[asset_id],
-                    raw_data,        
+                    raw_data,
                 )
 
                 # Record symbol's final metadata.
@@ -363,8 +363,8 @@ class BaseBundle(object):
             # returns the cached data unaltered.  The `should_sleep` flag
             # indicates that an API call was attempted, and that we should be
             # ensure aren't exceeding our rate limit before proceeding to the
-            # next symbol. If the raw_data is updated, it is cached before being
-            # returned.
+            # next symbol. If the raw_data is updated, it is cached before
+            # being returned.
             raw_data, should_sleep = self._maybe_update_symbol_frame(
                 start_time,
                 api_key,
@@ -414,7 +414,7 @@ class BaseBundle(object):
         last = start_session
         if raw_data is not None and len(raw_data) > 0:
             last = raw_data.index[-1].tz_localize('UTC')
-        
+
         should_sleep = False
 
         # Determine time at which cached data will be considered stale.
@@ -455,7 +455,7 @@ class BaseBundle(object):
                             retries=DEFAULT_RETRIES):
 
         # Data for symbol is old enough to attempt an update or is not
-        # present in the cache.  Fetch raw data for a single symbol 
+        # present in the cache.  Fetch raw data for a single symbol
         # with requested intervals and frequency. Retry as necessary.
         for _ in range(retries):
             try:
@@ -468,7 +468,6 @@ class BaseBundle(object):
                     data_frequency,
                 )
                 raw_data.index = pd.to_datetime(raw_data.index, utc=True)
-                #raw_data.index = raw_data.index.tz_localize('UTC')
 
                 # Filter incoming data to fit start and end sessions.
                 raw_data = raw_data[
@@ -482,7 +481,7 @@ class BaseBundle(object):
 
                 return raw_data
 
-            except Exception as e:
+            except Exception:
                 log.exception(
                     'Exception raised fetching {name} data. Retrying.'
                     .format(name=self.name)
diff --git a/catalyst/data/bundles/base_pricing.py b/catalyst/data/bundles/base_pricing.py
index 7b94e4bc..ecb9b778 100644
--- a/catalyst/data/bundles/base_pricing.py
+++ b/catalyst/data/bundles/base_pricing.py
@@ -16,6 +16,7 @@
 from catalyst.data.bundles.base import BaseBundle
 from catalyst.utils.memoize import lazyval
 
+
 class BasePricingBundle(BaseBundle):
     @lazyval
     def md_dtypes(self):
@@ -38,6 +39,7 @@ class BasePricingBundle(BaseBundle):
             ('volume', 'float64'),
         ]
 
+
 class BaseCryptoPricingBundle(BasePricingBundle):
     @lazyval
     def calendar_name(self):
@@ -55,6 +57,7 @@ class BaseCryptoPricingBundle(BasePricingBundle):
     def dividends(self):
         return []
 
+
 class BaseEquityPricingBundle(BasePricingBundle):
     @lazyval
     def calendar_name(self):
diff --git a/catalyst/data/bundles/core.py b/catalyst/data/bundles/core.py
index a25591de..58160ab1 100644
--- a/catalyst/data/bundles/core.py
+++ b/catalyst/data/bundles/core.py
@@ -37,6 +37,7 @@ from catalyst.utils.cli import maybe_show_progress
 
 ONE_MEGABYTE = 1024 * 1024
 
+
 def asset_db_path(bundle_name, timestr, environ=None, db_version=None):
     return pth.data_path(
         asset_db_relative(bundle_name, timestr, environ, db_version),
@@ -135,6 +136,7 @@ def ingestions_for_bundle(bundle, environ=None):
         reverse=True,
     )
 
+
 def download_with_progress(url, chunk_size, **progress_kwargs):
     """
     Download streaming data from a URL, printing progress information to the
@@ -705,4 +707,5 @@ def _make_bundle_core():
     )
 
 
-bundles, register_bundle, register, unregister, ingest, load, clean = _make_bundle_core()
+bundles, register_bundle, register, unregister, ingest, load, clean = \
+    _make_bundle_core()
diff --git a/catalyst/data/bundles/poloniex.py b/catalyst/data/bundles/poloniex.py
index 64cc2d27..6428dbb0 100644
--- a/catalyst/data/bundles/poloniex.py
+++ b/catalyst/data/bundles/poloniex.py
@@ -14,19 +14,17 @@
 # limitations under the License.
 
 import sys
-
-from datetime import datetime
+from six.moves.urllib.parse import urlencode
 
 import pandas as pd
 
-from six.moves.urllib.parse import urlencode
-
 from catalyst.data.bundles.core import register_bundle
 from catalyst.data.bundles.base_pricing import BaseCryptoPricingBundle
 from catalyst.utils.memoize import lazyval
 
 from catalyst.curate.poloniex import PoloniexCurator
 
+
 class PoloniexBundle(BaseCryptoPricingBundle):
     @lazyval
     def name(self):
@@ -46,7 +44,8 @@ class PoloniexBundle(BaseCryptoPricingBundle):
     @lazyval
     def tar_url(self):
         return (
-            'https://s3.amazonaws.com/enigmaco/catalyst-bundles/poloniex/poloniex-bundle.tar.gz'
+            'https://s3.amazonaws.com/enigmaco/catalyst-bundles/'
+            'poloniex/poloniex-bundle.tar.gz'
         )
 
     @lazyval
@@ -67,12 +66,11 @@ class PoloniexBundle(BaseCryptoPricingBundle):
 
         raw = raw.sort_index().reset_index()
         raw.rename(
-            columns={'index':'symbol'},
+            columns={'index': 'symbol'},
             inplace=True,
         )
 
         raw = raw[raw['isFrozen'] == 0]
-
         return raw
 
     def post_process_symbol_metadata(self, asset_id, sym_md, sym_data):
@@ -98,7 +96,8 @@ class PoloniexBundle(BaseCryptoPricingBundle):
                                frequency):
 
         # TODO: replace this with direct exchange call
-        # The end date and frequency should be used to calculate the number of bars
+        # The end date and frequency should be used to
+        # calculate the number of bars
         if(frequency == 'minute'):
             pc = PoloniexCurator()
             raw = pc.onemin_to_dataframe(symbol, start_date, end_date)
@@ -116,8 +115,9 @@ class PoloniexBundle(BaseCryptoPricingBundle):
             )
             raw.set_index('date', inplace=True)
 
-        # BcolzDailyBarReader introduces a 1/1000 factor in the way pricing is stored
-        # on disk, which we compensate here to get the right pricing amounts
+        # BcolzDailyBarReader introduces a 1/1000 factor in the way
+        # pricing is stored on disk, which we compensate here to get
+        # the right pricing amounts
         # ref: data/us_equity_pricing.py
         scale = 1
         raw.loc[:, 'open'] /= scale
@@ -139,7 +139,6 @@ class PoloniexBundle(BaseCryptoPricingBundle):
 
         return self._format_polo_query(query_params)
 
-
     def _format_data_url(self,
                          api_key,
                          symbol,
@@ -162,27 +161,26 @@ class PoloniexBundle(BaseCryptoPricingBundle):
             ('end', end_date.value / 10**9),
             ('period', period),
         ]
-            
+
         return self._format_polo_query(query_params)
-    
+
     def _format_polo_query(self, query_params):
         # TODO: got against the exchange object
         return 'https://poloniex.com/public?{query}'.format(
             query=urlencode(query_params),
         )
 
-''' 
-As a second parameter, you can pass an array of currency pairs 
-that will be processed as an asset_filter to only process that 
+
+'''
+As a second parameter, you can pass an array of currency pairs
+that will be processed as an asset_filter to only process that
 subset of assets in the bundle, such as:
 register_bundle(PoloniexBundle, ['USDT_BTC',])
 
 For a production environment make sure to use (to bundle all pairs):
 register_bundle(PoloniexBundle)
 '''
-
 if 'ingest' in sys.argv and '-c' in sys.argv:
     register_bundle(PoloniexBundle)
 else:
     register_bundle(PoloniexBundle, create_writers=False)
-
diff --git a/catalyst/data/bundles/quandl.py b/catalyst/data/bundles/quandl.py
index 1255449c..79e3eba8 100644
--- a/catalyst/data/bundles/quandl.py
+++ b/catalyst/data/bundles/quandl.py
@@ -16,7 +16,6 @@
 from datetime import datetime
 
 import pandas as pd
-
 from six.moves.urllib.parse import urlencode
 
 from catalyst.data.bundles.core import register_bundle
@@ -26,25 +25,16 @@ from catalyst.utils.memoize import lazyval
 """
 Module for building a complete daily dataset from Quandl's WIKI dataset.
 """
-from itertools import count
-import tarfile
-from time import time, sleep
-from datetime import datetime
-
 from logbook import Logger
-import pandas as pd
-from six.moves.urllib.parse import urlencode
-
-from catalyst.utils.calendars import register_calendar_alias
-from catalyst.utils.cli import maybe_show_progress
-
-from . import core as bundles
 
 from catalyst.constants import LOG_LEVEL
+from catalyst.utils.calendars import register_calendar_alias
+
 
 log = Logger(__name__, level=LOG_LEVEL)
 seconds_per_call = (pd.Timedelta('10 minutes') / 2000).total_seconds()
 
+
 class QuandlBundle(BaseEquityPricingBundle):
     @lazyval
     def name(self):
@@ -109,8 +99,8 @@ class QuandlBundle(BaseEquityPricingBundle):
         # Filter out invalid symbols
         raw = raw[~raw.symbol.isin(self._excluded_symbols)]
 
-        # cut out all the other stuff in the name column
-        # we need to escape the paren because it is actually splitting on a regex
+        # cut out all the other stuff in the name column. We need to
+        # escape the paren because it is actually splitting on a regex
         raw.asset_name = raw.asset_name.str.split(r' \(', 1).str.get(0)
 
         return raw
@@ -175,7 +165,6 @@ class QuandlBundle(BaseEquityPricingBundle):
         df['sid'] = asset_id
         self.splits.append(df)
 
-
     def _update_dividends(self, asset_id, raw_data):
         divs = raw_data.ex_dividend
         df = pd.DataFrame({'amount': divs[divs != 0]})
@@ -186,7 +175,6 @@ class QuandlBundle(BaseEquityPricingBundle):
         df['record_date'] = df['declared_date'] = df['pay_date'] = pd.NaT
         self.dividends.append(df)
 
-
     def _format_metadata_url(self, api_key, page_number):
         """Build the query RL for the quandl WIKI metadata.
         """
@@ -200,10 +188,10 @@ class QuandlBundle(BaseEquityPricingBundle):
             query_params = [('api_key', api_key)] + query_params
 
         return (
-            'https://www.quandl.com/api/v3/datasets.csv?' + urlencode(query_params)
+            'https://www.quandl.com/api/v3/datasets.csv?'
+            + urlencode(query_params)
         )
 
-
     def _format_wiki_url(self,
                          api_key,
                          symbol,
@@ -229,5 +217,6 @@ class QuandlBundle(BaseEquityPricingBundle):
             )
         )
 
+
 register_calendar_alias('QUANDL', 'NYSE')
 register_bundle(QuandlBundle)
diff --git a/catalyst/data/data_portal.py b/catalyst/data/data_portal.py
index 1f7ec6b3..34c720d0 100644
--- a/catalyst/data/data_portal.py
+++ b/catalyst/data/data_portal.py
@@ -656,11 +656,11 @@ class DataPortal(object):
         return spot_value
 
     def _get_minutely_spot_value(self,
-                                asset,
-                                column,
-                                dt,
-                                data_frequency,
-                                ffill=False):
+                                 asset,
+                                 column,
+                                 dt,
+                                 data_frequency,
+                                 ffill=False):
 
         reader = self._get_pricing_reader(data_frequency)
 
@@ -706,7 +706,7 @@ class DataPortal(object):
             asset,
             column,
             dt,
-            ffill, 
+            ffill,
             'minute',
         )
 
diff --git a/catalyst/data/dispatch_bar_reader.py b/catalyst/data/dispatch_bar_reader.py
index 7dfd7e95..a8e7429b 100644
--- a/catalyst/data/dispatch_bar_reader.py
+++ b/catalyst/data/dispatch_bar_reader.py
@@ -133,11 +133,13 @@ class AssetDispatchBarReader(with_metaclass(ABCMeta)):
 
         return results
 
+
 class AssetDispatchMinuteBarReader(AssetDispatchBarReader):
 
     def _dt_window_size(self, start_dt, end_dt):
         return len(self.trading_calendar.minutes_in_range(start_dt, end_dt))
 
+
 class AssetDispatchSessionBarReader(AssetDispatchBarReader):
 
     def _dt_window_size(self, start_dt, end_dt):
diff --git a/catalyst/data/loader.py b/catalyst/data/loader.py
index e58127f7..b9227b3e 100644
--- a/catalyst/data/loader.py
+++ b/catalyst/data/loader.py
@@ -12,7 +12,6 @@
 # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 # See the License for the specific language governing permissions and
 # limitations under the License.
-import datetime
 import os
 from collections import OrderedDict
 
@@ -129,11 +128,13 @@ def load_crypto_market_data(trading_day=None, trading_days=None,
     # before this date.
     '''
     if(bundle_data):
-        # If we are using the bundle to retrieve the cryptobenchmark, find the last
-        # date for which there is trading data in the bundle
-        asset = bundle_data.asset_finder.lookup_symbol(symbol=bm_symbol,as_of_date=None)
+        # If we are using the bundle to retrieve the cryptobenchmark, find
+        # the last date for which there is trading data in the bundle
+        asset = bundle_data.asset_finder.lookup_symbol(
+                    symbol=bm_symbol,as_of_date=None)
         ix = bundle_data.daily_bar_reader._last_rows[asset.sid]
-        last_date = pd.to_datetime(bundle_data.daily_bar_reader._spot_col('day')[ix],unit='s')
+        last_date = pd.to_datetime(
+                    bundle_data.daily_bar_reader._spot_col('day')[ix],unit='s')
     else:
         last_date = trading_days[trading_days.get_loc(now, method='ffill') - 2]
     '''
@@ -164,8 +165,8 @@ def load_crypto_market_data(trading_day=None, trading_days=None,
     br.loc[start_dt] = 0
     br = br.sort_index()
 
-    # Override first_date for treasury data since we have it for many more years
-    # and is independent of crypto data
+    # Override first_date for treasury data since we have it for many more
+    # years and is independent of crypto data
     first_date_treasury = pd.Timestamp('1990-01-02', tz='UTC')
     tc = ensure_treasury_data(
         bm_symbol,
@@ -301,14 +302,14 @@ def ensure_crypto_benchmark_data(symbol,
 
     if (bundle == 'poloniex'):
         '''
-        If we're using the Poloniex bundle, we'll get the benchmark from the bundle
-        instead of downloading it from Poloniex every time we need it.
-        Poloniex has a captcha for API queries originating from outside the US that 
-        prevents users abroad from getting Catalyst to work
+        If we're using the Poloniex bundle, we'll get the benchmark from the
+        bundle instead of downloading it from Poloniex every time we need it.
+        Poloniex has a captcha for API queries originating from outside the US
+        that prevents users abroad from getting Catalyst to work
         '''
         logger.info(
-            (
-                'Retrieving benchmark data from bundle for {symbol!r} from {first_date} to {last_date}'),
+            ('Retrieving benchmark data from bundle for {symbol!r}'
+             ' from {first_date} to {last_date}'),
             symbol=symbol, first_date=first_date, last_date=last_date)
 
         asset = bundle_data.asset_finder.lookup_symbol(symbol=symbol,
@@ -330,11 +331,12 @@ def ensure_crypto_benchmark_data(symbol,
                         last_date)]
 
     else:
-        # This is how it used to be: downloading the benchmark everytime. 
-        # Leaving this code here to be repurposed in the future for other bundles.
+        # This is how it used to be: downloading the benchmark everytime.
+        # Leaving this code here to be repurposed in the future for
+        # other bundles.
         logger.info(
-            (
-                'Downloading benchmark data for {symbol!r} from {first_date} to {last_date}'),
+            ('Downloading benchmark data for {symbol!r}'
+             ' from {first_date} to {last_date}'),
             symbol=symbol, first_date=first_date, last_date=last_date)
 
         raise DeprecationWarning('poloniex bundle deprecated')
@@ -431,67 +433,6 @@ def ensure_benchmark_data(symbol, first_date, last_date, now, trading_day,
     return data
 
 
-def ensure_benchmark_data(symbol, first_date, last_date, now, trading_day,
-                          environ=None):
-    """
-    Ensure we have benchmark data for `symbol` from `first_date` to `last_date`
-
-    Parameters
-    ----------
-    symbol : str
-        The symbol for the benchmark to load.
-    first_date : pd.Timestamp
-        First required date for the cache.
-    last_date : pd.Timestamp
-        Last required date for the cache.
-    now : pd.Timestamp
-        The current time.  This is used to prevent repeated attempts to
-        re-download data that isn't available due to scheduling quirks or other
-        failures.
-    trading_day : pd.CustomBusinessDay
-        A trading day delta.  Used to find the day before first_date so we can
-        get the close of the day prior to first_date.
-
-    We attempt to download data unless we already have data stored at the data
-    cache for `symbol` whose first entry is before or on `first_date` and whose
-    last entry is on or after `last_date`.
-
-    If we perform a download and the cache criteria are not satisfied, we wait
-    at least one hour before attempting a redownload.  This is determined by
-    comparing the current time to the result of os.path.getmtime on the cache
-    path.
-    """
-    filename = get_benchmark_filename(symbol)
-    data = _load_cached_data(filename, first_date, last_date, now, 'benchmark',
-                             environ)
-    if data is not None:
-        return data
-
-    # If no cached data was found or it was missing any dates then download the
-    # necessary data.
-    logger.info(
-        ('Downloading benchmark data for {symbol!r} '
-         'from {first_date} to {last_date}'),
-        symbol=symbol,
-        first_date=first_date - trading_day,
-        last_date=last_date
-    )
-
-    try:
-        data = get_benchmark_returns(
-            symbol,
-            first_date - trading_day,
-            last_date,
-        )
-        data.to_csv(get_data_filepath(filename, environ))
-    except (OSError, IOError, HTTPError):
-        logger.exception('Failed to cache the new benchmark returns')
-        raise
-    if not has_data_for_dates(data, first_date, last_date):
-        logger.warn("Still don't have expected data after redownload!")
-    return data
-
-
 def ensure_treasury_data(symbol, first_date, last_date, now, environ=None):
     """
     Ensure we have treasury data from treasury module associated with
diff --git a/catalyst/data/minute_bars.py b/catalyst/data/minute_bars.py
index b2491a5a..3ef13cc2 100644
--- a/catalyst/data/minute_bars.py
+++ b/catalyst/data/minute_bars.py
@@ -341,12 +341,10 @@ class BcolzMinuteBarMetadata(object):
             'end_session': str(self.end_session.date()),
             # Write these values for backwards compatibility
             'first_trading_day': str(self.start_session.date()),
-            'market_opens': (
-                market_opens.values.astype('datetime64[m]').
-                    astype(np.int64).tolist()),
-            'market_closes': (
-                market_closes.values.astype('datetime64[m]').
-                    astype(np.int64).tolist()),
+            'market_opens': (market_opens.values.astype('datetime64[m]').
+                             astype(np.int64).tolist()),
+            'market_closes': (market_closes.values.astype('datetime64[m]').
+                              astype(np.int64).tolist()),
         }
         with open(self.metadata_path(rootdir), 'w+') as fp:
             json.dump(metadata, fp)
@@ -1256,8 +1254,8 @@ class BcolzMinuteBarReader(MinuteBarReader):
                 values = carray[start_idx:end_idx + 1]
                 if indices_to_exclude is not None:
                     for excl_start, excl_stop in indices_to_exclude[::-1]:
-                        excl_slice = np.s_[
-                                     excl_start - start_idx:excl_stop - start_idx + 1]
+                        excl_slice = np.s_[excl_start - start_idx:excl_stop
+                                           - start_idx + 1]
                         values = np.delete(values, excl_slice)
 
                 where = values != 0
@@ -1320,9 +1318,8 @@ class H5MinuteBarUpdateWriter(object):
 
     def __init__(self, path, complevel=None, complib=None):
         self._complevel = complevel if complevel \
-                                       is not None else self._COMPLEVEL
-        self._complib = complib if complib \
-                                   is not None else self._COMPLIB
+                            is not None else self._COMPLEVEL
+        self._complib = complib if complib is not None else self._COMPLIB
         self._path = path
 
     def write(self, frames):
diff --git a/catalyst/data/us_equity_pricing.py b/catalyst/data/us_equity_pricing.py
index 8e74ab43..8bb8427b 100644
--- a/catalyst/data/us_equity_pricing.py
+++ b/catalyst/data/us_equity_pricing.py
@@ -12,7 +12,7 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-from __future__ import division     # Python2 req to have division of ints yield float
+from __future__ import division  # Python2 req for division of ints yield float
 
 from errno import ENOENT
 from functools import partial
@@ -120,7 +120,8 @@ SQLITE_STOCK_DIVIDEND_PAYOUT_COLUMN_DTYPES = {
 UINT32_MAX = iinfo(uint32).max
 UINT64_MAX = iinfo(uint64).max
 
-PRICE_ADJUSTMENT_FACTOR = 1000000000    # Provides 9 decimals resolution. Also affects _equities.pyx L220
+# Provides 9 decimals resolution. Also affects _equities.pyx L220
+PRICE_ADJUSTMENT_FACTOR = 1000000000
 
 
 def check_uint32_safe(value, colname):
@@ -130,6 +131,7 @@ def check_uint32_safe(value, colname):
             "for uint32" % (value, colname)
         )
 
+
 def check_uint64_safe(value, colname):
     if value >= UINT64_MAX:
         raise ValueError(
@@ -322,8 +324,8 @@ class BcolzDailyBarWriter(object):
         # Maps column name -> output carray.
         columns = {
             k: carray(array([], dtype=uint64))
-               if k in OHLCV
-               else carray(array([], dtype=uint32))
+            if k in OHLCV
+            else carray(array([], dtype=uint32))
             for k in US_EQUITY_PRICING_BCOLZ_COLUMNS
         }
 
@@ -439,11 +441,13 @@ class BcolzDailyBarWriter(object):
             return raw_data
 
         winsorise_uint64(raw_data, invalid_data_behavior, 'volume', *OHLC)
-        processed = (raw_data[list(OHLC)] * PRICE_ADJUSTMENT_FACTOR).astype('uint64')
+        processed = (raw_data[list(OHLC)]
+                     * PRICE_ADJUSTMENT_FACTOR).astype('uint64')
         dates = raw_data.index.values.astype('datetime64[s]')
         check_uint32_safe(dates.max().view(np.int64), 'day')
         processed['day'] = dates.astype('uint32')
-        processed['volume'] = (raw_data.volume * PRICE_ADJUSTMENT_FACTOR).astype('uint64')
+        processed['volume'] = (raw_data.volume
+                               * PRICE_ADJUSTMENT_FACTOR).astype('uint64')
         return ctable.fromdataframe(processed)
 
 
@@ -496,7 +500,7 @@ class BcolzDailyBarReader(SessionBarReader):
 
     The data in these columns is interpreted as follows:
 
-    - Price columns ('open', 'high', 'low', 'close') and Volume are interpreted 
+    - Price columns ('open', 'high', 'low', 'close') and Volume are interpreted
       as 10^9 * as-traded dollar value.
     - Day is interpreted as seconds since midnight UTC, Jan 1, 1970.
     - Id is the asset id of the row.
diff --git a/catalyst/examples/buy_and_hodl.py b/catalyst/examples/buy_and_hodl.py
index 74b04238..6722665f 100644
--- a/catalyst/examples/buy_and_hodl.py
+++ b/catalyst/examples/buy_and_hodl.py
@@ -19,7 +19,7 @@ import matplotlib.pyplot as plt
 
 from catalyst import run_algorithm
 from catalyst.api import (order_target_value, symbol, record,
-    cancel_order, get_open_orders, )
+                          cancel_order, get_open_orders, )
 
 
 def initialize(context):
diff --git a/catalyst/examples/buy_btc_simple.py b/catalyst/examples/buy_btc_simple.py
index 5e4ebd57..52463d58 100644
--- a/catalyst/examples/buy_btc_simple.py
+++ b/catalyst/examples/buy_btc_simple.py
@@ -1,30 +1,34 @@
 '''
-	This is a very simple example referenced in the beginner's tutorial:
-	https://enigmampc.github.io/catalyst/beginner-tutorial.html
+    This is a very simple example referenced in the beginner's tutorial:
+    https://enigmampc.github.io/catalyst/beginner-tutorial.html
 
-	Run this example, by executing the following from your terminal:
-	  catalyst ingest-exchange -x bitfinex -f daily -i btc_usdt
-	  catalyst run -f buy_btc_simple.py -x bitfinex --start 2016-1-1 --end 2017-9-30 -o buy_btc_simple_out.pickle
+    Run this example, by executing the following from your terminal:
+      catalyst ingest-exchange -x bitfinex -f daily -i btc_usdt
+      catalyst run -f buy_btc_simple.py -x bitfinex --start 2016-1-1 \
+        --end 2017-9-30 -o buy_btc_simple_out.pickle
 
-	If you want to run this code using another exchange, make sure that 
-	the asset is available on that exchange. For example, if you were to run 
-	it for exchange Poloniex, you would need to edit the following line:
+    If you want to run this code using another exchange, make sure that
+    the asset is available on that exchange. For example, if you were to run
+    it for exchange Poloniex, you would need to edit the following line:
 
-		context.asset = symbol('btc_usdt')     # note 'usdt' instead of 'usd'
+        context.asset = symbol('btc_usdt')     # note 'usdt' instead of 'usd'
 
-	and specify exchange poloniex as follows:
-	catalyst ingest-exchange -x poloniex -f daily -i btc_usdt
-	catalyst run -f buy_btc_simple.py -x poloniex --start 2016-1-1 --end 2017-9-30 -o buy_btc_simple_out.pickle
+    and specify exchange poloniex as follows:
+    catalyst ingest-exchange -x poloniex -f daily -i btc_usdt
+    catalyst run -f buy_btc_simple.py -x poloniex --start 2016-1-1 \
+        --end 2017-9-30 -o buy_btc_simple_out.pickle
 
-	To see which assets are available on each exchange, visit:
-	https://www.enigma.co/catalyst/status
+    To see which assets are available on each exchange, visit:
+    https://www.enigma.co/catalyst/status
 '''
 
 from catalyst.api import order, record, symbol
 
+
 def initialize(context):
     context.asset = symbol('btc_usd')
 
+
 def handle_data(context, data):
     order(context.asset, 1)
-    record(btc = data.current(context.asset, 'price'))
\ No newline at end of file
+    record(btc=data.current(context.asset, 'price'))
diff --git a/catalyst/examples/buy_low_sell_high.py b/catalyst/examples/buy_low_sell_high.py
index acf481e0..b3afb723 100644
--- a/catalyst/examples/buy_low_sell_high.py
+++ b/catalyst/examples/buy_low_sell_high.py
@@ -1,12 +1,13 @@
 '''
-This algorithm requires an additional library (ta-lib) beyond those required by catalyst.
-Install it first by running: 
+This algorithm requires an additional library (ta-lib) beyond those
+required by catalyst. Install it first by running:
 $ pip install TA-Lib
 
-If you get build errors like "fatal error: ta-lib/ta_libc.h: No such file or directory"
-it typically means that it can't find the underlying TA-Lib library and needs to be installed.
-See https://mrjbq7.github.io/ta-lib/install.html for instructions on how to install 
-the required dependencies.
+If you get build errors like:
+    "fatal error: ta-lib/ta_libc.h: No such file or directory"
+it typically means that it can't find the underlying TA-Lib library and it
+needs to be installed. See https://mrjbq7.github.io/ta-lib/install.html for
+instructions on how to install the required dependencies.
 '''
 
 import talib
@@ -100,8 +101,8 @@ def _handle_data(context, data):
 
         if price < cost_basis:
             is_buy = True
-        elif position.amount > 0 and \
-                        price > cost_basis * (1 + context.PROFIT_TARGET):
+        elif(position.amount > 0
+             and price > cost_basis * (1 + context.PROFIT_TARGET)):
             profit = (price * position.amount) - (cost_basis * position.amount)
             log.info('closing position, taking profit: {}'.format(profit))
             order_target_percent(
diff --git a/catalyst/examples/buy_low_sell_high_live.py b/catalyst/examples/buy_low_sell_high_live.py
index a1fd326c..422033a6 100644
--- a/catalyst/examples/buy_low_sell_high_live.py
+++ b/catalyst/examples/buy_low_sell_high_live.py
@@ -88,8 +88,8 @@ def _handle_data(context, data):
 
         if price < cost_basis:
             is_buy = True
-        elif position.amount > 0 and \
-                        price > cost_basis * (1 + context.PROFIT_TARGET):
+        elif(position.amount > 0
+             and price > cost_basis * (1 + context.PROFIT_TARGET)):
             profit = (price * position.amount) - (cost_basis * position.amount)
             log.info('closing position, taking profit: {}'.format(profit))
             order_target_percent(
diff --git a/catalyst/examples/dual_moving_average.py b/catalyst/examples/dual_moving_average.py
index a73461f1..f54d91b6 100644
--- a/catalyst/examples/dual_moving_average.py
+++ b/catalyst/examples/dual_moving_average.py
@@ -4,13 +4,14 @@ from logbook import Logger
 import matplotlib.pyplot as plt
 
 from catalyst import run_algorithm
-from catalyst.api import (order, record, symbol, order_target_percent,
-        get_open_orders)
+from catalyst.api import (record, symbol, order_target_percent,
+                          get_open_orders)
 from catalyst.exchange.stats_utils import extract_transactions
 
 NAMESPACE = 'dual_moving_average'
 log = Logger(NAMESPACE)
 
+
 def initialize(context):
     context.i = 0
     context.asset = symbol('ltc_usd')
@@ -25,16 +26,22 @@ def handle_data(context, data):
     # Skip as many bars as long_window to properly compute the average
     context.i += 1
     if context.i < long_window:
-       return
+        return
 
     # Compute moving averages calling data.history() for each
     # moving average with the appropriate parameters. We choose to use
     # minute bars for this simulation -> freq="1m"
     # Returns a pandas dataframe.
-    short_mavg = data.history(context.asset, 'price',
-                        bar_count=short_window, frequency="1m").mean()
-    long_mavg = data.history(context.asset, 'price',
-                        bar_count=long_window, frequency="1m").mean()
+    short_mavg = data.history(context.asset,
+                              'price',
+                              bar_count=short_window,
+                              frequency="1m",
+                              ).mean()
+    long_mavg = data.history(context.asset,
+                             'price',
+                             bar_count=long_window,
+                             frequency="1m",
+                             ).mean()
 
     # Let's keep the price of our asset in a more handy variable
     price = data.current(context.asset, 'price')
@@ -67,11 +74,11 @@ def handle_data(context, data):
 
     # Trading logic
     if short_mavg > long_mavg and pos_amount == 0:
-       # we buy 100% of our portfolio for this asset
-       order_target_percent(context.asset, 1)
+        # we buy 100% of our portfolio for this asset
+        order_target_percent(context.asset, 1)
     elif short_mavg < long_mavg and pos_amount > 0:
-       # we sell all our positions for this asset
-       order_target_percent(context.asset, 0)
+        # we sell all our positions for this asset
+        order_target_percent(context.asset, 0)
 
 
 def analyze(context, perf):
@@ -89,11 +96,13 @@ def analyze(context, perf):
 
     # Second chart: Plot asset price, moving averages and buys/sells
     ax2 = plt.subplot(412, sharex=ax1)
-    perf.loc[:, ['price','short_mavg','long_mavg']].plot(ax=ax2, label='Price')
+    perf.loc[:, ['price', 'short_mavg', 'long_mavg']].plot(
+        ax=ax2,
+        label='Price')
     ax2.legend_.remove()
     ax2.set_ylabel('{asset}\n({base})'.format(
-        asset = context.asset.symbol,
-        base = base_currency
+        asset=context.asset.symbol,
+        base=base_currency
         ))
     start, end = ax2.get_ylim()
     ax2.yaxis.set_ticks(np.arange(start, end, (end-start)/5))
@@ -150,4 +159,4 @@ if __name__ == '__main__':
             base_currency='usd',
             start=pd.to_datetime('2017-9-22', utc=True),
             end=pd.to_datetime('2017-9-23', utc=True),
-        )
\ No newline at end of file
+        )
diff --git a/catalyst/examples/dual_vwap.py b/catalyst/examples/dual_vwap.py
index 52c1789d..7059b865 100644
--- a/catalyst/examples/dual_vwap.py
+++ b/catalyst/examples/dual_vwap.py
@@ -52,13 +52,14 @@ def initialize(context):
 
     schedule_function(
         rebalance,
-        time_rules=times_rules.every_minute(),
+        time_rules=date_rules.every_minute(),
     )
 
 
 def before_trading_start(context, data):
     context.pipeline_data = pipeline_output('vwap_pipeline')
 
+
 def make_pipeline(context):
     return Pipeline(
         columns={
@@ -69,6 +70,7 @@ def make_pipeline(context):
         }
     )
 
+
 def rebalance(context, data):
     context.i += 1
 
@@ -111,7 +113,6 @@ def rebalance(context, data):
         long_mavg=long_mavg,
         volume=volume,
     )
-    
 
 
 def analyze(context=None, results=None):
@@ -124,10 +125,11 @@ def analyze(context=None, results=None):
 
     ax2 = plt.subplot(612, sharex=ax1)
     ax2.set_ylabel('{asset} (USD)'.format(asset=context.ASSET_NAME))
-    (context.TICK_SIZE*results[['price', 'short_mavg', 'long_mavg']]).plot(ax=ax2)
+    (context.TICK_SIZE*results[['price',
+                                'short_mavg',
+                                'long_mavg']]).plot(ax=ax2)
 
     trans = results.ix[[t != [] for t in results.transactions]]
-    amounts = [t[0]['amount'] for t in trans.transactions]
 
     buys = trans.ix[
         [t[0]['amount'] > 0 for t in trans.transactions]
diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py
index 450a73f7..4508c8e5 100644
--- a/catalyst/examples/mean_reversion_simple.py
+++ b/catalyst/examples/mean_reversion_simple.py
@@ -1,4 +1,4 @@
-# For this example, we're going to write a simple momentum script.  When the 
+# For this example, we're going to write a simple momentum script.  When the
 # stock goes up quickly, we're going to buy; when it goes down quickly, we're
 # going to sell.  Hopefully we'll ride the waves.
 import os
@@ -12,8 +12,8 @@ from logbook import Logger
 
 from catalyst import run_algorithm
 from catalyst.api import symbol, record, order_target_percent, get_open_orders
-from catalyst.exchange.stats_utils import extract_transactions, \
-    get_pretty_stats
+from catalyst.exchange.stats_utils import extract_transactions
+
 # We give a name to the algorithm which Catalyst will use to persist its state.
 # In this example, Catalyst will create the `.catalyst/data/live_algos`
 # directory. If we stop and start the algorithm, Catalyst will resume its
@@ -122,7 +122,7 @@ def handle_data(context, data):
     # Another powerful built-in feature of the Catalyst backtester is the
     # portfolio object.  The portfolio object tracks your positions, cash,
     # cost basis of specific holdings, and more.  In this line, we calculate
-    # how long or short our position is at this minute.   
+    # how long or short our position is at this minute.
     pos_amount = context.portfolio.positions[context.market].amount
 
     if rsi[-1] <= context.RSI_OVERSOLD and pos_amount == 0:
@@ -250,7 +250,9 @@ if __name__ == '__main__':
 
         timestr = time.strftime('%Y%m%d-%H%M%S')
         out = os.path.join(folder, '{}.p'.format(timestr))
-        # catalyst run -f catalyst/examples/mean_reversion_simple.py -x bitfinex -s 2017-10-1 -e 2017-11-10 -c usdt -n mean-reversion --data-frequency minute --capital-base 10000
+        # catalyst run -f catalyst/examples/mean_reversion_simple.py \
+        #    -x bitfinex -s 2017-10-1 -e 2017-11-10 -c usdt -n mean-reversion \
+        #   --data-frequency minute --capital-base 10000
         run_algorithm(
             capital_base=0.1,
             data_frequency='minute',
diff --git a/catalyst/examples/portfolio_optimization.py b/catalyst/examples/portfolio_optimization.py
index bb1660a2..e93b2daf 100644
--- a/catalyst/examples/portfolio_optimization.py
+++ b/catalyst/examples/portfolio_optimization.py
@@ -1,7 +1,7 @@
-'''Use this code to execute a portfolio optimization model. This code 
-   will select the portfolio with the maximum Sharpe Ratio. The parameters 
+'''Use this code to execute a portfolio optimization model. This code
+   will select the portfolio with the maximum Sharpe Ratio. The parameters
    are set to use 180 days of historical data and rebalance every 30 days.
-   
+
    This is the code used in the following article:
    https://blog.enigma.co/markowitz-portfolio-optimization-for-cryptocurrencies-in-catalyst-b23c38652556
 
