DOC: updated release notes for 0.5.4

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Victor Grau Serrat committed 2018-03-14 00:57:36 -06:00
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@@ -1885,7 +1885,7 @@ Assets.</p>
<dl class="class">
<dt id="catalyst.utils.calendars.TradingCalendar">
<em class="property">class </em><code class="descclassname">catalyst.utils.calendars.</code><code class="descname">TradingCalendar</code><span class="sig-paren">(</span><em>start=Timestamp('1990-01-01 00:00:00+0000'</em>, <em>tz='UTC')</em>, <em>end=Timestamp('2019-03-14 06:21:07.381645+0000'</em>, <em>tz='UTC')</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar" title="Permalink to this definition"></a></dt>
<em class="property">class </em><code class="descclassname">catalyst.utils.calendars.</code><code class="descname">TradingCalendar</code><span class="sig-paren">(</span><em>start=Timestamp('1990-01-01 00:00:00+0000'</em>, <em>tz='UTC')</em>, <em>end=Timestamp('2019-03-14 06:56:52.836488+0000'</em>, <em>tz='UTC')</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar" title="Permalink to this definition"></a></dt>
<dd><p>An TradingCalendar represents the timing information of a single market
exchange.</p>
<p>The timing information is made up of two parts: sessions, and opens/closes.</p>
+142 -94
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@@ -96,93 +96,99 @@
<li class="toctree-l1"><a class="reference internal" href="resources.html">Resources</a></li>
<li class="toctree-l1"><a class="reference internal" href="development-guidelines.html">Development Guidelines</a></li>
<li class="toctree-l1 current"><a class="current reference internal" href="#">Release Notes</a><ul>
<li class="toctree-l2"><a class="reference internal" href="#version-0-5-3">Version 0.5.3</a><ul>
<li class="toctree-l2"><a class="reference internal" href="#version-0-5-4">Version 0.5.4</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#build">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="#bug-fixes">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#documentation">Documentation</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-5-2">Version 0.5.2</a><ul>
<li class="toctree-l2"><a class="reference internal" href="#version-0-5-3">Version 0.5.3</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id1">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-5-1">Version 0.5.1</a><ul>
<li class="toctree-l2"><a class="reference internal" href="#version-0-5-2">Version 0.5.2</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id2">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#build">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-4-7">Version 0.4.7</a><ul>
<li class="toctree-l2"><a class="reference internal" href="#version-0-5-1">Version 0.5.1</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id3">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id4">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-4-6">Version 0.4.6</a><ul>
<li class="toctree-l2"><a class="reference internal" href="#version-0-4-7">Version 0.4.7</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id5">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id6">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-4-5">Version 0.4.5</a><ul>
<li class="toctree-l2"><a class="reference internal" href="#version-0-4-6">Version 0.4.6</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id7">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id8">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-4-4">Version 0.4.4</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id8">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-4-3">Version 0.4.3</a><ul>
<li class="toctree-l2"><a class="reference internal" href="#version-0-4-5">Version 0.4.5</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id9">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-4-2">Version 0.4.2</a><ul>
<li class="toctree-l2"><a class="reference internal" href="#version-0-4-4">Version 0.4.4</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id10">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id11">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-4-3">Version 0.4.3</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id11">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-4-2">Version 0.4.2</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id12">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id13">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-4-0">Version 0.4.0</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id12">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id13">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="#version-0-3-10">Version 0.3.10</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id14">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id15">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="#version-0-3-10">Version 0.3.10</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id16">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-9">Version 0.3.9</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id15">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id16">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id17">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id18">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-8">Version 0.3.8</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id17">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id19">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-7">Version 