From 86041b30d0b3b1f0e0af90bdad6518c788c0c996 Mon Sep 17 00:00:00 2001 From: Victor Grau Serrat Date: Sun, 19 Nov 2017 22:05:29 -0700 Subject: [PATCH] DOC: restructured install page --- _sources/install.txt | 508 ++++++++++++++++++----------------- _sources/releases.txt | 9 + appendix.html | 52 ++-- beginner-tutorial.html | 28 +- bundles.html | 28 +- development-guidelines.html | 28 +- genindex.html | 52 ++-- index.html | 52 ++-- install.html | 522 ++++++++++++++++++------------------ jupyter.html | 28 +- live-trading.html | 28 +- naming-convention.html | 28 +- objects.inv | Bin 394 -> 436 bytes release-process.html | 28 +- releases.html | 78 +++--- resources.html | 28 +- search.html | 52 ++-- searchindex.js | 2 +- videos.html | 28 +- welcome.html | 28 +- 20 files changed, 860 insertions(+), 747 deletions(-) diff --git a/_sources/install.txt b/_sources/install.txt index f9229635..53ccbf29 100644 --- a/_sources/install.txt +++ b/_sources/install.txt @@ -6,7 +6,154 @@ Like any other piece of software, Catalyst has a number of dependencies (other software on which it depends to run) that you will need to install, as well. We recommend using a software named ``Conda`` that will manage all these dependencies for you, and set up the environment needed to get you up -and running as easily as possible. See :ref:`Installing with Conda `. +and running as easily as possible. This is the recommended installation method +for Windows, MacOS and Linux. See :ref:`Installing with Conda `. + +What conda does is create a pre-configured environment, and inside that +environment install Catalyst using ``pip``, Python's package manager. Thus, +as an alternative installation method for MacOS and Linux, you can install +Catalyst directly with ``pip`` (we recommend in combination with a virtual +environemnt). See :ref:`Installing with pip `. + +Regardless of the method, each operating system (OS), has its own +prerequisites, make sure to review the corresponding sections for your system: +:ref:`Linux `, :ref:`MacOS ` and :ref:`Windows `. + +.. _conda: + +Installing with ``conda`` +------------------------- + +The preferred method to install Catalyst is via the ``conda`` package manager, +which comes as part of Continuum Analytics' `Anaconda +`_ distribution. + +The primary advantage of using Conda over ``pip`` is that conda natively +understands the complex binary dependencies of packages like ``numpy`` and +``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. + + For Windows, you will first need to install the *Microsoft Visual C++ + Compiler for Python 2.7*. Follow the instructions on the :ref:`Windows + ` section and come back here. + +For instructions on how to install ``conda``, see the `Conda Installation +Documentation `_. 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 `_. Select Python 2.7 + for your Operating System. +2. Install MiniConda. See the `Installation Instructions + `_ 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. + + For Windows, if you accepted the default installation options, you didn't + check an option to add Conda to the PATH, so trying to run ``conda`` from + a regular ``Command Prompt`` will result in the following error: ``'conda' + is no recognized as an internal or external command, operatble program or + batch file``. That's to be expected. You will nee to launch an ``Anaconda + Prompt`` that was added at installation time to your list of programs + available from the Start menu. + +Once either Conda or MiniConda has been set up you can install Catalyst: + +1. Download the file `python2.7-environment.yml + `_. + + To download, simply click on the 'Raw' button and save the file locally + to a folder you can remember. Make sure that the file gets saved with the + ``.yml`` extension, and nothing like a ``.txt`` file or anything else. + +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): + + **Linux or OSX:** + + .. code-block:: bash + + source activate catalyst + + **Windows:** + + .. code-block:: bash + + activate catalyst + +5. Verify that Catalyst is install correctly: + + .. code-block:: bash + + catalyst --version + + which should display the current version. + +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: + +1. If the above installation failed, and you have a partially set up catalyst + environment, remove it first. If you are starting from scratch, proceed to + step #2: + + .. code-block:: bash + + conda env remove --name catalyst + +2. Create the environment: + + .. code-block:: bash + + conda create --name catalyst python=2.7 scipy zlib + +3. Activate the environment: + + **Linux or OSX:** + + .. code-block:: bash + + source activate catalyst + + **Windows:** + + .. code-block:: bash + + activate catalyst + +4. Install the Catalyst inside the environment: + + .. code-block:: bash + + pip install enigma-catalyst matplotlib + +5. Verify that Catalyst is installed correctly: + + .. code-block:: bash + + catalyst --version + + which should display the current version. + +Congratulations! You now have Catalyst properly installed. + +.. _pip: Installing with ``pip`` ----------------------- @@ -28,15 +175,21 @@ Because LAPACK and the CPython headers are