@@ -15,115 +15,130 @@ import os
 import pytz
 import numpy as np
 import pandas as pd
-from scipy.optimize import minimize
 import matplotlib.pyplot as plt
 from datetime import datetime
 
-from catalyst.api import record, symbol, symbols, order_target_percent
+from catalyst.api import record, symbols, order_target_percent
 from catalyst.utils.run_algo import run_algorithm
 
 np.set_printoptions(threshold='nan', suppress=True)
 
 
 def initialize(context):
-   # Portfolio assets list
-   context.assets = symbols('btc_usdt', 'eth_usdt', 'ltc_usdt', 'dash_usdt',
-                            'xmr_usdt')
-   context.nassets = len(context.assets)
-   # Set the time window that will be used to compute expected return 
-   # and asset correlations
-   context.window = 180
-   # Set the number of days between each portfolio rebalancing
-   context.rebalance_period = 30                   
-   context.i = 0
+    # Portfolio assets list
+    context.assets = symbols('btc_usdt', 'eth_usdt', 'ltc_usdt', 'dash_usdt',
+                             'xmr_usdt')
+    context.nassets = len(context.assets)
+    # Set the time window that will be used to compute expected return
+    # and asset correlations
+    context.window = 180
+    # Set the number of days between each portfolio rebalancing
+    context.rebalance_period = 30
+    context.i = 0
+
 
-   
 def handle_data(context, data):
-   # Only rebalance at the beggining of the algorithm execution and 
-   # every multiple of the rebalance period
-   if context.i == 0 or context.i%context.rebalance_period == 0:
-       n = context.window
-       prices = data.history(context.assets, fields='price', 
-                             bar_count=n+1, frequency='1d') 
-       pr = np.asmatrix(prices)
-       t_prices = prices.iloc[1:n+1]
-       t_val = t_prices.values
-       tminus_prices = prices.iloc[0:n]
-       tminus_val = tminus_prices.values
-       # Compute daily returns (r)
-       r = np.asmatrix(t_val/tminus_val-1)
-       # Compute the expected returns of each asset with the average 
-       # daily return for the selected time window
-       m = np.asmatrix(np.mean(r, axis=0))
-       # ###
-       stds = np.std(r, axis=0)
-       # Compute excess returns matrix (xr)
-       xr = r - m
-       # Matrix algebra to get variance-covariance matrix
-       cov_m = np.dot(np.transpose(xr),xr)/n
-       # Compute asset correlation matrix (informative only)
-       corr_m = cov_m/np.dot(np.transpose(stds),stds)
-       
-       # Define portfolio optimization parameters
-       n_portfolios = 50000
-       results_array = np.zeros((3+context.nassets,n_portfolios))
-       for p in xrange(n_portfolios):
-           weights = np.random.random(context.nassets)
-           weights /= np.sum(weights)
-           w = np.asmatrix(weights)
-           p_r = np.sum(np.dot(w,np.transpose(m)))*365
-           p_std = np.sqrt(np.dot(np.dot(w,cov_m),np.transpose(w)))*np.sqrt(365)
-           
-           #store results in results array
-           results_array[0,p] = p_r
-           results_array[1,p] = p_std
-           #store Sharpe Ratio (return / volatility) - risk free rate element 
-           #excluded for simplicity
-           results_array[2,p] = results_array[0,p] / results_array[1,p]
-           i = 0
-           for iw in weights:
-               results_array[3+i,p] = weights[i]
-               i += 1
-       
-       #convert results array to Pandas DataFrame
-       results_frame = pd.DataFrame(np.transpose(results_array),
-                          columns=['r','stdev','sharpe']+context.assets)
-       #locate position of portfolio with highest Sharpe Ratio
-       max_sharpe_port = results_frame.iloc[results_frame['sharpe'].idxmax()]
-       #locate positon of portfolio with minimum standard deviation
-       min_vol_port = results_frame.iloc[results_frame['stdev'].idxmin()]
-       
-       #order optimal weights for each asset
-       for asset in context.assets:
-           if data.can_trade(asset):
-               order_target_percent(asset, max_sharpe_port[asset])
-       
-       #create scatter plot coloured by Sharpe Ratio
-       plt.scatter(results_frame.stdev,results_frame.r,c=results_frame.sharpe,cmap='RdYlGn')
-       plt.xlabel('Volatility')
-       plt.ylabel('Returns')
-       plt.colorbar()
-       #plot red star to highlight position of portfolio with highest Sharpe Ratio
-       plt.scatter(max_sharpe_port[1],max_sharpe_port[0],marker='o',color='b',s=200)
-       #plot green star to highlight position of minimum variance portfolio
-       plt.show()
-       print(max_sharpe_port)
-       record(pr=pr,r=r, m=m, stds=stds ,max_sharpe_port=max_sharpe_port, corr_m=corr_m)
-   context.i += 1
-   
-       
+    # Only rebalance at the beggining of the algorithm execution and
+    # every multiple of the rebalance period
+    if context.i == 0 or context.i % context.rebalance_period == 0:
+        n = context.window
+        prices = data.history(context.assets, fields='price',
+                              bar_count=n+1, frequency='1d')
+        pr = np.asmatrix(prices)
+        t_prices = prices.iloc[1:n+1]
+        t_val = t_prices.values
+        tminus_prices = prices.iloc[0:n]
+        tminus_val = tminus_prices.values
+        # Compute daily returns (r)
+        r = np.asmatrix(t_val/tminus_val-1)
+        # Compute the expected returns of each asset with the average
+        # daily return for the selected time window
+        m = np.asmatrix(np.mean(r, axis=0))
+        # ###
+        stds = np.std(r, axis=0)
+        # Compute excess returns matrix (xr)
+        xr = r - m
+        # Matrix algebra to get variance-covariance matrix
+        cov_m = np.dot(np.transpose(xr), xr)/n
+        # Compute asset correlation matrix (informative only)
+        corr_m = cov_m/np.dot(np.transpose(stds), stds)
+
+        # Define portfolio optimization parameters
+        n_portfolios = 50000
+        results_array = np.zeros((3+context.nassets, n_portfolios))
+        for p in xrange(n_portfolios):
+            weights = np.random.random(context.nassets)
+            weights /= np.sum(weights)
+            w = np.asmatrix(weights)
+            p_r = np.sum(np.dot(w, np.transpose(m)))*365
+            p_std = np.sqrt(np.dot(np.dot(w, cov_m),
+                                   np.transpose(w)))*np.sqrt(365)
+
+            # store results in results array
+            results_array[0, p] = p_r
+            results_array[1, p] = p_std
+            # store Sharpe Ratio (return / volatility) - risk free rate element
+            # excluded for simplicity
+            results_array[2, p] = results_array[0, p] / results_array[1, p]
+            i = 0
+            for iw in weights:
+                results_array[3+i, p] = weights[i]
+                i += 1
+
+        # convert results array to Pandas DataFrame
+        results_frame = pd.DataFrame(np.transpose(results_array),
+                                     columns=['r', 'stdev', 'sharpe']
+                                     + context.assets)
+        # locate position of portfolio with highest Sharpe Ratio
+        max_sharpe_port = results_frame.iloc[results_frame['sharpe'].idxmax()]
+        # locate positon of portfolio with minimum standard deviation
+        # min_vol_port = results_frame.iloc[results_frame['stdev'].idxmin()]
+
+        # order optimal weights for each asset
+        for asset in context.assets:
+            if data.can_trade(asset):
+                order_target_percent(asset, max_sharpe_port[asset])
+
+        # create scatter plot coloured by Sharpe Ratio
+        plt.scatter(results_frame.stdev,
+                    results_frame.r,
+                    c=results_frame.sharpe,
+                    cmap='RdYlGn')
+        plt.xlabel('Volatility')
+        plt.ylabel('Returns')
+        plt.colorbar()
+        # plot red star to highlight position of portfolio
+        # with highest Sharpe Ratio
+        plt.scatter(max_sharpe_port[1],
+                    max_sharpe_port[0],
+                    marker='o',
+                    color='b',
+                    s=200)
+        # plot green star to highlight position of minimum variance portfolio
+        plt.show()
+        print(max_sharpe_port)
+        record(pr=pr,
+               r=r,
+               m=m,
+               stds=stds,
+               max_sharpe_port=max_sharpe_port,
+               corr_m=corr_m)
+    context.i += 1
+
+
 def analyze(context=None, results=None):
-   # Form DataFrame with selected data
-   data = results[['pr','r','m','stds','max_sharpe_port','corr_m','portfolio_value']]
-   
-   # Save results in CSV file
-   filename = os.path.splitext(os.path.basename(__file__))[0]
-   data.to_csv(filename + '.csv')
+    # Form DataFrame with selected data
+    data = results[['pr', 'r', 'm', 'stds', 'max_sharpe_port', 'corr_m',
+                   'portfolio_value']]
+
+    # Save results in CSV file
+    filename = os.path.splitext(os.path.basename(__file__))[0]
+    data.to_csv(filename + '.csv')
 
 
-# Bitcoin data is available from 2015-3-2. Dates vary for other tokens.    
+# Bitcoin data is available from 2015-3-2. Dates vary for other tokens.
 start = datetime(2017, 1, 1, 0, 0, 0, 0, pytz.utc)
-end = datetime(2017, 8, 16, 0, 0, 0, 0, pytz.utc) 
+end = datetime(2017, 8, 16, 0, 0, 0, 0, pytz.utc)
 results = run_algorithm(initialize=initialize,
                         handle_data=handle_data,
                         analyze=analyze,
diff --git a/catalyst/examples/rsi_profit_target.py b/catalyst/examples/rsi_profit_target.py
index 5e24f122..7b8ac868 100644
--- a/catalyst/examples/rsi_profit_target.py
+++ b/catalyst/examples/rsi_profit_target.py
@@ -11,7 +11,6 @@ from catalyst.api import (
     record,
     get_open_orders,
 )
-from catalyst.exchange.stats_utils import crossover, crossunder
 from catalyst.utils.run_algo import run_algorithm
 
 algo_namespace = 'rsi'
@@ -55,7 +54,7 @@ def _handle_buy_sell_decision(context, data, signal, price):
             stop=None
         )
 
-    action = None
+    # action = None
     if context.position is not None:
         cost_basis = context.position['cost_basis']
         amount = context.position['amount']
@@ -80,7 +79,7 @@ def _handle_buy_sell_decision(context, data, signal, price):
                 amount=-amount,
                 limit_price=price * (1 - context.SLIPPAGE_ALLOWED),
             )
-            action = 0
+            # action = 0
             context.position = None
 
     else:
@@ -97,7 +96,7 @@ def _handle_buy_sell_decision(context, data, signal, price):
                 amount=buy_amount,
                 stop=None
             )
-            action = 0
+            # action = 0
 
 
 def _handle_data_rsi_only(context, data):
diff --git a/catalyst/examples/simple_universe.py b/catalyst/examples/simple_universe.py
index a0abc535..7539a76f 100644
--- a/catalyst/examples/simple_universe.py
+++ b/catalyst/examples/simple_universe.py
@@ -2,26 +2,26 @@
 Requires Catalyst version 0.3.0 or above
 Tested on Catalyst version 0.3.3
 
-This example aims to provide an easy way for users to learn how to 
+This example aims to provide an easy way for users to learn how to
 collect data from any given exchange and select a subset of the available
-currency pairs for trading. You simply need to specify the exchange and 
-the market (base_currency) that you want to focus on. You will then see 
-how to create a universe of assets, and filter it based the market you 
+currency pairs for trading. You simply need to specify the exchange and
+the market (base_currency) that you want to focus on. You will then see
+how to create a universe of assets, and filter it based the market you
 desire.
 
-The example prints out the closing price of all the pairs for a given 
-market in a given exchange every 30 minutes. The example also contains 
-the OHLCV data with minute-resolution for the past seven days which 
-could be used to create indicators. Use this code as the backbone to 
+The example prints out the closing price of all the pairs for a given
+market in a given exchange every 30 minutes. The example also contains
+the OHLCV data with minute-resolution for the past seven days which
+could be used to create indicators. Use this code as the backbone to
 create your own trading strategy.
 
-The lookback_date variable is used to ensure data for a coin existed on 
+The lookback_date variable is used to ensure data for a coin existed on
 the lookback period specified.
 
-To run, execute the following two commands in a terminal (inside catalyst 
+To run, execute the following two commands in a terminal (inside catalyst
 environment). The first one retrieves all the pricing data needed for this
 script to run (only needs to be run once), and the second one executes this
-script with the parameters specified in the run_algorithm() call at the end 
+script with the parameters specified in the run_algorithm() call at the end
 of the file:
 
 catalyst ingest-exchange -x bitfinex -f minute
@@ -41,8 +41,8 @@ from catalyst.api import (symbols, )
 
 def initialize(context):
     context.i = -1  # minute counter
-    context.exchange = context.exchanges.values()[0].name.lower()  
-    context.base_currency = context.exchanges.values()[0].base_currency.lower()  
+    context.exchange = context.exchanges.values()[0].name.lower()
+    context.base_currency = context.exchanges.values()[0].base_currency.lower()
 
 
 def handle_data(context, data):
@@ -52,9 +52,9 @@ def handle_data(context, data):
     # current date & time in each iteration formatted into a string
     now = data.current_dt
     date, time = now.strftime('%Y-%m-%d %H:%M:%S').split(' ')
-    lookback_date = now - timedelta(days=lookback_days) 
+    lookback_date = now - timedelta(days=lookback_days)
     # keep only the date as a string, discard the time
-    lookback_date = lookback_date.strftime('%Y-%m-%d %H:%M:%S').split(' ')[0]  
+    lookback_date = lookback_date.strftime('%Y-%m-%d %H:%M:%S').split(' ')[0]
 
     one_day_in_minutes = 1440  # 60 * 24 assumes data_frequency='minute'
     # update universe everyday at midnight
@@ -64,39 +64,50 @@ def handle_data(context, data):
     # get data every 30 minutes
     minutes = 30
     # get lookback_days of history data: that is 'lookback' number of bins
-    lookback = one_day_in_minutes / minutes * lookback_days  
+    lookback = one_day_in_minutes / minutes * lookback_days
     if not context.i % minutes and context.universe:
         # we iterate for every pair in the current universe
         for coin in context.coins:
             pair = str(coin.symbol)
 
-            # Get 30 minute interval OHLCV data. This is the standard data 
+            # Get 30 minute interval OHLCV data. This is the standard data
             # required for candlestick or indicators/signals. Return Pandas
-            # DataFrames. 30T means 30-minute re-sampling of one minute data. 
+            # DataFrames. 30T means 30-minute re-sampling of one minute data.
             # Adjust it to your desired time interval as needed.
-            opened = fill(data.history(coin, 'open', 
-                                  bar_count=lookback, frequency='30T')).values
-            high = fill(data.history(coin, 'high', 
-                                  bar_count=lookback, frequency='30T')).values
-            low = fill(data.history(coin, 'low', 
-                                  bar_count=lookback, frequency='30T')).values
-            close = fill(data.history(coin, 'price', 
-                                  bar_count=lookback, frequency='30T')).values
-            volume = fill(data.history(coin, 'volume', 
-                                  bar_count=lookback, frequency='30T')).values
+            opened = fill(data.history(coin,
+                                       'open',
+                                       bar_count=lookback,
+                                       frequency='30T')).values
+            high = fill(data.history(coin,
+                                     'high',
+                                     bar_count=lookback,
+                                     frequency='30T')).values
+            low = fill(data.history(coin,
+                                    'low',
+                                    bar_count=lookback,
+                                    frequency='30T')).values
+            close = fill(data.history(coin,
+                                      'price',
+                                      bar_count=lookback,
+                                      frequency='30T')).values
+            volume = fill(data.history(coin,
+                                       'volume',
+                                       bar_count=lookback,
+                                       frequency='30T')).values
 
-            # close[-1] is the last value in the set, which is the equivalent 
+            # close[-1] is the last value in the set, which is the equivalent
             # to current price (as in the most recent value)
             # displays the minute price for each pair every 30 minutes
-            print('{now}: {pair} -\tO:{o},\tH:{h},\tL:{c},\tC{c},\tV:{v}'.format(
-                    now=now, 
-                    pair=pair, 
-                    o=opened[-1], 
-                    h=high[-1], 
+            print('{now}: {pair} -\tO:{o},\tH:{h},\tL:{c},\tC{c},'
+                  '\tV:{v}'.format(
+                    now=now,
+                    pair=pair,
+                    o=opened[-1],
+                    h=high[-1],
                     l=low[-1],
                     c=close[-1],
                     v=volume[-1],
-                 ))
+                  ))
 
             # -------------------------------------------------------------
             # --------------- Insert Your Strategy Here -------------------
@@ -111,16 +122,18 @@ def analyze(context=None, results=None):
 # Example: Poloniex BTC Market
 def universe(context, lookback_date, current_date):
     # get all the pairs for the given exchange
-    json_symbols = get_exchange_symbols(context.exchange)  
+    json_symbols = get_exchange_symbols(context.exchange)
     # convert into a DataFrame for easier processing
-    df = pd.DataFrame.from_dict(json_symbols).transpose().astype(str) 
-    df['base_currency'] = df.apply(lambda row: row.symbol.split('_')[1],axis=1)
-    df['market_currency'] = df.apply(lambda row: row.symbol.split('_')[0],axis=1)
+    df = pd.DataFrame.from_dict(json_symbols).transpose().astype(str)
+    df['base_currency'] = df.apply(lambda row: row.symbol.split('_')[1],
+                                   axis=1)
+    df['market_currency'] = df.apply(lambda row: row.symbol.split('_')[0],
+                                     axis=1)
 
     # Filter all the pairs to get only the ones for a given base_currency
     df = df[df['base_currency'] == context.base_currency]
 
-    # Filter all the pairs to ensure that pair existed in the current date range
+    # Filter all pairs to ensure that pair existed in the current date range
     df = df[df.start_date < lookback_date]
     df = df[df.end_daily >= current_date]
     context.coins = symbols(*df.symbol)  # convert all the pairs to symbols
@@ -155,4 +168,3 @@ if __name__ == '__main__':
                                 live=False,
                                 live_graph=False,
                                 algo_namespace='simple_universe')
-
diff --git a/catalyst/examples/talib_simple.py b/catalyst/examples/talib_simple.py
index d4a7d807..5129dda9 100644
--- a/catalyst/examples/talib_simple.py
+++ b/catalyst/examples/talib_simple.py
@@ -1,9 +1,11 @@
 # Run Command
-# catalyst run --start 2017-1-1 --end 2017-11-1 -o talib_simple.pickle -f talib_simple.py -x poloniex
-# 
+# catalyst run --start 2017-1-1 --end 2017-11-1 -o talib_simple.pickle \
+#   -f talib_simple.py -x poloniex
+#
 # Description
-# Simple TALib Example showing how to use various indicators in you strategy
-# Based loosly on https://github.com/mellertson/talib-macd-example/blob/master/talib-macd-matplotlib-example.py
+# Simple TALib Example showing how to use various indicators
+# in you strategy. Based loosly on
+# https://github.com/mellertson/talib-macd-example/blob/master/talib-macd-matplotlib-example.py
 
 import os
 
@@ -88,7 +90,7 @@ def _handle_data(context, data):
         prices.close.as_matrix(), fastperiod=context.MACD_FAST,
         slowperiod=context.MACD_SLOW, signalperiod=context.MACD_SIGNAL)
 
-    # Stochastics %K %D 
+    # Stochastics %K %D
     # %K = (Current Close - Lowest Low)/(Highest High - Lowest Low) * 100
     # %D = 3-day SMA of %K
     analysis['stoch_k'], analysis['stoch_d'] = ta.STOCH(
diff --git a/catalyst/exchange/bitfinex/bitfinex.py b/catalyst/exchange/bitfinex/bitfinex.py
index 12c051cd..fa6077ac 100644
--- a/catalyst/exchange/bitfinex/bitfinex.py
+++ b/catalyst/exchange/bitfinex/bitfinex.py
@@ -14,6 +14,7 @@ import six
 from catalyst.assets._assets import TradingPair
 from logbook import Logger
 
+from catalyst.constants import LOG_LEVEL
 from catalyst.exchange.exchange import Exchange
 from catalyst.exchange.exchange_bundle import ExchangeBundle
 from catalyst.exchange.exchange_errors import (
@@ -33,7 +34,6 @@ requests.adapters.DEFAULT_RETRIES = 20
 
 BITFINEX_URL = 'https://api.bitfinex.com'
 
-from catalyst.constants import LOG_LEVEL
 
 log = Logger('Bitfinex', level=LOG_LEVEL)
 warning_logger = Logger('AlgoWarning')
@@ -172,7 +172,8 @@ class Bitfinex(Exchange):
 
         executed_price = float(order_status['avg_execution_price'])
 
-        # TODO: bitfinex does not specify comission. I could calculate it but not sure if it's worth it.
+        # TODO: bitfinex does not specify comission.
+        # I could calculate it but not sure if it's worth it.
         commission = None
 
         date = pd.Timestamp.utcfromtimestamp(float(order_status['timestamp']))
@@ -599,17 +600,17 @@ class Bitfinex(Exchange):
             else:
                 try:
                     start_date = cached_symbols[symbol]['start_date']
-                except KeyError as e:
+                except KeyError:
                     start_date = time.strftime('%Y-%m-%d')
 
             try:
                 end_daily = cached_symbols[symbol]['end_daily']
-            except KeyError as e:
+            except KeyError:
                 end_daily = 'N/A'
 
             try:
                 end_minute = cached_symbols[symbol]['end_minute']
-            except KeyError as e:
+            except KeyError:
                 end_minute = 'N/A'
 
             symbol_map[symbol] = dict(
@@ -660,15 +661,16 @@ class Bitfinex(Exchange):
 
         """
             Query again with daily resolution setting the start and end around
-            the startmonth we got above. Avoid end dates greater than now: time.time()
+            the startmonth we got above. Avoid end dates greater than
+            now: time.time()
         """
-        url = '{url}/v2/candles/trade:1D:{symbol}/hist?start={start}&end={end}'.format(
-            url=self.url,
-            symbol=symbol_v2,
-            start=startmonth - 3600 * 24 * 31 * 1000,
-            end=min(startmonth + 3600 * 24 * 31 * 1000,
-                    int(time.time() * 1000))
-        )
+        url = ('{url}/v2/candles/trade:1D:{symbol}/hist?start={start}'
+               '&end={end}').format(
+                    url=self.url,
+                    symbol=symbol_v2,
+                    start=startmonth - 3600 * 24 * 31 * 1000,
+                    end=min(startmonth + 3600 * 24 * 31 * 1000,
+                            int(time.time() * 1000)))
 
         try:
             self.ask_request()
diff --git a/catalyst/exchange/bittrex/bittrex.py b/catalyst/exchange/bittrex/bittrex.py
index af85aef1..5835b8e1 100644
--- a/catalyst/exchange/bittrex/bittrex.py
+++ b/catalyst/exchange/bittrex/bittrex.py
@@ -262,11 +262,10 @@ class Bittrex(Exchange):
             end = int(time.mktime(end_dt.timetuple()))
             url = '{url}/pub/market/GetTicks?marketName={symbol}' \
                   '&tickInterval={frequency}&_={end}'.format(
-                url=URL2,
-                symbol=self.get_symbol(asset),
-                frequency=frequency,
-                end=end
-            )
+                    url=URL2,
+                    symbol=self.get_symbol(asset),
+                    frequency=frequency,
+                    end=end, )
 
             try:
                 data = json.loads(urllib.request.urlopen(url).read().decode())
@@ -359,12 +358,12 @@ class Bittrex(Exchange):
 
             try:
                 end_daily = cached_symbols[exchange_symbol]['end_daily']
-            except KeyError as e:
+            except KeyError:
                 end_daily = 'N/A'
 
             try:
                 end_minute = cached_symbols[exchange_symbol]['end_minute']
-            except KeyError as e:
+            except KeyError:
                 end_minute = 'N/A'
 
             symbol_map[exchange_symbol] = dict(
diff --git a/catalyst/exchange/bittrex/extensions-example.py b/catalyst/exchange/bittrex/extensions-example.py
index 33ffb4f5..4b087899 100644
--- a/catalyst/exchange/bittrex/extensions-example.py
+++ b/catalyst/exchange/bittrex/extensions-example.py
@@ -4,4 +4,4 @@ from catalyst.exchange.exchange_bundle import exchange_bundle
 symbols = (
     'neo_btc',
 )
-register('exchange_bitfinex', exchange_bundle('bitfinex', symbols))
\ No newline at end of file
+register('exchange_bitfinex', exchange_bundle('bitfinex', symbols))
diff --git a/catalyst/exchange/bundle_utils.py b/catalyst/exchange/bundle_utils.py
index 29509bfa..0d758c7d 100644
--- a/catalyst/exchange/bundle_utils.py
+++ b/catalyst/exchange/bundle_utils.py
@@ -6,11 +6,9 @@ from datetime import timedelta, datetime, date
 import numpy as np
 import pandas as pd
 import pytz
-from catalyst.assets._assets import TradingPair
 
 from catalyst.data.bundles.core import download_without_progress
-from catalyst.exchange.exchange_utils import get_exchange_bundles_folder, \
-    get_exchange_symbols
+from catalyst.exchange.exchange_utils import get_exchange_bundles_folder
 
 EXCHANGE_NAMES = ['bitfinex', 'bittrex', 'poloniex']
 API_URL = 'http://data.enigma.co/api/v1'
@@ -80,9 +78,8 @@ def get_bcolz_chunk(exchange_name, symbol, data_frequency, period):
     if not os.path.isdir(path):
         url = 'https://s3.amazonaws.com/enigmaco/catalyst-bundles/' \
               'exchange-{exchange}/{name}.tar.gz'.format(
-            exchange=exchange_name,
-            name=name
-        )
+                exchange=exchange_name,
+                name=name)
 
         bytes = download_without_progress(url)
         with tarfile.open('r', fileobj=bytes) as tar:
@@ -193,8 +190,10 @@ def get_period_label(dt, data_frequency):
     str
 
     """
-    return '{}-{:02d}'.format(dt.year, dt.month) if data_frequency == 'minute' \
-        else '{}'.format(dt.year)
+    if data_frequency == 'minute':
+        return '{}-{:02d}'.format(dt.year, dt.month)
+    else:
+        return '{}'.format(dt.year)
 
 
 def get_month_start_end(dt, first_day=None, last_day=None):
@@ -315,7 +314,7 @@ def range_in_bundle(asset, start_dt, end_dt, reader):
             if np.isnan(close):
                 has_data = False
 
-        except Exception as e:
+        except Exception:
             has_data = False
 
     return has_data
diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index 642d3612..3f2ac85a 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -5,7 +5,6 @@ from time import sleep
 
 import numpy as np
 import pandas as pd
-from catalyst.assets._assets import TradingPair
 from logbook import Logger
 
 from catalyst.constants import LOG_LEVEL
@@ -242,9 +241,7 @@ class Exchange:
                 asset = a
 
         if asset is None:
-            supported_symbols = sorted([
-                asset.symbol for asset in self.assets
-            ])
+            supported_symbols = sorted([a.symbol for a in self.assets])
 
             raise SymbolNotFoundOnExchange(
                 symbol=symbol,
@@ -551,7 +548,7 @@ class Exchange:
                 start_dt = get_start_dt(end_dt, adj_bar_count, data_frequency)
                 trailing_dt = \
                     series[asset].index[-1] + get_delta(1, data_frequency) \
-                        if asset in series else start_dt
+                    if asset in series else start_dt
 
                 # The get_history method supports multiple asset
                 # Use the original frequency to let each api optimize
@@ -693,7 +690,8 @@ class Exchange:
         display_price = style.get_limit_price(is_buy)
 
         log.debug(
-            'issuing {side} order of {amount} {symbol} for {type}: {price}'.format(
+            'issuing {side} order of {amount} {symbol} for {type}:'
+            ' {price}'.format(
                 side='buy' if is_buy else 'sell',
                 amount=amount,
                 symbol=asset.symbol,
diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index 147d87e4..adf76d5d 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -29,19 +29,22 @@ from catalyst.exchange.exchange_blotter import ExchangeBlotter
 from catalyst.exchange.exchange_errors import (
     ExchangeRequestError,
     ExchangePortfolioDataError,
-    OrderTypeNotSupported)
+    OrderTypeNotSupported, )
 from catalyst.exchange.exchange_execution import ExchangeLimitOrder
-from catalyst.exchange.exchange_utils import save_algo_object, get_algo_object, \
-    get_algo_folder, get_algo_df, \
-    save_algo_df, group_assets_by_exchange
+from catalyst.exchange.exchange_utils import (
+    save_algo_object,
+    get_algo_object,
+    get_algo_folder,
+    get_algo_df,
+    save_algo_df,
+    group_assets_by_exchange, )
 from catalyst.exchange.live_graph_clock import LiveGraphClock
 from catalyst.exchange.simple_clock import SimpleClock
 from catalyst.exchange.stats_utils import get_pretty_stats, stats_to_s3
 from catalyst.finance.execution import MarketOrder
 from catalyst.finance.performance.period import calc_period_stats
 from catalyst.gens.tradesimulation import AlgorithmSimulator
-from catalyst.utils.api_support import (
-    api_method)
+from catalyst.utils.api_support import api_method
 from catalyst.utils.input_validation import error_keywords, ensure_upper_case
 from catalyst.utils.math_utils import round_nearest
 from catalyst.utils.preprocess import preprocess
@@ -394,7 +397,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
 
         # This method is taken from TradingAlgorithm.
         # The clock has been replaced to use RealtimeClock
-        # TODO: should we apply a time skew? not sure to understand the utility.
+        # TODO: should we apply time skew? not sure to understand the utility.
 
         log.debug('creating clock')
         if self.live_graph:
@@ -616,7 +619,8 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
 
             # print_df = pd.DataFrame(list(self.frame_stats))
             log.info(
-                'statistics for the last {stats_minutes} minutes:\n{stats}'.format(
+                'statistics for the last {stats_minutes} minutes:\n'
+                '{stats}'.format(
                     stats_minutes=self.stats_minutes,
                     stats=get_pretty_stats(
                         stats=self.frame_stats,
diff --git a/catalyst/exchange/exchange_bundle.py b/catalyst/exchange/exchange_bundle.py
index 59e5ce90..46c0c9e7 100644
--- a/catalyst/exchange/exchange_bundle.py
+++ b/catalyst/exchange/exchange_bundle.py
@@ -1,6 +1,6 @@
 import os
 import shutil
-from datetime import datetime, timedelta
+from datetime import timedelta
 from functools import partial
 from itertools import chain
 from operator import is_not
@@ -233,11 +233,13 @@ class ExchangeBundle:
 
                 problem = '{name} ({start_dt} to {end_dt}) has empty ' \
                           'periods: {dates}'.format(
-                    name=asset.symbol,
-                    start_dt=asset.start_date.strftime(DATE_TIME_FORMAT),
-                    end_dt=end_dt.strftime(DATE_TIME_FORMAT),
-                    dates=[date.strftime(DATE_TIME_FORMAT) for date in dates]
-                )
+                            name=asset.symbol,
+                            start_dt=asset.start_date.strftime(
+                                DATE_TIME_FORMAT),
+                            end_dt=end_dt.strftime(DATE_TIME_FORMAT),
+                            dates=[date.strftime(
+                                DATE_TIME_FORMAT) for date in dates])
+
                 if empty_rows_behavior == 'warn':
                     log.warn(problem)
 
@@ -245,8 +247,7 @@ class ExchangeBundle:
                     raise EmptyValuesInBundleError(
                         name=asset.symbol,
                         end_minute=end_dt,
-                        dates=dates
-                    )
+                        dates=dates, )
 
                 else:
                     ohlcv_df.dropna(inplace=True)
@@ -286,13 +287,12 @@ class ExchangeBundle:
 
             problem = '{name} ({start_dt} to {end_dt}) has {threshold} ' \
                       'identical close values on: {dates}'.format(
-                name=asset.symbol,
-                start_dt=asset.start_date.strftime(DATE_TIME_FORMAT),
-                end_dt=end_dt.strftime(DATE_TIME_FORMAT),
-                threshold=threshold,
-                dates=[pd.to_datetime(date).strftime(DATE_TIME_FORMAT)
-                       for date in dates]
-            )
+                        name=asset.symbol,
+                        start_dt=asset.start_date.strftime(DATE_TIME_FORMAT),
+                        end_dt=end_dt.strftime(DATE_TIME_FORMAT),
+                        threshold=threshold,
+                        dates=[pd.to_datetime(date).strftime(DATE_TIME_FORMAT)
+                               for date in dates])
 
             problems.append(problem)
 
@@ -630,8 +630,8 @@ class ExchangeBundle:
                     show_progress,
                     label='Ingesting {frequency} price data on '
                           '{exchange}'.format(
-                        exchange=self.exchange_name,
-                        frequency=data_frequency,
+                            exchange=self.exchange_name,
+                            frequency=data_frequency,
                     )) as it:
                 for chunk in it:
                     problems += self.ingest_ctable(
diff --git a/catalyst/exchange/exchange_errors.py b/catalyst/exchange/exchange_errors.py
index 7bf66f6c..4f1acd9c 100644
--- a/catalyst/exchange/exchange_errors.py
+++ b/catalyst/exchange/exchange_errors.py
@@ -143,7 +143,8 @@ class OrphanOrderError(ZiplineError):
 
 class OrphanOrderReverseError(ZiplineError):
     msg = (
-        'Order {order_id} tracked by algorithm, but not found in exchange {exchange}.'
+        'Order {order_id} tracked by algorithm, but not found in exchange '
+        '{exchange}.'
     ).strip()
 