0.3.7</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id18">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id19">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id20">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id21">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-6">Version 0.3.6</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id20">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id22">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-5">Version 0.3.5</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id21">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id23">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-4">Version 0.3.4</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id22">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id23">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="#documentation">Documentation</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id24">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id25">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id26">Documentation</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-3">Version 0.3.3</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id25">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id26">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id28">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id29">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-2">Version 0.3.2</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id27">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id28">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id30">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id31">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-1">Version 0.3.1</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id29">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#id32">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-3">Version 0.3</a></li>
@@ -262,11 +268,53 @@
<div class="section" id="release-notes">
<h1>Release Notes<a class="headerlink" href="#release-notes" title="Permalink to this headline"></a></h1>
<div class="section" id="version-0-5-4">
<h2>Version 0.5.4<a class="headerlink" href="#version-0-5-4" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-03-14</p>
<div class="section" id="build">
<h3>Build<a class="headerlink" href="#build" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Switched Data Marketplace from Ropstein testnet to Rinkeby testnet after
incorporating changes resulting from the marketplace contract audit</li>
<li>Several usability improvements of the Data Marketplace that make the
<cite>–dataset</cite> parameter optional. If it is not included in the command line,
will list available datasets, and let you choose interactively.</li>
</ul>
</div>
<div class="section" id="bug-fixes">
<h3>Bug Fixes<a class="headerlink" href="#bug-fixes" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fix Binance requirement of symbol to be included in the cancelled order
<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/204">#204</a></li>
<li>Fix <cite>notenoughcasherror</cite> when an open order is filled minutes later
<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/237">#237</a></li>
<li>Properly handle of empty candles received from exchanges <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/236">#236</a></li>
<li>Added a function to reduce open orders amount from calculated target/amount
for target orders <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/243">#243</a></li>
<li>Fix missing file in live trading mode on date change <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/252">#252</a>,
<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/253">#253</a></li>
<li>Upgraded Data Marketplace to Web3==4.0.0b11, which was breaking some
functionality from prior version 4.0.0b7 <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/257">#257</a></li>
<li>Always request more data to avoid empty bars and always give the exact bar
number <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/260">#260</a></li>
</ul>
</div>
<div class="section" id="documentation">
<h3>Documentation<a class="headerlink" href="#documentation" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>PyCharm documentation <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/195">#195</a></li>
<li>Added TA-Lib troubleshooting instructions</li>
<li>Added instructions on how to create a Conda environment for Python 3.6, and
updated Visual C++ instructions for Windows and Python 3</li>
<li>Linking example algorithms in the documentation to their sources</li>
</ul>
</div>
</div>
<div class="section" id="version-0-5-3">
<h2>Version 0.5.3<a class="headerlink" href="#version-0-5-3" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-02-09</p>
<div class="section" id="bug-fixes">
<h3>Bug Fixes<a class="headerlink" href="#bug-fixes" title="Permalink to this headline"></a></h3>
<div class="section" id="id1">
<h3>Bug Fixes<a class="headerlink" href="#id1" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed an issue with last candle in backtesting <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/219">#219</a></li>
</ul>
@@ -275,8 +323,8 @@
<div class="section" id="version-0-5-2">
<h2>Version 0.5.2<a class="headerlink" href="#version-0-5-2" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-02-08</p>
<div class="section" id="id1">