non-Python dependencies, the correctway to install them varies from platform to platform. If you'd rather use a single tool to install Python and non-Python dependencies, or if you're already using `Anaconda `_ as your Python -distribution, you can skip to the :ref:`Installing with Conda ` -section. +distribution, refer to the :ref:`Installing with Conda ` section. -Once you've installed the necessary additional dependencies (see below for -your particular platform), you should be able to simply run +Once you've installed the necessary additional dependencies for your system +(see below for your particular platform: :ref:`Linux`, :ref:`MacOS` or +:ref:`Windows`), you should be able to simply run .. code-block:: bash - $ pip install enigma-catalyst + $ pip install enigma-catalyst matplotlib + +Note that in the command above we install two different packages. The second +one, ``matplotlib`` is a visualization library. While it's not strictly +required to run catalyst simulations or live trading, it comes in very handy +to visualize the performance of your algorithms, and for this reason we +recommend you install it, as well. If you use Python for anything other than Catalyst, we **strongly** recommend that you install in a `virtualenv @@ -50,158 +203,7 @@ summarized version: $ pip install virtualenv $ virtualenv catalyst-venv $ source ./catalyst-venv/bin/activate - $ pip install enigma-catalyst - -Though not required by Catalyst directly, our example algorithms use -matplotlib to visually display the results of the trading algorithms. If you -wish to run any examples or use matplotlib during development, it can be -installed using: - -.. code-block:: bash - - $ pip install matplotlib - -GNU/Linux -~~~~~~~~~ - -On `Debian-derived`_ Linux distributions, you can acquire all the necessary -binary dependencies from ``apt`` by running: - -.. code-block:: bash - - $ sudo apt-get install libatlas-base-dev python-dev gfortran pkg-config libfreetype6-dev - -On recent `RHEL-derived`_ derived Linux distributions (e.g. Fedora), the -following should be sufficient to acquire the necessary additional -dependencies: - -.. code-block:: bash - - $ sudo dnf install atlas-devel gcc-c++ gcc-gfortran libgfortran python-devel redhat-rep-config - -On `Arch Linux`_, you can acquire the additional dependencies via ``pacman``: - -.. code-block:: bash - - $ pacman -S lapack gcc gcc-fortran pkg-config - -.. Commenting it out until Catalyst fully supports Python 3.X -.. -.. There are also AUR packages available for installing `Python 3.4 -.. `_ (Arch's default python is now -.. 3.5, but Catalyst only currently supports 3.4), and `ta-lib -.. `_, an optional Catalyst dependency. -.. Python 2 is also installable via: - -.. - -.. $ pacman -S python2 - -OSX -~~~ - -The version of Python shipped with OSX by default is generally out of date, -and has a number of quirks because it's used directly by the operating system. -For these reasons, many developers choose to install and use a separate Python -installation. The `Hitchhiker's Guide to Python`_ provides an excellent guide -to `Installing Python on OSX `_, -which explains how to install Python with the `Homebrew`_ manager. - -Assuming you've installed Python with Homebrew, you'll also likely need the -following brew packages: - -.. code-block:: bash - - $ brew install freetype pkg-config gcc openssl - -OSX + virtualenv + matplotlib -^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ - -A note about using matplotlib in virtual enviroments on OSX: it may be -necessary to run - -.. code-block:: bash - - echo "backend: TkAgg" > ~/.matplotlib/matplotlibrc - -in order to override the default ``macosx`` backend for your system, which -may not be accessible from inside the virtual environment. This will allow -Catalyst to open matplotlib charts from within a virtual environment, which -is useful for displaying the performance of your backtests. To learn more -about matplotlib backends, please refer to the -`matplotlib backend documentation `_. - -.. _windows: - -Windows -~~~~~~~ - -In Windows, you will first need to install the `Microsoft Visual C++ Compiler -for Python 2.7 -`_. This -package contains the compiler and the set of system headers necessary for -producing binary wheels for Python 2.7 packages. If it's not already in your -system, download it and install it before proceeding to the next step. - -Once you have the above compiler installed, the easiest and best supported way -to install Catalyst in Windows is to use :ref:`Conda `. If you didn't -any problems installing the compiler, jump to the :ref:`Conda ` section, -otherwise keep on reading to troubleshoot the C++ compiler installtion. - -Some problems we have encountered installing the **Visual C++ Compiler** -mentioned above are as follows: - -- **The system administrator has set policies to prevent this installation**. - - In some systems, there is a default *Windows Software Restriction* policy - that prevents the installation of some software packages like this one. - You'll have to change the Registry to circumvent this: - - - Click ``Start``, and search for ``regedit`` and launch the - ``Registry Editor`` - - Navigate to the following folder: - ``HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\Installer`` - - If the last folder does not exist, create it by right-clicking on the - parent folder and choosing -> ``New`` -> ``Key`` and typing ``Installer`` - - If there is an entry for ``DisableMSI``, set the Value data to 0. - - If there is no such entry, click on the ``Edit`` menu -> ``New`` -> - ``DWORD (32-bit) Value`` and enter ``DisableMSI`` as the Name (and by - default you get 0 as the Value Data) - -| -- **The installer has encountered an unexpected error installing this package. - This may indicate a problem with this package. The error code is 2503.