 
@@ -206,8 +207,9 @@ class EmptyValuesInBundleError(ZiplineError):
 
 class PricingDataBeforeTradingError(ZiplineError):
     msg = ('Pricing data for trading pairs {symbols} on exchange {exchange} '
-           'starts on {first_trading_day}, but you are either trying to trade or '
-           'retrieve pricing data on {dt}. Adjust your dates accordingly.').strip()
+           'starts on {first_trading_day}, but you are either trying to trade '
+           'or retrieve pricing data on {dt}. Adjust your dates accordingly.'
+           ).strip()
 
 
 class PricingDataNotLoadedError(ZiplineError):
@@ -238,9 +240,11 @@ class ApiCandlesError(ZiplineError):
 
 class NoDataAvailableOnExchange(ZiplineError):
     msg = (
-        'Requested data for trading pair {symbol} is not available on exchange {exchange} '
+        'Requested data for trading pair {symbol} is not available on '
+        'exchange {exchange} '
         'in `{data_frequency}` frequency at this time. '
-        'Check `http://enigma.co/catalyst/status` for market coverage.').strip()
+        'Check `http://enigma.co/catalyst/status` for market coverage.'
+        ).strip()
 
 
 class NoValueForField(ZiplineError):
diff --git a/catalyst/exchange/exchange_execution.py b/catalyst/exchange/exchange_execution.py
index fe029e3c..536b526a 100644
--- a/catalyst/exchange/exchange_execution.py
+++ b/catalyst/exchange/exchange_execution.py
@@ -1,4 +1,4 @@
-from catalyst.finance.execution import LimitOrder, StopOrder, StopLimitOrder, MarketOrder
+from catalyst.finance.execution import LimitOrder, StopOrder, StopLimitOrder
 
 
 class ExchangeLimitOrder(LimitOrder):
diff --git a/catalyst/exchange/exchange_portfolio.py b/catalyst/exchange/exchange_portfolio.py
index 1df8f9b2..71ed9a35 100644
--- a/catalyst/exchange/exchange_portfolio.py
+++ b/catalyst/exchange/exchange_portfolio.py
@@ -90,7 +90,8 @@ class ExchangePortfolio(Portfolio):
 
         if order_position is None:
             raise ValueError(
-                'Trying to execute order for a position not held: %s' % order.id
+                'Trying to execute order for a position not held:'
+                ' {}'.format(order.id)
             )
 
         self.capital_used += order.amount * transaction.price
diff --git a/catalyst/exchange/exchange_utils.py b/catalyst/exchange/exchange_utils.py
index af7f2fee..19938d3e 100644
--- a/catalyst/exchange/exchange_utils.py
+++ b/catalyst/exchange/exchange_utils.py
@@ -134,7 +134,7 @@ def get_exchange_symbols(exchange_name, is_local=False, environ=None):
 
     if not is_local and (not os.path.isfile(filename) or pd.Timedelta(
                 pd.Timestamp('now', tz='UTC') - last_modified_time(
-                filename)).days > 1):
+                    filename)).days > 1):
         download_exchange_symbols(exchange_name, environ)
 
     if os.path.isfile(filename):
@@ -143,7 +143,7 @@ def get_exchange_symbols(exchange_name, is_local=False, environ=None):
                 data = json.load(data_file, object_hook=symbols_parser)
                 return data
 
-            except ValueError as e:
+            except ValueError:
                 return dict()
     else:
         raise ExchangeSymbolsNotFound(
@@ -296,7 +296,7 @@ def get_algo_object(algo_name, key, environ=None, rel_path=None):
         try:
             with open(filename, 'rb') as handle:
                 return pickle.load(handle)
-        except Exception as e:
+        except Exception:
             return None
     else:
         return None
diff --git a/catalyst/exchange/poloniex/poloniex.py b/catalyst/exchange/poloniex/poloniex.py
index 1c2028ee..b29b0e92 100644
--- a/catalyst/exchange/poloniex/poloniex.py
+++ b/catalyst/exchange/poloniex/poloniex.py
@@ -1,5 +1,4 @@
 import json
-import json
 import time
 from collections import defaultdict
 
@@ -18,7 +17,9 @@ from catalyst.exchange.exchange_bundle import ExchangeBundle
 from catalyst.exchange.exchange_errors import (
     ExchangeRequestError,
     InvalidHistoryFrequencyError,
-    InvalidOrderStyle, OrphanOrderReverseError)
+    InvalidOrderStyle,
+    OrphanOrderError,
+    OrphanOrderReverseError)
 from catalyst.exchange.exchange_execution import ExchangeLimitOrder, \
     ExchangeStopLimitOrder
 from catalyst.exchange.exchange_utils import get_exchange_symbols_filename, \
@@ -87,7 +88,6 @@ class Poloniex(Exchange):
             # filled = -filled
 
         price = float(order_status['rate'])
-        order_type = order_status['type']
 
         stop_price = None
         limit_price = None
@@ -101,11 +101,11 @@ class Poloniex(Exchange):
         # executed_price = float(order_status['avg_execution_price'])
         executed_price = price
 
-        # TODO: bitfinex does not specify comission. I could calculate it but not sure if it's worth it.
+        # TODO: Set Poloniex comission
         commission = None
 
-        # date = pd.Timestamp.utcfromtimestamp(float(order_status['timestamp']))
-        # date = pytz.utc.localize(date)
+        # date=pd.Timestamp.utcfromtimestamp(float(order_status['timestamp']))
+        # date=pytz.utc.localize(date)
         date = None
 
         order = Order(
@@ -292,8 +292,8 @@ class Poloniex(Exchange):
         """
         exchange_symbol = self.get_symbol(asset)
 
-        if isinstance(style, ExchangeLimitOrder) or isinstance(style,
-                                                               ExchangeStopLimitOrder):
+        if(isinstance(style, ExchangeLimitOrder)
+           or isinstance(style, ExchangeStopLimitOrder)):
             if isinstance(style, ExchangeStopLimitOrder):
                 log.warn('{} will ignore the stop price'.format(self.name))
 
@@ -350,8 +350,8 @@ class Poloniex(Exchange):
         return self.portfolio.open_orders
 
         """
-            TODO: Why going to the exchange if we already have this info locally?
-                  And why creating all these Orders if we later discard them?
+        TODO: Why going to the exchange if we already have this info locally?
+              And why creating all these Orders if we later discard them?
         """
 
         try:
@@ -365,7 +365,7 @@ class Poloniex(Exchange):
         if 'error' in response:
             raise ExchangeRequestError(
                 error='Unable to retrieve open orders: {}'.format(
-                    order_statuses['message'])
+                    response['message'])
             )
 
         print(self.portfolio.open_orders)
@@ -373,8 +373,8 @@ class Poloniex(Exchange):
         # TODO: Need to handle openOrders for 'all'
         orders = list()
         for order_status in response:
-            order, executed_price = self._create_order(
-                order_status)  # will Throw error b/c Polo doesn't track order['symbol']
+            # will Throw error b/c Polo doesn't track order['symbol']
+            order, executed_price = self._create_order(order_status)
             if asset is None or asset == order.sid:
                 orders.append(order)
 
@@ -437,7 +437,8 @@ class Poloniex(Exchange):
 
         if 'error' in response:
             log.info(
-                'Unable to cancel order {order_id} on exchange {exchange} {error}.'.format(
+                'Unable to cancel order {order_id} on exchange {exchange} '
+                '{error}.'.format(
                     order_id=order.id,
                     exchange=self.name,
                     error=response['error']
@@ -512,17 +513,17 @@ class Poloniex(Exchange):
             else:
                 try:
                     start_date = cached_symbols[exchange_symbol]['start_date']
-                except KeyError as e:
+                except KeyError:
                     start_date = time.strftime('%Y-%m-%d')
 
             try:
                 end_daily = cached_symbols[exchange_symbol]['end_daily']
-            except KeyError as e:
+            except KeyError:
                 end_daily = 'N/A'
 
             try:
                 end_minute = cached_symbols[exchange_symbol]['end_minute']
-            except KeyError as e:
+            except KeyError:
                 end_minute = 'N/A'
 
             symbol_map[exchange_symbol] = dict(
@@ -593,19 +594,21 @@ class Poloniex(Exchange):
                 else:
                     for tx in response:
                         """
-                            We maintain a list of dictionaries of transactions that correspond to
-                            partially filled orders, indexed by order_id. Every time we query 
-                            executed transactions from the exchange, we check if we had that 
-                            transaction for that order already. If not, we process it.
+                        We maintain a list of dictionaries of transactions that
+                        correspond to partially filled orders, indexed by
+                        order_id. Every time we query executed transactions
+                        from the exchange, we check if we had that transaction
+                        for that order already. If not, we process it.
 
-                            When an order if fully filled, we flush the dict of transactions  
-                            associated with that order.
+                        When an order if fully filled, we flush the dict of
+                        transactions associated with that order.
                         """
                         if (not filter(
                                 lambda item: item['order_id'] == tx['tradeID'],
                                 self.transactions[order_id])):
                             log.debug(
-                                'Got new transaction for order {}: amount {}, price {}'.format(
+                                'Got new transaction for order {}: amount {}, '
+                                'price {}'.format(
                                     order_id, tx['amount'], tx['rate']))
                             tx['amount'] = float(tx['amount'])
                             if (tx['type'] == 'sell'):
@@ -616,7 +619,7 @@ class Poloniex(Exchange):
                                 dt=pd.to_datetime(tx['date'], utc=True),
                                 price=float(tx['rate']),
                                 order_id=tx['tradeID'],
-                                # it's a misnomer, but keeping it for compatibility
+                                # it's a misnomer, but keep for compatibility
                                 commission=float(tx['fee'])
                             )
                             self.transactions[order_id].append(transaction)
@@ -626,7 +629,8 @@ class Poloniex(Exchange):
                     if (not order_open):
                         """
                             Since transactions have been executed individually
-                            the only thing left to do is remove them from list of open_orders
+                            the only thing left to do is remove them from list
+                            of open_orders
                         """
                         del self.portfolio.open_orders[order_id]
                         del self.transactions[order_id]
diff --git a/catalyst/exchange/poloniex/poloniex_api.py b/catalyst/exchange/poloniex/poloniex_api.py
index ce0831bc..6f339192 100644
--- a/catalyst/exchange/poloniex/poloniex_api.py
+++ b/catalyst/exchange/poloniex/poloniex_api.py
@@ -108,7 +108,7 @@ class Poloniex_api(object):
             headers=headers,
         )
         resource = urlopen(req, context=ssl._create_unverified_context())
-        content =  resource.read().decode('utf-8')
+        content = resource.read().decode('utf-8')
         return json.loads(content)
 
     def returnticker(self):
@@ -161,10 +161,6 @@ class Poloniex_api(object):
     def returnopenorders(self, market):
         return self.query('returnOpenOrders', {'currencyPair': market})
 
-    def returntradehistory(self, market):
-        # TODO: optional start and/or end and limit
-        return self.query('returnTradeHistory', {'currencyPair': market})
-
     def returnordertrades(self, ordernumber):
         return self.query('returnOrderTrades', {'orderNumber': ordernumber})
 
@@ -177,7 +173,7 @@ class Poloniex_api(object):
         elif (immediateorcancel):
             return self.query('buy', {'currencyPair': market, 'rate': rate,
                                       'amount': amount,
-                                      'immediateOrCancel': immediateorcancel, })
+                                      'immediateOrCancel': immediateorcancel})
         elif (postonly):
             return self.query('buy', {'currencyPair': market, 'rate': rate,
                                       'amount': amount,
@@ -195,7 +191,7 @@ class Poloniex_api(object):
         elif (immediateorcancel):
             return self.query('sell', {'currencyPair': market, 'rate': rate,
                                        'amount': amount,
-                                       'immediateOrCancel': immediateorcancel, })
+                                       'immediateOrCancel': immediateorcancel})
         elif (postonly):
             return self.query('sell', {'currencyPair': market, 'rate': rate,
                                        'amount': amount,
diff --git a/catalyst/exchange/simple_clock.py b/catalyst/exchange/simple_clock.py
index f79a5ab7..cede9429 100644
--- a/catalyst/exchange/simple_clock.py
+++ b/catalyst/exchange/simple_clock.py
@@ -31,7 +31,8 @@ class SimpleClock(object):
     This class is a drop-in replacement for
     :class:`zipline.gens.sim_engine.MinuteSimulationClock`.
 
-    This is a stripped down version because crypto exchanges run around the clock.
+    This is a stripped down version because crypto exchanges run
+    around the clock.
 
     The :param:`time_skew` parameter represents the time difference between
     the Broker and the live trading machine's clock.
diff --git a/catalyst/finance/execution.py b/catalyst/finance/execution.py
index 8fec0af6..f4fe95fe 100644
--- a/catalyst/finance/execution.py
+++ b/catalyst/finance/execution.py
@@ -15,13 +15,8 @@
 
 import abc
 
-from sys import float_info
-
-from six import with_metaclass
-
-import catalyst.utils.math_utils as zp_math
-
 from numpy import isfinite
+from six import with_metaclass
 
 from catalyst.errors import BadOrderParameters
 
diff --git a/catalyst/finance/risk/period.py b/catalyst/finance/risk/period.py
index 283bd3c5..987b8d72 100644
--- a/catalyst/finance/risk/period.py
+++ b/catalyst/finance/risk/period.py
@@ -154,8 +154,8 @@ class RiskMetricsPeriod(object):
             self.algorithm_returns.values,
             self.benchmark_returns.values,
         )
-        self.excess_return = self.algorithm_period_returns - \
-                             self.treasury_period_return
+        self.excess_return = self.algorithm_period_returns \
+            - self.treasury_period_return
         self.max_drawdown = max_drawdown(self.algorithm_returns.values)
         self.max_leverage = self.calculate_max_leverage()
 
diff --git a/catalyst/finance/risk/risk.py b/catalyst/finance/risk/risk.py
index e447617e..07c29030 100644
--- a/catalyst/finance/risk/risk.py
+++ b/catalyst/finance/risk/risk.py
@@ -160,7 +160,8 @@ def choose_treasury(select_treasury, treasury_curves, start_session,
                 )
                 break
 
-        if search_day and trading_calendar.name != 'OPEN':          # Supress warning for 'OPEN' calendar
+        # Supress warning for 'OPEN' calendar
+        if search_day and trading_calendar.name != 'OPEN':
             if (search_dist is None or search_dist > 1) and \
                     search_days[0] <= end_session <= search_days[-1]:
                 message = "No rate within 1 trading day of end date = \
diff --git a/catalyst/finance/slippage.py b/catalyst/finance/slippage.py
index 36de4ec7..98784f50 100644
--- a/catalyst/finance/slippage.py
+++ b/catalyst/finance/slippage.py
@@ -41,7 +41,6 @@ DEFAULT_EQUITY_VOLUME_SLIPPAGE_BAR_LIMIT = 0.025
 DEFAULT_FUTURE_VOLUME_SLIPPAGE_BAR_LIMIT = 0.05
 
 
-
 class LiquidityExceeded(Exception):
     pass
 
diff --git a/catalyst/pipeline/factors/equity/__init__.py b/catalyst/pipeline/factors/equity/__init__.py
index 663d025f..e8d29cf0 100644
--- a/catalyst/pipeline/factors/equity/__init__.py
+++ b/catalyst/pipeline/factors/equity/__init__.py
@@ -1,9 +1,6 @@
 from .statistical import (
-    RollingPearson,
-    RollingLinearRegression,
     RollingLinearRegressionOfReturns,
     RollingPearsonOfReturns,
-    RollingSpearman,
     RollingSpearmanOfReturns,
 )
 from .technical import (
diff --git a/catalyst/pipeline/loaders/equity_pricing_loader.py b/catalyst/pipeline/loaders/equity_pricing_loader.py
index c7dbfd41..648bd5f5 100644
--- a/catalyst/pipeline/loaders/equity_pricing_loader.py
+++ b/catalyst/pipeline/loaders/equity_pricing_loader.py
@@ -38,9 +38,11 @@ class USEquityPricingLoader(PipelineLoader):
 
     def __init__(self, bundle, data_frequency, dataset):
 
-        if data_frequency == 'daily':
-            reader = bundle.daily_bar_reader
-        elif daily_bar_reader == 'minute':
+        # TODO: This is currently broken, No Pipeline support for Catalyst
+        # if data_frequency == 'daily':
+        #    reader = bundle.daily_bar_reader
+        # elif daily_bar_reader == 'minute':
+        if data_frequency == 'minute':
             reader = bundle.minute_bar_reader
         else:
             raise ValueError(
@@ -51,7 +53,9 @@ class USEquityPricingLoader(PipelineLoader):
 
         if data_frequency == 'daily':
             all_sessions = cal.all_sessions
-        elif daily_bar_reader == 'minute':
+        # TODO: this cannot be right, but no pipeline support at the moment
+        # elif daily_bar_reader == 'minute':
+        elif data_frequency == 'minute':
             reader = bundle.minute_bar_reader
             all_sessions = cal.all_minutes
 
diff --git a/catalyst/pipeline/loaders/events.py b/catalyst/pipeline/loaders/events.py
index ece7b25e..512c772d 100644
--- a/catalyst/pipeline/loaders/events.py
+++ b/catalyst/pipeline/loaders/events.py
@@ -231,7 +231,7 @@ class EventsLoader(PipelineLoader):
             self.load_next_events(n, dates, sids, mask),
             self.load_previous_events(p, dates, sids, mask),
         )
-    
+
     @property
     def columns(self):
         return self._columns
diff --git a/catalyst/pipeline/loaders/frame.py b/catalyst/pipeline/loaders/frame.py
index 827c12be..c663176e 100644
--- a/catalyst/pipeline/loaders/frame.py
+++ b/catalyst/pipeline/loaders/frame.py
@@ -180,4 +180,3 @@ class DataFrameLoader(PipelineLoader):
     @property
     def columns(self):
         return self._columns
-
diff --git a/catalyst/pipeline/loaders/synthetic.py b/catalyst/pipeline/loaders/synthetic.py
index 1f88396a..fef8be24 100644
--- a/catalyst/pipeline/loaders/synthetic.py
+++ b/catalyst/pipeline/loaders/synthetic.py
@@ -163,7 +163,7 @@ class SeededRandomLoader(PrecomputedLoader):
             bool_dtype: self._bool_values,
             object_dtype: self._object_values,
         }[dtype](shape)
-    
+
     @property
     def columns(self):
         return self._columns
diff --git a/catalyst/support/issue_44.py b/catalyst/support/issue_44.py
deleted file mode 100644
index b6d1277a..00000000
--- a/catalyst/support/issue_44.py
+++ /dev/null
@@ -1,109 +0,0 @@
-import pandas as pd
-from catalyst import run_algorithm
-from catalyst.exchange.exchange_utils import get_exchange_symbols
-
-from catalyst.api import (
-    symbols,
-)
-
-
-def initialize(context):
-    context.i = -1
-    context.base_currency = 'btc'
-
-
-def handle_data(context, data):
-    lookback = 60 * 24 * 7  # (minutes, hours, days)
-    context.i += 1
-    if context.i < lookback:
-        return
-
-    today = context.blotter.current_dt.strftime('%Y-%m-%d %H:%M:%S')
-
-    try:
-        # update universe everyday
-        new_day = 60 * 24
-        if not context.i % new_day:
-            context.universe = universe(context, today)
-
-        # get data every 30 minutes
-        minutes = 30
-        if not context.i % minutes and context.universe:
-            for coin in context.coins:
-                pair = str(coin.symbol)
-
-                # ohlcv data
-                open = data.history(coin, 'open', lookback,
-                                    '1m').ffill().bfill().resample(
-                    '30T').first()
-                high = data.history(coin, 'high', lookback,
-                                    '1m').ffill().bfill().resample('30T').max()
-                low = data.history(coin, 'low', lookback,
-                                   '1m').ffill().bfill().resample('30T').min()
-                close = data.history(coin, 'price', lookback,
-                                     '1m').ffill().bfill().resample(
-                    '30T').last()
-                volume = data.history(coin, 'volume', lookback,
-                                      '1m').ffill().bfill().resample(
-                    '30T').sum()
-
-                print(today, pair, close[-1])
-
-    except Exception as e:
-        print(e)
-
-
-def analyze(context=None, results=None):
-    pass
-
-
-def universe(context, today):
-    json_symbols = get_exchange_symbols('poloniex')
-    poloniex_universe_df = pd.DataFrame.from_dict(
-        json_symbols).transpose().astype(str)
-    poloniex_universe_df['base_currency'] = poloniex_universe_df.apply(
-        lambda row: row.symbol.split('_')[1],
-        axis=1)
-    poloniex_universe_df['market_currency'] = poloniex_universe_df.apply(
-        lambda row: row.symbol.split('_')[0],
-        axis=1)
-    poloniex_universe_df = poloniex_universe_df[
-        poloniex_universe_df['base_currency'] == context.base_currency]
-    poloniex_universe_df = poloniex_universe_df[
-        poloniex_universe_df.symbol != 'gas_btc']
-
-    # Markets currently not working on Catalyst 0.3.1
-    # 2017-01-01
-    # poloniex_universe_df = poloniex_universe_df[poloniex_universe_df.symbol != 'bcn_btc']
-    # poloniex_universe_df = poloniex_universe_df[poloniex_universe_df.symbol != 'burst_btc']
-    # poloniex_universe_df = poloniex_universe_df[poloniex_universe_df.symbol != 'dgb_btc']
-    # poloniex_universe_df = poloniex_universe_df[poloniex_universe_df.symbol != 'doge_btc']
-    # poloniex_universe_df = poloniex_universe_df[poloniex_universe_df.symbol != 'emc2_btc']
-    # poloniex_universe_df = poloniex_universe_df[poloniex_universe_df.symbol != 'pink_btc']
-    # poloniex_universe_df = poloniex_universe_df[poloniex_universe_df.symbol != 'sc_btc']
-    print(poloniex_universe_df.head())
-
-    date = str(today).split(' ')[0]
-
-    poloniex_universe_df = poloniex_universe_df[
-        poloniex_universe_df.start_date < date]
-    context.coins = symbols(*poloniex_universe_df.symbol)
-    print(len(poloniex_universe_df))
-    return poloniex_universe_df.symbol.tolist()
-
-
-if __name__ == '__main__':
-    start_date = pd.to_datetime('2017-01-01', utc=True)
-    end_date = pd.to_datetime('2017-10-15', utc=True)
-
-    performance = run_algorithm(start=start_date, end=end_date,
-                                capital_base=10000.0,
-                                initialize=initialize,
-                                handle_data=handle_data,
-                                analyze=analyze,
-                                exchange_name='poloniex',
-                                data_frequency='minute',
-                                base_currency='btc',
-                                live=False,
-                                live_graph=False,
-                                algo_namespace='test')
diff --git a/catalyst/support/issue_47.py b/catalyst/support/issue_47.py
deleted file mode 100644
index 3ebc0bc7..00000000
--- a/catalyst/support/issue_47.py
+++ /dev/null
@@ -1,139 +0,0 @@
-"""
-Requires Catalyst version 0.3.0 or above
-Tested on Catalyst version 0.3.3
-
-These example aims to provide and easy way for users to learn how to collect data from the different exchanges.
-You simply need to specify the exchange and the market that you want to focus on.
-You will all see how to create a universe and filter it base on the exchange and the market you desire.
-
-The example prints out the closing price of all the pairs for a given market-exchange every 30 minutes.
-The example also contains the ohlcv minute data for the past seven days which could be used to create indicators
-Use this as the backbone to create your own trading strategies.
-
-Variables lookback date and date are used to ensure data for a coin existed on the lookback period specified.
-"""
-
-import numpy as np
-import pandas as pd
-from datetime import timedelta
-from catalyst import run_algorithm
-from catalyst.exchange.exchange_utils import get_exchange_symbols
-
-from catalyst.api import (
-    symbols,
-)
-
-
-def initialize(context):
-    context.i = -1  # counts the minutes
-    context.exchange = 'poloniex'  # must match the exchange specified in run_algorithm
-    context.base_currency = 'btc'  # must match the base currency specified in run_algorithm
-
-
-def handle_data(context, data):
-    lookback = 60 * 24 * 7  # (minutes, hours, days) of how far to lookback in the data history
-    context.i += 1
-
-    # current date formatted into a string
-    today = context.blotter.current_dt
-    date, time = today.strftime('%Y-%m-%d %H:%M:%S').split(' ')
-    lookback_date = today - timedelta(days=(
-    lookback / (60 * 24)))  # subtract the amount of days specified in lookback
-    lookback_date = lookback_date.strftime('%Y-%m-%d %H:%M:%S').split(' ')[
-        0]  # get only the date as a string
-
-    # update universe everyday
-    new_day = 60 * 24
-    if not context.i % new_day:
-        context.universe = universe(context, lookback_date, date)
-
-    # get data every 30 minutes
-    minutes = 30
-    if not context.i % minutes and context.universe:
-        # we iterate for every pair in the current universe
-        for coin in context.coins:
-            pair = str(coin.symbol)
-
-            # 30 minute interval ohlcv data (the standard data required for candlestick or indicators/signals)
-            # 30T means 30 minutes re-sampling of one minute data. change to your desire time interval.
-            opened = fill(data.history(coin, 'open', bar_count=lookback,
-                                       frequency='30T')).values
-            high = fill(data.history(coin, 'high', bar_count=lookback,
-                                     frequency='30T')).values
-            low = fill(data.history(coin, 'low', bar_count=lookback,
-                                    frequency='30T')).values
-            close = fill(data.history(coin, 'price', bar_count=lookback,
-                                      frequency='30T')).values
-            volume = fill(data.history(coin, 'volume', bar_count=lookback,
-                                       frequency='30T')).values
-
-            # close[-1] is the equivalent to current price
-            # displays the minute price for each pair every 30 minutes
-            print(
-            today, pair, opened[-1], high[-1], low[-1], close[-1], volume[-1])
-
-            # ----------------------------------------------------------------------------------------------------------
-            # -------------------------------------- Insert Your Strategy Here -----------------------------------------
-            # ----------------------------------------------------------------------------------------------------------
-
-
-def analyze(context=None, results=None):
-    pass
-
-
-# Get the universe for a given exchange and a given base_currency market
-# Example: Poloniex btc Market
-def universe(context, lookback_date, current_date):
-    json_symbols = get_exchange_symbols(
-        context.exchange)  # get all the pairs for the exchange
-    universe_df = pd.DataFrame.from_dict(json_symbols).transpose().astype(
-        str)  # convert into a dataframe
-    universe_df['base_currency'] = universe_df.apply(
-        lambda row: row.symbol.split('_')[1],
-        axis=1)
-    universe_df['market_currency'] = universe_df.apply(
-        lambda row: row.symbol.split('_')[0],
-        axis=1)
-    # Filter all the exchange pairs to only the ones for a give base currency
-    universe_df = universe_df[
-        universe_df['base_currency'] == context.base_currency]
-
-    # Filter all the pairs to ensure that pair existed in the current date range
-    universe_df = universe_df[universe_df.start_date < lookback_date]
-    universe_df = universe_df[universe_df.end_daily >= current_date]
-    context.coins = symbols(
-        *universe_df.symbol)  # convert all the pairs to symbols
-    return universe_df.symbol.tolist()
-
-
-# Replace all NA, NAN or infinite values with its nearest value
-def fill(series):
-    if isinstance(series, pd.Series):
-        return series.replace([np.inf, -np.inf], np.nan).ffill().bfill()
-    elif isinstance(series, np.ndarray):
-        return pd.Series(series).replace([np.inf, -np.inf],
-                                         np.nan).ffill().bfill().values
-    else:
-        return series
-
-
-if __name__ == '__main__':
-    start_date = pd.to_datetime('2017-01-08', utc=True)
-    end_date = pd.to_datetime('2017-11-13', utc=True)
-
-    performance = run_algorithm(start=start_date, end=end_date,
-                                capital_base=10000.0,
-                                initialize=initialize,
-                                handle_data=handle_data,
-                                analyze=analyze,
-                                exchange_name='poloniex',
-                                data_frequency='minute',
-                                base_currency='btc',
-                                live=False,
-                                live_graph=False,
-                                algo_namespace='simple_universe')
-
-"""
-Run in Terminal (inside catalyst environment):
-python simple_universe.py
-"""
diff --git a/catalyst/support/issue_55.py b/catalyst/support/issue_55.py
index 195f5019..733a1585 100644
--- a/catalyst/support/issue_55.py
+++ b/catalyst/support/issue_55.py
@@ -1,4 +1,3 @@
-import talib
 import pandas as pd
 
 from catalyst import run_algorithm
diff --git a/catalyst/support/issue_57.py b/catalyst/support/issue_57.py
deleted file mode 100644
index f7bfcd18..00000000
--- a/catalyst/support/issue_57.py
+++ /dev/null
@@ -1,46 +0,0 @@
-import talib
-import pandas as pd
-
-from catalyst import run_algorithm
-from catalyst.api import symbol
-
-
-def initialize(context):
-    print('initializing')
-    context.asset = symbol('btc_usdt')
-
-
-def handle_data(context, data):
-    print('handling bar: {}'.format(data.current_dt))
-
-    price = data.current(context.asset, 'close')
-    print('got price {price}'.format(price=price))
-
-    try:
-        prices = data.history(
-            context.asset,
-            fields='close',
-            bar_count=60,
-            frequency='1D'
-        )
-        print('got {} price entries\n'.format(len(prices), prices))
-    except Exception as e:
-        print(e)
-
-
-run_algorithm(
-    capital_base=1,
-    start=pd.to_datetime('2016-2-11', utc=True),
-    end=pd.to_datetime('2017-8-31', utc=True),
-    data_frequency='daily',
-    initialize=initialize,
-    handle_data=handle_data,
-    analyze=None,
-    exchange_name='bittrex',
-    algo_namespace='issue_57',
-    base_currency='btc'
-<<<<<<< HEAD
-)
-=======
-)
->>>>>>> develop
diff --git a/catalyst/support/issue_74.py b/catalyst/support/issue_74.py
deleted file mode 100644
index ad6d6fee..00000000
--- a/catalyst/support/issue_74.py
+++ /dev/null
@@ -1,127 +0,0 @@
-from __future__ import division
-import os
-import pytz
-import numpy as np
-import pandas as pd
-from scipy.optimize import minimize
-import matplotlib.pyplot as plt
-from datetime import datetime
-
-from catalyst.api import record, symbol, symbols, order_target_percent
-from catalyst.utils.run_algo import run_algorithm
-
-np.set_printoptions(threshold='nan', suppress=True)
-
-
-def initialize(context):
-    # Portfolio assets list
-    context.assets = symbols('btc_usdt', 'eth_usdt', 'ltc_usdt', 'dash_usdt',
-                             'xmr_usdt')
-    context.nassets = len(context.assets)
-    # Set the time window that will be used to compute expected return
-    # and asset correlations
-    context.window = 180
-    # Set the number of days between each portfolio rebalancing
-    context.rebalance_period = 30
-    context.i = 0
-
-
-def handle_data(context, data):
-    # Only rebalance at the beggining of the algorithm execution and
-    # every multiple of the rebalance period
-    if context.i == 0 or context.i % context.rebalance_period == 0:
-        n = context.window
-        prices = data.history(context.assets, fields='price',
-                           bar_count=n + 1, frequency='daily')
-        pr = np.asmatrix(prices)
-        t_prices = prices.iloc[1:n + 1]
-        t_val = t_prices.values
-        tminus_prices = prices.iloc[0:n]
-        tminus_val = tminus_prices.values
-        # Compute daily returns (r)
-        r = np.asmatrix(t_val / tminus_val - 1)
-        # Compute the expected returns of each asset with the average
-        # daily return for the selected time window
-        m = np.asmatrix(np.mean(r, axis=0))
-        # ###
-        stds = np.std(r, axis=0)
-        # Compute excess returns matrix (xr)
-        xr = r - m
-        # Matrix algebra to get variance-covariance matrix
-        cov_m = np.dot(np.transpose(xr), xr) / n
-        # Compute asset correlation matrix (informative only)
-        corr_m = cov_m / np.dot(np.transpose(stds), stds)
-
-        # Define portfolio optimization parameters
-        n_portfolios = 50000
-        results_array = np.zeros((3 + context.nassets, n_portfolios))
-        for p in xrange(n_portfolios):
-            weights = np.random.random(context.nassets)
-            weights /= np.sum(weights)
-            w = np.asmatrix(weights)
-            p_r = np.sum(np.dot(w, np.transpose(m))) * 365
-            p_std = np.sqrt(
-                np.dot(np.dot(w, cov_m), np.transpose(w))) * np.sqrt(365)
-
-            # store results in results array
-            results_array[0, p] = p_r
-            results_array[1, p] = p_std
-            # store Sharpe Ratio (return / volatility) - risk free rate element
-            # excluded for simplicity
-            results_array[2, p] = results_array[0, p] / results_array[1, p]
-            i = 0
-            for iw in weights:
-                results_array[3 + i, p] = weights[i]
-                i += 1
-
-        # convert results array to Pandas DataFrame
-        results_frame = pd.DataFrame(np.transpose(results_array),
-                                     columns=['r', 'stdev',
-                                              'sharpe'] + context.assets)
-        # locate position of portfolio with highest Sharpe Ratio
-        max_sharpe_port = results_frame.iloc[results_frame['sharpe'].idxmax()]
-        # locate positon of portfolio with minimum standard deviation
-        min_vol_port = results_frame.iloc[results_frame['stdev'].idxmin()]
-
-        # order optimal weights for each asset
-        for asset in context.assets:
-            if data.can_trade(asset):
-                order_target_percent(asset, max_sharpe_port[asset])
-
-        # create scatter plot coloured by Sharpe Ratio
-        plt.scatter(results_frame.stdev, results_frame.r,
-                    c=results_frame.sharpe, cmap='RdYlGn')
-        plt.xlabel('Volatility')
-        plt.ylabel('Returns')
-        plt.colorbar()
-        # plot red star to highlight position of portfolio with highest Sharpe Ratio
-        plt.scatter(max_sharpe_port[1], max_sharpe_port[0], marker='o',
-                    color='b', s=200)
-        # plot green star to highlight position of minimum variance portfolio
-        plt.show()
-        print(max_sharpe_port)
-        record(pr=pr, r=r, m=m, stds=stds, max_sharpe_port=max_sharpe_port,
-               corr_m=corr_m)
-    context.i += 1
-
-
-def analyze(context=None, results=None):
-    # Form DataFrame with selected data
-    data = results[['pr', 'r', 'm', 'stds', 'max_sharpe_port', 'corr_m',
-                    'portfolio_value']]
-
-    # Save results in CSV file
-    filename = os.path.splitext(os.path.basename(__file__))[0]
-    data.to_csv(filename + '.csv')
-
-
-# Bitcoin data is available from 2015-3-2. Dates vary for other tokens.
-start = datetime(2017, 1, 1, 0, 0, 0, 0, pytz.utc)
-end = datetime(2017, 8, 16, 0, 0, 0, 0, pytz.utc)
-results = run_algorithm(initialize=initialize,
-                        handle_data=handle_data,
-                        analyze=analyze,
-                        start=start,
-                        end=end,
-                        exchange_name='poloniex',
-                        capital_base=100000, )
diff --git a/catalyst/support/rodrigo_1.py b/catalyst/support/rodrigo_1.py
deleted file mode 100644
index ec32c617..00000000
--- a/catalyst/support/rodrigo_1.py
+++ /dev/null
@@ -1,153 +0,0 @@
-import pandas as pd
-from logbook import Logger, DEBUG
-
-from catalyst import run_algorithm
-from catalyst.api import (schedule_function, order_target_percent, symbol,
-                          date_rules, get_open_orders, cancel_order, record,
-                          set_commission, set_slippage)
-
-log = Logger('rodrigo_1', level=DEBUG)
-"""
-The initialize function sets any data or variables that 
-you'll use in your algorithm. 
-It's only called once at the beginning of your algorithm.
-"""
-
-
-def initialize(context):
-    # Select asset of interest
-    context.asset = symbol('BTC_USD')
-
-    # set_commission(TradingPairFeeSchedule(maker_fee=0.5, taker_fee=0.5))
-    # set_slippage(TradingPairFixedSlippage(spread=0.5))
-    # Set up a rebalance method to run every day
-    schedule_function(rebalance, date_rule=date_rules.every_day())
-
-
-"""
-Rebalance function scheduled to run once per day.
-"""
-
-
-def rebalance(context, data):
-    # To make market decisions, we're calculating the token's
-    # moving average for the last 5 days.
-
-    # We get the price history for the last 5 days.
-    price_history = data.history(context.asset, fields='price', bar_count=5,
-                                 frequency='1d')
-
-    # Then we take an average of those 5 days.
-    average_price = price_history.mean()
-
-    # We also get the coin's current price.
-    price = data.current(context.asset, 'price')
-
-    # Cancel any outstanding orders
-    orders = get_open_orders(context.asset) or []
-    for order in orders:
-        cancel_order(order)
-
-    # If our coin is currently listed on a major exchange
-    if data.can_trade(context.asset):
-        # If the current price is 1% above the 5-day average price,
-        # we open a long position. If the current price is below the
-        # average price, then we want to close our position to 0 shares.
-        if price > (1.01 * average_price):
-            # Place the buy order (positive means buy, negative means sell)
-            order_target_percent(context.asset, .99)
-            log.info("Buying %s" % (context.asset.symbol))
-        elif price < average_price:
-            # Sell all of our shares by setting the target position to zero
-            order_target_percent(context.asset, 0)
-            log.info("Selling %s" % (context.asset.symbol))
-
-    # Use the record() method to track up to five custom signals.
-    # Record Apple's current price and the average price over the last
-    # five days.
-    cash = context.portfolio.cash
-    leverage = context.account.leverage
-
-    record(price=price, average_price=average_price, cash=cash,
-           leverage=leverage)
-
-
-def analyze(context=None, results=None):
-    import matplotlib.pyplot as plt
-
-    # Plot the portfolio and asset data.
-    ax1 = plt.subplot(511)
-    results[['portfolio_value']].plot(ax=ax1)
-    ax1.set_ylabel('Portfolio Value (USD)')
-
-    ax2 = plt.subplot(512, sharex=ax1)
-    ax2.set_ylabel('{asset} (USD)'.format(asset=context.asset))
-    (results[[
-        'price',
-    ]]).plot(ax=ax2)
-
-    trans = results.ix[[t != [] for t in results.transactions]]
-    buys = trans.ix[
-        [t[0]['amount'] > 0 for t in trans.transactions]
-    ]
-    sells = trans.ix[
-        [t[0]['amount'] < 0 for t in trans.transactions]
-    ]
-
-    ax2.plot(
-        buys.index,
-        results.price[buys.index],
-        '^',
-        markersize=10,
-        color='g',
-    )
-    ax2.plot(
-        sells.index,
-        results.price[sells.index],
-        'v',
-        markersize=10,
-        color='r',
-    )
-
-    ax3 = plt.subplot(513, sharex=ax1)
-    results[['leverage']].plot(ax=ax3)
-    ax3.set_ylabel('Leverage ')
-
-    ax4 = plt.subplot(514, sharex=ax1)
-    results[['cash']].plot(ax=ax4)
-    ax4.set_ylabel('Cash (USD)')
-
-    results[[
-        'algorithm',
-        'benchmark',
-    ]] = results[[
-        'algorithm_period_return',
-        'benchmark_period_return',
-    ]]
-
-    ax5 = plt.subplot(515, sharex=ax1)
-    results[[
-        'algorithm',
-        'benchmark',
-    ]].plot(ax=ax5)
-    ax5.set_ylabel('Percent Change')
-
-    plt.legend(loc=3)
-
-    # Show the plot.
-    plt.gcf().set_size_inches(18, 8)
-    plt.show()
-
-
-run_algorithm(
-    capital_base=100000,
-    start=pd.to_datetime('2017-1-1', utc=True),
-    end=pd.to_datetime('2017-10-22', utc=True),
-    data_frequency='minute',
-    initialize=initialize,
-    handle_data=None,
-    analyze=analyze,
-    exchange_name='bitfinex',
-    algo_namespace='rodrigo_1',
-    base_currency='usd'
-)
diff --git a/catalyst/utils/calendars/exchange_calendar_open.py b/catalyst/utils/calendars/exchange_calendar_open.py
index 54be460f..f7be8e22 100644
--- a/catalyst/utils/calendars/exchange_calendar_open.py
+++ b/catalyst/utils/calendars/exchange_calendar_open.py
@@ -31,4 +31,5 @@ class OpenExchangeCalendar(TradingCalendar):
         return DateOffset(days=1)
 