<h3>Bug Fixes<a class="headerlink" href="#id1" title="Permalink to this headline"></a></h3>
<div class="section" id="id2">
<h3>Bug Fixes<a class="headerlink" href="#id2" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed an issue with live candle values <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/216">#216</a> and <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/199">#199</a></li>
</ul>
@@ -285,8 +333,8 @@
<div class="section" id="version-0-5-1">
<h2>Version 0.5.1<a class="headerlink" href="#version-0-5-1" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-02-07</p>
<div class="section" id="id2">
<h3>Bug Fixes<a class="headerlink" href="#id2" title="Permalink to this headline"></a></h3>
<div class="section" id="id3">
<h3>Bug Fixes<a class="headerlink" href="#id3" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed an issue with orders that stay open <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/211">#211</a></li>
<li>Fixed Jupyter issues <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/179">#179</a></li>
@@ -294,8 +342,8 @@
<li>Improved live state presentation <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/171">#171</a></li>
</ul>
</div>
<div class="section" id="build">
<h3>Build<a class="headerlink" href="#build" title="Permalink to this headline"></a></h3>
<div class="section" id="id4">
<h3>Build<a class="headerlink" href="#id4" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Introducing the Enigma Marketplace</li>
</ul>
@@ -304,14 +352,14 @@
<div class="section" id="version-0-4-7">
<h2>Version 0.4.7<a class="headerlink" href="#version-0-4-7" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-01-19</p>
<div class="section" id="id3">
<h3>Bug Fixes<a class="headerlink" href="#id3" title="Permalink to this headline"></a></h3>
<div class="section" id="id5">
<h3>Bug Fixes<a class="headerlink" href="#id5" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixing issue <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/137">#137</a> impacting the CLI</li>
</ul>
</div>
<div class="section" id="id4">
<h3>Build<a class="headerlink" href="#id4" title="Permalink to this headline"></a></h3>
<div class="section" id="id6">
<h3>Build<a class="headerlink" href="#id6" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Implemented authentication aliases (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/60">#60</a>)</li>
</ul>
@@ -320,8 +368,8 @@
<div class="section" id="version-0-4-6">
<h2>Version 0.4.6<a class="headerlink" href="#version-0-4-6" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-01-18</p>
<div class="section" id="id5">
<h3>Bug Fixes<a class="headerlink" href="#id5" title="Permalink to this headline"></a></h3>
<div class="section" id="id7">
<h3>Bug Fixes<a class="headerlink" href="#id7" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed some Python3 issues</li>
<li>Reading the trade log to get executed order prices on exchanges like Binance (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/151">#151</a>)</li>
@@ -331,8 +379,8 @@
<li>Using Bitfinex instead of Poloniex to fetch btc_usdt benchmark (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/161">#161</a>)</li>
</ul>
</div>
<div class="section" id="id6">
<h3>Build<a class="headerlink" href="#id6" title="Permalink to this headline"></a></h3>
<div class="section" id="id8">
<h3>Build<a class="headerlink" href="#id8" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added a <cite>context.state</cite> dict to keep arbitrary state values between runs</li>
<li>Added ability to stop live algo at specified end date</li>
@@ -342,8 +390,8 @@
<div class="section" id="version-0-4-5">
<h2>Version 0.4.5<a class="headerlink" href="#version-0-4-5" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-01-12</p>
<div class="section" id="id7">
<h3>Bug Fixes<a class="headerlink" href="#id7" title="Permalink to this headline"></a></h3>
<div class="section" id="id9">
<h3>Bug Fixes<a class="headerlink" href="#id9" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Improved order execution for exchanges supporting trade lists (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/151">#151</a>)</li>
<li>Fixed an issue where requesting history of multiple assets repeats values</li>
@@ -355,8 +403,8 @@
<div class="section" id="version-0-4-4">
<h2>Version 0.4.4<a class="headerlink" href="#version-0-4-4" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-01-09</p>
<div class="section" id="id8">
<h3>Bug Fixes<a class="headerlink" href="#id8" title="Permalink to this headline"></a></h3>
<div class="section" id="id10">
<h3>Bug Fixes<a class="headerlink" href="#id10" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Removed redundant capital_base validation (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/142">#142</a>)</li>
<li>Fixed portfolio update issue with restored state (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/111">#111</a>)</li>
@@ -367,8 +415,8 @@
<div class="section" id="version-0-4-3">
<h2>Version 0.4.3<a class="headerlink" href="#version-0-4-3" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-01-05</p>
<div class="section" id="id9">
<h3>Bug Fixes<a class="headerlink" href="#id9" title="Permalink to this headline"></a></h3>
<div class="section" id="id11">
<h3>Bug Fixes<a class="headerlink" href="#id11" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed CLI issue (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/137">#137</a>)</li>
<li>Upgraded CCXT</li>
@@ -378,8 +426,8 @@