** - - We have observed this when trying to install a package without enough - administrator permissions. Even when you are logged in as an Administrator, - you have to explictily install this package with administrator privileges: - - - Click ``Start`` and find ``CMD`` or ``Command Prompt`` - - Right click on it and choose ``Run as administrator`` - - ``cd`` into the folder where you downloaded ``VCForPython27.msi`` - - Run ``msiexec /i VCForPython27.msi`` - - -Amazon Linux AMI -~~~~~~~~~~~~~~~~ - -The packages ``pip`` and ``setuptools`` that come shipped by default are very -outdated. Thus, you first need to run: - -.. code-block:: bash - - pip install --upgrade pip setuptools - -The default installation is also missing the C and C++ compilers, which you -install by: - -.. code-block:: bash - - sudo yum install gcc gcc-c++ - -Then you should follow the regular installation instructions outlined at the -beginning of this page. - + $ pip install enigma-catalyst matplotlib Troubleshooting ``pip`` Install ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ @@ -292,138 +294,150 @@ Troubleshooting ``pip`` Install sudo apt-get install python-dev -.. _conda: +.. _linux: -Installing with ``conda`` -------------------------- +GNU/Linux Requirements +---------------------- -Another way to install Catalyst is via the ``conda`` package manager, which -comes as part of Continuum Analytics' `Anaconda -`_ distribution. +On `Debian-derived`_ Linux distributions, you can acquire all the necessary +binary dependencies from ``apt`` by running: -The primary advantage of using Conda over ``pip`` is that conda natively -understands the complex binary dependencies of packages like ``numpy`` and -``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. +.. code-block:: bash - For Windows, you will first need to install the *Microsoft Visual C++ - Compiler for Python 2.7*. Follow the instructions on the :ref:`Windows` - section and come back here. + $ sudo apt-get install libatlas-base-dev python-dev gfortran pkg-config libfreetype6-dev -For instructions on how to install ``conda``, see the `Conda Installation -Documentation `_. 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: +On recent `RHEL-derived`_ derived Linux distributions (e.g. Fedora), the +following should be sufficient to acquire the necessary additional +dependencies: -1. Download `MiniConda `_. Select Python 2.7 - for your Operating System. -2. Install MiniConda. See the `Installation Instructions - `_ 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. +.. code-block:: bash - For Windows, if you accepted the default installation options, you didn't - check an option to add Conda to the PATH, so trying to run ``conda`` from - a regular ``Command Prompt`` will result in the following error: ``'conda' - is no recognized as an internal or external command, operatble program or - batch file``. That's to be expected. You will nee to launch an ``Anaconda - Prompt`` that was added at installation time to your list of programs - available from the Start menu. + $ sudo dnf install atlas-devel gcc-c++ gcc-gfortran libgfortran python-devel redhat-rep-config -Once either Conda or MiniConda has been set up you can install Catalyst: +On `Arch Linux`_, you can acquire the additional dependencies via ``pacman``: -1. Download the file `python2.7-environment.yml - `_. +.. code-block:: bash - To download, simply click on the 'Raw' button and save the file locally to - a folder you can remember. Make sure that the file gets saved with the ``.yml`` - extension, and nothing like a ``.txt`` file or anything else. + $ pacman -S lapack gcc gcc-fortran pkg-config -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. +.. Commenting it out until Catalyst fully supports Python 3.X +.. +.. There are also AUR packages available for installing `Python 3.4 +.. `_ (Arch's default python is now +.. 