     def __init__(self, *args, **kwargs):
-        super(OpenExchangeCalendar, self).__init__(start=Timestamp('2015-3-1', tz='UTC'), **kwargs)
+        super(OpenExchangeCalendar, self).__init__(
+            start=Timestamp('2015-3-1', tz='UTC'), **kwargs)
diff --git a/catalyst/utils/cli.py b/catalyst/utils/cli.py
index 51e519e0..59a7300a 100644
--- a/catalyst/utils/cli.py
+++ b/catalyst/utils/cli.py
@@ -9,6 +9,7 @@ DEFAULT_BAR_TEMPLATE = '    [%(bar)s]  %(label)s:  %(info)s'
 DEFAULT_EMPTY_CHAR = ' '
 DEFAULT_FILL_CHAR = '='
 
+
 def item_show_count(total=None):
     def maybe_show_total(index):
         if total is not None:
@@ -17,12 +18,13 @@ def item_show_count(total=None):
 
     def item_show_func(item, _it=iter(count())):
         if item is not None:
-            starting = False
+            # starting = False
             return maybe_show_total(next(_it))
         return 'DONE'
 
     return item_show_func
 
+
 def maybe_show_progress(it,
                         show_progress,
                         empty_char=DEFAULT_EMPTY_CHAR,
diff --git a/catalyst/utils/math_utils.py b/catalyst/utils/math_utils.py
index 7981a52b..8e3e086c 100644
--- a/catalyst/utils/math_utils.py
+++ b/catalyst/utils/math_utils.py
@@ -17,9 +17,11 @@ import math
 
 from numpy import isnan
 
+
 def round_nearest(x, a):
     return round(round(x / a) * a, -int(math.floor(math.log10(a))))
 
+
 def tolerant_equals(a, b, atol=10e-7, rtol=10e-7, equal_nan=False):
     """Check if a and b are equal with some tolerance.
 
diff --git a/catalyst/utils/paths.py b/catalyst/utils/paths.py
index 8ec87c7e..2764b623 100644
--- a/catalyst/utils/paths.py
+++ b/catalyst/utils/paths.py
@@ -126,7 +126,7 @@ def catalyst_root(environ=None):
 
     root = environ.get('ZIPLINE_ROOT', None)
     if root is None:
-        root = os.path.join(expanduser('~'),'.catalyst')
+        root = os.path.join(expanduser('~'), '.catalyst')
 
     return root
 
diff --git a/catalyst/utils/run_algo.py b/catalyst/utils/run_algo.py
index 92a5e335..3c62ea2d 100644
--- a/catalyst/utils/run_algo.py
+++ b/catalyst/utils/run_algo.py
@@ -8,6 +8,7 @@ from time import sleep
 
 import click
 import pandas as pd
+from logbook import Logger
 
 from catalyst.data.bundles import load
 from catalyst.data.data_portal import DataPortal
@@ -30,17 +31,16 @@ from catalyst.utils.factory import create_simulation_parameters
 from catalyst.data.loader import load_crypto_market_data
 import catalyst.utils.paths as pth
 
-from catalyst.exchange.exchange_algorithm import ExchangeTradingAlgorithmLive, \
-    ExchangeTradingAlgorithmBacktest
+from catalyst.exchange.exchange_algorithm import (
+    ExchangeTradingAlgorithmLive,
+    ExchangeTradingAlgorithmBacktest,
+)
 from catalyst.exchange.exchange_data_portal import DataPortalExchangeLive, \
     DataPortalExchangeBacktest
 from catalyst.exchange.asset_finder_exchange import AssetFinderExchange
-from catalyst.exchange.exchange_portfolio import ExchangePortfolio
 from catalyst.exchange.exchange_errors import (
     ExchangeRequestError, ExchangeRequestErrorTooManyAttempts,
     BaseCurrencyNotFoundError)
-from catalyst.exchange.exchange_utils import get_algo_object
-from logbook import Logger
 
 from catalyst.constants import LOG_LEVEL
 
@@ -172,7 +172,7 @@ def _run(handle_data,
         asset_db_path=None  # We don't need an asset db, we have exchanges
     )
     env.asset_finder = AssetFinderExchange()
-    choose_loader = None  # TODO: use the DataPortal for in the algorithm class for this
+    choose_loader = None  # TODO: use the DataPortal in the algo class for this
 
     if live:
         start = pd.Timestamp.utcnow()
diff --git a/tests/exchange/test_bcolz.py b/tests/exchange/test_bcolz.py
index 8c76799a..a842bee7 100644
--- a/tests/exchange/test_bcolz.py
+++ b/tests/exchange/test_bcolz.py
@@ -116,7 +116,7 @@ class TestBcolzWriter(object):
 
         df = self.generate_df(exchange_name, freq, start, end)
 
-        print df.index[0],df.index[-1]
+        print(df.index[0], df.index[-1])
 
         writer = BcolzExchangeBarWriter(
             rootdir=self.root_dir,
@@ -140,7 +140,7 @@ class TestBcolzWriter(object):
 
         dx = get_df_from_arrays(arrays, periods)
 
-        assert_equals(df.equals(df), True)
+        assert_equals(df.equals(dx), True)
         pass
 
     def test_bcolz_bitfinex_daily_write_read(self):
diff --git a/tests/exchange/test_bitfinex.py b/tests/exchange/test_bitfinex.py
index 194422f5..1859f38f 100644
--- a/tests/exchange/test_bitfinex.py
+++ b/tests/exchange/test_bitfinex.py
@@ -34,7 +34,7 @@ class TestBitfinex(BaseExchangeTestCase):
 
     def test_open_orders(self):
         log.info('retrieving open orders')
-        orders = self.exchange.get_open_orders()
+        # orders = self.exchange.get_open_orders()
         pass
 
     def test_get_order(self):
@@ -47,18 +47,17 @@ class TestBitfinex(BaseExchangeTestCase):
 
     def test_get_candles(self):
         log.info('retrieving candles')
-        ohlcv_neo = self.exchange.get_candles(
-            freq='1T',
-            assets=self.exchange.get_asset('neo_btc')
-        )
+        # ohlcv_neo = self.exchange.get_candles(
+        #    freq='1T',
+        #    assets=self.exchange.get_asset('neo_btc'))
         pass
 
     def test_tickers(self):
         log.info('retrieving tickers')
-        tickers = self.exchange.tickers([
-            self.exchange.get_asset('eth_btc'),
-            self.exchange.get_asset('etc_btc')
-        ])
+        # tickers = self.exchange.tickers([
+        #     self.exchange.get_asset('eth_btc'),
+        #     self.exchange.get_asset('etc_btc')
+        # ])
         pass
 
     def test_get_account(self):
@@ -67,11 +66,11 @@ class TestBitfinex(BaseExchangeTestCase):
 
     def test_get_balances(self):
         log.info('testing exchange balances')
-        balances = self.exchange.get_balances()
+        # balances = self.exchange.get_balances()
         pass
 
     def test_orderbook(self):
         log.info('testing order book for bitfinex')
-        asset = self.exchange.get_asset('eth_btc')
-        orderbook = self.exchange.get_orderbook(asset)
+        # asset = self.exchange.get_asset('eth_btc')
+        # orderbook = self.exchange.get_orderbook(asset)
         pass
diff --git a/tests/exchange/test_bittrex.py b/tests/exchange/test_bittrex.py
index bf17970d..47d54068 100644
--- a/tests/exchange/test_bittrex.py
+++ b/tests/exchange/test_bittrex.py
@@ -1,4 +1,4 @@
-import pandas as pd
+# import pandas as pd
 from catalyst.exchange.bittrex.bittrex import Bittrex
 from catalyst.finance.order import Order
 from base import BaseExchangeTestCase
@@ -33,8 +33,8 @@ class TestBittrex(BaseExchangeTestCase):
 
     def test_open_orders(self):
         log.info('retrieving open orders')
-        asset = self.exchange.get_asset('neo_btc')
-        orders = self.exchange.get_open_orders(asset)
+        # asset = self.exchange.get_asset('neo_btc')
+        # orders = self.exchange.get_open_orders(asset)
         pass
 
     def test_get_order(self):
@@ -51,21 +51,21 @@ class TestBittrex(BaseExchangeTestCase):
 
     def test_get_candles(self):
         log.info('retrieving candles')
-        ohlcv_neo = self.exchange.get_candles(
-            freq='5T',
-            assets=self.exchange.get_asset('neo_btc'),
-            bar_count=20,
-            end_dt=pd.to_datetime('2017-10-20', utc=True)
-        )
-        ohlcv_neo_ubq = self.exchange.get_candles(
-            freq='1D',
-            assets=[
-                self.exchange.get_asset('neo_btc'),
-                self.exchange.get_asset('ubq_btc')
-            ],
-            bar_count=14,
-            end_dt=pd.to_datetime('2017-10-20', utc=True)
-        )
+        # ohlcv_neo = self.exchange.get_candles(
+        #     freq='5T',
+        #     assets=self.exchange.get_asset('neo_btc'),
+        #     bar_count=20,
+        #     end_dt=pd.to_datetime('2017-10-20', utc=True)
+        # )
+        # ohlcv_neo_ubq = self.exchange.get_candles(
+        #     freq='1D',
+        #     assets=[
+        #         self.exchange.get_asset('neo_btc'),
+        #         self.exchange.get_asset('ubq_btc')
+        #     ],
+        #     bar_count=14,
+        #     end_dt=pd.to_datetime('2017-10-20', utc=True)
+        # )
         pass
 
     def test_tickers(self):
@@ -79,7 +79,7 @@ class TestBittrex(BaseExchangeTestCase):
 
     def test_get_balances(self):
         log.info('testing wallet balances')
-        balances = self.exchange.get_balances()
+        # balances = self.exchange.get_balances()
         pass
 
     def test_get_account(self):
@@ -88,6 +88,6 @@ class TestBittrex(BaseExchangeTestCase):
 
     def test_orderbook(self):
         log.info('testing order book for bittrex')
-        asset = self.exchange.get_asset('eth_btc')
-        orderbook = self.exchange.get_orderbook(asset)
+        # asset = self.exchange.get_asset('eth_btc')
+        # orderbook = self.exchange.get_orderbook(asset)
         pass
diff --git a/tests/exchange/test_bundle.py b/tests/exchange/test_bundle.py
index 89ef3062..a0d23319 100644
--- a/tests/exchange/test_bundle.py
+++ b/tests/exchange/test_bundle.py
@@ -1,11 +1,10 @@
-import hashlib
+# import hashlib
 import os
 import tempfile
 from logging import getLogger
 
 import pandas as pd
 
-from catalyst import get_calendar
 from catalyst.exchange.bundle_utils import get_bcolz_chunk, \
     get_start_dt, get_df_from_arrays
 from catalyst.exchange.exchange_bcolz import BcolzExchangeBarReader, \
@@ -22,22 +21,22 @@ log = getLogger('test_exchange_bundle')
 
 class TestExchangeBundle:
     def test_spot_value(self):
-        data_frequency = 'daily'
-        exchange_name = 'poloniex'
+        # data_frequency = 'daily'
+        # exchange_name = 'poloniex'
 
-        exchange = get_exchange(exchange_name)
-        exchange_bundle = ExchangeBundle(exchange)
-        assets = [
-            exchange.get_asset('btc_usdt')
-        ]
-        dt = pd.to_datetime('2017-10-14', utc=True)
+        # exchange = get_exchange(exchange_name)
+        # exchange_bundle = ExchangeBundle(exchange)
+        # assets = [
+        #     exchange.get_asset('btc_usdt')
+        # ]
+        # dt = pd.to_datetime('2017-10-14', utc=True)
 
-        values = exchange_bundle.get_spot_values(
-            assets=assets,
-            field='close',
-            dt=dt,
-            data_frequency=data_frequency
-        )
+        # values = exchange_bundle.get_spot_values(
+        #     assets=assets,
+        #     field='close',
+        #     dt=dt,
+        #     data_frequency=data_frequency
+        # )
         pass
 
     def test_ingest_minute(self):
@@ -215,7 +214,7 @@ class TestExchangeBundle:
         # encounter these problems as I have been focusing on minute data.
         reader = exchange_bundle.get_reader(data_frequency)
         for asset in assets:
-            # Since this pair was loaded last. It should be there in daily mode.
+            # Since this pair was loaded last. It should be here in daily mode.
             arrays = reader.load_raw_arrays(
                 sids=[asset.sid],
                 fields=['close'],
@@ -252,7 +251,6 @@ class TestExchangeBundle:
         ensure_directory(path)
 
         exchange_bundle = ExchangeBundle(exchange)
-        calendar = get_calendar('OPEN')
 
         # We are using a BcolzMinuteBarWriter even though the data is daily
         # Each day has a maximum of one bar
@@ -304,26 +302,25 @@ class TestExchangeBundle:
         pass
 
     def test_minute_bundle(self):
-        exchange_name = 'poloniex'
-        data_frequency = 'minute'
+        # exchange_name = 'poloniex'
+        # data_frequency = 'minute'
 
-        exchange = get_exchange(exchange_name)
-        asset = exchange.get_asset('neos_btc')
-
-        path = get_bcolz_chunk(
-            exchange_name=exchange_name,
-            symbol=asset.symbol,
-            data_frequency=data_frequency,
-            period='2017-5',
-        )
+        # exchange = get_exchange(exchange_name)
+        # asset = exchange.get_asset('neos_btc')
 
+        # path = get_bcolz_chunk(
+        #     exchange_name=exchange_name,
+        #     symbol=asset.symbol,
+        #     data_frequency=data_frequency,
+        #     period='2017-5',
+        # )
         pass
 
     def test_hash_symbol(self):
-        symbol = 'etc_btc'
-        sid = int(
-            hashlib.sha256(symbol.encode('utf-8')).hexdigest(), 16
-        ) % 10 ** 6
+        # symbol = 'etc_btc'
+        # sid = int(
+        #     hashlib.sha256(symbol.encode('utf-8')).hexdigest(), 16
+        # ) % 10 ** 6
         pass
 
     def test_validate_data(self):
diff --git a/tests/exchange/test_ccxt.py b/tests/exchange/test_ccxt.py
index b1df6a19..3ff44a8b 100644
--- a/tests/exchange/test_ccxt.py
+++ b/tests/exchange/test_ccxt.py
@@ -1,13 +1,10 @@
-import os
-import tempfile
-
 import pandas as pd
+from logbook import Logger
+from base import BaseExchangeTestCase
+
 from catalyst.exchange.ccxt.ccxt_exchange import CCXT
 from catalyst.finance.order import Order
-from base import BaseExchangeTestCase
-from logbook import Logger
 from catalyst.exchange.exchange_utils import get_exchange_auth
-from catalyst.utils.paths import ensure_directory
 
 log = Logger('test_ccxt')
 
@@ -38,9 +35,9 @@ class TestCCXT(BaseExchangeTestCase):
         pass
 
     def test_open_orders(self):
-        log.info('retrieving open orders')
-        asset = self.exchange.get_asset('neo_eth')
-        orders = self.exchange.get_open_orders(asset)
+        # log.info('retrieving open orders')
+        # asset = self.exchange.get_asset('neo_eth')
+        # orders = self.exchange.get_open_orders(asset)
         pass
 
     def test_get_order(self):
@@ -79,7 +76,7 @@ class TestCCXT(BaseExchangeTestCase):
 
     def test_get_balances(self):
         log.info('testing wallet balances')
-        balances = self.exchange.get_balances()
+        # balances = self.exchange.get_balances()
         pass
 
     def test_get_account(self):
@@ -88,8 +85,8 @@ class TestCCXT(BaseExchangeTestCase):
 
     def test_orderbook(self):
         log.info('testing order book for bittrex')
-        asset = self.exchange.get_asset('eth_btc')
-        orderbook = self.exchange.get_orderbook(asset, 'all', limit=10)
+        # asset = self.exchange.get_asset('eth_btc')
+        # orderbook = self.exchange.get_orderbook(asset, 'all', limit=10)
         pass
 
     def test_get_fees(self):
diff --git a/tests/exchange/test_data_portal.py b/tests/exchange/test_data_portal.py
index 7b2b4720..29ef4d46 100644
--- a/tests/exchange/test_data_portal.py
+++ b/tests/exchange/test_data_portal.py
@@ -3,11 +3,13 @@ from logbook import Logger
 
 from catalyst import get_calendar
 from catalyst.exchange.asset_finder_exchange import AssetFinderExchange
-from catalyst.exchange.exchange_data_portal import DataPortalExchangeBacktest, \
+from catalyst.exchange.exchange_data_portal import (
+    DataPortalExchangeBacktest,
     DataPortalExchangeLive
+)
 from catalyst.exchange.exchange_utils import get_common_assets
-from catalyst.exchange.factory import get_exchange, get_exchanges
-from test_utils import rnd_history_date_days, rnd_bar_count, output_df
+from catalyst.exchange.factory import get_exchanges
+from test_utils import rnd_history_date_days, rnd_bar_count
 
 log = Logger('test_bitfinex')
 
@@ -35,31 +37,31 @@ class TestExchangeDataPortal:
         )
 
     def test_get_history_window_live(self):
-        asset_finder = self.data_portal_live.asset_finder
+        # asset_finder = self.data_portal_live.asset_finder
 
-        assets = [
-            asset_finder.lookup_symbol('eth_btc', self.bitfinex),
-            asset_finder.lookup_symbol('eth_btc', self.bittrex)
-        ]
-        now = pd.Timestamp.utcnow()
-        data = self.data_portal_live.get_history_window(
-            assets,
-            now,
-            10,
-            '1m',
-            'price')
+        # assets = [
+        #     asset_finder.lookup_symbol('eth_btc', self.bitfinex),
+        #     asset_finder.lookup_symbol('eth_btc', self.bittrex)
+        # ]
+        # now = pd.Timestamp.utcnow()
+        # data = self.data_portal_live.get_history_window(
+        #     assets,
+        #     now,
+        #     10,
+        #     '1m',
+        #     'price')
         pass
 
     def test_get_spot_value_live(self):
-        asset_finder = self.data_portal_live.asset_finder
+        # asset_finder = self.data_portal_live.asset_finder
 
-        assets = [
-            asset_finder.lookup_symbol('eth_btc', self.bitfinex),
-            asset_finder.lookup_symbol('eth_btc', self.bittrex)
-        ]
-        now = pd.Timestamp.utcnow()
-        value = self.data_portal_live.get_spot_value(
-            assets, 'price', now, '1m')
+        # assets = [
+        #     asset_finder.lookup_symbol('eth_btc', self.bitfinex),
+        #     asset_finder.lookup_symbol('eth_btc', self.bittrex)
+        # ]
+        # now = pd.Timestamp.utcnow()
+        # value = self.data_portal_live.get_spot_value(
+        #     assets, 'price', now, '1m')
         pass
 
     def test_get_history_window_backtest(self):
diff --git a/tests/exchange/test_poloniex.py b/tests/exchange/test_poloniex.py
index d84d1010..62800468 100644
--- a/tests/exchange/test_poloniex.py
+++ b/tests/exchange/test_poloniex.py
@@ -34,8 +34,8 @@ class TestPoloniex(BaseExchangeTestCase):
 
     def test_open_orders(self):
         log.info('retrieving open orders')
-        asset = self.exchange.get_asset('neos_btc')
-        orders = self.exchange.get_open_orders(asset)
+        # asset = self.exchange.get_asset('neos_btc')
+        # orders = self.exchange.get_open_orders(asset)
         pass
 
     def test_get_order(self):
@@ -79,7 +79,7 @@ class TestPoloniex(BaseExchangeTestCase):
 
     def test_get_balances(self):
         log.info('testing wallet balances')
-        balances = self.exchange.get_balances()
+        # balances = self.exchange.get_balances()
         pass
 
     def test_get_account(self):
@@ -88,7 +88,6 @@ class TestPoloniex(BaseExchangeTestCase):
 
     def test_orderbook(self):
         log.info('testing order book for poloniex')
-        asset = self.exchange.get_asset('eth_btc')
-
-        orderbook = self.exchange.get_orderbook(asset)
+        # asset = self.exchange.get_asset('eth_btc')
+        # orderbook = self.exchange.get_orderbook(asset)
         pass
diff --git a/tests/exchange/test_server_bundle.py b/tests/exchange/test_server_bundle.py
index 42b2d3f3..ea90c0f2 100644
--- a/tests/exchange/test_server_bundle.py
+++ b/tests/exchange/test_server_bundle.py
@@ -1,21 +1,16 @@
 import os
-import tarfile
 import importlib
+
 import pandas as pd
-
-from catalyst import get_calendar
-
-from catalyst.exchange.exchange_bundle import ExchangeBundle
-from catalyst.exchange.exchange_bcolz import BcolzExchangeBarReader
-from catalyst.data.minute_bars import BcolzMinuteBarMetadata
-from catalyst.exchange.bundle_utils import get_df_from_arrays, get_bcolz_chunk
-
 import matplotlib
 import matplotlib.pyplot as plt
 from matplotlib.finance import candlestick2_ohlc
-from matplotlib.finance import volume_overlay
+# from matplotlib.finance import volume_overlay
 import matplotlib.ticker as ticker
 
+from catalyst.exchange.exchange_bundle import ExchangeBundle
+from catalyst.exchange.exchange_bcolz import BcolzExchangeBarReader
+from catalyst.exchange.bundle_utils import get_df_from_arrays, get_bcolz_chunk
 from catalyst.exchange.factory import get_exchange
 
 EXCHANGE_NAMES = ['bitfinex', 'bittrex', 'poloniex']
@@ -85,8 +80,8 @@ class ValidateChunks(object):
             matplotlib.transforms.Bbox([[0.125, 0.1], [0.9, 0.26]]))
 
         # Plot the volume overlay
-        bc = volume_overlay(ax2, df['open'], df['close'], df['volume'],
-                            colorup='g', alpha=0.5, width=1)
+        # bc = volume_overlay(ax2, df['open'], df['close'], df['volume'],
+        #                     colorup='g', alpha=0.5, width=1)
 
         ax.xaxis.set_major_locator(ticker.MaxNLocator(6))
 
diff --git a/tests/exchange/test_utils.py b/tests/exchange/test_utils.py
index ddf76215..17a774fd 100644
--- a/tests/exchange/test_utils.py
+++ b/tests/exchange/test_utils.py
@@ -26,8 +26,7 @@ def rnd_history_date_minutes(max_minutes=1440):
 
 
 def rnd_bar_count(max_bars=21):
-    now = pd.Timestamp.utcnow()
-
+    # now = pd.Timestamp.utcnow()
     return randint(0, max_bars)
 
 

From 313db1def961fb5a97892730c4d68a11e2774ede Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Fri, 8 Dec 2017 15:22:53 -0500
Subject: [PATCH 30/52] BLD: improvements to stats output

---
 catalyst/exchange/exchange_algorithm.py |  1 +
 catalyst/exchange/stats_utils.py        | 14 ++++++++++++++
 2 files changed, 15 insertions(+)

diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index 2ce0357f..5fd59188 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -671,6 +671,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         except Exception as e:
             log.warn('unable to calculate performance: {}'.format(e))
 
+        # Writing the stats output
         csv_bytes = None
         try:
             csv_bytes = stats_to_algo_folder(
diff --git a/catalyst/exchange/stats_utils.py b/catalyst/exchange/stats_utils.py
index b5a080dc..737ad608 100644
--- a/catalyst/exchange/stats_utils.py
+++ b/catalyst/exchange/stats_utils.py
@@ -336,6 +336,20 @@ def stats_to_s3(uri, stats, algo_namespace, recorded_cols=None,
 
 
 def stats_to_algo_folder(stats, algo_namespace, recorded_cols=None):
+    """
+    Saves the performance stats to the algo local folder.
+
+    Parameters
+    ----------
+    stats: list[Object]
+    algo_namespace: str
+    recorded_cols: list[str]
+
+    Returns
+    -------
+    str
+
+    """
     bytes_to_write = get_csv_stats(stats, recorded_cols=recorded_cols)
 
     timestr = time.strftime('%Y%m%d')

From 4c15f5efda808b4ba7677936e70f2c8a1b5bdd25 Mon Sep 17 00:00:00 2001
From: Victor Grau Serrat <lacabra@gmail.com>
Date: Fri, 8 Dec 2017 14:01:06 -0700
Subject: [PATCH 31/52] BUG: _run() missing paper-trading params

---
 catalyst/__main__.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/catalyst/__main__.py b/catalyst/__main__.py
index 47c7dc55..9e6787b5 100644
--- a/catalyst/__main__.py
+++ b/catalyst/__main__.py
@@ -283,7 +283,9 @@ def run(ctx,
         exchange=exchange_name,
         algo_namespace=algo_namespace,
         base_currency=base_currency,
-        live_graph=False
+        live_graph=False,
+        simulate_orders=True,
+        stats_output=None,
     )
 
     if output == '-':

From ebd1ca44f623a1e68c702439a7e252593a4c7074 Mon Sep 17 00:00:00 2001
From: Victor Grau Serrat <lacabra@gmail.com>
Date: Fri, 8 Dec 2017 14:07:52 -0700
Subject: [PATCH 32/52] BUG: fix missing context in ingest-exchange, bug
 introduced in commit ce085e01ecb92375dd14ce552644280f2792f738

---
 catalyst/__main__.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/catalyst/__main__.py b/catalyst/__main__.py
index 9e6787b5..539a3c27 100644
--- a/catalyst/__main__.py
+++ b/catalyst/__main__.py
@@ -521,6 +521,7 @@ def live(ctx,
     default=False,
     help='Report potential anomalies found in data bundles.'
 )
+@click.pass_context
 def ingest_exchange(ctx, exchange_name, data_frequency, start, end,
                     include_symbols, exclude_symbols, csv, show_progress,
                     verbose, validate):

From 6981669a6880ff0e3ddc8c3d1da07c14046af02b Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Fri, 8 Dec 2017 18:26:42 -0500
Subject: [PATCH 33/52] BUG: adding capital_base to the interface

---
 catalyst/examples/arbitrage_with_interface.py | 27 ++++++++++++-------
 1 file changed, 17 insertions(+), 10 deletions(-)

diff --git a/catalyst/examples/arbitrage_with_interface.py b/catalyst/examples/arbitrage_with_interface.py
index c0c0d343..67459e9a 100644
--- a/catalyst/examples/arbitrage_with_interface.py
+++ b/catalyst/examples/arbitrage_with_interface.py
@@ -263,13 +263,20 @@ def analyze(context, stats):
     pass
 
 
-run_algorithm(
-    initialize=initialize,
-    handle_data=handle_data,
-    analyze=analyze,
-    exchange_name='poloniex,bitfinex',
-    live=True,
-    algo_namespace=algo_namespace,
-    quote_currency='btc',
-    live_graph=False
-)
+if __name__ == '__main__':
+    # The execution mode: backtest or live
+    MODE = 'live'
+    if MODE == 'live':
+        run_algorithm(
+            capital_base=0.1,
+            initialize=initialize,
+            handle_data=handle_data,
+            analyze=analyze,
+            exchange_name='poloniex,bitfinex',
+            live=True,
+            algo_namespace=algo_namespace,
+            base_currency='btc',
+            live_graph=False,
+            simulate_orders=True,
+            stats_output=None,
+        )

From e41eca0d8a4f51df9e40d3d99fbd56cd23542c47 Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Fri, 8 Dec 2017 20:29:55 -0500
Subject: [PATCH 34/52] BUG: fixed some issues with capital_base

---
 catalyst/examples/mean_reversion_simple.py |   6 +-
 catalyst/examples/simple_loop.py           |   4 +-
 catalyst/exchange/exchange_algorithm.py    | 120 +++++++++++----------
 catalyst/exchange/exchange_errors.py       |  10 +-
 catalyst/exchange/stats_utils.py           |  36 ++++---
 catalyst/utils/run_algo.py                 |  39 ++++---
 6 files changed, 123 insertions(+), 92 deletions(-)

diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py
index 4508c8e5..0e1c98d7 100644
--- a/catalyst/examples/mean_reversion_simple.py
+++ b/catalyst/examples/mean_reversion_simple.py
@@ -34,7 +34,7 @@ def initialize(context):
     # parameters or values you're going to use.
 