<div class="section" id="version-0-4-2">
<h2>Version 0.4.2<a class="headerlink" href="#version-0-4-2" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-01-03</p>
<div class="section" id="id10">
<h3>Bug Fixes<a class="headerlink" href="#id10" title="Permalink to this headline"></a></h3>
<div class="section" id="id12">
<h3>Bug Fixes<a class="headerlink" href="#id12" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed cash synchronization issue (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/133">#133</a>)</li>
<li>Fixed positions synchronization issue (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/132">#132</a>)</li>
@@ -389,8 +437,8 @@
<li>Fixed a poloniex specific issue in live trading (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/103">#103</a>)</li>
</ul>
</div>
<div class="section" id="id11">
<h3>Build<a class="headerlink" href="#id11" title="Permalink to this headline"></a></h3>
<div class="section" id="id13">
<h3>Build<a class="headerlink" href="#id13" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Caching CCXT market info to limit round-trips (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/99">#99</a>)</li>
<li>Tentative support for Pipeline (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/96">#96</a>)</li>
@@ -400,16 +448,16 @@
<div class="section" id="version-0-4-0">
<h2>Version 0.4.0<a class="headerlink" href="#version-0-4-0" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-12-12</p>
<div class="section" id="id12">
<h3>Bug Fixes<a class="headerlink" href="#id12" title="Permalink to this headline"></a></h3>
<div class="section" id="id14">
<h3>Bug Fixes<a class="headerlink" href="#id14" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Changed Poloniex interface (should solve <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/95">#95</a> and <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/94">#94</a>)</li>
<li>Solved issue with overriding commission and slippage (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/87">#87</a>)</li>
<li>Fixed inefficiency with Bittrex current prices (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/76">#76</a>)</li>
</ul>
</div>
<div class="section" id="id13">
<h3>Build<a class="headerlink" href="#id13" title="Permalink to this headline"></a></h3>
<div class="section" id="id15">
<h3>Build<a class="headerlink" href="#id15" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Integrated with CCXT</li>
<li>Added paper trading capability (<cite>simulate_orders=True</cite> param in live mode)</li>
@@ -421,8 +469,8 @@
<h3>Version 0.3.10<a class="headerlink" href="#version-0-3-10" title="Permalink to this headline"></a></h3>
<p><strong>Release Date</strong>: 2017-11-28</p>
</div>
<div class="section" id="id14">
<h3>Bug Fixes<a class="headerlink" href="#id14" title="Permalink to this headline"></a></h3>
<div class="section" id="id16">
<h3>Bug Fixes<a class="headerlink" href="#id16" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed issue with fetching assets with daily frequency</li>
</ul>
@@ -431,15 +479,15 @@
<div class="section" id="version-0-3-9">
<h2>Version 0.3.9<a class="headerlink" href="#version-0-3-9" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-28</p>
<div class="section" id="id15">
<h3>Bug Fixes<a class="headerlink" href="#id15" title="Permalink to this headline"></a></h3>
<div class="section" id="id17">
<h3>Bug Fixes<a class="headerlink" href="#id17" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed sortino warning issues (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/77">#77</a>)</li>
<li>Adjusted computation of last candle of data.history (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/71">#71</a>)</li>
</ul>
</div>
<div class="section" id="id16">
<h3>Build<a class="headerlink" href="#id16" title="Permalink to this headline"></a></h3>
<div class="section" id="id18">
<h3>Build<a class="headerlink" href="#id18" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added capital_base parameter to live mode to limit cash (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/79">#79</a>)</li>
<li>Added support for csv ingestion (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/65">#65</a>)</li>
@@ -450,8 +498,8 @@
<div class="section" id="version-0-3-8">
<h2>Version 0.3.8<a class="headerlink" href="#version-0-3-8" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-14</p>
<div class="section" id="id17">
<h3>Bug Fixes<a class="headerlink" href="#id17" title="Permalink to this headline"></a></h3>
<div class="section" id="id19">
<h3>Bug Fixes<a class="headerlink" href="#id19" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed a warning filter issue introduced with the latest release</li>
</ul>
@@ -460,8 +508,8 @@
<div class="section" id="version-0-3-7">
<h2>Version 0.3.7<a class="headerlink" href="#version-0-3-7" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-14</p>
<div class="section" id="id18">
<h3>Bug Fixes<a class="headerlink" href="#id18" title="Permalink to this headline"></a></h3>
<div class="section" id="id20">
<h3>Bug Fixes<a class="headerlink" href="#id20" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed an SSL cert issue (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/64">#64</a>)</li>
<li>Fixed cumulative stats warnings (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/63">#63</a>)</li>
@@ -469,8 +517,8 @@
<li>Standardized live-trading stats (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/61">#61</a>)</li>
</ul>
</div>
<div class="section" id="id19">
