mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-05 10:32:06 +08:00
Merge remote-tracking branch 'origin/develop' into develop
This commit is contained in:
fredfortier
@@ -9,6 +9,7 @@ Table of Contents
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install
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beginner-tutorial
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jupyter
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live-trading
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naming-convention
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videos
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+114
-79
@@ -1,6 +1,13 @@
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Install
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=======
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To get started with Catalyst, you will need to install it in your computer.
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Like any other piece of software, Catalyst has a number of dependencies
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(other software on which it depends to run) that you will need to install, as
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well. We recommend using a software named ``Conda`` that will manage all
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these dependencies for you, and set up the environment needed to get you up
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and running as easily as possible. See :ref:`Installing with Conda <conda>`.
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Installing with ``pip``
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-----------------------
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@@ -9,19 +16,20 @@ Python package.
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There are two reasons for the additional complexity:
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1. Catalyst ships several C extensions that require access to the CPython C API.
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In order to build the C extensions, ``pip`` needs access to the CPython
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header files for your Python installation.
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1. Catalyst ships several C extensions that require access to the CPython C
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API. In order to build the C extensions, ``pip`` needs access to the
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CPython header files for your Python installation.
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2. Catalyst depends on `numpy <http://www.numpy.org/>`_, the core library for
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numerical array computing in Python. Numpy depends on having the `LAPACK
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<http://www.netlib.org/lapack>`_ linear algebra routines available.
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Because LAPACK and the CPython headers are non-Python dependencies, the correct
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way to install them varies from platform to platform. If you'd rather use a
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single tool to install Python and non-Python dependencies, or if you're already
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using `Anaconda <http://continuum.io/downloads>`_ as your Python distribution,
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you can skip to the :ref:`Installing with Conda <conda>` section.
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Because LAPACK and the CPython headers are non-Python dependencies, the
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correctway to install them varies from platform to platform. If you'd rather
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use a single tool to install Python and non-Python dependencies, or if you're
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already using `Anaconda <http://continuum.io/downloads>`_ as your Python
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distribution, you can skip to the :ref:`Installing with Conda <conda>`
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section.
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Once you've installed the necessary additional dependencies (see below for
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your particular platform), you should be able to simply run
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@@ -34,8 +42,8 @@ If you use Python for anything other than Catalyst, we **strongly** recommend
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that you install in a `virtualenv
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<https://virtualenv.readthedocs.org/en/latest>`_. The `Hitchhiker's Guide to
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Python`_ provides an `excellent tutorial on virtualenv
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<http://docs.python-guide.org/en/latest/dev/virtualenvs/>`_. Here's a summarized
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version:
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<http://docs.python-guide.org/en/latest/dev/virtualenvs/>`_. Here's a
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summarized version:
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.. code-block:: bash
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@@ -44,9 +52,10 @@ version:
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$ source ./catalyst-venv/bin/activate
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$ pip install enigma-catalyst
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Though not required by Catalyst directly, our example algorithms use matplotlib
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to visually display the results of the trading algorithms. If you wish to run
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any examples or use matplotlib during development, it can be installed using:
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Though not required by Catalyst directly, our example algorithms use
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matplotlib to visually display the results of the trading algorithms. If you
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wish to run any examples or use matplotlib during development, it can be
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installed using:
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.. code-block:: bash
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@@ -91,12 +100,12 @@ On `Arch Linux`_, you can acquire the additional dependencies via ``pacman``:
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OSX
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~~~
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The version of Python shipped with OSX by default is generally out of date, and
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has a number of quirks because it's used directly by the operating system. For
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these reasons, many developers choose to install and use a separate Python
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The version of Python shipped with OSX by default is generally out of date,
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and has a number of quirks because it's used directly by the operating system.
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For these reasons, many developers choose to install and use a separate Python
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installation. The `Hitchhiker's Guide to Python`_ provides an excellent guide
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to `Installing Python on OSX <http://docs.python-guide.org/en/latest/>`_, which
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explains how to install Python with the `Homebrew`_ manager.
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to `Installing Python on OSX <http://docs.python-guide.org/en/latest/>`_,
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which explains how to install Python with the `Homebrew`_ manager.