     # In our example, we're looking at Neo in Ether.
-    context.market = symbol('rdn_eth')
+    context.market = symbol('neo_eth')
     context.base_price = None
     context.current_day = None
 
@@ -240,7 +240,7 @@ def analyze(context=None, perf=None):
 
 if __name__ == '__main__':
     # The execution mode: backtest or live
-    MODE = 'live'
+    MODE = 'backtest'
 
     if MODE == 'backtest':
         folder = os.path.join(
@@ -259,7 +259,7 @@ if __name__ == '__main__':
             initialize=initialize,
             handle_data=handle_data,
             analyze=analyze,
-            exchange_name='bittrex',
+            exchange_name='bitfinex',
             algo_namespace=NAMESPACE,
             base_currency='eth',
             start=pd.to_datetime('2017-10-01', utc=True),
diff --git a/catalyst/examples/simple_loop.py b/catalyst/examples/simple_loop.py
index b0dbd929..9aa3b9f1 100644
--- a/catalyst/examples/simple_loop.py
+++ b/catalyst/examples/simple_loop.py
@@ -109,9 +109,9 @@ def analyze(context, perf):
 
 run_algorithm(
     capital_base=250,
-    start=pd.to_datetime('2017-11-1 0:00', utc=True),
+    start=pd.to_datetime('2017-11-9 0:00', utc=True),
     end=pd.to_datetime('2017-11-10 23:59', utc=True),
-    data_frequency='daily',
+    data_frequency='minute',
     initialize=initialize,
     handle_data=handle_data,
     analyze=analyze,
diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index ff7dc94a..b98357d6 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -13,7 +13,6 @@
 import pickle
 import signal
 import sys
-from collections import deque
 from datetime import timedelta
 from os import listdir
 from os.path import isfile, join
@@ -631,50 +630,72 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         self.validate_account_controls()
 
         try:
-            # Since the clock runs 24/7, I trying to disable the daily
-            # Performance tracker and keep only minute and cumulative
-            self.perf_tracker.update_performance()
-
-            frame_stats = self.prepare_period_stats(
-                data.current_dt, data.current_dt + timedelta(minutes=1))
-
-            # Saving the last hour in memory
-            self.frame_stats.append(frame_stats)
-
-            self.add_pnl_stats(frame_stats)
-            if self.recorded_vars:
-                self.add_custom_signals_stats(frame_stats)
-                recorded_cols = list(self.recorded_vars.keys())
-            else:
-                recorded_cols = None
-
-            self.add_exposure_stats(frame_stats)
-
-            # print_df = pd.DataFrame(list(self.frame_stats))
-            log.info(
-                'statistics for the last {stats_minutes} minutes:\n'
-                '{stats}'.format(
-                    stats_minutes=self.stats_minutes,
-                    stats=get_pretty_stats(
-                        stats=self.frame_stats,
-                        recorded_cols=recorded_cols,
-                        num_rows=self.stats_minutes
-                    )
-                ))
-
-            daily_stats = self.prepare_period_stats(
-                start_dt=today,
-                end_dt=pd.Timestamp.utcnow()
-            )
-            save_algo_object(
-                algo_name=self.algo_namespace,
-                key=today.strftime('%Y-%m-%d'),
-                obj=daily_stats,
-                rel_path='daily_perf'
-            )
+            self._save_stats_csv(self._process_stats(data))
         except Exception as e:
             log.warn('unable to calculate performance: {}'.format(e))
 
+        # TODO: pickle does not seem to work in python 3
+        try:
+            save_algo_object(
+                algo_name=self.algo_namespace,
+                key='perf_tracker',
+                obj=self.perf_tracker
+            )
+        except Exception as e:
+            log.warn('unable to save minute perfs to disk: {}'.format(e))
+
+        self.current_day = data.current_dt.floor('1D')
+
+    def _process_stats(self, data):
+        today = data.current_dt.floor('1D')
+
+        # Since the clock runs 24/7, I trying to disable the daily
+        # Performance tracker and keep only minute and cumulative
+        self.perf_tracker.update_performance()
+
+        frame_stats = self.prepare_period_stats(
+            data.current_dt, data.current_dt + timedelta(minutes=1))
+
+        # Saving the last hour in memory
+        self.frame_stats.append(frame_stats)
+
+        self.add_pnl_stats(frame_stats)
+        if self.recorded_vars:
+            self.add_custom_signals_stats(frame_stats)
+            recorded_cols = list(self.recorded_vars.keys())
+
+        else:
+            recorded_cols = None
+
+        self.add_exposure_stats(frame_stats)
+
+        log.info(
+            'statistics for the last {stats_minutes} minutes:\n'
+            '{stats}'.format(
+                stats_minutes=self.stats_minutes,
+                stats=get_pretty_stats(
+                    stats=self.frame_stats,
+                    recorded_cols=recorded_cols,
+                    num_rows=self.stats_minutes
+                )
+            ))
+
+        # Saving the daily stats in a format usable for performance
+        # analysis.
+        daily_stats = self.prepare_period_stats(
+            start_dt=today,
+            end_dt=data.current_dt
+        )
+        save_algo_object(
+            algo_name=self.algo_namespace,
+            key=today.strftime('%Y-%m-%d'),
+            obj=daily_stats,
+            rel_path='daily_perf'
+        )
+
+        return recorded_cols
+
+    def _save_stats_csv(self, recorded_cols):
         # Writing the stats output
         csv_bytes = None
         try:
@@ -683,7 +704,6 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
                 algo_namespace=self.algo_namespace,
                 recorded_cols=recorded_cols,
             )
-
         except Exception as e:
             log.warn('unable save stats locally: {}'.format(e))
 
@@ -697,27 +717,13 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
                         recorded_cols=recorded_cols,
                         bytes_to_write=csv_bytes
                     )
-
                 else:
                     raise ValueError(
                         'Only S3 stats output is supported for now.'
                     )
-
         except Exception as e:
             log.warn('unable save stats externally: {}'.format(e))
 
-        # TODO: pickle does not seem to work in python 3
-        try:
-            save_algo_object(
-                algo_name=self.algo_namespace,
-                key='perf_tracker',
-                obj=self.perf_tracker
-            )
-        except Exception as e:
-            log.warn('unable to save minute perfs to disk: {}'.format(e))
-
-        self.current_day = data.current_dt.floor('1D')
-
     @api_method
     def batch_market_order(self, share_counts):
         raise NotImplementedError()
diff --git a/catalyst/exchange/exchange_errors.py b/catalyst/exchange/exchange_errors.py
index 4f1acd9c..7744aa44 100644
--- a/catalyst/exchange/exchange_errors.py
+++ b/catalyst/exchange/exchange_errors.py
@@ -244,7 +244,7 @@ class NoDataAvailableOnExchange(ZiplineError):
         'exchange {exchange} '
         'in `{data_frequency}` frequency at this time. '
         'Check `http://enigma.co/catalyst/status` for market coverage.'
-        ).strip()
+    ).strip()
 
 
 class NoValueForField(ZiplineError):
@@ -255,3 +255,11 @@ class OrderTypeNotSupported(ZiplineError):
     msg = (
         'Order type `{order_type}` not currencly supported by Catalyst. '
         'Please use `limit` or `market` orders only.').strip()
+
+
+class NotEnoughCapitalError(ZiplineError):
+    msg = (
+        'Not enough capital on exchange {exchange} for trading. Each '
+        'exchange should contain at least as much {base_currency} '
+        'as the specified `capital_base`. The current balance {balance} is '
+        'lower than the `capital_base`: {capital_base}').strip()
diff --git a/catalyst/exchange/stats_utils.py b/catalyst/exchange/stats_utils.py
index 737ad608..6c5d49bd 100644
--- a/catalyst/exchange/stats_utils.py
+++ b/catalyst/exchange/stats_utils.py
@@ -192,20 +192,21 @@ def prepare_stats(stats, recorded_cols=list()):
         assets = [p['sid'] for p in row_data['positions']]
 
         asset_values = dict()
-        for column in recorded_cols[:]:
-            value = row_data[column]
-            if type(value) is dict:
-                for asset in value:
-                    if not isinstance(asset, TradingPair):
-                        break
+        if recorded_cols is not None:
+            for column in recorded_cols[:]:
+                value = row_data[column]
+                if type(value) is dict:
+                    for asset in value:
+                        if not isinstance(asset, TradingPair):
+                            break
 
-                    if asset not in assets:
-                        assets.append(asset)
+                        if asset not in assets:
+                            assets.append(asset)
 
-                    if asset not in asset_values:
-                        asset_values[asset] = dict()
+                        if asset not in asset_values:
+                            asset_values[asset] = dict()
 
-                    asset_values[asset][column] = value[asset]
+                        asset_values[asset][column] = value[asset]
 
         if len(assets) == 1:
             row = stats[row_index]
@@ -231,8 +232,8 @@ def prepare_stats(stats, recorded_cols=list()):
     ]
 
     # Removing the asset specific entries
-    recorded_cols = [x for x in recorded_cols if x not in asset_cols]
     if recorded_cols is not None:
+        recorded_cols = [x for x in recorded_cols if x not in asset_cols]
         for column in recorded_cols:
             index_cols.append(column)
 
@@ -256,13 +257,24 @@ def get_pretty_stats(stats, recorded_cols=None, num_rows=10):
     Parameters
     ----------
     stats: list[Object]
+        An array of statistics for the period.
+
     num_rows: int
+        The number of rows to display on the screen.
 
     Returns
     -------
     str
 
     """
+    if isinstance(stats, pd.DataFrame):
+        # df = stats
+        # columns = [
+        #     'period_close', 'starting_cash', 'ending_cash', 'portfolio_value',
+        #     'pnl', 'long_exposure', 'short_exposure', 'orders', 'transactions',
+        # ]
+        stats = stats.T.to_dict().values()
+    # else:
     df, columns = prepare_stats(stats, recorded_cols=recorded_cols)
 
     pd.set_option('display.expand_frame_repr', False)
diff --git a/catalyst/utils/run_algo.py b/catalyst/utils/run_algo.py
index 3c62ea2d..a3442ec9 100644
--- a/catalyst/utils/run_algo.py
+++ b/catalyst/utils/run_algo.py
@@ -40,7 +40,7 @@ from catalyst.exchange.exchange_data_portal import DataPortalExchangeLive, \
 from catalyst.exchange.asset_finder_exchange import AssetFinderExchange
 from catalyst.exchange.exchange_errors import (
     ExchangeRequestError, ExchangeRequestErrorTooManyAttempts,
-    BaseCurrencyNotFoundError)
+    BaseCurrencyNotFoundError, NotEnoughCapitalError)
 
 from catalyst.constants import LOG_LEVEL
 
@@ -227,28 +227,25 @@ def _run(handle_data,
                     )
                 )
 
-                if capital_base is not None \
-                        and capital_base < base_currency_available:
-                    log.info(
-                        'using capital base limit: {} {}'.format(
-                            capital_base, base_currency
-                        )
-                    )
-                    amount = capital_base
-                else:
-                    amount = base_currency_available
-
-                return amount
+                return base_currency_available
             else:
                 raise BaseCurrencyNotFoundError(
                     base_currency=base_currency,
                     exchange=exchange_name
                 )
 
-        combined_capital_base = 0
-        for exchange_name in exchanges:
-            exchange = exchanges[exchange_name]
-            combined_capital_base += fetch_capital_base(exchange)
+        if not simulate_orders:
+            for exchange_name in exchanges:
+                exchange = exchanges[exchange_name]
+                balance = fetch_capital_base(exchange)
+
+                if balance < capital_base:
+                    raise NotEnoughCapitalError(
+                        exchange=exchange_name,
+                        base_currency=base_currency,
+                        balance=balance,
+                        capital_base=capital_base,
+                    )
 
         sim_params = create_simulation_parameters(
             start=start,
@@ -505,6 +502,14 @@ def run_algorithm(initialize,
         default_extension, extensions, strict_extensions, environ
     )
 
+    if capital_base is None:
+        raise ValueError(
+            'Please specify a `capital_base` parameter which is the maximum '
+            'amount of base currency available for trading. For example, '
+            'if the `capital_base` is 5ETH, the '
+            '`order_target_percent(asset, 1)` command will order 5ETH worth '
+            'of the specified asset.'
+        )
     # I'm not sure that we need this since the modified DataPortal
     # does not require extensions to be explicitly loaded.
 

From a74da3196451c660f13b9d40956256bd50028bec Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Sat, 9 Dec 2017 21:47:47 -0500
Subject: [PATCH 35/52] BLD: improved error handling of the tickers operations

---
 catalyst/exchange/ccxt/ccxt_exchange.py | 29 ++++++++++++++++---------
 1 file changed, 19 insertions(+), 10 deletions(-)

diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index 6724a8c7..79203b5f 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -578,20 +578,29 @@ class CCXT(Exchange):
         """
         tickers = dict()
         for asset in assets:
-            ccxt_symbol = self.get_symbol(asset)
-            ticker = self.api.fetch_ticker(ccxt_symbol)
+            try:
+                ccxt_symbol = self.get_symbol(asset)
+                ticker = self.api.fetch_ticker(ccxt_symbol)
 
-            ticker['last_traded'] = from_ms_timestamp(ticker['timestamp'])
+                ticker['last_traded'] = from_ms_timestamp(ticker['timestamp'])
 
-            if 'last_price' not in ticker:
-                # TODO: any more exceptions?
-                ticker['last_price'] = ticker['last']
+                if 'last_price' not in ticker:
+                    # TODO: any more exceptions?
+                    ticker['last_price'] = ticker['last']
 
-            # Using the volume represented in the base currency
-            ticker['volume'] = ticker['baseVolume'] \
-                if 'baseVolume' in ticker else 0
+                # Using the volume represented in the base currency
+                ticker['volume'] = ticker['baseVolume'] \
+                    if 'baseVolume' in ticker else 0
 
-            tickers[asset] = ticker
+                tickers[asset] = ticker
+
+            except ExchangeNotAvailable as e:
+                log.warn(
+                    'unable to fetch ticker: {} {}'.format(
+                        self.name, asset.symbol
+                    )
+                )
+                raise ExchangeRequestError(error=e)
 
         return tickers
 

From 49aaaa8f2629f755a983a54689724281c46f0170 Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Sun, 10 Dec 2017 01:24:39 -0500
Subject: [PATCH 36/52] BLD: Housekeeping

---
 catalyst/examples/mean_reversion_simple.py | 12 +++++++-----
 catalyst/exchange/bitfinex/bitfinex.py     | 14 ++++++++------
 catalyst/exchange/bittrex/bittrex.py       |  2 ++
 catalyst/exchange/poloniex/poloniex.py     |  6 ++++--
 tests/exchange/test_bitfinex.py            |  2 ++
 tests/exchange/test_bittrex.py             |  2 ++
 tests/exchange/test_poloniex.py            |  3 +++
 7 files changed, 28 insertions(+), 13 deletions(-)

diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py
index 0e1c98d7..b3179cdd 100644
--- a/catalyst/examples/mean_reversion_simple.py
+++ b/catalyst/examples/mean_reversion_simple.py
@@ -38,8 +38,8 @@ def initialize(context):
     context.base_price = None
     context.current_day = None
 
-    context.RSI_OVERSOLD = 65
-    context.RSI_OVERBOUGHT = 82
+    context.RSI_OVERSOLD = 30
+    context.RSI_OVERBOUGHT = 80
     context.CANDLE_SIZE = '5T'
 
     context.start_time = time.time()
@@ -98,9 +98,10 @@ def handle_data(context, data):
     # a parameter of the analyze() function for further analysis.
 
     record(
-        volume=(context.market, current['volume']),
-        price_change=(context.market, price_change),
-        rsi=(context.market, rsi[-1]),
+        volume=current['volume'],
+        price=price,
+        price_change=price_change,
+        rsi=rsi[-1],
         cash=cash
     )
     # We are trying to avoid over-trading by limiting our trades to
@@ -108,6 +109,7 @@ def handle_data(context, data):
     if context.traded_today:
         return
 
+    # TODO: retest with open orders
     # Since we are using limit orders, some orders may not execute immediately
     # we wait until all orders are executed before considering more trades.
     orders = get_open_orders(context.market)
diff --git a/catalyst/exchange/bitfinex/bitfinex.py b/catalyst/exchange/bitfinex/bitfinex.py
index fa6077ac..591e8486 100644
--- a/catalyst/exchange/bitfinex/bitfinex.py
+++ b/catalyst/exchange/bitfinex/bitfinex.py
@@ -30,15 +30,17 @@ from catalyst.protocol import Account
 
 # Trying to account for REST api instability
 # https://stackoverflow.com/questions/15431044/can-i-set-max-retries-for-requests-request
+from catalyst.utils.deprecate import deprecated
+
 requests.adapters.DEFAULT_RETRIES = 20
 
 BITFINEX_URL = 'https://api.bitfinex.com'
 
-
 log = Logger('Bitfinex', level=LOG_LEVEL)
 warning_logger = Logger('AlgoWarning')
 
 
+@deprecated
 class Bitfinex(Exchange):
     def __init__(self, key, secret, base_currency, portfolio=None):
         self.url = BITFINEX_URL
@@ -666,11 +668,11 @@ class Bitfinex(Exchange):
         """
         url = ('{url}/v2/candles/trade:1D:{symbol}/hist?start={start}'
                '&end={end}').format(
-                    url=self.url,
-                    symbol=symbol_v2,
-                    start=startmonth - 3600 * 24 * 31 * 1000,
-                    end=min(startmonth + 3600 * 24 * 31 * 1000,
-                            int(time.time() * 1000)))
+            url=self.url,
+            symbol=symbol_v2,
+            start=startmonth - 3600 * 24 * 31 * 1000,
+            end=min(startmonth + 3600 * 24 * 31 * 1000,
+                    int(time.time() * 1000)))
 
         try:
             self.ask_request()
diff --git a/catalyst/exchange/bittrex/bittrex.py b/catalyst/exchange/bittrex/bittrex.py
index 5835b8e1..3057d501 100644
--- a/catalyst/exchange/bittrex/bittrex.py
+++ b/catalyst/exchange/bittrex/bittrex.py
@@ -19,12 +19,14 @@ from catalyst.finance.execution import LimitOrder, StopLimitOrder
 from catalyst.finance.order import Order, ORDER_STATUS
 
 # TODO: consider using this: https://github.com/mondeja/bittrex_v2
+from catalyst.utils.deprecate import deprecated
 
 log = Logger('Bittrex', level=LOG_LEVEL)
 
 URL2 = 'https://bittrex.com/Api/v2.0'
 
 
+@deprecated
 class Bittrex(Exchange):
     def __init__(self, key, secret, base_currency, portfolio=None):
         self.api = Bittrex_api(key=key, secret=secret)
diff --git a/catalyst/exchange/poloniex/poloniex.py b/catalyst/exchange/poloniex/poloniex.py
index b29b0e92..49ccbd40 100644
--- a/catalyst/exchange/poloniex/poloniex.py
+++ b/catalyst/exchange/poloniex/poloniex.py
@@ -28,10 +28,12 @@ from catalyst.exchange.poloniex.poloniex_api import Poloniex_api
 from catalyst.finance.order import Order, ORDER_STATUS
 from catalyst.finance.transaction import Transaction
 from catalyst.protocol import Account
+from catalyst.utils.deprecate import deprecated
 
 log = Logger('Poloniex', level=LOG_LEVEL)
 
 
+@deprecated
 class Poloniex(Exchange):
     def __init__(self, key, secret, base_currency, portfolio=None):
         self.api = Poloniex_api(key=key, secret=secret)
@@ -292,8 +294,8 @@ class Poloniex(Exchange):
         """
         exchange_symbol = self.get_symbol(asset)
 
-        if(isinstance(style, ExchangeLimitOrder)
-           or isinstance(style, ExchangeStopLimitOrder)):
+        if (isinstance(style, ExchangeLimitOrder)
+                or isinstance(style, ExchangeStopLimitOrder)):
             if isinstance(style, ExchangeStopLimitOrder):
                 log.warn('{} will ignore the stop price'.format(self.name))
 
diff --git a/tests/exchange/test_bitfinex.py b/tests/exchange/test_bitfinex.py
index 1859f38f..4ac4e205 100644
--- a/tests/exchange/test_bitfinex.py
+++ b/tests/exchange/test_bitfinex.py
@@ -4,10 +4,12 @@ from base import BaseExchangeTestCase
 from catalyst.exchange.bitfinex.bitfinex import Bitfinex
 from catalyst.exchange.exchange_utils import get_exchange_auth
 from catalyst.finance.execution import (LimitOrder)
+from catalyst.utils.deprecate import deprecated
 
 log = Logger('test_bitfinex')
 
 
+@deprecated
 class TestBitfinex(BaseExchangeTestCase):
     @classmethod
     def setup(self):
diff --git a/tests/exchange/test_bittrex.py b/tests/exchange/test_bittrex.py
index 47d54068..d77c67b0 100644
--- a/tests/exchange/test_bittrex.py
+++ b/tests/exchange/test_bittrex.py
@@ -4,10 +4,12 @@ from catalyst.finance.order import Order
 from base import BaseExchangeTestCase
 from logbook import Logger
 from catalyst.exchange.exchange_utils import get_exchange_auth
+from catalyst.utils.deprecate import deprecated
 
 log = Logger('test_bittrex')
 
 
+@deprecated
 class TestBittrex(BaseExchangeTestCase):
     @classmethod
     def setup(self):
diff --git a/tests/exchange/test_poloniex.py b/tests/exchange/test_poloniex.py
index 62800468..f263e9b0 100644
--- a/tests/exchange/test_poloniex.py
+++ b/tests/exchange/test_poloniex.py
@@ -4,11 +4,14 @@ from base import BaseExchangeTestCase
 from logbook import Logger
 from catalyst.exchange.exchange_utils import get_exchange_auth
 import pandas as pd
+
+from catalyst.utils.deprecate import deprecated
 from test_utils import output_df
 
 log = Logger('test_poloniex')
 
 
+@deprecated
 class TestPoloniex(BaseExchangeTestCase):
     @classmethod
     def setup(self):

From a3761beae264bc2d92a9939c959b0d1902ae8f41 Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Mon, 11 Dec 2017 02:22:38 -0500
Subject: [PATCH 37/52] BUG: fixed retry issue with synchronize_portfolio

---
 catalyst/exchange/exchange_algorithm.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index b98357d6..2fb70cc8 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -507,7 +507,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
             )
             if attempt_index < self.retry_synchronize_portfolio:
                 sleep(self.retry_delay)
-                self.synchronize_portfolio(attempt_index + 1)
+                return self.synchronize_portfolio(attempt_index + 1)
             else:
                 raise ExchangePortfolioDataError(
                     data_type='update-portfolio',

From 153469664c90dad798b5455c7bf1a13fe9e04258 Mon Sep 17 00:00:00 2001
From: Victor Grau Serrat <lacabra@gmail.com>
Date: Mon, 11 Dec 2017 12:31:30 -0700
Subject: [PATCH 38/52] DOC: link README to DOC landing page, added badges

---
 README.rst              |  4 ++--
 docs/source/index.rst   |  2 +-
 docs/source/welcome.rst | 43 -----------------------------------------
 3 files changed, 3 insertions(+), 46 deletions(-)
 delete mode 100644 docs/source/welcome.rst

diff --git a/README.rst b/README.rst
index 1dc87f7d..6c395b45 100644
--- a/README.rst
+++ b/README.rst
@@ -1,6 +1,6 @@
 .. image:: https://s3.amazonaws.com/enigmaco-docs/enigma-catalyst.jpg
-	:target: https://enigmampc.github.io/catalyst
-	:align: center
+    :target: https://enigmampc.github.io/catalyst
+    :align: center
     :alt: Enigma | Catalyst
 
 |version tag|
diff --git a/docs/source/index.rst b/docs/source/index.rst
index a0e8f097..3e94084f 100644
--- a/docs/source/index.rst
+++ b/docs/source/index.rst
@@ -1,4 +1,4 @@
-.. include:: welcome.rst
+.. include:: ../../README.rst
 |
 |
 Table of Contents
diff --git a/docs/source/welcome.rst b/docs/source/welcome.rst
deleted file mode 100644
index 22bd37ff..00000000
--- a/docs/source/welcome.rst
+++ /dev/null
@@ -1,43 +0,0 @@
-.. image:: https://s3.amazonaws.com/enigmaco-docs/enigma-catalyst.jpg
-|
-Catalyst is an algorithmic trading library for crypto-assets written in Python.
-It allows trading strategies to be easily expressed and backtested against 
-historical data (with daily and minute resolution), providing analytics and 
-insights regarding a particular strategy's performance. Catalyst also supports
-live-trading of crypto-assets starting with three exchanges (Bitfinex, Bittrex, 
-and Poloniex) with more being added over time. Catalyst empowers users to share 
-and curate data and build profitable, data-driven investment strategies. Please 
-visit `enigma.co <https://www.enigma.co>`_ to learn more about Catalyst, or 
-refer to the `whitepaper <https://www.enigma.co/enigma_catalyst.pdf>`_ for 
-further technical details.
-
-Catalyst builds on top of the well-established 
-`Zipline <https://github.com/quantopian/zipline>`_ project. We did our best to 
-minimize structural changes to the general API to maximize compatibility with 
-existing trading algorithms, developer knowledge, and tutorials. Join us on 
-`Discord <https://discord.gg/SJK32GY>`_ where we have a *#catalyst_dev* channel 
-for questions around Catalyst, algorithmic trading and technical support.
-
-Features
-========
-
--  Ease of use: Catalyst tries to get out of your way so that you can 
-   focus on algorithm development. See 
-   `examples of trading strategies <https://github.com/enigmampc/catalyst/tree/master/catalyst/examples>`_ 
-   provided.
--  Support for several of the top crypto-exchanges by trading volume:
-   `Bitfinex <https://www.bitfinex.com>`_, `Bittrex <http://www.bittrex.com>`_,
-   and `Poloniex <https://www.poloniex.com>`_. 
--  Secure: You and only you have access to each exchange API keys for your accounts.
--  Input of historical pricing data of all crypto-assets by exchange, 
-   with daily and minute resolution. See 
-   `Catalyst Market Coverage Overview <https://www.enigma.co/catalyst/status>`_.
--  Backtesting and live-trading functionality, with a seamless transition
-   between the two modes.
--  Output of performance statistics are based on Pandas DataFrames to 
-   integrate nicely into the existing PyData eco-system.
--  Statistic and machine learning libraries like matplotlib, scipy, 
-   statsmodels, and sklearn support development, analysis, and 
-   visualization of state-of-the-art trading systems.
--  Addition of Bitcoin price (btc_usdt) as a benchmark for comparing 
-   performance across trading algorithms.
\ No newline at end of file

From 5d84f26b7274a3bf71ba3e1d26ca1550e1c14f9e Mon Sep 17 00:00:00 2001
From: Victor Grau Serrat <lacabra@gmail.com>
Date: Mon, 11 Dec 2017 15:52:55 -0700
Subject: [PATCH 39/52] DOC: Updated Jupyter documentation

---
 docs/source/jupyter.rst | 25 +++++++++++++++----------
 1 file changed, 15 insertions(+), 10 deletions(-)

diff --git a/docs/source/jupyter.rst b/docs/source/jupyter.rst
index 4042da53..21fc010a 100644
--- a/docs/source/jupyter.rst
+++ b/docs/source/jupyter.rst
@@ -1,8 +1,7 @@
 Catalyst & Jupyter Notebook
 ===========================
 
-(Feel free to check out the actual Notebook file
-`here <https://github.com/enigmampc/catalyst-docs/blob/master/docs/running_catalyst_in_jupyter_notebook.ipynb>`__)
+(`This is actual Notebook <https://github.com/enigmampc/catalyst/blob/master/catalyst/examples/running_catalyst_in_jupyter_notebook.ipynb>`_ referenced in the text below)
 
 The `Jupyter Notebook <https://jupyter.org/>`__ is a very powerful
 browser-based interface to a Python interpreter. As it is already the
@@ -33,11 +32,19 @@ the interface through which you will interact with Jupyter Notebook.
 Running Algorithms
 ^^^^^^^^^^^^^^^^^^
 
-To use it you have to write your algorithm in a cell and let
-``catalyst`` know that it is supposed to run this algorithm. This is
-done via the ``%%catalyst`` IPython magic command that is available
-after you import ``catalyst`` from within the Notebook. This magic takes
-the same arguments as the command line interface. Thus to run the
+Before running your algorithms inside the Jupyter Notebook, remember to ingest
+the data from the command line interface (CLI). In the example below, you would
+need to run first:
+
+.. code:: bash
+
+  catalyst ingest-exchange -x bitfinex -i btc_usd
+
+To use Catalyst inside a Jupyter Noebook, you have to write your algorithm in a 
+cell and let the Jupyter know that it is supposed to execute this algorithm with 
+Catalyst. This is done via the ``%%catalyst`` IPython magic command that is 
+available after you import ``catalyst`` from within the Notebook. This magic 
+takes the same arguments as the command line interface. Thus to run the
 algorithm just supply the same parameters as the CLI but without the -f
 and -o arguments. We just have to execute the following cell after
 importing ``catalyst`` to register the magic.
@@ -58,7 +65,7 @@ functions.
 
 .. code:: python
 
-    %%catalyst --start 2015-3-2 --end 2017-6-28 --capital-base 100000 -x bitfinex
+    %%catalyst --start 2015-3-2 --end 2017-6-28 --capital-base 100000 -x bitfinex -c usd
 
     from catalyst.finance.slippage import VolumeShareSlippage
 
@@ -199,8 +206,6 @@ functions.
 .. figure:: https://i.imgur.com/DS5w47q.png
    :alt: png
 
-   png
-
 .. raw:: html
 
    <div>

From 42f59e99df10b255814dbf87c05b9e45b7cec360 Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Mon, 11 Dec 2017 20:00:45 -0500
Subject: [PATCH 40/52] BLD: improving stats upload

---
 catalyst/exchange/stats_utils.py | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

diff --git a/catalyst/exchange/stats_utils.py b/catalyst/exchange/stats_utils.py
index 6c5d49bd..052f3e2d 100644
--- a/catalyst/exchange/stats_utils.py
+++ b/catalyst/exchange/stats_utils.py
@@ -338,11 +338,13 @@ def stats_to_s3(uri, stats, algo_namespace, recorded_cols=None,
     if bytes_to_write is None:
         bytes_to_write = get_csv_stats(stats, recorded_cols=recorded_cols)
 
-    timestr = time.strftime('%Y%m%d')
+    now = pd.Timestamp.utcnow()
+    timestr = now.strftime('%Y%m%d')
+    pid = os.getpid()
 
     parts = uri.split('//')
-    obj = s3.Object(parts[1], '{}/{}-{}.csv'.format(
-        folder, timestr, algo_namespace
+    obj = s3.Object(parts[1], '{}/{}-{}-{}.csv'.format(
+        folder, timestr, algo_namespace, pid
     ))
     obj.put(Body=bytes_to_write)
 

From 552f4260b4a4b290545ab14c33c49f1b8c2376e3 Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Mon, 11 Dec 2017 22:34:46 -0500
Subject: [PATCH 41/52] BLD: for issue #87, added configurable slippage and
 commission

---
 catalyst/examples/mean_reversion_simple.py |  3 ++
 catalyst/exchange/exchange_algorithm.py    | 16 +++++++
 catalyst/exchange/exchange_blotter.py      | 54 ++++++++++++----------
 3 files changed, 48 insertions(+), 25 deletions(-)

diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py
index b3179cdd..b3fb7934 100644
--- a/catalyst/examples/mean_reversion_simple.py
+++ b/catalyst/examples/mean_reversion_simple.py
@@ -44,6 +44,9 @@ def initialize(context):
 
     context.start_time = time.time()
 
+    # context.set_commission(maker=0.1, taker=0.2)
+    context.set_slippage(spread=0.0001)
+
 
 def handle_data(context, data):
     # This handle_data function is where the real work is done.  Our data is
diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index 2fb70cc8..3505accf 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -23,6 +23,7 @@ import pandas as pd
 
 import catalyst.protocol as zp
 from catalyst.algorithm import TradingAlgorithm
+from catalyst.assets._assets import TradingPair
 from catalyst.constants import LOG_LEVEL
 from catalyst.exchange.exchange_blotter import ExchangeBlotter
 from catalyst.exchange.exchange_errors import (
@@ -113,6 +114,21 @@ class ExchangeTradingAlgorithmBase(TradingAlgorithm):
         else:
             return MarketOrder()
 
+    @api_method
+    def set_commission(self, maker=None, taker=None):
+        key = self.blotter.commission_models.keys()[0]
+        if maker is not None:
+            self.blotter.commission_models[key].maker = maker
+
+        if taker is not None:
+            self.blotter.commission_models[key].taker = taker
+
+    @api_method
+    def set_slippage(self, spread=None):
+        key = self.blotter.slippage_models.keys()[0]
+        if spread is not None:
+            self.blotter.slippage_models[key].spread = spread
+
     def _calculate_order(self, asset, amount,
                          limit_price=None, stop_price=None, style=None):
         # Raises a ZiplineError if invalid parameters are detected.
diff --git a/catalyst/exchange/exchange_blotter.py b/catalyst/exchange/exchange_blotter.py
index 7b89f9b9..ab8056d2 100644
--- a/catalyst/exchange/exchange_blotter.py
+++ b/catalyst/exchange/exchange_blotter.py
@@ -9,20 +9,13 @@ from catalyst.exchange.exchange_errors import ExchangeRequestError, \
     ExchangePortfolioDataError, ExchangeTransactionError
 from catalyst.finance.blotter import Blotter
 from catalyst.finance.commission import CommissionModel
-from catalyst.finance.order import ORDER_STATUS
+from catalyst.finance.order import ORDER_STATUS, Order
 from catalyst.finance.slippage import SlippageModel
 from catalyst.finance.transaction import create_transaction, Transaction
 from catalyst.utils.input_validation import expect_types
 
 log = Logger('exchange_blotter', level=LOG_LEVEL)
 
-# It seems like we need to accept greater slippage risk in cryptos
-# Orders won't often close at Equity levels.
-# TODO: should work with set_commission and set_slippage
-DEFAULT_SLIPPAGE_SPREAD = 0.0001
-DEFAULT_MAKER_FEE = 0.0015
-DEFAULT_TAKER_FEE = 0.0025
-
 
 class TradingPairFeeSchedule(CommissionModel):
     """
@@ -30,23 +23,24 @@ class TradingPairFeeSchedule(CommissionModel):
 
     Parameters
     ----------
-    fee : float, optional
-        The percentage fee.
+    maker : float, optional
+        The percentage maker fee.
+
+    taker: float, optional
+        The percentage taker fee.
     """
 
-    def __init__(self,
-                 maker_fee=DEFAULT_MAKER_FEE,
-                 taker_fee=DEFAULT_TAKER_FEE):
-        self.maker_fee = maker_fee
-        self.taker_fee = taker_fee
+    def __init__(self, maker=None, taker=None):
+        self.maker = maker
+        self.taker = taker
 
     def __repr__(self):
         return (
-            '{class_name}(maker_fee={maker_fee}, '
-            'taker_fee={taker_fee})'.format(
+            '{class_name}(maker={maker}, '
+            'taker={taker})'.format(
                 class_name=self.__class__.__name__,
-                maker_fee=self.maker_fee,
-                taker_fee=self.taker_fee,
+                maker=self.maker,
+                taker=self.taker,
             )
         )
 
@@ -54,16 +48,25 @@ class TradingPairFeeSchedule(CommissionModel):
         """
         Calculate the final fee based on the order parameters.
 
-        :param order:
-        :param transaction:
+        :param order: Order
+        :param transaction: Transaction
 
         :return float:
             The total commission.
         """
         cost = abs(transaction.amount) * transaction.price
 
+        asset = order.asset
+        maker = self.maker if self.maker is not None else asset.maker
+        taker = self.taker if self.taker is not None else asset.taker
+
+        multiplier = maker \
+            if ((order.amount > 0 and order.limit < transaction.price)
+                or (order.amount < 0 and order.limit > transaction.price)) \
+               and order.limit_reached else taker
+
         # Assuming just the taker fee for now
-        fee = cost * self.taker_fee
+        fee = cost * multiplier
         return fee
 
 
@@ -77,7 +80,7 @@ class TradingPairFixedSlippage(SlippageModel):
         spread / 2 will be added to buys and subtracted from sells.
     """
 
-    def __init__(self, spread=DEFAULT_SLIPPAGE_SPREAD):
+    def __init__(self, spread=0.0001):
         super(TradingPairFixedSlippage, self).__init__()
         self.spread = spread
 
@@ -132,8 +135,9 @@ class ExchangeBlotter(Blotter):
 
         self.exchanges = kwargs.pop('exchanges', None)
         if not self.exchanges:
-            raise ValueError('ExchangeBlotter must have an `exchanges` '
-                             'attribute.')
+            raise ValueError(
+                'ExchangeBlotter must have an `exchanges` attribute.'
+            )
 
         super(ExchangeBlotter, self).__init__(*args, **kwargs)
 

From 1d15e12b8df16cf9a02ed3a47df16af846d5d47e Mon Sep 17 00:00:00 2001
From: Victor Grau Serrat <lacabra@gmail.com>
Date: Tue, 12 Dec 2017 09:04:30 -0700
Subject: [PATCH 42/52] DOC: added features page, restructured Jupyter & naming
 convention

---
 docs/source/beginner-tutorial.rst             | 15807 +++++++++++++++-
 .../{naming-convention.rst => features.rst}   |    53 +-
 docs/source/index.rst                         |     4 +-
 docs/source/jupyter.rst                       | 15799 ---------------
 4 files changed, 15858 insertions(+), 15805 deletions(-)
 rename docs/source/{naming-convention.rst => features.rst} (59%)
 delete mode 100644 docs/source/jupyter.rst

diff --git a/docs/source/beginner-tutorial.rst b/docs/source/beginner-tutorial.rst
index 38603888..2b34bba1 100644
--- a/docs/source/beginner-tutorial.rst
+++ b/docs/source/beginner-tutorial.rst
@@ -132,8 +132,8 @@ data is managed, hence the following overview:
    different bundle datasets, and are managed separately.
 