<h3>Build<a class="headerlink" href="#id19" title="Permalink to this headline"></a></h3>
<div class="section" id="id21">
<h3>Build<a class="headerlink" href="#id21" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added a mean-reversion sample algo</li>
<li>Added minutely stats in the analyze() function (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/62">#62</a>)</li>
@@ -481,8 +529,8 @@
<div class="section" id="version-0-3-6">
<h2>Version 0.3.6<a class="headerlink" href="#version-0-3-6" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-4</p>
<div class="section" id="id20">
<h3>Bug Fixes<a class="headerlink" href="#id20" title="Permalink to this headline"></a></h3>
<div class="section" id="id22">
<h3>Bug Fixes<a class="headerlink" href="#id22" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed an issue with single bar data.history() (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/55">#55</a>)</li>
</ul>
@@ -491,8 +539,8 @@
<div class="section" id="version-0-3-5">
<h2>Version 0.3.5<a class="headerlink" href="#version-0-3-5" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-4</p>
<div class="section" id="id21">
<h3>Bug Fixes<a class="headerlink" href="#id21" title="Permalink to this headline"></a></h3>
<div class="section" id="id23">
<h3>Bug Fixes<a class="headerlink" href="#id23" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added workaround for: KeyError: Timestamp error (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/53">#53</a>)</li>
</ul>
@@ -501,8 +549,8 @@
<div class="section" id="version-0-3-4">
<h2>Version 0.3.4<a class="headerlink" href="#version-0-3-4" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-2</p>
<div class="section" id="id22">
<h3>Bug Fixes<a class="headerlink" href="#id22" title="Permalink to this headline"></a></h3>
<div class="section" id="id24">
<h3>Bug Fixes<a class="headerlink" href="#id24" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed issue with auto-ingestion of minute data (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/47">#47</a>)</li>
<li>Fixed issue with sell orders in backtesting</li>
@@ -512,14 +560,14 @@
transactions</li>
</ul>
</div>
<div class="section" id="id23">
<h3>Build<a class="headerlink" href="#id23" title="Permalink to this headline"></a></h3>
<div class="section" id="id25">
<h3>Build<a class="headerlink" href="#id25" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added more unit tests</li>
</ul>
</div>
<div class="section" id="documentation">
<h3>Documentation<a class="headerlink" href="#documentation" title="Permalink to this headline"></a></h3>
<div class="section" id="id26">
<h3>Documentation<a class="headerlink" href="#id26" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Improved installation notes for Windows C++ compiler and Conda</li>
<li>Addition of
@@ -540,16 +588,16 @@ transactions</li>
<div class="section" id="version-0-3-3">
<h2>Version 0.3.3<a class="headerlink" href="#version-0-3-3" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-10-26</p>
<div class="section" id="id25">
<h3>Bug Fixes<a class="headerlink" href="#id25" title="Permalink to this headline"></a></h3>
<div class="section" id="id28">
<h3>Bug Fixes<a class="headerlink" href="#id28" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fix missing -x in ingest-exchange</li>
<li>Fix issue with daily chunks end date (data bundles)</li>
<li>Fix issue in the prepare_chunk logic (data bundles)</li>
</ul>
</div>
<div class="section" id="id26">
<h3>Build<a class="headerlink" href="#id26" title="Permalink to this headline"></a></h3>
<div class="section" id="id29">
<h3>Build<a class="headerlink" href="#id29" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added data validation unit tests</li>
</ul>
@@ -558,8 +606,8 @@ transactions</li>
<div class="section" id="version-0-3-2">
<h2>Version 0.3.2<a class="headerlink" href="#version-0-3-2" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-10-25</p>
<div class="section" id="id27">
<h3>Bug Fixes<a class="headerlink" href="#id27" title="Permalink to this headline"></a></h3>
<div class="section" id="id30">
<h3>Bug Fixes<a class="headerlink" href="#id30" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fix to work with empty data bundles</li>
<li>Fix Windows path of <code class="docutils literal"><span class="pre">$HOME/.catalyst</span></code> folder</li>
@@ -568,8 +616,8 @@ transactions</li>
<li>Fix an issue with asset date in chunks</li>
</ul>
</div>
<div class="section" id="id28">
<h3>Build<a class="headerlink" href="#id28" title="Permalink to this headline"></a></h3>
<div class="section" id="id31">
<h3>Build<a class="headerlink" href="#id31" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Python3 adjustments</li>
<li>Added method to clean bundle folders, and remove symbols.json</li>
@@ -580,8 +628,8 @@ transactions</li>
<div class="section" id="version-0-3-1">
<h2>Version 0.3.1<a class="headerlink" href="#version-0-3-1" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-10-22</p>
<div class="section" id="id29">
<h3>Bug Fixes<a class="headerlink" href="#id29" title="Permalink to this headline"></a></h3>
<div class="section" id="id32">
<h3>Bug Fixes<a class="headerlink" href="#id32" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed OS-dependent path issue in data bundle</li>
<li>Changed handling of empty <code class="docutils literal"><span class="pre">auth.json</span></code>, instead of throwing an error for
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