3.5, but Catalyst only currently supports 3.4), and `ta-lib +.. `_, an optional Catalyst dependency. +.. Python 2 is also installable via: - .. code-block:: bash +.. - conda env create -f python2.7-environment.yml +.. $ pacman -S python2 -4. Activate the environment (which you need to do every time you start a new - session to run Catalyst): +Amazon Linux AMI Notes +~~~~~~~~~~~~~~~~~~~~~~ - **Linux or OSX:** +The packages ``pip`` and ``setuptools`` that come shipped by default are very +outdated. Thus, you first need to run: - .. code-block:: bash +.. code-block:: bash - source activate catalyst + pip install --upgrade pip setuptools - **Windows:** +The default installation is also missing the C and C++ compilers, which you +install by: - .. code-block:: bash +.. code-block:: bash - activate catalyst + sudo yum install gcc gcc-c++ -5. Verify that Catalyst is install correctly: +Then you should follow the regular installation instructions outlined at the +beginning of this page. - .. code-block:: bash - catalyst --version +.. _MacOS: - which should display the current version. +MacOS Requirements +------------------ -Congratulations! You now have Catalyst installed. +The version of Python shipped with OSX by default is generally out of date, +and has a number of quirks because it's used directly by the operating system. +For these reasons, many developers choose to install and use a separate Python +installation. The `Hitchhiker's Guide to Python`_ provides an excellent guide +to `Installing Python on OSX `_, +which explains how to install Python with the `Homebrew`_ manager. -Troubleshooting ``conda`` Install -~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ +Assuming you've installed Python with Homebrew, you'll also likely need the +following brew packages: -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: +.. code-block:: bash -1. If the above installation failed, and you have a partially set up catalyst - environment, remove it first. If you are starting from scratch, proceed to - step #2: + $ brew install freetype pkg-config gcc openssl - .. code-block:: bash +OSX + virtualenv + matplotlib +~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ - conda env remove --name catalyst +A note about using matplotlib in virtual enviroments on OSX: it may be +necessary to run -2. Create the environment: +.. code-block:: bash - .. code-block:: bash + echo "backend: TkAgg" > ~/.matplotlib/matplotlibrc - conda create --name catalyst python=2.7 scipy zlib +in order to override the default ``macosx`` backend for your system, which +may not be accessible from inside the virtual environment. This will allow +Catalyst to open matplotlib charts from within a virtual environment, which +is useful for displaying the performance of your backtests. To learn more +about matplotlib backends, please refer to the +`matplotlib backend documentation `_. -3. Activate the environment: +.. _windows: - **Linux or OSX:** +Windows Requirements +-------------------- - .. code-block:: bash +In Windows, you will first need to install the `Microsoft Visual C++ Compiler +for Python 2.7 +`_. This +package contains the compiler and the set of system headers necessary for +producing binary wheels for Python 2.7 packages. If it's not already in your +system, download it and install it before proceeding to the next step. - source activate catalyst +Once you have the above compiler installed, the easiest and best supported way +to install Catalyst in Windows is to use :ref:`Conda `. If you didn't +any problems installing the compiler, jump to the :ref:`Conda ` section, +otherwise keep on reading to troubleshoot the C++ compiler installtion. - **Windows:** +Some problems we have encountered installing the **Visual C++ Compiler** +mentioned above are as follows: - .. code-block:: bash +- **The system administrator has set policies to prevent this installation**. + + In some systems, there is a default *Windows Software Restriction* policy + that prevents the installation of some software packages like this one. + You'll have to change the Registry to circumvent this: - activate catalyst + - Click ``Start``, and search for ``regedit`` and launch the + ``Registry Editor`` + - Navigate to the following folder: + ``HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\Installer`` + - If the last folder does not exist, create it by right-clicking on the + parent folder and choosing -> ``New`` -> ``Key`` and typing ``Installer`` + - If there is an entry for ``DisableMSI``, set the Value data to 0. + - If there is no such entry, click on the ``Edit`` menu -> ``New`` -> + ``DWORD (32-bit) Value`` and enter ``DisableMSI`` as the Name (and by + default you get 0 as the Value Data) -4. Install the Catalyst inside the environment: +| +- **The installer has encountered an unexpected error installing this package. + This may indicate a problem with this package. The error code is 2503.** - .. code-block:: bash + We have observed this when trying to install a package without enough + administrator permissions. Even when you are logged in as an Administrator, + you have to explictily install this package with administrator privileges: - pip install enigma-catalyst matplotlib - -5. Verify that Catalyst is installed correctly: - - .. code-block:: bash - - catalyst --version - - which should display the current version. - -Congratulations! You now have Catalyst properly installed. + - Click ``Start`` and find ``CMD`` or ``Command Prompt`` + - Right click on it and choose ``Run as administrator`` + - ``cd`` into the folder where you downloaded ``VCForPython27.msi`` + - Run ``msiexec /i VCForPython27.msi`` Getting Help ------------ diff --git a/_sources/releases.txt b/_sources/releases.txt index 6945a1b7..b178ec58 100644 --- a/_sources/releases.txt +++ b/_sources/releases.txt @@ -2,6 +2,15 @@ Release Notes ============= +Version 0.3.8 +^^^^^^^^^^^^^ +**Release Date**: 2017-11-14 + +Bug Fixes +~~~~~~~~~ + +- Fixed a warning filter issue introduced with the latest release + Version 0.3.7 ^^^^^^^^^^^^^ **Release Date**: 2017-11-14 diff --git a/appendix.html b/appendix.html index 75c08cbe..05550ad4 100644 --- a/appendix.html +++ b/appendix.html @@ -71,21 +71,23 @@