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Assuming you've installed Python with Homebrew, you'll also likely need the
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following brew packages:
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@@ -108,54 +117,59 @@ following brew packages:
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OSX + virtualenv + matplotlib
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^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
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A note about using matplotlib in virtual enviroments on OSX: it may be necessary to run
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A note about using matplotlib in virtual enviroments on OSX: it may be
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necessary to run
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.. code-block:: bash
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echo "backend: TkAgg" > ~/.matplotlib/matplotlibrc
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in order to override the default ``macosx`` backend for your system, which may not
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be accessible from inside the virtual environment. This will allow Catalyst to open
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matplotlib charts from within a virtual environment, which is useful for displaying
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the performance of your backtests. To learn more about matplotlib backends, please refer to the
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in order to override the default ``macosx`` backend for your system, which
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may not be accessible from inside the virtual environment. This will allow
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Catalyst to open matplotlib charts from within a virtual environment, which
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is useful for displaying the performance of your backtests. To learn more
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about matplotlib backends, please refer to the
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`matplotlib backend documentation <https://matplotlib.org/faq/usage_faq.html#what-is-a-backend>`_.
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.. _windows:
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Windows
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~~~~~~~
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In Windows, you will need the `Microsoft Visual C++ Compiler for Python 2.7
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<https://www.microsoft.com/en-us/download/details.aspx?id=44266>`_. This package
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contains the compiler and the set of system headers necessary for producing
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binary wheels for Python 2.7 packages. If it's not already in your system, download
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it and install it before proceeding to the next step.
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<https://www.microsoft.com/en-us/download/details.aspx?id=44266>`_. This
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package contains the compiler and the set of system headers necessary for
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producing binary wheels for Python 2.7 packages. If it's not already in your
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system, download it and install it before proceeding to the next step.
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For windows, the easiest and best supported way to install Catalyst is to use
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:ref:`Conda <conda>`.
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Some problems we have encountered installing the **Visual C++ Compiler** mentioned above
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are as follows:
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Some problems we have encountered installing the **Visual C++ Compiler**
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mentioned above are as follows:
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- **The system administrator has set policies to prevent this installation**.
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In some systems, there is a default *Windows Software Restriction* policy that
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prevents the installation of some software packages like this one. You'll have
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to change the Registry to circumvent this:
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In some systems, there is a default *Windows Software Restriction* policy
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that prevents the installation of some software packages like this one.
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You'll have to change the Registry to circumvent this:
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- Click ``Start``, and search for ``regedit`` and launch the ``Registry Editor``
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- Click ``Start``, and search for ``regedit`` and launch the
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``Registry Editor``
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- Navigate to the following folder:
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``HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\Installer``
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- If there is an entry for ``DisableMSI``, set the Value data to 0.
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- If there is no such entry, click on the ``Edit`` menu -> ``New`` -> ``DWORD (32-bit) Value``
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and enter ``DisableMSI`` as the Name (and by default you get 0 as the Value Data)
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- If there is no such entry, click on the ``Edit`` menu -> ``New`` ->
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``DWORD (32-bit) Value`` and enter ``DisableMSI`` as the Name (and by
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default you get 0 as the Value Data)
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|
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- **The installer has encountered an unexpected error installing this package.
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This may indicate a problem with this package. The error code is 2503.**
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We have observed this when trying to install a package without enough administrator
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permissions. Even when you are logged in as an Administrator, you have to explictily
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install this package with administrator privileges:
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We have observed this when trying to install a package without enough
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administrator permissions. Even when you are logged in as an Administrator,
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you have to explictily install this package with administrator privileges:
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- Click ``Start`` and find ``CMD`` or ``Command Prompt``
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- Right click on it and choose ``Run as administrator``
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@@ -166,21 +180,22 @@ are as follows:
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Amazon Linux AMI
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~~~~~~~~~~~~~~~~
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The packages ``pip`` and ``setuptools`` that come shipped by default are very outdated.
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Thus, you first need to run:
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The packages ``pip`` and ``setuptools`` that come shipped by default are very
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outdated. Thus, you first need to run:
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.. code-block:: bash
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pip install --upgrade pip setuptools
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The default installation is also missing the C and C++ compilers, which you install by:
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The default installation is also missing the C and C++ compilers, which you
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install by:
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.. code-block:: bash
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sudo yum install gcc gcc-c++
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Then you should follow the regular installation instructions outlined at the beginning
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of this page.
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Then you should follow the regular installation instructions outlined at the
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beginning of this page.
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Troubleshooting ``pip`` Install
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@@ -205,17 +220,24 @@ Troubleshooting ``pip`` Install
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----
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**Issue**:
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Package enigma-catalyst cannot still be found, even after upgrading pip (see above), with an error similar to:
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Package enigma-catalyst cannot still be found, even after upgrading pip
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(see above), with an error similar to:
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.. code-block:: bash
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Downloading/unpacking enigma-catalyst
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Could not find a version that satisfies the requirement enigma-catalyst (from versions: 0.1.dev9, 0.2.dev2, 0.1.dev4, 0.1.dev5, 0.1.dev3, 0.2.dev1, 0.1.dev8, 0.1.dev6)
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Could not find a version that satisfies the requirement enigma-catalyst
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(from versions: 0.1.dev9, 0.2.dev2, 0.1.dev4, 0.1.dev5, 0.1.dev3,
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0.2.dev1, 0.1.dev8, 0.1.dev6)
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Cleaning up...