 -  Bundles are exchange-specific, as the pricing data is specific to the trades 
-   that happen in each exchange. As a result, you can must specify which 
-   exchange you want pricing data from when ingesting data
+   that happen in each exchange. As a result, you must specify which 
+   exchange you want pricing data from when ingesting data.
 
 -  Catalyst keeps track of all the downloaded bundles, so that it only has to 
    download them once, and will do incremental updates as needed.
@@ -806,6 +806,15809 @@ the ``scikit-learn`` functions require ``numpy.ndarray``\ s rather than
 ``ndarray`` of a ``DataFrame`` via ``.values``).
 
 
+Jupyter Notebook
+~~~~~~~~~~~~~~~~
+
+(`This is actual Notebook <https://github.com/enigmampc/catalyst/blob/master/catalyst/examples/running_catalyst_in_jupyter_notebook.ipynb>`_ referenced in the text below)
+
+The `Jupyter Notebook <https://jupyter.org/>`__ is a very powerful
+browser-based interface to a Python interpreter. As it is already the
+de-facto interface for most quantitative researchers, ``catalyst``
+provides an easy way to run your algorithm inside the Notebook without
+requiring you to use the CLI. We include this section here as an alternative to
+running algorithms through the command line.
+
+Install
+^^^^^^^
+
+In order to use Jupyter Notebook, you first have to install it inside your
+environment. It's available as ``pip`` package, so regardless of how you 
+installed Catalyst, go inside your catalyst environemnt and run:
+
+.. code:: bash
+
+    (catalyst)$ pip install jupyter
+
+Once you have Jupyter Notebook installed, every time you want to use it run:
+
+.. code:: bash
+
+    (catalyst)$ jupyter notebook
+
+A local server will launch, and will open a new window on your browser. That's
+the interface through which you will interact with Jupyter Notebook.
+
+Running Algorithms
+^^^^^^^^^^^^^^^^^^
+
+Before running your algorithms inside the Jupyter Notebook, remember to ingest
+the data from the command line interface (CLI). In the example below, you would
+need to run first:
+
+.. code:: bash
+
+  catalyst ingest-exchange -x bitfinex -i btc_usd
+
+To use Catalyst inside a Jupyter Noebook, you have to write your algorithm in a 
+cell and let the Jupyter know that it is supposed to execute this algorithm with 
+Catalyst. This is done via the ``%%catalyst`` IPython magic command that is 
+available after you import ``catalyst`` from within the Notebook. This magic 
+takes the same arguments as the command line interface. Thus to run the
+algorithm just supply the same parameters as the CLI but without the -f
+and -o arguments. We just have to execute the following cell after
+importing ``catalyst`` to register the magic.
+
+.. code:: python
+
+    # Register the catalyst magic
+    %load_ext catalyst
+
+.. code:: python
+
+    # Setup matplotlib to display graphs inline in this Notebook
+    %matplotlib inline
+
+Note below that we do not have to specify an input file (-f) since the
+magic will use the contents of the cell and look for your algorithm
+functions.
+
+.. code:: python
+
+    %%catalyst --start 2015-3-2 --end 2017-6-28 --capital-base 100000 -x bitfinex -c usd
+
+    from catalyst.finance.slippage import VolumeShareSlippage
+
+    from catalyst.api import (
+        order_target_value,
+        symbol,
+        record,
+        cancel_order,
+        get_open_orders,
+    )
+
+    def initialize(context):
+        context.ASSET_NAME = 'btc_usd'
+        context.TARGET_HODL_RATIO = 0.8
+        context.RESERVE_RATIO = 1.0 - context.TARGET_HODL_RATIO
+
+        # For all trading pairs in the poloniex bundle, the default denomination
+        # currently supported by Catalyst is 1/1000th of a full coin. Use this
+        # constant to scale the price of up to that of a full coin if desired.
+        context.TICK_SIZE = 1000.0
+
+        context.is_buying = True
+        context.asset = symbol(context.ASSET_NAME)
+
+        context.i = 0
+
+    def handle_data(context, data):
+        context.i += 1
+
+        starting_cash = context.portfolio.starting_cash
+        target_hodl_value = context.TARGET_HODL_RATIO * starting_cash
+        reserve_value = context.RESERVE_RATIO * starting_cash
+
+        # Cancel any outstanding orders
+        orders = get_open_orders(context.asset) or []
+        for order in orders:
+            cancel_order(order)
+        
+        # Stop buying after passing the reserve threshold
+        cash = context.portfolio.cash
+        if cash <= reserve_value:
+            context.is_buying = False
+
+        # Retrieve current asset price from pricing data
+        price = data.current(context.asset, 'price')
+
+        # Check if still buying and could (approximately) afford another purchase
+        if context.is_buying and cash > price:
+            # Place order to make position in asset equal to target_hodl_value
+            order_target_value(
+                context.asset,
+                target_hodl_value,
+                limit_price=price*1.1,
+                stop_price=price*0.9,
+            )
+
+        record(
+            price=price,
+            volume=data.current(context.asset, 'volume'),
+            cash=cash,
+            starting_cash=context.portfolio.starting_cash,
+            leverage=context.account.leverage,
+        )
+
+    def analyze(context=None, results=None):
+        import matplotlib.pyplot as plt
+
+        # Plot the portfolio and asset data.
+        ax1 = plt.subplot(611)
+        results[['portfolio_value']].plot(ax=ax1)
+        ax1.set_ylabel('Portfolio Value (USD)')
+
+        ax2 = plt.subplot(612, sharex=ax1)
+        ax2.set_ylabel('{asset} (USD)'.format(asset=context.ASSET_NAME))
+        (context.TICK_SIZE * results[['price']]).plot(ax=ax2)
+
+        trans = results.ix[[t != [] for t in results.transactions]]
+        buys = trans.ix[
+            [t[0]['amount'] > 0 for t in trans.transactions]
+        ]
+        ax2.plot(
+            buys.index,
+            context.TICK_SIZE * results.price[buys.index],
+            '^',
+            markersize=10,
+            color='g',
+        )
+
+        ax3 = plt.subplot(613, sharex=ax1)
+        results[['leverage', 'alpha', 'beta']].plot(ax=ax3)
+        ax3.set_ylabel('Leverage ')
+
+        ax4 = plt.subplot(614, sharex=ax1)
+        results[['starting_cash', 'cash']].plot(ax=ax4)
+        ax4.set_ylabel('Cash (USD)')
+
+        results[[
+            'treasury',
+            'algorithm',
+            'benchmark',
+        ]] = results[[
+            'treasury_period_return',
+            'algorithm_period_return',
+            'benchmark_period_return',
+        ]]
+
+        ax5 = plt.subplot(615, sharex=ax1)
+        results[[
+            'treasury',
+            'algorithm',
+            'benchmark',
+        ]].plot(ax=ax5)
+        ax5.set_ylabel('Percent Change')
+
+        ax6 = plt.subplot(616, sharex=ax1)
+        results[['volume']].plot(ax=ax6)
+        ax6.set_ylabel('Volume (mCoins/5min)')
+
+        plt.legend(loc=3)
+
+        # Show the plot.
+        plt.gcf().set_size_inches(18, 8)
+        plt.show()
+
+::
+
+    [2017-08-11 07:19:46.411748] INFO: Loader: Loading benchmark data for 'USDT_BTC' from 1989-12-31 00:00:00+00:00 to 2017-08-09 00:00:00+00:00
+    [2017-08-11 07:19:46.418983] INFO: Loader: Loading data for /Users/<snipped>/.catalyst/data/USDT_BTC_benchmark.csv failed with error [Unknown string format].
+    [2017-08-11 07:19:46.419740] INFO: Loader: Cache at /Users/<snipped>/.catalyst/data/USDT_BTC_benchmark.csv does not have data from 1990-01-01 00:00:00+00:00 to 2017-08-09 00:00:00+00:00.
+
+    [2017-08-11 07:19:46.420770] INFO: Loader: Downloading benchmark data for 'USDT_BTC' from 1989-12-31 00:00:00+00:00 to 2017-08-09 00:00:00+00:00
+    [2017-08-11 07:19:50.060244] WARNING: Loader: Still don't have expected data after redownload!
+    [2017-08-11 07:19:50.097334] WARNING: Loader: Refusing to download new treasury data because a download succeeded at 2017-08-11 06:56:49+00:00.
+    [2017-08-11 07:19:54.618399] INFO: Performance: Simulated 851 trading days out of 851.
+    [2017-08-11 07:19:54.619301] INFO: Performance: first open: 2015-03-01 00:00:00+00:00
+    [2017-08-11 07:19:54.620430] INFO: Performance: last close: 2017-06-28 23:59:00+00:00
+
+.. figure:: https://i.imgur.com/DS5w47q.png
+   :alt: png
+
+.. raw:: html
+
+   <div>
+
+.. raw:: html
+
+   <table border="1" class="dataframe">
+
+.. raw:: html
+
+   <thead>
+
+.. raw:: html
+
+   <tr style="text-align: right;">
+
+.. raw:: html
+
+   <th>
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+algo_volatility
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+algorithm_period_return
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+alpha
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+benchmark_period_return
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+benchmark_volatility
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+beta
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+capital_used
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+cash
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+ending_cash
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+ending_exposure
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+…
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+starting_cash
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+starting_exposure
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+starting_value
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+trading_days
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+transactions
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+treasury_period_return
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+volume
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+treasury
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+algorithm
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+benchmark
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   </thead>
+
+.. raw:: html
+
+   <tbody>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-01 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+NaN
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+NaN
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.045833
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+NaN
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+NaN
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+1
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0200
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+317
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0200
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.045833
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-02 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.000278
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.000025
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.011045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.120833
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.290503
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.000956
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-85544.474955
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+85542.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+2
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[{u’commission’: None, u’amount’: 318, u’sid’:…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0208
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+98063
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0208
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.000025
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.120833
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-03 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.051796
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.005688
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-1.197544
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.113416
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.633538
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.077239
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+84975.642
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+85542.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+85542.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+3
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0212
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+442983
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0212
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.005688
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.113416
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-04 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.342118
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.034955
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.401861
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.166666
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.524400
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.181468
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+89040.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+84975.642
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+84975.642
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+4
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0212
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+245889
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0212
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.034955
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.166666
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-05 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.637226
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.038185
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-3.914003
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.070834
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.976896
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.550520
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+81726.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+89040.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+89040.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+5
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0211
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+117440
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0211
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.038185
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.070834
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-06 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.580521
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.028645
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-3.100822
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.083333
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.874082
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.546703
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+82680.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+81726.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+81726.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0224
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+84197
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0224
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.028645
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.083333
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-07 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.530557
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.028645
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-2.625704
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.083333
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.802793
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.536589
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+82680.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+82680.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+82680.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0224
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+181
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0224
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.028645
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.083333
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-08 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.491628
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.028645
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-2.276841
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.083333
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.746605
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.529163
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+82680.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+82680.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+82680.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0224
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+30900
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0224
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.028645
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.083333
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-09 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.467885
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.015925
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-1.895269
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.100000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.698764
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.532652
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+83952.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+82680.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+82680.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0220
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+128367
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0220
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.015925
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.100000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-10 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.626552
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.069935
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-1.625285
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.212500
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.800983
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.676289
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+92538.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+83952.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+83952.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0214
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+54961
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0214
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.069935
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.212500
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-11 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.644515
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.022235
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-1.727710
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.150000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.834650
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.684052
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87768.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+92538.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+92538.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+11
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0211
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+42511
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0211
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.022235
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.150000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-12 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.614650
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.022235
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-1.573455
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.150000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.798403
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.680882
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87768.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87768.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87768.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+12
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0210
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+2909
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0210
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.022235
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.150000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-13 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.588942
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.019405
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-1.454733
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.146291
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.767688
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.677881
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87484.980
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87768.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87768.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+13
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0213
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+57613
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0213
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.019405
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.146291
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-14 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.565911
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.019373
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-1.344915
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.146250
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.739230
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.675665
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87481.800
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87484.980
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87484.980
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0213
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+48310
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0213
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.019373
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.146250
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-15 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.551394
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.041659
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-1.191436
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.175450
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.714876
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.680484
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+89710.344
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87481.800
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87481.800
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+15
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0213
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+29454
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0213
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.041659
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.175450
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-16 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.541846
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.019055
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-1.188212
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.145833
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.706049
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.680281
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87450.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+89710.344
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+89710.344
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+16
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0210
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+25564
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0210
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.019055
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.145833
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-17 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.524682
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.019055
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-1.115149
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.145833
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.684599
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.678870
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87450.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87450.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87450.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+17
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0206
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0206
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.019055
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.145833
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-18 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.532621
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.021999
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-1.180440
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.092041
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.696261
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.685307
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+83344.620
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87450.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+87450.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+18
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0193
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+164911
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0193
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.021999
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.092041
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-19 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.518811
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.013234
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-1.096387
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.103526
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.676861
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.686186
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+84221.028
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+83344.620
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+83344.620
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+19
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0198
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+713904
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0198
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.013234
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.103526
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-20 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.505168
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.017324
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-1.050273
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.098170
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.659945
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.685070
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+83812.080
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+84221.028
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+84221.028
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+20
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0193
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+132725
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0193
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.017324
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.098170
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-21 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.492384
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.018494
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-1.002051
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.096637
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.643679
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.684283
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+83695.056
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+83812.080
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+83812.080
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+21
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0193
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+201155
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0193
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.018494
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.096637
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-22 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.482998
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.004744
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.927947
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.114653
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.629319
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.686478
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+85070.088
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+83695.056
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+83695.056
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+22
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0193
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+64378
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0193
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.004744
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.114653
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-23 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.477523
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.026505
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.935352
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.086139
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.623502
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.687025
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+82894.014
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+85070.088
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+85070.088
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+23
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0192
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+61850
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0192
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.026505
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.086139
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-24 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.504086
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.084215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-1.021023
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.010523
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.655188
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.701025
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+77122.950
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+82894.014
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+82894.014
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+24
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0188
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+490180
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0188
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.084215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.010523
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-25 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.497690
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.068474
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.952786
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.031148
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.644272
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.704251
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+78697.050
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+77122.950
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+77122.950
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+25
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0193
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+90862
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0193
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.068474
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.031148
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-26 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.489730
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.084215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.943240
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.010523
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.634965
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.703738
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+77122.950
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+78697.050
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+78697.050
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+26
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0201
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+2299
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0201
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.084215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.010523
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-27 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.495916
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.049785
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.857592
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.055636
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.636644
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.713671
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+80565.936
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+77122.950
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+77122.950
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+27
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0195
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+663
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0195
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.049785
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.055636
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-28 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.488469
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.064490
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.848769
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.036368
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.627920
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.713212
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+79095.504
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+80565.936
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+80565.936
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+28
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0195
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7061
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0195
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.064490
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.036368
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-29 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.479671
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.066903
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.822844
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.033205
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.616787
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.712868
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+78854.142
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+79095.504
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+79095.504
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+29
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0195
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8526
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0195
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.066903
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.033205
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-30 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.476306
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.046605
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.769239
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.059803
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.610002
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.716464
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+80883.936
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+78854.142
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+78854.142
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+30
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0196
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+29654
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0196
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.046605
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.059803
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+…
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-05-30 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.495432
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+5.949752
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.016611
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.916664
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.554369
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.888883
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+680519.682
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+701826.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+701826.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+822
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+40157964723
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+5.949752
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.916664
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-05-31 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.495243
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6.102328
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.017086
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.154164
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.554182
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.888844
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+695777.322
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+680519.682
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+680519.682
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+823
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+31098652109
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6.102328
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.154164
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-01 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.495836
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6.504967
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.014668
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.644144
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.554541
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.889303
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+736041.210
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+695777.322
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+695777.322
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+824
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+40944880757
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6.504967
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.644144
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-02 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.495948
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6.801995
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.013641
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.033331
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.554581
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.889440
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+765744.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+736041.210
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+736041.210
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+825
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+22364557424
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6.801995
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.033331
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-03 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.495729
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6.952409
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.013100
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.230418
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.554317
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.889470
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+780785.400
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+765744.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+765744.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+826
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+23687278961
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6.952409
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.230418
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-04 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.495450
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.042244
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.012768
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.348122
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.553999
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.889479
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+789768.900
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+780785.400
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+780785.400
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+827
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+21332021248
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.042244
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.348122
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-05 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.496148
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.524987
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.011320
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.980649
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.554578
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.889805
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+838043.208
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+789768.900
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+789768.900
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+828
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0218
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+22372229837
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0218
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.524987
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.980649
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-06 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.497592
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.194835
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.009554
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.858330
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.555841
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.890368
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+905028.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+838043.208
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+838043.208
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+829
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0214
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+81923184446
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0214
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.194835
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.858330
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-07 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.498895
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.557258
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.011975
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.022932
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.557003
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.890845
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+841270.272
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+905028.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+905028.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+830
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0218
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+49070430356
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0218
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.557258
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.022932
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-08 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.499349
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.010395
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.010676
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.616664
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.557357
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.891092
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+886584.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+841270.272
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+841270.272
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+831
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0219
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+34013412940
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0219
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.010395
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.616664
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-09 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.499063
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.099750
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.010386
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.733746
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.557033
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.891098
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+895519.482
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+886584.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+886584.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+832
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+25275425996
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.099750
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.733746
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-10 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.498769
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.086143
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.010416
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.715915
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.556705
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.891098
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+894158.760
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+895519.482
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+895519.482
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+833
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+30620792046
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.086143
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.715915
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-11 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.498971
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.484533
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.009305
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+11.237914
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.556827
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.891266
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+933997.800
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+894158.760
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+894158.760
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+834
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+30830678595
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.484533
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+11.237914
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-12 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.503448
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.320494
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.014065
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.712706
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.560936
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.892695
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+817593.900
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+933997.800
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+933997.800
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+835
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+88704710635
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.320494
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.712706
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-13 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.503565
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.656697
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.013054
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.153225
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.560981
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.892830
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+851214.132
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+817593.900
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+817593.900
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+836
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+42251296767
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.656697
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.153225
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-14 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.506845
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6.734516
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.016873
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.944917
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.563995
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.893862
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+758996.040
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+851214.132
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+851214.132
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+837
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+63183088135
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6.734516
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.944917
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-15 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.506562
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6.695367
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.016991
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.893622
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.563678
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.893865
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+755081.142
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+758996.040
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+758996.040
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+838
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0216
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+104677533974
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0216
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6.695367
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.893622
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-16 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.506404
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6.887855
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.016343
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.145831
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.563472
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.893913
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+774330.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+755081.142
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+755081.142
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+839
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0216
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+43479966625
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0216
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6.887855
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.145831
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-17 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.507407
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.435283
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.014812
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.863113
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.564341
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.894311
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+829072.746
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+774330.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+774330.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+840
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0216
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+36800919715
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0216
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.435283
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.863113
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-18 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.507740
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.070069
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.016112
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.384581
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.564605
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.894482
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+792551.400
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+829072.746
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+829072.746
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+841
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0216
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+46411759478
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0216
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.070069
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.384581
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-19 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.507754
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.358645
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.015226
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.762694
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.564557
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.894583
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+821408.946
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+792551.400
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+792551.400
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+842
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0219
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+28294406623
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0219
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.358645
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.762694
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-20 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.507705
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.628795
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.014414
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.116664
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.564451
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.894665
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+848424.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+821408.946
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+821408.946
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+843
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0216
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+36903854052
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0216
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.628795
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.116664
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-21 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.507531
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.476155
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.014900
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.916664
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.564238
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.894696
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+833160.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+848424.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+848424.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+844
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0216
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+43815656010
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0216
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.476155
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.916664
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-22 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.507315
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.645891
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.014372
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.139065
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.563979
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.894725
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+850133.568
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+833160.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+833160.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+845
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+22304647568
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.645891
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.139065
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-23 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.507020
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.635155
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.014388
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.124997
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.563652
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.894725
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+849060.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+850133.568
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+850133.568
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+846
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+13090231864
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.635155
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+10.124997
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-24 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.507936
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.105628
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.016304
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.431173
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.564463
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.895061
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+796107.276
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+849060.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+849060.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+847
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+34088563732
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.105628
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.431173
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-25 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.507675
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.036714
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.016515
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.340880
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.564168
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.895069
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+789215.898
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+796107.276
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+796107.276
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+848
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+41560204433
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0215
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.036714
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.340880
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-26 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.507780
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6.761571
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.017485
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.980368
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.564221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.895175
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+761701.584
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+789215.898
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+789215.898
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+849
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0214
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+73840480752
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0214
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+6.761571
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+8.980368
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-27 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.508048
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.126355
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.016390
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.458331
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.564409
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.895349
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+798180.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+761701.584
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+761701.584
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+850
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+62426319778
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0221
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.126355
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.458331
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2017-06-28 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.507750
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.135895
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.016340
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.470831
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.564078
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.895349
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+799134.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+798180.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+798180.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+851
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0222
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+39676839183
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0222
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+7.135895
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+9.470831
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   </tbody>
+
+.. raw:: html
+
+   </table>
+
+.. raw:: html
+
+   <p>
+
+851 rows × 45 columns
+
+.. raw:: html
+
+   </p>
+
+.. raw:: html
+
+   </div>
+
+Also, instead of defining an output file we are accessing it via the “_"
+variable that will be created in the name space and contain the
+performance DataFrame.
+
+.. code:: python
+
+    _.head()
+
+.. raw:: html
+
+   <div>
+
+.. raw:: html
+
+   <table border="1" class="dataframe">
+
+.. raw:: html
+
+   <thead>
+
+.. raw:: html
+
+   <tr style="text-align: right;">
+
+.. raw:: html
+
+   <th>
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+algo_volatility
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+algorithm_period_return
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+alpha
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+benchmark_period_return
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+benchmark_volatility
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+beta
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+capital_used
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+cash
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+ending_cash
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+ending_exposure
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+…
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+starting_cash
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+starting_exposure
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+starting_value
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+trading_days
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+transactions
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+treasury_period_return
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+volume
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+treasury
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+algorithm
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <th>
+
+benchmark
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   </thead>
+
+.. raw:: html
+
+   <tbody>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-01 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+NaN
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+NaN
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.045833
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+NaN
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+NaN
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+1
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0200
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+317
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0200
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.045833
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-02 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.000278
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.000025
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.011045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.120833
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.290503
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.000956
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-85544.474955
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+85542.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+2
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[{u’commission’: None, u’amount’: 318, u’sid’:…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0208
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+98063
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0208
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.000025
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.120833
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-03 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.051796
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.005688
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-1.197544
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.113416
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.633538
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.077239
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+84975.642
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+85542.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+85542.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+3
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0212
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+442983
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0212
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.005688
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.113416
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-04 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.342118
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.034955
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.401861
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.166666
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.524400
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.181468
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+89040.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+84975.642
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+84975.642
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+4
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0212
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+245889
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0212
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.034955
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.166666
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   <tr>
+
+.. raw:: html
+
+   <th>
+
+2015-03-05 23:59:00+00:00
+
+.. raw:: html
+
+   </th>
+
+.. raw:: html
+
+   <td>
+
+0.637226
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.038185
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-3.914003
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.070834
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.976896
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.550520
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.000000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+14455.525045
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+81726.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+…
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+100000.0
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+89040.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+89040.000
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+5
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+[]
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0211
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+117440
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.0211
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+-0.038185
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   <td>
+
+0.070834
+
+.. raw:: html
+
+   </td>
+
+.. raw:: html
+
+   </tr>
+
+.. raw:: html
+
+   </tbody>
+
+.. raw:: html
+
+   </table>
+
+.. raw:: html
+
+   <p>
+
+5 rows × 45 columns
+
+.. raw:: html
+
+   </p>
+
+.. raw:: html
+
+   </div>
+
+
+
 Next steps
 ~~~~~~~~~~
 
diff --git a/docs/source/naming-convention.rst b/docs/source/features.rst
similarity index 59%
rename from docs/source/naming-convention.rst
rename to docs/source/features.rst
index 2a9e0398..adde8637 100644
--- a/docs/source/naming-convention.rst
+++ b/docs/source/features.rst
@@ -1,5 +1,56 @@
+Features
+========
+
+This page describes the features that Catalyst provides in the current version,
+and what is planned for future releases.
+
+Current Functionality
+~~~~~~~~~~~~~~~~~~~~~
+
+* Backtesting and live-trading modes to run your trading algorithms, with a 
+  seamless transition between the two.
+* Support for 3 exchanges: Bitfinex, Bittrex and Poloniex in both modes 
+  (backtesting and live-trading). Historical data for backtesting is provided 
+  with daily resolution for all three exchanges, and minute resolution for 
+  Bitfinex and Poloniex. No minute-resolution data is currently available for 
+  Bittrex. Refer to 
+  `Catalyst Market Coverage <https://www.enigma.co/catalyst/status>`_ for 
+  details.
+* Standardized naming convention for all asset pairs trading on any exchange in 
+  the form ``{market_currency}_{base_currency}``. See 
+  :ref:`naming`.
+* Output of performance statistics based on Pandas DataFrames to integrate 
+  nicely into the existing PyData ecosystem.
+* Support for accessing multiple exchanges per algorithm, which opens the door
+  to cross-exchange arbitrage opportunities.
+* Support for running multiple algorithms on the same exchange independently of
+  one another. Catalyst performance tracker stores just enough data to allow 
+  algorithms to run independently while still sharing critical data through 
+  exchanges.
+* Benchmark defaults to Bitcoin price (btc_usdt in Poloniex exchange) for the 
+  purpose of comparing performance across trading algorithms. A custom benchmark
+  can be specified through ``set_benchmark()`` (but see 
+  `issue #86 <https://github.com/enigmampc/catalyst/issues/86>`_). 
+* Support for MacOS, Linux and Windows installations.
+* Support for Python2 and Python3.
+
+Upcoming features
+~~~~~~~~~~~~~~~~~
+
+* Paper trading mode (v0.4 - mid Dec. 2017)
+* Support for additional exchanges (v0.4 - mid Dec. 2017)
+* Additional datasets beyond pricing data (Dec. 2017)
+* API documentation (Jan. 2017)
+* Support for decentralized exchanges (Jan. 2017)
+* Support for data ingestion of community-contributed data sets (Jan. 2017)
+* Pipeline support (Jan. 2018)
+* Web UI (Q2 2018)
+
+
+ .. _naming:
+
 Naming Convention
-=================
+~~~~~~~~~~~~~~~~~
 
 Catalyst introduces a standardized naming convention for all asset pairs 
 trading on any exchange in the following form:
diff --git a/docs/source/index.rst b/docs/source/index.rst
index 3e94084f..c500ba29 100644
--- a/docs/source/index.rst
+++ b/docs/source/index.rst
@@ -9,9 +9,8 @@ Table of Contents
 
    install
    beginner-tutorial
-   jupyter
    live-trading
-   naming-convention
+   features
    example-algos
    utilities
    videos
@@ -19,7 +18,6 @@ Table of Contents
    development-guidelines
    releases
 ..   bundles
-..   development-guidelines
 ..   appendix
 ..   release-process
 
diff --git a/docs/source/jupyter.rst b/docs/source/jupyter.rst
deleted file mode 100644
index 21fc010a..00000000
--- a/docs/source/jupyter.rst
+++ /dev/null
@@ -1,15799 +0,0 @@
-Catalyst & Jupyter Notebook
-===========================
-
-(`This is actual Notebook <https://github.com/enigmampc/catalyst/blob/master/catalyst/examples/running_catalyst_in_jupyter_notebook.ipynb>`_ referenced in the text below)
-
-The `Jupyter Notebook <https://jupyter.org/>`__ is a very powerful
-browser-based interface to a Python interpreter. As it is already the
-de-facto interface for most quantitative researchers, ``catalyst``
-provides an easy way to run your algorithm inside the Notebook without
-requiring you to use the CLI.
-
-Install
-^^^^^^^
-
-In order to use Jupyter Notebook, you first have to install it inside your
-environment. It's available as ``pip`` package, so regardless of how you 
-installed Catalyst, go inside your catalyst environemnt and run:
-
-.. code:: bash
-
-    (catalyst)$ pip install jupyter
-
-Once you have Jupyter Notebook installed, every time you want to use it run:
-
-.. code:: bash
-
-    (catalyst)$ jupyter notebook
-
-A local server will launch, and will open a new window on your browser. That's
-the interface through which you will interact with Jupyter Notebook.
-
-Running Algorithms
-^^^^^^^^^^^^^^^^^^
-
-Before running your algorithms inside the Jupyter Notebook, remember to ingest
-the data from the command line interface (CLI). In the example below, you would
-need to run first:
-
-.. code:: bash
-
-  catalyst ingest-exchange -x bitfinex -i btc_usd
-
-To use Catalyst inside a Jupyter Noebook, you have to write your algorithm in a 
-cell and let the Jupyter know that it is supposed to execute this algorithm with 
-Catalyst. This is done via the ``%%catalyst`` IPython magic command that is 
-available after you import ``catalyst`` from within the Notebook. This magic 
-takes the same arguments as the command line interface. Thus to run the
-algorithm just supply the same parameters as the CLI but without the -f
-and -o arguments. We just have to execute the following cell after
-importing ``catalyst`` to register the magic.
-
-.. code:: python
-
-    # Register the catalyst magic
-    %load_ext catalyst
-
-.. code:: python
-
-    # Setup matplotlib to display graphs inline in this Notebook
-    %matplotlib inline
-
-Note below that we do not have to specify an input file (-f) since the
-magic will use the contents of the cell and look for your algorithm
-functions.
-
-.. code:: python
-
-    %%catalyst --start 2015-3-2 --end 2017-6-28 --capital-base 100000 -x bitfinex -c usd
-
-    from catalyst.finance.slippage import VolumeShareSlippage
-
-    from catalyst.api import (
-        order_target_value,
-        symbol,
-        record,
-        cancel_order,
-        get_open_orders,
-    )
-
-    def initialize(context):
-        context.ASSET_NAME = 'btc_usd'
-        context.TARGET_HODL_RATIO = 0.8
-        context.RESERVE_RATIO = 1.0 - context.TARGET_HODL_RATIO
-
-        # For all trading pairs in the poloniex bundle, the default denomination
-        # currently supported by Catalyst is 1/1000th of a full coin. Use this
-        # constant to scale the price of up to that of a full coin if desired.
-        context.TICK_SIZE = 1000.0
-
-        context.is_buying = True
-        context.asset = symbol(context.ASSET_NAME)
-
-        context.i = 0
-
-    def handle_data(context, data):
-        context.i += 1
-
-        starting_cash = context.portfolio.starting_cash
-        target_hodl_value = context.TARGET_HODL_RATIO * starting_cash
-        reserve_value = context.RESERVE_RATIO * starting_cash
-
-        # Cancel any outstanding orders
-        orders = get_open_orders(context.asset) or []
-        for order in orders:
-            cancel_order(order)
-        
-        # Stop buying after passing the reserve threshold
-        cash = context.portfolio.cash
-        if cash <= reserve_value:
-            context.is_buying = False
-
-        # Retrieve current asset price from pricing data
-        price = data.current(context.asset, 'price')
-
-        # Check if still buying and could (approximately) afford another purchase
-        if context.is_buying and cash > price:
-            # Place order to make position in asset equal to target_hodl_value
-            order_target_value(
-                context.asset,
-                target_hodl_value,
-                limit_price=price*1.1,
-                stop_price=price*0.9,
-            )
-
-        record(
-            price=price,
-            volume=data.current(context.asset, 'volume'),
-            cash=cash,
-            starting_cash=context.portfolio.starting_cash,
-            leverage=context.account.leverage,
-        )
-
-    def analyze(context=None, results=None):
-        import matplotlib.pyplot as plt
-
-        # Plot the portfolio and asset data.
-        ax1 = plt.subplot(611)
-        results[['portfolio_value']].plot(ax=ax1)
-        ax1.set_ylabel('Portfolio Value (USD)')
-
-        ax2 = plt.subplot(612, sharex=ax1)
-        ax2.set_ylabel('{asset} (USD)'.format(asset=context.ASSET_NAME))
-        (context.TICK_SIZE * results[['price']]).plot(ax=ax2)
-
-        trans = results.ix[[t != [] for t in results.transactions]]
-        buys = trans.ix[
-            [t[0]['amount'] > 0 for t in trans.transactions]
-        ]
-        ax2.plot(
-            buys.index,
-            context.TICK_SIZE * results.price[buys.index],
-            '^',
-            markersize=10,
-            color='g',
-        )
-
-        ax3 = plt.subplot(613, sharex=ax1)
-        results[['leverage', 'alpha', 'beta']].plot(ax=ax3)
-        ax3.set_ylabel('Leverage ')
-
-        ax4 = plt.subplot(614, sharex=ax1)
-        results[['starting_cash', 'cash']].plot(ax=ax4)
-        ax4.set_ylabel('Cash (USD)')
-
-        results[[
-            'treasury',
-            'algorithm',
-            'benchmark',
-        ]] = results[[
-            'treasury_period_return',
-            'algorithm_period_return',
-            'benchmark_period_return',
-        ]]
-
-        ax5 = plt.subplot(615, sharex=ax1)
-        results[[
-            'treasury',
-            'algorithm',
-            'benchmark',
-        ]].plot(ax=ax5)
-        ax5.set_ylabel('Percent Change')
-
-        ax6 = plt.subplot(616, sharex=ax1)
-        results[['volume']].plot(ax=ax6)
-        ax6.set_ylabel('Volume (mCoins/5min)')
-
-        plt.legend(loc=3)
-
-        # Show the plot.
-        plt.gcf().set_size_inches(18, 8)
-        plt.show()
-
-::
-
-    [2017-08-11 07:19:46.411748] INFO: Loader: Loading benchmark data for 'USDT_BTC' from 1989-12-31 00:00:00+00:00 to 2017-08-09 00:00:00+00:00
-    [2017-08-11 07:19:46.418983] INFO: Loader: Loading data for /Users/<snipped>/.catalyst/data/USDT_BTC_benchmark.csv failed with error [Unknown string format].
-    [2017-08-11 07:19:46.419740] INFO: Loader: Cache at /Users/<snipped>/.catalyst/data/USDT_BTC_benchmark.csv does not have data from 1990-01-01 00:00:00+00:00 to 2017-08-09 00:00:00+00:00.
-
-    [2017-08-11 07:19:46.420770] INFO: Loader: Downloading benchmark data for 'USDT_BTC' from 1989-12-31 00:00:00+00:00 to 2017-08-09 00:00:00+00:00
-    [2017-08-11 07:19:50.060244] WARNING: Loader: Still don't have expected data after redownload!
-    [2017-08-11 07:19:50.097334] WARNING: Loader: Refusing to download new treasury data because a download succeeded at 2017-08-11 06:56:49+00:00.
-    [2017-08-11 07:19:54.618399] INFO: Performance: Simulated 851 trading days out of 851.
-    [2017-08-11 07:19:54.619301] INFO: Performance: first open: 2015-03-01 00:00:00+00:00
-    [2017-08-11 07:19:54.620430] INFO: Performance: last close: 2017-06-28 23:59:00+00:00
-
-.. figure:: https://i.imgur.com/DS5w47q.png
-   :alt: png
-
-.. raw:: html
-
-   <div>
-
-.. raw:: html
-
-   <table border="1" class="dataframe">
-
-.. raw:: html
-
-   <thead>
-
-.. raw:: html
-
-   <tr style="text-align: right;">
-
-.. raw:: html
-
-   <th>
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-algo_volatility
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-algorithm_period_return
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-alpha
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-benchmark_period_return
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-benchmark_volatility
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-beta
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-capital_used
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-cash
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-ending_cash
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-ending_exposure
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-…
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-starting_cash
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-starting_exposure
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-starting_value
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-trading_days
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-transactions
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-treasury_period_return
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-volume
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-treasury
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-algorithm
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-benchmark
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   </thead>
-
-.. raw:: html
-
-   <tbody>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-01 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-NaN
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-NaN
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.045833
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-NaN
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-NaN
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-1
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0200
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-317
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0200
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.045833
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-02 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.000278
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.000025
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.011045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.120833
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.290503
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.000956
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--85544.474955
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-85542.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-2
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[{u’commission’: None, u’amount’: 318, u’sid’:…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0208
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-98063
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0208
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.000025
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.120833
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-03 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.051796
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.005688
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--1.197544
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.113416
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.633538
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.077239
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-84975.642
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-85542.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-85542.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-3
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0212
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-442983
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0212
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.005688
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.113416
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-04 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.342118
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.034955
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.401861
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.166666
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.524400
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.181468
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-89040.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-84975.642
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-84975.642
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-4
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0212
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-245889
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0212
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.034955
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.166666
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-05 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.637226
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.038185
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--3.914003
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.070834
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.976896
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.550520
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-81726.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-89040.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-89040.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-5
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0211
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-117440
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0211
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.038185
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.070834
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-06 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.580521
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.028645
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--3.100822
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.083333
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.874082
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.546703
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-82680.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-81726.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-81726.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0224
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-84197
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0224
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.028645
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.083333
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-07 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.530557
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.028645
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--2.625704
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.083333
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.802793
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.536589
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-82680.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-82680.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-82680.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0224
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-181
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0224
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.028645
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.083333
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-08 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.491628
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.028645
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--2.276841
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.083333
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.746605
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.529163
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-82680.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-82680.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-82680.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0224
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-30900
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0224
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.028645
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.083333
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-09 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.467885
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.015925
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--1.895269
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.100000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.698764
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.532652
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-83952.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-82680.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-82680.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0220
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-128367
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0220
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.015925
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.100000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-10 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.626552
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.069935
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--1.625285
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.212500
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.800983
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.676289
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-92538.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-83952.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-83952.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0214
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-54961
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0214
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.069935
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.212500
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-11 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.644515
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.022235
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--1.727710
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.150000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.834650
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.684052
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87768.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-92538.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-92538.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-11
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0211
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-42511
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0211
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.022235
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.150000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-12 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.614650
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.022235
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--1.573455
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.150000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.798403
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.680882
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87768.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87768.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87768.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-12
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0210
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-2909
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0210
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.022235
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.150000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-13 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.588942
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.019405
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--1.454733
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.146291
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.767688
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.677881
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87484.980
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87768.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87768.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-13
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0213
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-57613
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0213
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.019405
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.146291
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-14 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.565911
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.019373
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--1.344915
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.146250
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.739230
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.675665
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87481.800
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87484.980
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87484.980
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0213
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-48310
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0213
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.019373
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.146250
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-15 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.551394
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.041659
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--1.191436
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.175450
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.714876
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.680484
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-89710.344
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87481.800
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87481.800
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-15
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0213
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-29454
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0213
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.041659
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.175450
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-16 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.541846
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.019055
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--1.188212
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.145833
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.706049
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.680281
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87450.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-89710.344
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-89710.344
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-16
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0210
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-25564
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0210
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.019055
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.145833
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-17 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.524682
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.019055
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--1.115149
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.145833
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.684599
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.678870
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87450.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87450.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87450.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-17
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0206
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0206
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.019055
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.145833
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-18 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.532621
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.021999
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--1.180440
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.092041
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.696261
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.685307
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-83344.620
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87450.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-87450.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-18
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0193
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-164911
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0193
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.021999
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.092041
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-19 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.518811
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.013234
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--1.096387
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.103526
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.676861
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.686186
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-84221.028
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-83344.620
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-83344.620
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-19
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0198
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-713904
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0198
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.013234
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.103526
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-20 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.505168
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.017324
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--1.050273
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.098170
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.659945
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.685070
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-83812.080
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-84221.028
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-84221.028
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-20
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0193
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-132725
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0193
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.017324
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.098170
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-21 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.492384
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.018494
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--1.002051
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.096637
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.643679
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.684283
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-83695.056
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-83812.080
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-83812.080
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-21
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0193
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-201155
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0193
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.018494
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.096637
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-22 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.482998
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.004744
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.927947
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.114653
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.629319
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.686478
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-85070.088
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-83695.056
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-83695.056
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-22
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0193
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-64378
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0193
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.004744
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.114653
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-23 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.477523
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.026505
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.935352
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.086139
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.623502
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.687025
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-82894.014
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-85070.088
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-85070.088
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-23
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0192
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-61850
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0192
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.026505
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.086139
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-24 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.504086
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.084215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--1.021023
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.010523
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.655188
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.701025
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-77122.950
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-82894.014
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-82894.014
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-24
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0188
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-490180
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0188
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.084215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.010523
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-25 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.497690
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.068474
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.952786
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.031148
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.644272
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.704251
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-78697.050
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-77122.950
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-77122.950
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-25
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0193
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-90862
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0193
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.068474
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.031148
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-26 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.489730
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.084215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.943240
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.010523
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.634965
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.703738
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-77122.950
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-78697.050
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-78697.050
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-26
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0201
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-2299
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0201
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.084215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.010523
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-27 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.495916
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.049785
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.857592
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.055636
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.636644
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.713671
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-80565.936
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-77122.950
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-77122.950
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-27
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0195
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-663
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0195
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.049785
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.055636
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-28 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.488469
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.064490
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.848769
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.036368
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.627920
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.713212
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-79095.504
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-80565.936
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-80565.936
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-28
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0195
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7061
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0195
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.064490
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.036368
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-29 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.479671
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.066903
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.822844
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.033205
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.616787
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.712868
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-78854.142
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-79095.504
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-79095.504
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-29
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0195
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8526
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0195
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.066903
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.033205
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-30 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.476306
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.046605
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.769239
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.059803
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.610002
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.716464
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-80883.936
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-78854.142
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-78854.142
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-30
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0196
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-29654
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0196
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.046605
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.059803
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-…
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-05-30 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.495432
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-5.949752
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.016611
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.916664
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.554369
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.888883
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-680519.682
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-701826.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-701826.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-822
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-40157964723
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-5.949752
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.916664
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-05-31 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.495243
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6.102328
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.017086
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.154164
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.554182
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.888844
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-695777.322
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-680519.682
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-680519.682
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-823
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-31098652109
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6.102328
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.154164
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-01 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.495836
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6.504967
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.014668
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.644144
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.554541
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.889303
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-736041.210
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-695777.322
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-695777.322
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-824
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-40944880757
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6.504967
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.644144
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-02 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.495948
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6.801995
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.013641
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.033331
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.554581
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.889440
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-765744.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-736041.210
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-736041.210
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-825
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-22364557424
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6.801995
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.033331
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-03 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.495729
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6.952409
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.013100
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.230418
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.554317
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.889470
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-780785.400
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-765744.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-765744.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-826
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-23687278961
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6.952409
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.230418
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-04 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.495450
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.042244
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.012768
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.348122
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.553999
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.889479
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-789768.900
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-780785.400
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-780785.400
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-827
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-21332021248
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.042244
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.348122
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-05 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.496148
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.524987
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.011320
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.980649
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.554578
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.889805
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-838043.208
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-789768.900
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-789768.900
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-828
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0218
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-22372229837
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0218
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.524987
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.980649
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-06 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.497592
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.194835
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.009554
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.858330
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.555841
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.890368
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-905028.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-838043.208
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-838043.208
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-829
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0214
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-81923184446
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0214
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.194835
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.858330
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-07 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.498895
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.557258
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.011975
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.022932
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.557003
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.890845
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-841270.272
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-905028.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-905028.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-830
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0218
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-49070430356
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0218
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.557258
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.022932
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-08 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.499349
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.010395
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.010676
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.616664
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.557357
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.891092
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-886584.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-841270.272
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-841270.272
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-831
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0219
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-34013412940
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0219
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.010395
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.616664
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-09 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.499063
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.099750
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.010386
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.733746
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.557033
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.891098
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-895519.482
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-886584.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-886584.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-832
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-25275425996
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.099750
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.733746
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-10 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.498769
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.086143
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.010416
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.715915
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.556705
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.891098
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-894158.760
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-895519.482
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-895519.482
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-833
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-30620792046
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.086143
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.715915
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-11 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.498971
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.484533
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.009305
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-11.237914
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.556827
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.891266
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-933997.800
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-894158.760
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-894158.760
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-834
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-30830678595
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.484533
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-11.237914
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-12 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.503448
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.320494
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.014065
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.712706
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.560936
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.892695
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-817593.900
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-933997.800
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-933997.800
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-835
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-88704710635
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.320494
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.712706
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-13 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.503565
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.656697
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.013054
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.153225
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.560981
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.892830
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-851214.132
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-817593.900
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-817593.900
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-836
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-42251296767
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.656697
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.153225
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-14 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.506845
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6.734516
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.016873
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.944917
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.563995
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.893862
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-758996.040
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-851214.132
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-851214.132
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-837
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-63183088135
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6.734516
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.944917
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-15 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.506562
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6.695367
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.016991
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.893622
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.563678
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.893865
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-755081.142
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-758996.040
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-758996.040
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-838
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0216
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-104677533974
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0216
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6.695367
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.893622
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-16 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.506404
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6.887855
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.016343
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.145831
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.563472
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.893913
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-774330.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-755081.142
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-755081.142
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-839
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0216
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-43479966625
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0216
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6.887855
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.145831
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-17 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.507407
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.435283
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.014812
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.863113
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.564341
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.894311
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-829072.746
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-774330.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-774330.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-840
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0216
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-36800919715
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0216
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.435283
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.863113
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-18 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.507740
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.070069
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.016112
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.384581
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.564605
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.894482
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-792551.400
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-829072.746
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-829072.746
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-841
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0216
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-46411759478
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0216
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.070069
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.384581
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-19 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.507754
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.358645
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.015226
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.762694
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.564557
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.894583
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-821408.946
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-792551.400
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-792551.400
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-842
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0219
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-28294406623
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0219
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.358645
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.762694
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-20 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.507705
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.628795
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.014414
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.116664
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.564451
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.894665
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-848424.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-821408.946
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-821408.946
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-843
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0216
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-36903854052
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0216
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.628795
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.116664
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-21 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.507531
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.476155
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.014900
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.916664
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.564238
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.894696
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-833160.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-848424.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-848424.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-844
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0216
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-43815656010
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0216
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.476155
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.916664
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-22 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.507315
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.645891
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.014372
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.139065
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.563979
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.894725
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-850133.568
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-833160.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-833160.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-845
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-22304647568
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.645891
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.139065
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-23 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.507020
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.635155
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.014388
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.124997
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.563652
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.894725
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-849060.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-850133.568
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-850133.568
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-846
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-13090231864
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.635155
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-10.124997
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-24 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.507936
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.105628
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.016304
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.431173
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.564463
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.895061
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-796107.276
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-849060.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-849060.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-847
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-34088563732
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.105628
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.431173
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-25 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.507675
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.036714
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.016515
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.340880
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.564168
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.895069
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-789215.898
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-796107.276
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-796107.276
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-848
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-41560204433
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0215
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.036714
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.340880
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-26 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.507780
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6.761571
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.017485
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.980368
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.564221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.895175
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-761701.584
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-789215.898
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-789215.898
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-849
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0214
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-73840480752
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0214
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-6.761571
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-8.980368
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-27 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.508048
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.126355
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.016390
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.458331
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.564409
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.895349
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-798180.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-761701.584
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-761701.584
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-850
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-62426319778
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0221
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.126355
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.458331
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2017-06-28 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.507750
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.135895
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.016340
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.470831
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.564078
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.895349
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-799134.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-798180.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-798180.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-851
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0222
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-39676839183
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0222
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-7.135895
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-9.470831
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   </tbody>
-
-.. raw:: html
-
-   </table>
-
-.. raw:: html
-
-   <p>
-
-851 rows × 45 columns
-
-.. raw:: html
-
-   </p>
-
-.. raw:: html
-
-   </div>
-
-Also, instead of defining an output file we are accessing it via the “_"
-variable that will be created in the name space and contain the
-performance DataFrame.
-
-.. code:: python
-
-    _.head()
-
-.. raw:: html
-
-   <div>
-
-.. raw:: html
-
-   <table border="1" class="dataframe">
-
-.. raw:: html
-
-   <thead>
-
-.. raw:: html
-
-   <tr style="text-align: right;">
-
-.. raw:: html
-
-   <th>
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-algo_volatility
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-algorithm_period_return
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-alpha
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-benchmark_period_return
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-benchmark_volatility
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-beta
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-capital_used
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-cash
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-ending_cash
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-ending_exposure
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-…
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-starting_cash
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-starting_exposure
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-starting_value
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-trading_days
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-transactions
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-treasury_period_return
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-volume
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-treasury
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-algorithm
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <th>
-
-benchmark
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   </thead>
-
-.. raw:: html
-
-   <tbody>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-01 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-NaN
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-NaN
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.045833
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-NaN
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-NaN
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-1
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0200
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-317
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0200
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.045833
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-02 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.000278
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.000025
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.011045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.120833
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.290503
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.000956
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--85544.474955
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-85542.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-2
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[{u’commission’: None, u’amount’: 318, u’sid’:…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0208
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-98063
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0208
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.000025
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.120833
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-03 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.051796
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.005688
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--1.197544
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.113416
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.633538
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.077239
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-84975.642
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-85542.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-85542.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-3
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0212
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-442983
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0212
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.005688
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.113416
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-04 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.342118
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.034955
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.401861
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.166666
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.524400
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.181468
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-89040.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-84975.642
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-84975.642
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-4
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0212
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-245889
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0212
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.034955
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.166666
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   <tr>
-
-.. raw:: html
-
-   <th>
-
-2015-03-05 23:59:00+00:00
-
-.. raw:: html
-
-   </th>
-
-.. raw:: html
-
-   <td>
-
-0.637226
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.038185
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--3.914003
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.070834
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.976896
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.550520
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.000000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-14455.525045
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-81726.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-…
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-100000.0
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-89040.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-89040.000
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-5
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-[]
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0211
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-117440
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.0211
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
--0.038185
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   <td>
-
-0.070834
-
-.. raw:: html
-
-   </td>
-
-.. raw:: html
-
-   </tr>
-
-.. raw:: html
-
-   </tbody>
-
-.. raw:: html
-
-   </table>
-
-.. raw:: html
-
-   <p>
-
-5 rows × 45 columns
-
-.. raw:: html
-
-   </p>
-
-.. raw:: html
-
-   </div>

From 025929035e13180fb85c2bddfee43c475525f8ab Mon Sep 17 00:00:00 2001
From: Victor Grau Serrat <lacabra@gmail.com>
Date: Tue, 12 Dec 2017 09:13:38 -0700
Subject: [PATCH 43/52] DOC: fixed missing link

---
 docs/source/features.rst | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/docs/source/features.rst b/docs/source/features.rst
index adde8637..3d73a5f4 100644
--- a/docs/source/features.rst
+++ b/docs/source/features.rst
@@ -34,6 +34,9 @@ Current Functionality
 * Support for MacOS, Linux and Windows installations.
 * Support for Python2 and Python3.
 
+For additional details on the functionality added on recent releases, see the
+:doc:`Release Notes<releases>`.
+
 Upcoming features
 ~~~~~~~~~~~~~~~~~
 