  • Release Notes
      -
    • Version 0.3.7
        +
      • Version 0.3.8 +
      • +
      • Version 0.3.7
      • Version 0.3.6 -
      • -
      • Version 0.3.5
      • -
      • Version 0.3.4
      • Release Notes
          -
        • Version 0.3.7
            +
          • Version 0.3.8 +
          • +
          • Version 0.3.7
          • Version 0.3.6 -
          • -
          • Version 0.3.5
          • -
          • Version 0.3.4
          • Release Notes
              -
            • Version 0.3.7
                +
              • Version 0.3.8 +
              • +
              • Version 0.3.7
              • Version 0.3.6 -
              • -
              • Version 0.3.5
              • -
              • Version 0.3.4
              • Release Notes
                  -
                • Version 0.3.7
                    +
                  • Version 0.3.8 +
                  • +
                  • Version 0.3.7
                  • Version 0.3.6 -
                  • -
                  • Version 0.3.5
                  • -
                  • Version 0.3.4
                      +
                    • Version 0.3.5 +
                    • +
                    • Version 0.3.4
                    • Version 0.3.3
                    • Version 0.3.2
                    • Version 0.3.1
                    • Version 0.3
                    • diff --git a/genindex.html b/genindex.html index d5e31466..06f014cf 100644 --- a/genindex.html +++ b/genindex.html @@ -72,21 +72,23 @@
                    • Release Notes
                        -
                      • Version 0.3.7
                          +
                        • Version 0.3.8 +
                        • +
                        • Version 0.3.7
                        • Version 0.3.6 -
                        • -
                        • Version 0.3.5
                        • -
                        • Version 0.3.4
                            +
                          • Version 0.3.5 +
                          • +
                          • Version 0.3.4
                          • Version 0.3.3
                          • Version 0.3.2
                          • Version 0.3.1
                          • Version 0.3
                          • diff --git a/index.html b/index.html index 24855576..74636a7c 100644 --- a/index.html +++ b/index.html @@ -72,21 +72,23 @@
                          • Release Notes
                              -
                            • Version 0.3.7
                                +
                              • Version 0.3.8 +
                              • +
                              • Version 0.3.7
                              • Version 0.3.6 -
                              • -
                              • Version 0.3.5
                              • -
                              • Version 0.3.4
                                  +
                                • Version 0.3.5 +
                                • +
                                • Version 0.3.4
                                • Version 0.3.3
                                • Version 0.3.2
                                • Version 0.3.1
                                • Version 0.3
                                • diff --git a/install.html b/install.html index 967522a9..2881fb49 100644 --- a/install.html +++ b/install.html @@ -73,21 +73,23 @@
                                • Release Notes
                                    -
                                  • Version 0.3.7
                                      +
                                    • Version 0.3.8 +
                                    • +
                                    • Version 0.3.7
                                    • Version 0.3.6 -
                                    • -
                                    • Version 0.3.5
                                    • -
                                    • Version 0.3.4
                                        +
                                      • Version 0.3.5 +
                                      • +
                                      • Version 0.3.4
                                      • Version 0.3.3
                                      • Version 0.3.2
                                      • Version 0.3.1
                                      • Version 0.3
                                      • @@ -226,9 +232,129 @@ Like any other piece of software, Catalyst has a number of dependencies (other software on which it depends to run) that you will need to install, as well. We recommend using a software named Conda that will manage all these dependencies for you, and set up the environment needed to get you up -and running as easily as possible. See Installing with Conda.

