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Improved documentation formatting

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Frederic Fortier
2017-08-17 18:30:01 -04:00
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docs/source/live-trading-blueprint.md
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<h1>Live Trading Blueprint</h1>
The purpose of this document is to allow project contributors navigate
ongoing live trading implementation.
through the ongoing live trading implementation.
<h2>Components</h2>
At a high level the following components have been modified to coerce
At a high level the following components have been implemented to coerce
zipline into live trading.
<h3>Exchange</h3>
Exchange is a new package which introduces the concept of cryptocurrency
exchanges to zipline. The package contains all new component
implementations adapted to charasteristics of exchanges.
implementations adapted to characteristics of exchanges.
```
catalyst/exchange
@@ -35,71 +35,49 @@ It can vary drastically between exchanges.
* Their order book is publicly available, the platform should access to
it as it can be used to drastically reduce slippage.
<h4>New Components</h4>
<h3>New Components</h3>
These components of the exchange package were added to the zipline
sources.
<h5>Exchange</h5>
<h4>Exchange</h4>
```
catalyst/exchange/exchange.py
```
*catalyst/exchange/exchange.py*
Abstract class which acts an interface for the implementation of
various exchanges. It also contains logic common to all exchanges.
<h5>Bitfinex</h5>
<h4>Bitfinex</h4>
```
catalyst/exchange/bitfinex.py
```
*catalyst/exchange/bitfinex.py*
The Bitfinex exchange implementation. It extends the Exchange class.
<h5>DataPortalExchange</h5>
<h4>DataPortalExchange</h4>
```
catalyst/exchange/data_portal_exchange.py
```
*catalyst/exchange/data_portal_exchange.py*
Extends the zipline DataPortal to route spot data to the exchange.
This is critical because it allows the algoritm to request data in
real-time.
For example,
```python
data.current(asset, 'price')
```
retrieves the current price of the asset, not the price at the time
For example, `data.current(asset, 'price')` retrieves the current price of the asset, not the price at the time
of yielding the bar this is critical to minimize slippage.
<h5>ExchangeClock</h5>
<h4>ExchangeClock</h4>
```
catalyst/exchange/exchange_clock.py
```
*catalyst/exchange/exchange_clock.py*
An implementation to the zipline Clock which runs 24/7. It yeilds a
bar every minute.
<h5>AssetFinderExchange</h5>
<h4>AssetFinderExchange</h4>
```
catalyst/exchange/asset_finder_exchange.py
```
*catalyst/exchange/asset_finder_exchange.py*
An alternate implementation of AssetFinder which locates each asset
against the exchanges instead of bundle databases.
For example,
```python
symbol('eth_usd')
```
retrieves an Asset object against the exchange as opposed to querying
For example, `symbol('eth_usd')` retrieves an Asset object against the exchange as opposed to querying
a database of equities.
I have created a dictionary of currencies for the Bitfinex exchange.
@@ -136,26 +114,22 @@ on the exchange.
}
```
<h5>ExchangeTradingAlgorithm</h5>
<h4>ExchangeTradingAlgorithm</h4>
```
catalyst/exchange/algorithm_exchange.py
```
*catalyst/exchange/algorithm_exchange.py*
Extends the TradingAlgorithm class which orchestrates the api
operations. This class brings together most of the components
described above.
<h4>Modified Components</h4>
<h3>Modified Components</h3>
The following components have been modified to include conditional
business logic to enable live trading.
<h5>run_algorithm</h5>
<h4>run_algorithm</h4>
```
catalyst/utils/run_algo.py
```
*catalyst/utils/run_algo.py*
The run_algorithm interface is an entry point to execute an
algorithm in zipline. This component was already modified for
@@ -180,9 +154,7 @@ exchange_conn = dict(
The following sample algorithm uses the run_algorithm interface:
```
catalyst/examples/buy_and_hold_live.py
```
*catalyst/examples/buy_and_hold_live.py*
<h2>Portfolio Management</h2>