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No distributions matching the version for enigma-catalyst
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**Solution**:
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In some systems (this error has been reported in Ubuntu), pip is configured to only find stable versions by default. Since Catalyst is in alpha version, pip cannot find a matching version that satisfies the installation requirements. The solution is to include the `--pre` flag to include pre-release and development versions:
|
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In some systems (this error has been reported in Ubuntu), pip is configured
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to only find stable versions by default. Since Catalyst is in alpha
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||||
version, pip cannot find a matching version that satisfies the installation
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requirements. The solution is to include the `--pre` flag to include
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pre-release and development versions:
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||||
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.. code-block:: bash
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@@ -251,10 +273,14 @@ Troubleshooting ``pip`` Install
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----
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||||
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||||
**Issue**:
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Installation fails with error: ``fatal error: Python.h: No such file or directory``
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Installation fails with error:
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||||
``fatal error: Python.h: No such file or directory``
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||||
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||||
**Solution**:
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Some systems (this issue has been reported in Ubuntu) require `python-dev` for the proper build and installation of package dependencies. The solution is to install python-dev, which is independent of the virtual environment. In Ubuntu, you would need to run:
|
||||
Some systems (this issue has been reported in Ubuntu) require `python-dev`
|
||||
for the proper build and installation of package dependencies. The solution
|
||||
is to install python-dev, which is independent of the virtual environment.
|
||||
In Ubuntu, you would need to run:
|
||||
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.. code-block:: bash
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@@ -272,36 +298,41 @@ comes as part of Continuum Analytics' `Anaconda
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||||
The primary advantage of using Conda over ``pip`` is that conda natively
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||||
understands the complex binary dependencies of packages like ``numpy`` and
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``scipy``. This means that ``conda`` can install Catalyst and its dependencies
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||||
without requiring the use of a second tool to acquire Catalyst's non-Python
|
||||
dependencies.
|
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``scipy``. This means that ``conda`` can install Catalyst and its
|
||||
dependencies without requiring the use of a second tool to acquire Catalyst's
|
||||
non-Python dependencies.
|
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||||
For Windows, you will need the *Microsoft Visual C++ Compiler for Python
|
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2.7*. Follow the instructions on the :ref:`Windows` section and come back
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here.
|
||||
|
||||
For instructions on how to install ``conda``, see the `Conda Installation
|
||||
Documentation <http://conda.pydata.org/docs/download.html>`_. Alternatively, you
|
||||
can install MiniConda, which is a smaller footprint (fewer packages and smaller
|
||||
size) than its big brother Anaconda, but it still contains all the main packages
|
||||
needed. To install MiniConda, you can follow these steps:
|
||||
Documentation <http://conda.pydata.org/docs/download.html>`_. Alternatively,
|
||||
you can install MiniConda, which is a smaller footprint (fewer packages and
|
||||
smaller size) than its big brother Anaconda, but it still contains all the
|
||||
main packages needed. To install MiniConda, you can follow these steps:
|
||||
|
||||
1. Download `MiniConda <https://conda.io/miniconda.html>`_. Select Python 2.7 for
|
||||
your Operating System.
|
||||
2. Install MiniConda. See the `Installation Instructions <https://conda.io/docs/user-guide/install/index.html>`_
|
||||
if you need help.
|
||||
3. Ensure the correct installation by running ``conda list`` in a Terminal window,
|
||||
which should print the list of packages installed with Conda.
|
||||
1. Download `MiniConda <https://conda.io/miniconda.html>`_. Select Python 2.7
|
||||
for your Operating System.
|
||||
2. Install MiniConda. See the `Installation Instructions
|
||||
<https://conda.io/docs/user-guide/install/index.html>`_ if you need help.
|
||||
3. Ensure the correct installation by running ``conda list`` in a Terminal
|
||||
window, which should print the list of packages installed with Conda.
|
||||
|
||||
Once either Conda or MiniConda has been set up you can install Catalyst:
|
||||
|
||||
1. Download the file `python2.7-environment.yml <https://github.com/enigmampc/catalyst/blob/master/etc/python2.7-environment.yml>`_.