                                        +and running as easily as possible. This is the recommended installation method +for Windows, MacOS and Linux. See Installing with Conda.

                                        +

                                        What conda does is create a pre-configured environment, and inside that +environment install Catalyst using pip, Python’s package manager. Thus, +as an alternative installation method for MacOS and Linux, you can install +Catalyst directly with pip (we recommend in combination with a virtual +environemnt). See Installing with pip.

                                        +

                                        Regardless of the method, each operating system (OS), has its own +prerequisites, make sure to review the corresponding sections for your system: +Linux, MacOS and Windows.

                                        +
                                        +

                                        Installing with conda

                                        +

                                        The preferred method to install Catalyst is via the conda package manager, +which comes as part of Continuum Analytics’ Anaconda distribution.

                                        +

                                        The primary advantage of using Conda over pip is that conda natively +understands the complex binary dependencies of packages like numpy and +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.

                                        +
                                        +
                                        For Windows, you will first need to install the Microsoft Visual C++ +Compiler for Python 2.7. Follow the instructions on the Windows section and come back here.
                                        +

                                        For instructions on how to install conda, see the Conda Installation +Documentation. 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. Select Python 2.7 +for your Operating System.
                                        2. +
                                        3. Install MiniConda. See the Installation Instructions if you need help.
                                        4. +
                                        5. Ensure the correct installation by running conda list in a Terminal +window, which should print the list of packages installed with Conda.
                                        6. +
                                        +
                                        +
                                        For Windows, if you accepted the default installation options, you didn’t +check an option to add Conda to the PATH, so trying to run conda from +a regular Command Prompt will result in the following error: 'conda' +is no recognized as an internal or external command, operatble program or +batch file. That’s to be expected. You will nee to launch an Anaconda +Prompt that was added at installation time to your list of programs +available from the Start menu.
                                        +

                                        Once either Conda or MiniConda has been set up you can install Catalyst:

                                        +
                                          +
                                        1. Download the file python2.7-environment.yml.

                                          +
                                          +

                                          To download, simply click on the ‘Raw’ button and save the file locally +to a folder you can remember. Make sure that the file gets saved with the +.yml extension, and nothing like a .txt file or anything else.

                                          +
                                          +
                                        2. +
                                        3. Open a Terminal window and enter [cd/dir] into the directory where you +saved the above python2.7-environment.yml file.

                                          +
                                        4. +
                                        5. Install using this file. This step can take about 5-10 minutes to install.

                                          +
                                          conda env create -f python2.7-environment.yml
                                          +
                                          +
                                          +
                                        6. +
                                        7. Activate the environment (which you need to do every time you start a new +session to run Catalyst):

                                          +

                                          Linux or OSX:

                                          +
                                          source activate catalyst
                                          +
                                          +
                                          +

                                          Windows:

                                          +
                                          activate catalyst
                                          +
                                          +
                                          +
                                        8. +
                                        9. Verify that Catalyst is install correctly:

                                          +
                                          catalyst --version
                                          +
                                          +
                                          +

                                          which should display the current version.

                                          +
                                        10. +
                                        +

                                        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:

                                        +
                                          +
                                        1. If the above installation failed, and you have a partially set up catalyst +environment, remove it first. If you are starting from scratch, proceed to +step #2:

                                          +
                                          conda env remove --name catalyst
                                          +
                                          +
                                          +
                                        2. +
                                        3. Create the environment:

                                          +
                                          conda create --name catalyst python=2.7 scipy zlib
                                          +
                                          +
                                          +
                                        4. +
                                        5. Activate the environment:

                                          +

                                          Linux or OSX:

                                          +
                                          source activate catalyst
                                          +
                                          +
                                          +

                                          Windows:

                                          +
                                          activate catalyst
                                          +
                                          +
                                          +
                                        6. +
                                        7. Install the Catalyst inside the environment:

                                          +
                                          pip install enigma-catalyst matplotlib
                                          +
                                          +
                                          +
                                        8. +
                                        9. Verify that Catalyst is installed correctly:

                                          +
                                          catalyst --version
                                          +
                                          +
                                          +

                                          which should display the current version.

                                          +
                                        10. +
                                        +

                                        Congratulations! You now have Catalyst properly installed.

                                        +
                                        +
                                        -

                                        Installing with pip

                                        +

                                        Installing with pip

                                        Installing Catalyst via pip is slightly more involved than the average Python package.

                                        There are two reasons for the additional complexity:

                                        @@ -243,13 +369,18 @@ numerical array computing in Python. Numpy depends on having the Anaconda as your Python -distribution, you can skip to the Installing with Conda -section.

                                        -

                                        Once you’ve installed the necessary additional dependencies (see below for -your particular platform), you should be able to simply run

                                        -
                                        $ pip install enigma-catalyst
                                        +distribution, refer to the Installing with Conda section.