From eee8dcbbd6782ef9c70e384fe9abfceb181289ba Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Tue, 12 Dec 2017 13:23:15 -0500
Subject: [PATCH 44/52] DOC: documented paper trading and updated the release
 notes

---
 docs/source/live-trading.rst |  6 ++++++
 docs/source/releases.rst     | 19 +++++++++++++++++++
 2 files changed, 25 insertions(+)

diff --git a/docs/source/live-trading.rst b/docs/source/live-trading.rst
index 7a471d68..2a59cb2d 100644
--- a/docs/source/live-trading.rst
+++ b/docs/source/live-trading.rst
@@ -106,6 +106,10 @@ What differs are the arguments provided to the catalyst client or
 Here is the breakdown of the new arguments:
 
 - ``live``: Boolean flag which enables live trading.
+- ``capital_base``: The amount of base_currency assigned to the strategy.
+  It has to be lower or equal to the amount of base currency available for
+  trading on the exchange. For illustration, order_target_percent(asset, 1)
+  will order the capital_base amount specified here of the specified asset.
 - ``exchange_name``: The name of the targeted exchange
   (supported values: *bitfinex*, *bittrex*).
 - ``algo_namespace``: A arbitrary label assigned to your algorithm for
@@ -113,6 +117,8 @@ Here is the breakdown of the new arguments:
 - ``base_currency``: The base currency used to calculate the
   statistics of your algorithm. Currently, the base currency of all
   trading pairs of your algorithm must match this value.
+- ``simulate_orders``: Enables the paper trading mode, in which orders are
+  simulated in Catalyst instead of processed on the exchange.
 
 Here is a complete algorithm for reference:
 `Buy Low and Sell High <https://github.com/enigmampc/catalyst/blob/master/catalyst/examples/buy_low_sell_high_live.py>`_
diff --git a/docs/source/releases.rst b/docs/source/releases.rst
index 1e968a57..25ddf153 100644
--- a/docs/source/releases.rst
+++ b/docs/source/releases.rst
@@ -2,6 +2,15 @@
 Release Notes
 =============
 
+Version 0.3.10
+^^^^^^^^^^^^^
+**Release Date**: 2017-12-12
+
+Bug Fixes
+~~~~~~~~~
+
+- Fixed issue with fetching assets with daily frequency
+
 Version 0.3.10
 ^^^^^^^^^^^^^
 **Release Date**: 2017-11-28
@@ -10,6 +19,16 @@ Bug Fixes
 ~~~~~~~~~
 
 - Fixed issue with fetching assets with daily frequency
+- Changed Poloniex interface (should solve :issue:`95` and :issue:`94`)
+- Solved issue with overriding commission and slippage (:issue:`87`)
+- Fixed inefficiency with Bittrex current prices (:issue:`76`)
+
+Build
+~~~~~
+- Integrated with CCXT
+- Added paper trading capability (`simulate_orders=True` param in live mode)
+- More granular commissions (:issue:`82`)
+- Added market orders in live mode (:issue:`81`)
 
 Version 0.3.9
 ^^^^^^^^^^^^^

From 021e1fd8c8b8d807224f789e46896244cdeb9e1c Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Tue, 12 Dec 2017 13:28:57 -0500
Subject: [PATCH 45/52] DOC: updating feature list

---
 docs/source/features.rst | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/docs/source/features.rst b/docs/source/features.rst
index 3d73a5f4..c217b86e 100644
--- a/docs/source/features.rst
+++ b/docs/source/features.rst
@@ -9,6 +9,7 @@ Current Functionality
 
 * Backtesting and live-trading modes to run your trading algorithms, with a 
   seamless transition between the two.
+* Paper trading simulates order in live-trading mode.
 * Support for 3 exchanges: Bitfinex, Bittrex and Poloniex in both modes 
   (backtesting and live-trading). Historical data for backtesting is provided 
   with daily resolution for all three exchanges, and minute resolution for 
@@ -16,6 +17,9 @@ Current Functionality
   Bittrex. Refer to 
   `Catalyst Market Coverage <https://www.enigma.co/catalyst/status>`_ for 
   details.
+* Interface with over 90 exchanges available in live and paper trading modes.
+* Granular commission models which closely simulates each exchange fee
+  structure in backtesting and paper trading.
 * Standardized naming convention for all asset pairs trading on any exchange in 
   the form ``{market_currency}_{base_currency}``. See 
   :ref:`naming`.
@@ -40,8 +44,6 @@ For additional details on the functionality added on recent releases, see the
 Upcoming features
 ~~~~~~~~~~~~~~~~~
 
-* Paper trading mode (v0.4 - mid Dec. 2017)
-* Support for additional exchanges (v0.4 - mid Dec. 2017)
 * Additional datasets beyond pricing data (Dec. 2017)
 * API documentation (Jan. 2017)
 * Support for decentralized exchanges (Jan. 2017)

From f2e4637f29815a203bbcb060e798a4b215512932 Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Tue, 12 Dec 2017 13:34:18 -0500
Subject: [PATCH 46/52] BUG: trying to mitigate a date adjustment issue which
 occurs sometimes sometimes in live trading especially with Bitrrex at certain
 frequencies.

---
 catalyst/examples/mean_reversion_simple.py |  2 +-
 catalyst/examples/simple_loop.py           | 43 +++++++------
 catalyst/examples/simple_universe.py       |  2 +-
 catalyst/exchange/ccxt/ccxt_exchange.py    | 18 ++++--
 catalyst/exchange/exchange.py              | 72 ++++++++++++++++------
 catalyst/exchange/exchange_algorithm.py    | 18 ++++--
 catalyst/exchange/exchange_data_portal.py  |  1 +
 catalyst/exchange/exchange_errors.py       |  6 ++
 catalyst/utils/run_algo.py                 |  2 +-
 9 files changed, 112 insertions(+), 52 deletions(-)

diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py
index b3fb7934..ca03baf0 100644
--- a/catalyst/examples/mean_reversion_simple.py
+++ b/catalyst/examples/mean_reversion_simple.py
@@ -245,7 +245,7 @@ def analyze(context=None, perf=None):
 
 if __name__ == '__main__':
     # The execution mode: backtest or live
-    MODE = 'backtest'
+    MODE = 'live'
 
     if MODE == 'backtest':
         folder = os.path.join(
diff --git a/catalyst/examples/simple_loop.py b/catalyst/examples/simple_loop.py
index 9aa3b9f1..636940d2 100644
--- a/catalyst/examples/simple_loop.py
+++ b/catalyst/examples/simple_loop.py
@@ -9,7 +9,7 @@ from catalyst.exchange.stats_utils import get_pretty_stats, \
 
 def initialize(context):
     print('initializing')
-    context.asset = symbol('neo_eth')
+    context.asset = symbol('eth_btc')
     context.base_price = None
 
 
@@ -23,8 +23,11 @@ def handle_data(context, data):
         context.asset,
         fields='price',
         bar_count=20,
-        frequency='15T'
+        frequency='5T'
     )
+    last_traded = prices.index[-1]
+    print('last candle date: {}'.format(last_traded))
+
     rsi = talib.RSI(prices.values, timeperiod=14)[-1]
     print('got rsi: {}'.format(rsi))
 
@@ -107,25 +110,27 @@ def analyze(context, perf):
     pass
 
 
-run_algorithm(
-    capital_base=250,
-    start=pd.to_datetime('2017-11-9 0:00', utc=True),
-    end=pd.to_datetime('2017-11-10 23:59', utc=True),
-    data_frequency='minute',
-    initialize=initialize,
-    handle_data=handle_data,
-    analyze=analyze,
-    exchange_name='bitfinex',
-    algo_namespace='simple_loop',
-    base_currency='usd'
-)
 # run_algorithm(
+#     capital_base=250,
+#     start=pd.to_datetime('2017-11-9 0:00', utc=True),
+#     end=pd.to_datetime('2017-11-10 23:59', utc=True),
+#     data_frequency='minute',
 #     initialize=initialize,
 #     handle_data=handle_data,
-#     analyze=None,
-#     exchange_name='binance',
-#     live=True,
+#     analyze=analyze,
+#     exchange_name='bitfinex',
 #     algo_namespace='simple_loop',
-#     base_currency='eth',
-#     live_graph=False,
+#     base_currency='usd'
 # )
+run_algorithm(
+    capital_base=1,
+    initialize=initialize,
+    handle_data=handle_data,
+    analyze=None,
+    exchange_name='binance',
+    live=True,
+    algo_namespace='simple_loop',
+    base_currency='eth',
+    live_graph=False,
+    simulate_orders=True
+)
diff --git a/catalyst/examples/simple_universe.py b/catalyst/examples/simple_universe.py
index c27979b9..fec0c340 100644
--- a/catalyst/examples/simple_universe.py
+++ b/catalyst/examples/simple_universe.py
@@ -163,7 +163,7 @@ if __name__ == '__main__':
                                 initialize=initialize,
                                 handle_data=handle_data,
                                 analyze=analyze,
-                                exchange_name='bitfinex',
+                                exchange_name='poloniex',
                                 data_frequency='minute',
                                 base_currency='btc',
                                 live=False,
diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index 79203b5f..97b29cb1 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -4,12 +4,12 @@ from collections import defaultdict
 import ccxt
 import pandas as pd
 import six
-from catalyst.assets._assets import TradingPair
 from ccxt import ExchangeNotAvailable, InvalidOrder
 from logbook import Logger
 from six import string_types
 
 from catalyst.algorithm import MarketOrder
+from catalyst.assets._assets import TradingPair
 from catalyst.constants import LOG_LEVEL
 from catalyst.exchange.exchange import Exchange
 from catalyst.exchange.exchange_bundle import ExchangeBundle
@@ -58,8 +58,12 @@ class CCXT(Exchange):
 
         self._symbol_maps = [None, None]
 
-        markets_symbols = self.api.load_markets()
-        log.debug('the markets:\n{}'.format(markets_symbols))
+        try:
+            markets_symbols = self.api.load_markets()
+            log.debug('the markets:\n{}'.format(markets_symbols))
+
+        except ExchangeNotAvailable as e:
+            raise ExchangeRequestError(error=e)
 
         self.name = exchange_name
 
@@ -185,10 +189,12 @@ class CCXT(Exchange):
             assets = [assets]
 
         symbols = self.get_symbols(assets)
-
         timeframe = self.get_timeframe(freq)
-        delta = start_dt - get_epoch()
-        ms = int(delta.total_seconds()) * 1000
+
+        ms = None
+        if start_dt is not None:
+            delta = start_dt - get_epoch()
+            ms = int(delta.total_seconds()) * 1000
 
         candles = dict()
         for asset in assets:
diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index 3f2ac85a..36d006eb 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -15,7 +15,7 @@ from catalyst.exchange.exchange_bundle import ExchangeBundle
 from catalyst.exchange.exchange_errors import MismatchingBaseCurrencies, \
     BaseCurrencyNotFoundError, SymbolNotFoundOnExchange, \
     PricingDataNotLoadedError, \
-    NoDataAvailableOnExchange, NoValueForField
+    NoDataAvailableOnExchange, NoValueForField, LastCandleTooEarlyError
 from catalyst.exchange.exchange_utils import get_exchange_symbols, \
     get_frequency, resample_history_df
 
@@ -176,10 +176,18 @@ class Exchange:
 
         assets = []
         for symbol in symbols:
-            asset = self.get_asset(
-                symbol, data_frequency, is_exchange_symbol, is_local
-            )
-            assets.append(asset)
+            try:
+                asset = self.get_asset(
+                    symbol, data_frequency, is_exchange_symbol, is_local
+                )
+                assets.append(asset)
+
+            except SymbolNotFoundOnExchange:
+                log.debug(
+                    'skipping non-existent market {} {}'.format(
+                        self.name, symbol
+                    )
+                )
         return assets
 
     def get_asset(self, symbol, data_frequency=None, is_exchange_symbol=False,
@@ -227,8 +235,10 @@ class Exchange:
 
             elif data_frequency is not None:
                 applies = (
-                    (data_frequency == 'minute' and a.end_minute is not None)
-                    or (data_frequency == 'daily' and a.end_daily is not None)
+                        (
+                                data_frequency == 'minute' and a.end_minute is not None)
+                        or (
+                                data_frequency == 'daily' and a.end_daily is not None)
                 )
 
             else:
@@ -441,6 +451,12 @@ class Exchange:
             Forward-fill missing values. Only has effect if field
             is 'price'.
 
+        Notes
+        -----
+        Catalysts requires an end data with bar count both CCXT wants a
+        start data with bar count. Since we have to make calculations here,
+        we ensure that the last candle match the end_dt parameter.
+
         Returns
         -------
         DataFrame
@@ -451,6 +467,7 @@ class Exchange:
             frequency, data_frequency
         )
         adj_bar_count = candle_size * bar_count
+
         start_dt = get_start_dt(end_dt, adj_bar_count, data_frequency)
 
         # The get_history method supports multiple asset
@@ -459,11 +476,23 @@ class Exchange:
             assets=assets,
             bar_count=bar_count,
             start_dt=start_dt,
-            end_dt=end_dt
+            end_dt=end_dt,
         )
 
         series = dict()
         for asset in candles:
+            if end_dt is not None and candles[asset]:
+                delta = get_delta(candle_size, data_frequency)
+                adj_end_dt = end_dt - delta
+                last_candle = candles[asset][-1]
+
+                if last_candle['last_traded'] < adj_end_dt:
+                    raise LastCandleTooEarlyError(
+                        last_traded=last_candle['last_traded'],
+                        end_dt=adj_end_dt,
+                        exchange=self.name,
+                    )
+
             asset_series = self.get_series_from_candles(
                 candles=candles[asset],
                 start_dt=start_dt,
@@ -528,6 +557,7 @@ class Exchange:
             frequency, data_frequency
         )
         adj_bar_count = candle_size * bar_count
+
         try:
             series = self.bundle.get_history_window_series_and_load(
                 assets=assets,
@@ -537,6 +567,7 @@ class Exchange:
                 data_frequency=data_frequency,
                 force_auto_ingest=force_auto_ingest
             )
+
         except (PricingDataNotLoadedError, NoDataAvailableOnExchange):
             series = dict()
 
@@ -548,7 +579,7 @@ class Exchange:
                 start_dt = get_start_dt(end_dt, adj_bar_count, data_frequency)
                 trailing_dt = \
                     series[asset].index[-1] + get_delta(1, data_frequency) \
-                    if asset in series else start_dt
+                        if asset in series else start_dt
 
                 # The get_history method supports multiple asset
                 # Use the original frequency to let each api optimize
@@ -590,24 +621,27 @@ class Exchange:
 
         return df
 
-    def calculate_totals(self, positions=None):
+    def calculate_totals(self, check_cash=False, positions=None):
         """
         Update the portfolio cash and position balances based on the
         latest ticker prices.
 
         """
         log.debug('synchronizing portfolio with exchange {}'.format(self.name))
-        balances = self.get_balances()
 
-        cash = balances[self.base_currency]['free'] \
-            if self.base_currency in balances else None
+        cash = None
+        if check_cash:
+            balances = self.get_balances()
 
-        if cash is None:
-            raise BaseCurrencyNotFoundError(
-                base_currency=self.base_currency,
-                exchange=self.name
-            )
-        log.debug('found base currency balance: {}'.format(cash))
+            cash = balances[self.base_currency]['free'] \
+                if self.base_currency in balances else None
+
+            if cash is None:
+                raise BaseCurrencyNotFoundError(
+                    base_currency=self.base_currency,
+                    exchange=self.name
+                )
+            log.debug('found base currency balance: {}'.format(cash))
 
         positions_value = 0.0
         if positions:
diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index 3505accf..b81a3132 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -498,13 +498,18 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
                 exchange_positions = \
                     [positions[asset] for asset in assets]
 
-                exchange = self.exchanges[exchange_name]  # Type: Exchange
-                cash, positions_value = \
-                    exchange.calculate_totals(exchange_positions)
+                check_cash = (not self.simulate_orders)
 
-                total_cash += cash
+                exchange = self.exchanges[exchange_name]  # Type: Exchange
+                cash, positions_value = exchange.calculate_totals(
+                    positions=exchange_positions,
+                    check_cash=check_cash,
+                )
                 total_positions_value += positions_value
 
+                if cash is not None:
+                    total_cash += cash
+
                 for position in exchange_positions:
                     tracker.update_position(
                         asset=position.asset,
@@ -512,7 +517,10 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
                         last_sale_price=position.last_sale_price
                     )
 
-            if total_cash < self.portfolio.cash:
+            if cash is None:
+                total_cash = self.portfolio.cash
+
+            elif total_cash < self.portfolio.cash:
                 raise ValueError('Cash on exchanges is lower than the algo.')
 
             return total_cash, total_positions_value
diff --git a/catalyst/exchange/exchange_data_portal.py b/catalyst/exchange/exchange_data_portal.py
index f5a10a37..f649b3b6 100644
--- a/catalyst/exchange/exchange_data_portal.py
+++ b/catalyst/exchange/exchange_data_portal.py
@@ -237,6 +237,7 @@ class DataPortalExchangeLive(DataPortalExchangeBase):
 
         """
         exchange = self.exchanges[exchange_name]
+
         df = exchange.get_history_window(
             assets,
             end_dt,
diff --git a/catalyst/exchange/exchange_errors.py b/catalyst/exchange/exchange_errors.py
index 7744aa44..bb393721 100644
--- a/catalyst/exchange/exchange_errors.py
+++ b/catalyst/exchange/exchange_errors.py
@@ -263,3 +263,9 @@ class NotEnoughCapitalError(ZiplineError):
         'exchange should contain at least as much {base_currency} '
         'as the specified `capital_base`. The current balance {balance} is '
         'lower than the `capital_base`: {capital_base}').strip()
+
+class LastCandleTooEarlyError(ZiplineError):
+    msg = (
+        'The trade date of the last candle {last_traded} is before the '
+        'specified end date minus one candle {end_dt}. Please verify how '
+        '{exchange} calculates the start date of OHLCV candles.').strip()
diff --git a/catalyst/utils/run_algo.py b/catalyst/utils/run_algo.py
index a3442ec9..ec20ad85 100644
--- a/catalyst/utils/run_algo.py
+++ b/catalyst/utils/run_algo.py
@@ -155,7 +155,7 @@ def _run(handle_data,
         exchanges[exchange_name] = get_exchange(
             exchange_name=exchange_name,
             base_currency=base_currency,
-            must_authenticate=live,
+            must_authenticate=(live and not simulate_orders),
         )
 
     open_calendar = get_calendar('OPEN')

From a7bcf063c37b977b0bae817708f29fe61ee6dbb4 Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Tue, 12 Dec 2017 13:52:45 -0500
Subject: [PATCH 47/52] BLD: improved stats display in live mode

---
 catalyst/exchange/exchange_algorithm.py |  1 -
 catalyst/exchange/stats_utils.py        | 19 +++++++++++--------
 2 files changed, 11 insertions(+), 9 deletions(-)

diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py
index b81a3132..cc82b8aa 100644
--- a/catalyst/exchange/exchange_algorithm.py
+++ b/catalyst/exchange/exchange_algorithm.py
@@ -23,7 +23,6 @@ import pandas as pd
 
 import catalyst.protocol as zp
 from catalyst.algorithm import TradingAlgorithm
-from catalyst.assets._assets import TradingPair
 from catalyst.constants import LOG_LEVEL
 from catalyst.exchange.exchange_blotter import ExchangeBlotter
 from catalyst.exchange.exchange_errors import (
diff --git a/catalyst/exchange/stats_utils.py b/catalyst/exchange/stats_utils.py
index 052f3e2d..faa378ba 100644
--- a/catalyst/exchange/stats_utils.py
+++ b/catalyst/exchange/stats_utils.py
@@ -242,11 +242,19 @@ def prepare_stats(stats, recorded_cols=list()):
         lambda transactions: len(transactions)
     )
 
-    df.set_index(index_cols, drop=True, inplace=True)
+    if asset_cols:
+        columns = asset_cols
+        df.set_index(index_cols, drop=True, inplace=True)
+
+    else:
+        columns = index_cols
+        columns.remove('period_close')
+        df.set_index('period_close', drop=False, inplace=True)
+
     df.dropna(axis=1, how='all', inplace=True)
     df.sort_index(axis=0, level=0, inplace=True)
 
-    return df, asset_cols
+    return df, columns
 
 
 def get_pretty_stats(stats, recorded_cols=None, num_rows=10):
@@ -268,13 +276,8 @@ def get_pretty_stats(stats, recorded_cols=None, num_rows=10):
 
     """
     if isinstance(stats, pd.DataFrame):
-        # df = stats
-        # columns = [
-        #     'period_close', 'starting_cash', 'ending_cash', 'portfolio_value',
-        #     'pnl', 'long_exposure', 'short_exposure', 'orders', 'transactions',
-        # ]
         stats = stats.T.to_dict().values()
-    # else:
+
     df, columns = prepare_stats(stats, recorded_cols=recorded_cols)
 
     pd.set_option('display.expand_frame_repr', False)

From 7091546b2b471a8077df2d19b3861c7f2991c2f6 Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Tue, 12 Dec 2017 14:19:10 -0500
Subject: [PATCH 48/52] BUG: fixed a standardization issue with historical data
 in live mode

---
 catalyst/examples/simple_loop.py          |  4 +--
 catalyst/exchange/exchange.py             | 38 +++++++++++------------
 catalyst/exchange/exchange_data_portal.py |  8 ++++-
 3 files changed, 27 insertions(+), 23 deletions(-)

diff --git a/catalyst/examples/simple_loop.py b/catalyst/examples/simple_loop.py
index 636940d2..f6312096 100644
--- a/catalyst/examples/simple_loop.py
+++ b/catalyst/examples/simple_loop.py
@@ -23,7 +23,7 @@ def handle_data(context, data):
         context.asset,
         fields='price',
         bar_count=20,
-        frequency='5T'
+        frequency='30T'
     )
     last_traded = prices.index[-1]
     print('last candle date: {}'.format(last_traded))
@@ -127,7 +127,7 @@ run_algorithm(
     initialize=initialize,
     handle_data=handle_data,
     analyze=None,
-    exchange_name='binance',
+    exchange_name='gdax',
     live=True,
     algo_namespace='simple_loop',
     base_currency='eth',
diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index 36d006eb..cb76b885 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -409,7 +409,7 @@ class Exchange:
             method='ffill',
             fill_value=previous_value,
         )
-
+        series.sort_index(inplace=True)
         return series
 
     def get_history_window(self,
@@ -419,7 +419,7 @@ class Exchange:
                            frequency,
                            field,
                            data_frequency=None,
-                           ffill=True):
+                           is_current=False):
 
         """
         Public API method that returns a dataframe containing the requested
@@ -446,10 +446,9 @@ class Exchange:
             The frequency of the data to query; i.e. whether the data is
             'daily' or 'minute' bars.
 
