diff --git a/appendix.html b/appendix.html index 21262fe0..fe3bb728 100644 --- a/appendix.html +++ b/appendix.html @@ -1885,7 +1885,7 @@ Assets.

-class catalyst.utils.calendars.TradingCalendar(start=Timestamp('1990-01-01 00:00:00+0000', tz='UTC'), end=Timestamp('2019-03-14 06:21:07.381645+0000', tz='UTC'))[source]
+class catalyst.utils.calendars.TradingCalendar(start=Timestamp('1990-01-01 00:00:00+0000', tz='UTC'), end=Timestamp('2019-03-14 06:56:52.836488+0000', tz='UTC'))[source]

An TradingCalendar represents the timing information of a single market exchange.

The timing information is made up of two parts: sessions, and opens/closes.

diff --git a/releases.html b/releases.html index ab1c54af..db85326e 100644 --- a/releases.html +++ b/releases.html @@ -96,93 +96,99 @@
  • Resources
  • Development Guidelines
  • Release Notes
      -
    • Version 0.5.3
        +
      • Version 0.5.4
      • -
      • Version 0.5.2
          +
        • Version 0.5.3
        • -
        • Version 0.5.1
            +
          • Version 0.5.2
          • -
          • Version 0.4.7
              +
            • Version 0.5.1
            • -
            • Version 0.4.6
                +
              • Version 0.4.7
              • -
              • Version 0.4.5
                  +
                • Version 0.4.6
                • -
                • Version 0.4.4 -
                • -
                • Version 0.4.3
                    +
                  • Version 0.4.5
                  • -
                  • Version 0.4.2
                      +
                    • Version 0.4.4 +
                    • +
                    • Version 0.4.3 +
                    • +
                    • Version 0.4.2
                    • Version 0.4.0
                    • Version 0.3.9
                    • Version 0.3.8
                    • Version 0.3.7
                    • Version 0.3.6
                    • Version 0.3.5
                    • Version 0.3.4
                    • Version 0.3.3
                    • Version 0.3.2
                    • Version 0.3.1
                    • Version 0.3
                    • @@ -262,11 +268,53 @@

                      Release Notes

                      +
                      +

                      Version 0.5.4

                      +

                      Release Date: 2018-03-14

                      +
                      +

                      Build

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

                      Bug Fixes

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

                      Documentation

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

                      Version 0.5.3

                      Release Date: 2018-02-09

                      -
                      -

                      Bug Fixes

                      +
                      +

                      Bug Fixes

                      • Fixed an issue with last candle in backtesting #219
                      @@ -275,8 +323,8 @@

                      Version 0.5.2

                      Release Date: 2018-02-08

                      -
                      -

                      Bug Fixes

                      +
                      +

                      Bug Fixes

                      • Fixed an issue with live candle values #216 and #199
                      @@ -285,8 +333,8 @@

                      Version 0.5.1

                      Release Date: 2018-02-07

                      -
                      -

                      Bug Fixes

                      +
                      +

                      Bug Fixes

                      • Fixed an issue with orders that stay open #211
                      • Fixed Jupyter issues #179
                      • @@ -294,8 +342,8 @@
                      • Improved live state presentation #171
                      -
                      -

                      Build

                      +
                      +

                      Build

                      • Introducing the Enigma Marketplace
                      @@ -304,14 +352,14 @@

                      Version 0.4.7

                      Release Date: 2018-01-19

                      -
                      -

                      Bug Fixes

                      +
                      +

                      Bug Fixes

                      • Fixing issue #137 impacting the CLI
                      -
                      -

                      Build

                      +
                      +

                      Build

                      • Implemented authentication aliases (#60)
                      @@ -320,8 +368,8 @@

                      Version 0.4.6

                      Release Date: 2018-01-18

                      -
                      -

                      Bug Fixes

                      +
                      +

                      Bug Fixes

                      • Fixed some Python3 issues
                      • Reading the trade log to get executed order prices on exchanges like Binance (#151)
                      • @@ -331,8 +379,8 @@
                      • Using Bitfinex instead of Poloniex to fetch btc_usdt benchmark (#161)
                      -
                      -

                      Build

                      +
                      +

                      Build

                      • Added a context.state dict to keep arbitrary state values between runs
                      • Added ability to stop live algo at specified end date
                      • @@ -342,8 +390,8 @@

                        Version 0.4.5

                        Release Date: 2018-01-12

                        -
                        -

                        Bug Fixes

                        +
                        +

                        Bug Fixes

                        • Improved order execution for exchanges supporting trade lists (#151)
                        • Fixed an issue where requesting history of multiple assets repeats values
                        • @@ -355,8 +403,8 @@

                          Version 0.4.4

                          Release Date: 2018-01-09

                          -
                          -

                          Bug Fixes

                          +
                          +

                          Bug Fixes

                          • Removed redundant capital_base validation (#142)
                          • Fixed portfolio update issue with restored state (#111)
                          • @@ -367,8 +415,8 @@

                            Version 0.4.3

                            Release Date: 2018-01-05

                            -
                            -

                            Bug Fixes

                            +
                            +

                            Bug Fixes

                            • Fixed CLI issue (#137)
                            • Upgraded CCXT
                            • @@ -378,8 +426,8 @@