                                        +

                                        Once you’ve installed the necessary additional dependencies for your system +(see below for your particular platform: GNU/Linux Requirements, MacOS Requirements or +Windows Requirements), you should be able to simply run

                                        +
                                        $ pip install enigma-catalyst matplotlib
                                         
                                        +

                                        Note that in the command above we install two different packages. The second +one, matplotlib is a visualization library. While it’s not strictly +required to run catalyst simulations or live trading, it comes in very handy +to visualize the performance of your algorithms, and for this reason we +recommend you install it, as well.

                                        If you use Python for anything other than Catalyst, we strongly recommend that you install in a virtualenv. The Hitchhiker’s Guide to Python provides an excellent tutorial on virtualenv. Here’s a @@ -257,127 +388,9 @@ summarized version:

                                        $ pip install virtualenv
                                         $ virtualenv catalyst-venv
                                         $ source ./catalyst-venv/bin/activate
                                        -$ pip install enigma-catalyst
                                        +$ pip install enigma-catalyst matplotlib
                                         
                                        -

                                        Though not required by Catalyst directly, our example algorithms use -matplotlib to visually display the results of the trading algorithms. If you -wish to run any examples or use matplotlib during development, it can be -installed using:

                                        -
                                        $ pip install matplotlib
                                        -
                                        -
                                        -
                                        -

                                        GNU/Linux

                                        -

                                        On Debian-derived Linux distributions, you can acquire all the necessary -binary dependencies from apt by running:

                                        -
                                        $ sudo apt-get install libatlas-base-dev python-dev gfortran pkg-config libfreetype6-dev
                                        -
                                        -
                                        -

                                        On recent RHEL-derived derived Linux distributions (e.g. Fedora), the -following should be sufficient to acquire the necessary additional -dependencies:

                                        -
                                        $ sudo dnf install atlas-devel gcc-c++ gcc-gfortran libgfortran python-devel redhat-rep-config
                                        -
                                        -
                                        -

                                        On Arch Linux, you can acquire the additional dependencies via pacman:

                                        -
                                        $ pacman -S lapack gcc gcc-fortran pkg-config
                                        -
                                        -
                                        -
                                        -
                                        -

                                        OSX

                                        -

                                        The version of Python shipped with OSX by default is generally out of date, -and has a number of quirks because it’s used directly by the operating system. -For these reasons, many developers choose to install and use a separate Python -installation. The Hitchhiker’s Guide to Python provides an excellent guide -to Installing Python on OSX, -which explains how to install Python with the Homebrew manager.

                                        -

                                        Assuming you’ve installed Python with Homebrew, you’ll also likely need the -following brew packages:

                                        -
                                        $ brew install freetype pkg-config gcc openssl
                                        -
                                        -
                                        -
                                        -

                                        OSX + virtualenv + matplotlib

                                        -

                                        A note about using matplotlib in virtual enviroments on OSX: it may be -necessary to run

                                        -
                                        echo "backend: TkAgg" > ~/.matplotlib/matplotlibrc
                                        -
                                        -
                                        -

                                        in order to override the default macosx backend for your system, which -may not be accessible from inside the virtual environment. This will allow -Catalyst to open matplotlib charts from within a virtual environment, which -is useful for displaying the performance of your backtests. To learn more -about matplotlib backends, please refer to the -matplotlib backend documentation.

                                        -
                                        -
                                        -
                                        -

                                        Windows

                                        -

                                        In Windows, you will first need to install the Microsoft Visual C++ Compiler -for Python 2.7. This -package contains the compiler and the set of system headers necessary for -producing binary wheels for Python 2.7 packages. If it’s not already in your -system, download it and install it before proceeding to the next step.

                                        -

                                        Once you have the above compiler installed, the easiest and best supported way -to install Catalyst in Windows is to use Conda. If you didn’t -any problems installing the compiler, jump to the Conda section, -otherwise keep on reading to troubleshoot the C++ compiler installtion.

                                        -

                                        Some problems we have encountered installing the Visual C++ Compiler -mentioned above are as follows:

                                        -
                                          -
                                        • The system administrator has set policies to prevent this installation.

                                          -

                                          In some systems, there is a default Windows Software Restriction policy -that prevents the installation of some software packages like this one. -You’ll have to change the Registry to circumvent this:

                                          -
                                            -
                                          • Click Start, and search for regedit and launch the -Registry Editor
                                          • -
                                          • Navigate to the following folder: -HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\Installer
                                          • -
                                          • If the last folder does not exist, create it by right-clicking on the -parent folder and choosing -> New -> Key and typing Installer
                                          • -
                                          • If there is an entry for DisableMSI, set the Value data to 0.
                                          • -
                                          • If there is no such entry, click on the Edit menu -> New -> -DWORD (32-bit) Value and enter DisableMSI as the Name (and by -default you get 0 as the Value Data)
                                          • -
                                          -
                                        • -
                                        -
                                        -

                                        -
                                        -
                                          -
                                        • The installer has encountered an unexpected error installing this package. -This may indicate a problem with this package. The error code is 2503.