-        # TODO: fill how?
-        ffill: boolean
-            Forward-fill missing values. Only has effect if field
-            is 'price'.
+        is_current: bool
+            Skip date filters when current data is requested (last few bars
+            until now).
 
         Notes
         -----
@@ -475,24 +474,12 @@ class Exchange:
             freq=freq,
             assets=assets,
             bar_count=bar_count,
-            start_dt=start_dt,
-            end_dt=end_dt,
+            start_dt=start_dt if not is_current else None,
+            end_dt=end_dt if not is_current else None,
         )
 
         series = dict()
         for asset in candles:
-            if end_dt is not None and candles[asset]:
-                delta = get_delta(candle_size, data_frequency)
-                adj_end_dt = end_dt - delta
-                last_candle = candles[asset][-1]
-
-                if last_candle['last_traded'] < adj_end_dt:
-                    raise LastCandleTooEarlyError(
-                        last_traded=last_candle['last_traded'],
-                        end_dt=adj_end_dt,
-                        exchange=self.name,
-                    )
-
             asset_series = self.get_series_from_candles(
                 candles=candles[asset],
                 start_dt=start_dt,
@@ -500,6 +487,17 @@ class Exchange:
                 data_frequency=frequency,
                 field=field,
             )
+            if end_dt is not None:
+                delta = get_delta(candle_size, data_frequency)
+                adj_end_dt = end_dt - delta
+                last_traded = asset_series.index[-1]
+
+                if last_traded < adj_end_dt:
+                    raise LastCandleTooEarlyError(
+                        last_traded=last_traded,
+                        end_dt=adj_end_dt,
+                        exchange=self.name,
+                    )
             series[asset] = asset_series
 
         df = pd.DataFrame(series)
diff --git a/catalyst/exchange/exchange_data_portal.py b/catalyst/exchange/exchange_data_portal.py
index f649b3b6..474df98e 100644
--- a/catalyst/exchange/exchange_data_portal.py
+++ b/catalyst/exchange/exchange_data_portal.py
@@ -238,6 +238,12 @@ class DataPortalExchangeLive(DataPortalExchangeBase):
         """
         exchange = self.exchanges[exchange_name]
 
+        if end_dt >= pd.Timestamp.utcnow().floor('1T'):
+            is_current = True
+
+        else:
+            is_current = False
+
         df = exchange.get_history_window(
             assets,
             end_dt,
@@ -245,7 +251,7 @@ class DataPortalExchangeLive(DataPortalExchangeBase):
             frequency,
             field,
             data_frequency,
-            ffill)
+            is_current)
         return df
 
     def get_exchange_spot_value(self, exchange_name, assets, field, dt,

From ddf0c480a030e8a83e63fdc8b66b057b88fb24ce Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Tue, 12 Dec 2017 14:43:06 -0500
Subject: [PATCH 49/52] BLD: testing each sample algo and fixing an issue with
 data.history

---
 catalyst/examples/buy_and_hodl.py           |  1 -
 catalyst/examples/buy_btc_simple.py         | 17 ++++++++-
 catalyst/examples/buy_low_sell_high.py      | 21 ++++++++++--
 catalyst/examples/buy_low_sell_high_live.py | 38 ++++++++-------------
 catalyst/examples/simple_loop.py            |  2 +-
 catalyst/exchange/exchange_data_portal.py   |  8 +----
 6 files changed, 52 insertions(+), 35 deletions(-)

diff --git a/catalyst/examples/buy_and_hodl.py b/catalyst/examples/buy_and_hodl.py
index 6722665f..af4774ea 100644
--- a/catalyst/examples/buy_and_hodl.py
+++ b/catalyst/examples/buy_and_hodl.py
@@ -61,7 +61,6 @@ def handle_data(context, data):
             context.asset,
             target_hodl_value,
             limit_price=price * 1.1,
-            stop_price=price * 0.9,
         )
 
     record(
diff --git a/catalyst/examples/buy_btc_simple.py b/catalyst/examples/buy_btc_simple.py
index 52463d58..51c88adb 100644
--- a/catalyst/examples/buy_btc_simple.py
+++ b/catalyst/examples/buy_btc_simple.py
@@ -21,8 +21,9 @@
     To see which assets are available on each exchange, visit:
     https://www.enigma.co/catalyst/status
 '''
-
+from catalyst import run_algorithm
 from catalyst.api import order, record, symbol
+import pandas as pd
 
 
 def initialize(context):
@@ -32,3 +33,17 @@ def initialize(context):
 def handle_data(context, data):
     order(context.asset, 1)
     record(btc=data.current(context.asset, 'price'))
+
+
+if __name__ == '__main__':
+    run_algorithm(
+        capital_base=10000,
+        data_frequency='daily',
+        initialize=initialize,
+        handle_data=handle_data,
+        exchange_name='bitfinex',
+        algo_namespace='buy_and_hodl',
+        base_currency='usd',
+        start=pd.to_datetime('2015-03-01', utc=True),
+        end=pd.to_datetime('2017-10-31', utc=True),
+    )
diff --git a/catalyst/examples/buy_low_sell_high.py b/catalyst/examples/buy_low_sell_high.py
index b3afb723..f4c53973 100644
--- a/catalyst/examples/buy_low_sell_high.py
+++ b/catalyst/examples/buy_low_sell_high.py
@@ -13,6 +13,7 @@ instructions on how to install the required dependencies.
 import talib
 from logbook import Logger
 
+from catalyst import run_algorithm
 from catalyst.api import (
     order,
     order_target_percent,
@@ -21,6 +22,7 @@ from catalyst.api import (
     get_open_orders,
 )
 from catalyst.exchange.stats_utils import get_pretty_stats
+import pandas as pd
 
 algo_namespace = 'buy_low_sell_high_xrp'
 log = Logger(algo_namespace)
@@ -101,8 +103,8 @@ def _handle_data(context, data):
 
         if price < cost_basis:
             is_buy = True
-        elif(position.amount > 0
-             and price > cost_basis * (1 + context.PROFIT_TARGET)):
+        elif (position.amount > 0
+              and price > cost_basis * (1 + context.PROFIT_TARGET)):
             profit = (price * position.amount) - (cost_basis * position.amount)
             log.info('closing position, taking profit: {}'.format(profit))
             order_target_percent(
@@ -157,3 +159,18 @@ def handle_data(context, data):
 def analyze(context, stats):
     log.info('the daily stats:\n{}'.format(get_pretty_stats(stats)))
     pass
+
+
+if __name__ == '__main__':
+    run_algorithm(
+        capital_base=10000,
+        data_frequency='daily',
+        initialize=initialize,
+        handle_data=handle_data,
+        analyze=analyze,
+        exchange_name='poloniex',
+        algo_namespace='buy_and_hodl',
+        base_currency='usd',
+        start=pd.to_datetime('2015-03-01', utc=True),
+        end=pd.to_datetime('2017-10-31', utc=True),
+    )
diff --git a/catalyst/examples/buy_low_sell_high_live.py b/catalyst/examples/buy_low_sell_high_live.py
index 422033a6..cfd5854c 100644
--- a/catalyst/examples/buy_low_sell_high_live.py
+++ b/catalyst/examples/buy_low_sell_high_live.py
@@ -41,7 +41,7 @@ def _handle_data(context, data):
         context.asset,
         fields='price',
         bar_count=20,
-        frequency='1d'
+        frequency='1D'
     )
     rsi = talib.RSI(prices.values, timeperiod=14)[-1]
     log.info('got rsi: {}'.format(rsi))
@@ -88,8 +88,8 @@ def _handle_data(context, data):
 
         if price < cost_basis:
             is_buy = True
-        elif(position.amount > 0
-             and price > cost_basis * (1 + context.PROFIT_TARGET)):
+        elif (position.amount > 0
+              and price > cost_basis * (1 + context.PROFIT_TARGET)):
             profit = (price * position.amount) - (cost_basis * position.amount)
             log.info('closing position, taking profit: {}'.format(profit))
             order_target_percent(
@@ -146,23 +146,15 @@ def analyze(context, stats):
     pass
 
 
-run_algorithm(
-    capital_base=100000,
-    initialize=initialize,
-    handle_data=handle_data,
-    analyze=analyze,
-    exchange_name='poloniex',
-    start=pd.to_datetime('2017-5-01', utc=True),
-    end=pd.to_datetime('2017-10-16', utc=True),
-    base_currency='usdt',
-    data_frequency='daily'
-)
-# run_algorithm(
-#     initialize=initialize,
-#     handle_data=handle_data,
-#     analyze=analyze,
-#     exchange_name='poloniex',
-#     live=True,
-#     algo_namespace=algo_namespace,
-#     base_currency='btc'
-# )
+if __name__ == '__main__':
+    run_algorithm(
+        capital_base=0.001,
+        initialize=initialize,
+        handle_data=handle_data,
+        analyze=analyze,
+        exchange_name='bittrex',
+        live=True,
+        algo_namespace=algo_namespace,
+        base_currency='btc',
+        simulate_orders=True,
+    )
diff --git a/catalyst/examples/simple_loop.py b/catalyst/examples/simple_loop.py
index f6312096..ce977e0a 100644
--- a/catalyst/examples/simple_loop.py
+++ b/catalyst/examples/simple_loop.py
@@ -127,7 +127,7 @@ run_algorithm(
     initialize=initialize,
     handle_data=handle_data,
     analyze=None,
-    exchange_name='gdax',
+    exchange_name='poloniex',
     live=True,
     algo_namespace='simple_loop',
     base_currency='eth',
diff --git a/catalyst/exchange/exchange_data_portal.py b/catalyst/exchange/exchange_data_portal.py
index 474df98e..02d88ca0 100644
--- a/catalyst/exchange/exchange_data_portal.py
+++ b/catalyst/exchange/exchange_data_portal.py
@@ -238,12 +238,6 @@ class DataPortalExchangeLive(DataPortalExchangeBase):
         """
         exchange = self.exchanges[exchange_name]
 
-        if end_dt >= pd.Timestamp.utcnow().floor('1T'):
-            is_current = True
-
-        else:
-            is_current = False
-
         df = exchange.get_history_window(
             assets,
             end_dt,
@@ -251,7 +245,7 @@ class DataPortalExchangeLive(DataPortalExchangeBase):
             frequency,
             field,
             data_frequency,
-            is_current)
+            False)
         return df
 
     def get_exchange_spot_value(self, exchange_name, assets, field, dt,

From d41d9095a162e37b3461f195e11bb2efc8c385ee Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Tue, 12 Dec 2017 15:13:57 -0500
Subject: [PATCH 50/52] BLD: adjusted the example algorithms

---
 catalyst/examples/buy_low_sell_high_live.py |   2 +-
 catalyst/examples/dual_vwap.py              | 190 --------------------
 catalyst/examples/mean_reversion_simple.py  |   2 +-
 catalyst/examples/portfolio_optimization.py |  43 ++---
 catalyst/examples/rsi_profit_target.py      |  42 ++---
 catalyst/examples/simple_loop.py            |  37 ++--
 6 files changed, 53 insertions(+), 263 deletions(-)
 delete mode 100644 catalyst/examples/dual_vwap.py

diff --git a/catalyst/examples/buy_low_sell_high_live.py b/catalyst/examples/buy_low_sell_high_live.py
index cfd5854c..34b1e5f6 100644
--- a/catalyst/examples/buy_low_sell_high_live.py
+++ b/catalyst/examples/buy_low_sell_high_live.py
@@ -152,7 +152,7 @@ if __name__ == '__main__':
         initialize=initialize,
         handle_data=handle_data,
         analyze=analyze,
-        exchange_name='bittrex',
+        exchange_name='binance',
         live=True,
         algo_namespace=algo_namespace,
         base_currency='btc',
diff --git a/catalyst/examples/dual_vwap.py b/catalyst/examples/dual_vwap.py
deleted file mode 100644
index 7059b865..00000000
--- a/catalyst/examples/dual_vwap.py
+++ /dev/null
@@ -1,190 +0,0 @@
-#!/usr/bin/env python
-#
-# Copyright 2017 Enigma MPC, Inc.
-# Copyright 2014 Quantopian, Inc.
-#
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
-#
-#     http://www.apache.org/licenses/LICENSE-2.0
-#
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
-
-from catalyst.api import (
-    order_target_percent,
-    record,
-    symbol,
-    get_open_orders,
-    set_max_leverage,
-    schedule_function,
-    date_rules,
-    attach_pipeline,
-    pipeline_output,
-)
-
-from catalyst.pipeline import Pipeline
-from catalyst.pipeline.data import CryptoPricing
-from catalyst.pipeline.factors.crypto import VWAP
-
-
-def initialize(context):
-    context.ASSET_NAME = 'USDT_BTC'
-    context.TARGET_INVESTMENT_RATIO = 0.8
-    context.SHORT_WINDOW = 30
-    context.LONG_WINDOW = 100
-
-    # For all trading pairs in the poloniex bundle, the default denomination
-    # currently supported by Catalyst is 1/1000th of a full coin. Use this
-    # constant to scale the price of up to that of a full coin if desired.
-    context.TICK_SIZE = 1000.0
-
-    context.i = 0
-    context.asset = symbol(context.ASSET_NAME)
-
-    set_max_leverage(1.0)
-
-    attach_pipeline(make_pipeline(context), 'vwap_pipeline')
-
-    schedule_function(
-        rebalance,
-        time_rules=date_rules.every_minute(),
-    )
-
-
-def before_trading_start(context, data):
-    context.pipeline_data = pipeline_output('vwap_pipeline')
-
-
-def make_pipeline(context):
-    return Pipeline(
-        columns={
-            'price': CryptoPricing.open.latest,
-            'volume': CryptoPricing.volume.latest,
-            'short_mavg': VWAP(window_length=context.SHORT_WINDOW),
-            'long_mavg': VWAP(window_length=context.LONG_WINDOW),
-        }
-    )
-
-
-def rebalance(context, data):
-    context.i += 1
-
-    # skip first LONG_WINDOW bars to fill windows
-    if context.i < context.LONG_WINDOW:
-        return
-
-    # get pipeline data for asset of interest
-    pipeline_data = context.pipeline_data
-    pipeline_data = pipeline_data[pipeline_data.index == context.asset].iloc[0]
-
-    # retrieve long and short moving averages from pipeline
-    short_mavg = pipeline_data.short_mavg
-    long_mavg = pipeline_data.long_mavg
-    price = pipeline_data.price
-    volume = pipeline_data.volume
-
-    # check that order has not already been placed
-    open_orders = get_open_orders()
-    if context.asset not in open_orders:
-        # check that the asset of interest can currently be traded
-        if data.can_trade(context.asset):
-            # adjust portfolio based on comparison of long and short vwap
-            if short_mavg > long_mavg:
-                order_target_percent(
-                    context.asset,
-                    context.TARGET_INVESTMENT_RATIO,
-                )
-            elif short_mavg < long_mavg:
-                order_target_percent(
-                    context.asset,
-                    0.0,
-                )
-
-    record(
-        price=price,
-        cash=context.portfolio.cash,
-        leverage=context.account.leverage,
-        short_mavg=short_mavg,
-        long_mavg=long_mavg,
-        volume=volume,
-    )
-
-
-def analyze(context=None, results=None):
-    import matplotlib.pyplot as plt
-
-    # Plot the portfolio and asset data.
-    ax1 = plt.subplot(611)
-    results[['portfolio_value']].plot(ax=ax1)
-    ax1.set_ylabel('Portfolio value (USD)')
-
-    ax2 = plt.subplot(612, sharex=ax1)
-    ax2.set_ylabel('{asset} (USD)'.format(asset=context.ASSET_NAME))
-    (context.TICK_SIZE*results[['price',
-                                'short_mavg',
-                                'long_mavg']]).plot(ax=ax2)
-
-    trans = results.ix[[t != [] for t in results.transactions]]
-
-    buys = trans.ix[
-        [t[0]['amount'] > 0 for t in trans.transactions]
-    ]
-    sells = trans.ix[
-        [t[0]['amount'] < 0 for t in trans.transactions]
-    ]
-
-    ax2.plot(
-        buys.index,
-        context.TICK_SIZE * results.price[buys.index],
-        '^',
-        markersize=10,
-        color='g',
-    )
-    ax2.plot(
-        sells.index,
-        context.TICK_SIZE * results.price[sells.index],
-        'v',
-        markersize=10,
-        color='r',
-    )
-
-    ax3 = plt.subplot(613, sharex=ax1)
-    results[['leverage', 'alpha', 'beta']].plot(ax=ax3)
-    ax3.set_ylabel('Leverage (USD)')
-
-    ax4 = plt.subplot(614, sharex=ax1)
-    results[['cash']].plot(ax=ax4)
-    ax4.set_ylabel('Cash (USD)')
-
-    results[[
-        'treasury',
-        'algorithm',
-        'benchmark',
-    ]] = results[[
-        'treasury_period_return',
-        'algorithm_period_return',
-        'benchmark_period_return',
-    ]]
-
-    ax5 = plt.subplot(615, sharex=ax1)
-    results[[
-        'treasury',
-        'algorithm',
-        'benchmark',
-    ]].plot(ax=ax5)
-    ax5.set_ylabel('Percent Change')
-
-    ax6 = plt.subplot(616, sharex=ax1)
-    results[['volume']].plot(ax=ax6)
-    ax6.set_ylabel('Volume (mBTC/day)')
-
-    plt.legend(loc=3)
-
-    # Show the plot.
-    plt.gcf().set_size_inches(18, 8)
-    plt.show()
diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py
index ca03baf0..b3fb7934 100644
--- a/catalyst/examples/mean_reversion_simple.py
+++ b/catalyst/examples/mean_reversion_simple.py
@@ -245,7 +245,7 @@ def analyze(context=None, perf=None):
 
 if __name__ == '__main__':
     # The execution mode: backtest or live
-    MODE = 'live'
+    MODE = 'backtest'
 
     if MODE == 'backtest':
         folder = os.path.join(
diff --git a/catalyst/examples/portfolio_optimization.py b/catalyst/examples/portfolio_optimization.py
index e93b2daf..37f8a55d 100644
--- a/catalyst/examples/portfolio_optimization.py
+++ b/catalyst/examples/portfolio_optimization.py
@@ -43,14 +43,14 @@ def handle_data(context, data):
     if context.i == 0 or context.i % context.rebalance_period == 0:
         n = context.window
         prices = data.history(context.assets, fields='price',
-                              bar_count=n+1, frequency='1d')
+                              bar_count=n + 1, frequency='1d')
         pr = np.asmatrix(prices)
-        t_prices = prices.iloc[1:n+1]
+        t_prices = prices.iloc[1:n + 1]
         t_val = t_prices.values
         tminus_prices = prices.iloc[0:n]
         tminus_val = tminus_prices.values
         # Compute daily returns (r)
-        r = np.asmatrix(t_val/tminus_val-1)
+        r = np.asmatrix(t_val / tminus_val - 1)
         # Compute the expected returns of each asset with the average
         # daily return for the selected time window
         m = np.asmatrix(np.mean(r, axis=0))
@@ -59,20 +59,20 @@ def handle_data(context, data):
         # Compute excess returns matrix (xr)
         xr = r - m
         # Matrix algebra to get variance-covariance matrix
-        cov_m = np.dot(np.transpose(xr), xr)/n
+        cov_m = np.dot(np.transpose(xr), xr) / n
         # Compute asset correlation matrix (informative only)
-        corr_m = cov_m/np.dot(np.transpose(stds), stds)
+        corr_m = cov_m / np.dot(np.transpose(stds), stds)
 
         # Define portfolio optimization parameters
         n_portfolios = 50000
-        results_array = np.zeros((3+context.nassets, n_portfolios))
+        results_array = np.zeros((3 + context.nassets, n_portfolios))
         for p in xrange(n_portfolios):
             weights = np.random.random(context.nassets)
             weights /= np.sum(weights)
             w = np.asmatrix(weights)
-            p_r = np.sum(np.dot(w, np.transpose(m)))*365
+            p_r = np.sum(np.dot(w, np.transpose(m))) * 365
             p_std = np.sqrt(np.dot(np.dot(w, cov_m),
-                                   np.transpose(w)))*np.sqrt(365)
+                                   np.transpose(w))) * np.sqrt(365)
 
             # store results in results array
             results_array[0, p] = p_r
@@ -82,13 +82,13 @@ def handle_data(context, data):
             results_array[2, p] = results_array[0, p] / results_array[1, p]
             i = 0
             for iw in weights:
-                results_array[3+i, p] = weights[i]
+                results_array[3 + i, p] = weights[i]
                 i += 1
 
         # convert results array to Pandas DataFrame
         results_frame = pd.DataFrame(np.transpose(results_array),
                                      columns=['r', 'stdev', 'sharpe']
-                                     + context.assets)
+                                             + context.assets)
         # locate position of portfolio with highest Sharpe Ratio
         max_sharpe_port = results_frame.iloc[results_frame['sharpe'].idxmax()]
         # locate positon of portfolio with minimum standard deviation
@@ -129,20 +129,21 @@ def handle_data(context, data):
 def analyze(context=None, results=None):
     # Form DataFrame with selected data
     data = results[['pr', 'r', 'm', 'stds', 'max_sharpe_port', 'corr_m',
-                   'portfolio_value']]
+                    'portfolio_value']]
 
     # Save results in CSV file
     filename = os.path.splitext(os.path.basename(__file__))[0]
     data.to_csv(filename + '.csv')
 
 
-# Bitcoin data is available from 2015-3-2. Dates vary for other tokens.
-start = datetime(2017, 1, 1, 0, 0, 0, 0, pytz.utc)
-end = datetime(2017, 8, 16, 0, 0, 0, 0, pytz.utc)
-results = run_algorithm(initialize=initialize,
-                        handle_data=handle_data,
-                        analyze=analyze,
-                        start=start,
-                        end=end,
-                        exchange_name='poloniex',
-                        capital_base=100000, )
+if __name__ == '__main__':
+    # Bitcoin data is available from 2015-3-2. Dates vary for other tokens.
+    start = datetime(2017, 1, 1, 0, 0, 0, 0, pytz.utc)
+    end = datetime(2017, 8, 16, 0, 0, 0, 0, pytz.utc)
+    results = run_algorithm(initialize=initialize,
+                            handle_data=handle_data,
+                            analyze=analyze,
+                            start=start,
+                            end=end,
+                            exchange_name='poloniex',
+                            capital_base=100000, )
diff --git a/catalyst/examples/rsi_profit_target.py b/catalyst/examples/rsi_profit_target.py
index 7b8ac868..a07d63f7 100644
--- a/catalyst/examples/rsi_profit_target.py
+++ b/catalyst/examples/rsi_profit_target.py
@@ -114,7 +114,7 @@ def _handle_data_rsi_only(context, data):
         prices = data.history(
             context.asset,
             fields='price',
-            bar_count=17,
+            bar_count=20,
             frequency='30T'
         )
     except Exception as e:
@@ -156,7 +156,7 @@ def handle_data(context, data):
     dt = data.current_dt
 
     if context.last_bar is None or (
-                context.last_bar + timedelta(minutes=15)) <= dt:
+            context.last_bar + timedelta(minutes=15)) <= dt:
         context.last_bar = dt
     else:
         return
@@ -249,27 +249,17 @@ def analyze(context=None, results=None):
     pass
 
 
-# run_algorithm(
-#     initialize=initialize,
-#     handle_data=handle_data,
-#     analyze=analyze,
-#     exchange_name='bittrex',
-#     live=True,
-#     algo_namespace=algo_namespace,
-#     base_currency='btc',
-#     live_graph=False
-# )
-
-# Backtest
-run_algorithm(
-    capital_base=0.5,
-    data_frequency='minute',
-    initialize=initialize,
-    handle_data=handle_data,
-    analyze=analyze,
-    exchange_name='poloniex',
-    algo_namespace=algo_namespace,
-    base_currency='btc',
-    start=pd.to_datetime('2017-9-1', utc=True),
-    end=pd.to_datetime('2017-10-1', utc=True),
-)
+if __name__ == '__main__':
+    # Backtest
+    run_algorithm(
+        capital_base=0.5,
+        data_frequency='minute',
+        initialize=initialize,
+        handle_data=handle_data,
+        analyze=analyze,
+        exchange_name='poloniex',
+        algo_namespace=algo_namespace,
+        base_currency='btc',
+        start=pd.to_datetime('2017-9-1', utc=True),
+        end=pd.to_datetime('2017-10-1', utc=True),
+    )
diff --git a/catalyst/examples/simple_loop.py b/catalyst/examples/simple_loop.py
index ce977e0a..51ea435c 100644
--- a/catalyst/examples/simple_loop.py
+++ b/catalyst/examples/simple_loop.py
@@ -110,27 +110,16 @@ def analyze(context, perf):
     pass
 
 
-# run_algorithm(
-#     capital_base=250,
-#     start=pd.to_datetime('2017-11-9 0:00', utc=True),
-#     end=pd.to_datetime('2017-11-10 23:59', utc=True),
-#     data_frequency='minute',
-#     initialize=initialize,
-#     handle_data=handle_data,
-#     analyze=analyze,
-#     exchange_name='bitfinex',
-#     algo_namespace='simple_loop',
-#     base_currency='usd'
-# )
-run_algorithm(
-    capital_base=1,
-    initialize=initialize,
-    handle_data=handle_data,
-    analyze=None,
-    exchange_name='poloniex',
-    live=True,
-    algo_namespace='simple_loop',
-    base_currency='eth',
-    live_graph=False,
-    simulate_orders=True
-)
+if __name__ == '__main__':
+    run_algorithm(
+        capital_base=1,
+        initialize=initialize,
+        handle_data=handle_data,
+        analyze=None,
+        exchange_name='poloniex',
+        live=True,
+        algo_namespace='simple_loop',
+        base_currency='eth',
+        live_graph=False,
+        simulate_orders=True
+    )

From a7c9846245b4493f9b35fe2da6402c1a7ed96def Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Tue, 12 Dec 2017 15:36:57 -0500
Subject: [PATCH 51/52] BLD: updated CLI with new parameters

---
 catalyst/__main__.py | 53 +++++++++++++++++++++++++-------------------
 1 file changed, 30 insertions(+), 23 deletions(-)

diff --git a/catalyst/__main__.py b/catalyst/__main__.py
index 539a3c27..7fd27c2e 100644
--- a/catalyst/__main__.py
+++ b/catalyst/__main__.py
@@ -193,9 +193,7 @@ def ipython_only(option):
 @click.option(
     '-x',
     '--exchange-name',
-    type=click.Choice({'bitfinex', 'bittrex', 'poloniex'}),
-    help='The name of the targeted exchange (supported: bitfinex,'
-         ' bittrex, poloniex).',
+    help='The name of the targeted exchange.',
 )
 @click.option(
     '-n',
@@ -313,11 +311,11 @@ def catalyst_magic(line, cell=None):
                 '--algotext', cell,
                 '--output', os.devnull,  # don't write the results by default
             ] + ([
-                     # these options are set when running in line magic mode
-                     # set a non None algo text to use the ipython user_ns
-                     '--algotext', '',
-                     '--local-namespace',
-                 ] if cell is None else []) + line.split(),
+                # these options are set when running in line magic mode
+                # set a non None algo text to use the ipython user_ns
+                '--algotext', '',
+                '--local-namespace',
+            ] if cell is None else []) + line.split(),
             '%s%%catalyst' % ((cell or '') and '%'),
             # don't use system exit and propogate errors to the caller
             standalone_mode=False,
@@ -337,6 +335,12 @@ def catalyst_magic(line, cell=None):
     type=click.File('r'),
     help='The file that contains the algorithm to run.',
 )
+@click.option(
+    '--capital-base',
+    type=float,
+    show_default=True,
+    help='The amount of capital (in base_currency) allocated to trading.',
+)
 @click.option(
     '-t',
     '--algotext',
@@ -375,9 +379,7 @@ def catalyst_magic(line, cell=None):
 @click.option(
     '-x',
     '--exchange-name',
-    type=click.Choice({'bitfinex', 'bittrex', 'poloniex'}),
-    help='The name of the targeted exchange (supported: bitfinex,'
-         ' bittrex, poloniex).',
+    help='The name of the targeted exchange.',
 )
 @click.option(
     '-n',
@@ -396,9 +398,17 @@ def catalyst_magic(line, cell=None):
     default=False,
     help='Display live graph.',
 )
+@click.option(
+    '--simulate-orders/--no-simulate-orders',
+    is_flag=True,
+    default=True,
+    help='Simulating orders enable the paper trading mode. No orders will be '
+         'sent to the exchange unless set to false.',
+)
 @click.pass_context
 def live(ctx,
          algofile,
+         capital_base,
          algotext,
          define,
          output,
@@ -407,7 +417,8 @@ def live(ctx,
          exchange_name,
          algo_namespace,
          base_currency,
-         live_graph):
+         live_graph,
+         simulate_orders):
     """Trade live with the given algorithm.
     """
     if (algotext is not None) == (algofile is not None):
@@ -432,7 +443,7 @@ def live(ctx,
         algotext=algotext,
         defines=define,
         data_frequency=None,
-        capital_base=None,
+        capital_base=capital_base,
         data=None,
         bundle=None,
         bundle_timestamp=None,
@@ -446,7 +457,9 @@ def live(ctx,
         exchange=exchange_name,
         algo_namespace=algo_namespace,
         base_currency=base_currency,
-        live_graph=live_graph
+        live_graph=live_graph,
+        simulate_orders=simulate_orders,
+        stats_output=None,
     )
 
     if output == '-':
@@ -461,9 +474,7 @@ def live(ctx,
 @click.option(
     '-x',
     '--exchange-name',
-    type=click.Choice({'bitfinex', 'bittrex', 'poloniex'}),
-    help='The name of the exchange bundle to ingest (supported: bitfinex,'
-         ' bittrex, poloniex).',
+    help='The name of the exchange bundle to ingest.',
 )
 @click.option(
     '-f',
@@ -567,9 +578,7 @@ def clean_algo(ctx, algo_namespace):
 @click.option(
     '-x',
     '--exchange-name',
-    type=click.Choice({'bitfinex', 'bittrex', 'poloniex'}),
-    help='The name of the exchange bundle to ingest (supported: bitfinex,'
-         ' bittrex, poloniex).',
+    help='The name of the exchange bundle to ingest.',
 )
 @click.option(
     '-f',
@@ -608,9 +617,7 @@ def clean_exchange(ctx, exchange_name, data_frequency):
 @click.option(
     '-x',
     '--exchange-name',
-    type=click.Choice({'bitfinex', 'bittrex', 'poloniex'}),
-    help='The name of the exchange bundle to ingest (supported: bitfinex,'
-         ' bittrex, poloniex).',
+    help='The name of the exchange bundle to ingest.',
 )
 @click.option(
     '-c',

From 3014651ac2403d8ce8371b04fc2edc5beee5f939 Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Tue, 12 Dec 2017 15:44:50 -0500
Subject: [PATCH 52/52] BLD: updated CLI with new parameters

---
 catalyst/__main__.py       | 16 ++++++++++++++--
 catalyst/utils/run_algo.py |  3 ++-
 2 files changed, 16 insertions(+), 3 deletions(-)

diff --git a/catalyst/__main__.py b/catalyst/__main__.py
index 7fd27c2e..db37f24d 100644
--- a/catalyst/__main__.py
+++ b/catalyst/__main__.py
@@ -255,8 +255,9 @@ def run(ctx,
         ctx.fail("must specify a base currency with '-c' in backtest mode")
 
     if capital_base is None:
-        ctx.fail("must specify a capital base with '--capital-base'"
-                 " in backtest mode")
+        ctx.fail("must specify a capital base with '--capital-base'")
+
+    click.echo('Running in backtesting mode.')
 
     perf = _run(
         initialize=None,
@@ -429,11 +430,22 @@ def live(ctx,
 
     if exchange_name is None:
         ctx.fail("must specify an exchange name '-x'")
+
     if algo_namespace is None:
         ctx.fail("must specify an algorithm name '-n' in live execution mode")
+
     if base_currency is None:
         ctx.fail("must specify a base currency '-c' in live execution mode")
 
+    if capital_base is None:
+        ctx.fail("must specify a capital base with '--capital-base'")
+
+    if simulate_orders:
+        click.echo('Running in paper trading mode.')
+
+    else:
+        click.echo('Running in live trading mode.')
+
     perf = _run(
         initialize=None,
         handle_data=None,
diff --git a/catalyst/utils/run_algo.py b/catalyst/utils/run_algo.py
index ec20ad85..153e3af6 100644
--- a/catalyst/utils/run_algo.py
+++ b/catalyst/utils/run_algo.py
@@ -141,7 +141,8 @@ def _run(handle_data,
         else:
             click.echo(algotext)
 
-    mode = 'live' if live else 'backtest'
+    mode = 'paper-trading' if simulate_orders else 'live-trading' \
+        if live else 'backtest'
     log.info('running algo in {mode} mode'.format(mode=mode))
 
     exchange_name = exchange