                              Version 0.4.2

                              Release Date: 2018-01-03

                              -
                              -

                              Bug Fixes

                              +
                              +

                              Bug Fixes

                              • Fixed cash synchronization issue (#133)
                              • Fixed positions synchronization issue (#132)
                              • @@ -389,8 +437,8 @@
                              • Fixed a poloniex specific issue in live trading (#103)
                              -
                              -

                              Build

                              +
                              +

                              Build

                              • Caching CCXT market info to limit round-trips (#99)
                              • Tentative support for Pipeline (#96)
                              • @@ -400,16 +448,16 @@

                                Version 0.4.0

                                Release Date: 2017-12-12

                                -
                                -

                                Bug Fixes

                                +
                                +

                                Bug Fixes

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

                                Build

                                +
                                +

                                Build

                                • Integrated with CCXT
                                • Added paper trading capability (simulate_orders=True param in live mode)
                                • @@ -421,8 +469,8 @@

                                  Version 0.3.10

                                  Release Date: 2017-11-28

                                -
                                -

                                Bug Fixes

                                +
                                +

                                Bug Fixes

                                • Fixed issue with fetching assets with daily frequency
                                @@ -431,15 +479,15 @@

                                Version 0.3.9

                                Release Date: 2017-11-28

                                -
                                -

                                Bug Fixes

                                +
                                +

                                Bug Fixes

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

                                Build

                                +
                                +

                                Build

                                • Added capital_base parameter to live mode to limit cash (#79)
                                • Added support for csv ingestion (#65)
                                • @@ -450,8 +498,8 @@

                                  Version 0.3.8

                                  Release Date: 2017-11-14

                                  -
                                  -

                                  Bug Fixes

                                  +
                                  +

                                  Bug Fixes

                                  • Fixed a warning filter issue introduced with the latest release
                                  @@ -460,8 +508,8 @@

                                  Version 0.3.7

                                  Release Date: 2017-11-14

                                  -
                                  -

                                  Bug Fixes

                                  +
                                  +

                                  Bug Fixes

                                  • Fixed an SSL cert issue (#64)
                                  • Fixed cumulative stats warnings (#63)
                                  • @@ -469,8 +517,8 @@
                                  • Standardized live-trading stats (#61)
                                  -
                                  -

                                  Build

                                  +
                                  +

                                  Build

                                  • Added a mean-reversion sample algo
                                  • Added minutely stats in the analyze() function (#62)
                                  • @@ -481,8 +529,8 @@

                                    Version 0.3.6

                                    Release Date: 2017-11-4

                                    -
                                    -

                                    Bug Fixes

                                    +
                                    +

                                    Bug Fixes

                                    • Fixed an issue with single bar data.history() (#55)
                                    @@ -491,8 +539,8 @@

                                    Version 0.3.5

                                    Release Date: 2017-11-4

                                    -
                                    -

                                    Bug Fixes

                                    +
                                    +

                                    Bug Fixes

                                    • Added workaround for: KeyError: Timestamp error (#53)
                                    @@ -501,8 +549,8 @@

                                    Version 0.3.4

                                    Release Date: 2017-11-2

                                    -
                                    -

                                    Bug Fixes

                                    +
                                    +

                                    Bug Fixes

                                    • Fixed issue with auto-ingestion of minute data (#47)
                                    • Fixed issue with sell orders in backtesting
                                    • @@ -512,14 +560,14 @@ transactions
                                    -
                                    -

                                    Build

                                    +
                                    +

                                    Build

                                    • Added more unit tests
                                    -
                                    -

                                    Documentation

                                    +
                                    +

                                    Documentation

                                    • Improved installation notes for Windows C++ compiler and Conda
                                    • Addition of @@ -540,16 +588,16 @@ transactions
                                    • Version 0.3.3

                                      Release Date: 2017-10-26

                                      -
                                      -

                                      Bug Fixes

                                      +
                                      +

                                      Bug Fixes

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

                                      Build

                                      +
                                      +

                                      Build

                                      • Added data validation unit tests
                                      @@ -558,8 +606,8 @@ transactions

                                      Version 0.3.2

                                      Release Date: 2017-10-25

                                      -
                                      -

                                      Bug Fixes

                                      +
                                      +

                                      Bug Fixes

                                      • Fix to work with empty data bundles
                                      • Fix Windows path of $HOME/.catalyst folder
                                      • @@ -568,8 +616,8 @@ transactions
                                      • Fix an issue with asset date in chunks
                                      -
                                      -

                                      Build

                                      +
                                      +

                                      Build

                                      • Python3 adjustments
                                      • Added method to clean bundle folders, and remove symbols.json
                                      • @@ -580,8 +628,8 @@ transactions

                                        Version 0.3.1

                                        Release Date: 2017-10-22

                                        -
                                        -

                                        Bug Fixes

                                        +
                                        +

                                        Bug Fixes

                                        • Fixed OS-dependent path issue in data bundle
                                        • Changed handling of empty auth.json, instead of throwing an error for diff --git a/searchindex.js b/searchindex.js index c148f6e5..fbff946f 100644 --- a/searchindex.js +++ b/searchindex.js @@ -1 +1 @@ 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