|
||||
2. Open a Terminal window and enter [``cd/dir``] into the directory where you saved
|
||||
the above ``python2.7-environment.yml`` file.
|
||||
1. Download the file `python2.7-environment.yml
|
||||
<https://github.com/enigmampc/catalyst/blob/master/etc/python2.7-environment.yml>`_.
|
||||
2. Open a Terminal window and enter [``cd/dir``] into the directory where you
|
||||
saved the above ``python2.7-environment.yml`` file.
|
||||
3. Install using this file. This step can take about 5-10 minutes to install.
|
||||
|
||||
.. code-block:: bash
|
||||
|
||||
conda env create -f python2.7-environment.yml
|
||||
|
||||
4. Activate the environment (which you need to do every time you start a new session
|
||||
to run Catalyst):
|
||||
4. Activate the environment (which you need to do every time you start a new
|
||||
session to run Catalyst):
|
||||
|
||||
**Linux or OSX:**
|
||||
|
||||
@@ -320,8 +351,9 @@ Congratulations! You now have Catalyst installed.
|
||||
Troubleshooting ``conda`` Install
|
||||
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
|
||||
If the command ``conda env create -f python2.7-environment.yml`` in step 3 above failed
|
||||
for any reason, you can try setting up the environment manually with the following steps:
|
||||
If the command ``conda env create -f python2.7-environment.yml`` in step 3
|
||||
above failed for any reason, you can try setting up the environment manually
|
||||
with the following steps:
|
||||
|
||||
1. Create the environment:
|
||||
|
||||
@@ -352,20 +384,23 @@ for any reason, you can try setting up the environment manually with the followi
|
||||
Getting Help
|
||||
------------
|
||||
|
||||
If after following the instructions above, and going through the *Troubleshooting* sections,
|
||||
you still experience problems installing Catalyst, you can seek additional help through the
|
||||
following channels:
|
||||
If after following the instructions above, and going through the
|
||||
*Troubleshooting* sections, you still experience problems installing Catalyst,
|
||||
you can seek additional help through the following channels:
|
||||
|
||||
- Join our `Discord community <https://discord.gg/SJK32GY>`_, and head over the #catalyst_dev
|
||||
channel where many other users (as well as the project developers) hang out, and can assist
|
||||
you with your particular issue. The more descriptive and the more information you can provide,
|
||||
the easiest will be for others to help you out.
|
||||
- Join our `Discord community <https://discord.gg/SJK32GY>`_, and head over
|
||||
the #catalyst_dev channel where many other users (as well as the project
|
||||
developers) hang out, and can assist you with your particular issue. The
|
||||
more descriptive and the more information you can provide, the easiest will
|
||||
be for others to help you out.
|
||||
|
||||
- Report the problem you are experiencing on our
|
||||
`GitHub repository <https://github.com/enigmampc/catalyst/issues>`_ following the guidelines
|
||||
provided therein. Before you do so, take a moment to browse through all `previous reported issues
|
||||
<https://github.com/enigmampc/catalyst/issues?utf8=%E2%9C%93&q=is%3Aissue>`_ in the likely case
|
||||
that someone else experienced that same issue before, and you get a hint on how to solve it.
|
||||
`GitHub repository <https://github.com/enigmampc/catalyst/issues>`_
|
||||
following the guidelines provided therein. Before you do so, take a moment
|
||||
to browse through all `previous reported issues
|
||||
<https://github.com/enigmampc/catalyst/issues?utf8=%E2%9C%93&q=is%3Aissue>`_
|
||||
in the likely case that someone else experienced that same issue before,
|
||||
and you get a hint on how to solve it.
|
||||
|
||||
|
||||
.. _`Debian-derived`: https://www.debian.org/misc/children-distros
|
||||
|
||||
+15794
File diff suppressed because it is too large
Load Diff
+20
-5
@@ -1,9 +1,22 @@
|
||||
.. image:: https://s3.amazonaws.com/enigmaco-docs/enigma-catalyst.jpg
|
||||
|
|
||||
Catalyst is a data-driven crypto investment platform. It supports both
|
||||
backtesting and live-trading in a number of different crypto-exchanges.
|
||||
Catalyst empowers users to share and curate data and build profitable,
|
||||
data-driven investment strategies.
|
||||
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
|
||||
========
|
||||
@@ -25,4 +38,6 @@ Features
|
||||
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.
|
||||
visualization of state-of-the-art trading systems.
|
||||
- Addition of Bitcoin price (btc_usdt) as a benchmark for comparing
|
||||
performance across trading algorithms.
|
||||
Reference in New Issue
Block a user