                                          -

                                          We have observed this when trying to install a package without enough -administrator permissions. Even when you are logged in as an Administrator, -you have to explictily install this package with administrator privileges:

                                          -
                                            -
                                          • Click Start and find CMD or Command Prompt
                                          • -
                                          • Right click on it and choose Run as administrator
                                          • -
                                          • cd into the folder where you downloaded VCForPython27.msi
                                          • -
                                          • Run msiexec /i VCForPython27.msi
                                          • -
                                          -
                                        • -
                                        -
                                        -
                                        -

                                        Amazon Linux AMI

                                        -

                                        The packages pip and setuptools that come shipped by default are very -outdated. Thus, you first need to run:

                                        -
                                        pip install --upgrade pip setuptools
                                        -
                                        -
                                        -

                                        The default installation is also missing the C and C++ compilers, which you -install by:

                                        -
                                        sudo yum install gcc gcc-c++
                                        -
                                        -
                                        -

                                        Then you should follow the regular installation instructions outlined at the -beginning of this page.

                                        -

                                        Troubleshooting pip Install

                                        @@ -460,117 +473,116 @@ In Ubuntu, you would need to run:

                                        -
                                        -

                                        Installing with conda

                                        -

                                        Another way to install Catalyst is via the conda package manager, which -comes as part of Continuum Analytics’ Anaconda distribution.

                                        -

                                        The primary advantage of using Conda over pip is that conda natively -understands the complex binary dependencies of packages like numpy and -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.

                                        -
                                        -
                                        For Windows, you will first need to install the Microsoft Visual C++ -Compiler for Python 2.7. Follow the instructions on the Windows -section and come back here.
                                        -

                                        For instructions on how to install conda, see the Conda Installation -Documentation. 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. Select Python 2.7 -for your Operating System.
                                        2. -
                                        3. Install MiniConda. See the Installation Instructions if you need help.
                                        4. -
                                        5. Ensure the correct installation by running conda list in a Terminal -window, which should print the list of packages installed with Conda.
                                        6. -
                                        -
                                        -
                                        For Windows, if you accepted the default installation options, you didn’t -check an option to add Conda to the PATH, so trying to run conda from -a regular Command Prompt will result in the following error: 'conda' -is no recognized as an internal or external command, operatble program or -batch file. That’s to be expected. You will nee to launch an Anaconda -Prompt that was added at installation time to your list of programs -available from the Start menu.
                                        -

                                        Once either Conda or MiniConda has been set up you can install Catalyst:

                                        -
                                          -
                                        1. Download the file python2.7-environment.yml.

                                          -
                                          -

                                          To download, simply click on the ‘Raw’ button and save the file locally to -a folder you can remember. Make sure that the file gets saved with the .yml -extension, and nothing like a .txt file or anything else.

                                          -
                                          -
                                        2. -
                                        3. Open a Terminal window and enter [cd/dir] into the directory where you -saved the above python2.7-environment.yml file.

                                          -
                                        4. -
                                        5. Install using this file. This step can take about 5-10 minutes to install.

                                          -
                                          conda env create -f python2.7-environment.yml
                                          +
                                          +

                                          GNU/Linux Requirements

                                          +

                                          On Debian-derived Linux distributions, you can acquire all the necessary +binary dependencies from apt by running:

                                          +
                                          $ sudo apt-get install libatlas-base-dev python-dev gfortran pkg-config libfreetype6-dev
                                           
                                          +

                                          On recent RHEL-derived derived Linux distributions (e.g. Fedora), the +following should be sufficient to acquire the necessary additional +dependencies:

                                          +
                                          $ sudo dnf install atlas-devel gcc-c++ gcc-gfortran libgfortran python-devel redhat-rep-config
                                          +
                                          +
                                          +

                                          On Arch Linux, you can acquire the additional dependencies via pacman:

                                          +
                                          $ pacman -S lapack gcc gcc-fortran pkg-config
                                          +
                                          +
                                          +
                                          +

                                          Amazon Linux AMI Notes

                                          +

                                          The packages pip and setuptools that come shipped by default are very +outdated. Thus, you first need to run:

                                          +
                                          pip install --upgrade pip setuptools
                                          +
                                          +
                                          +

                                          The default installation is also missing the C and C++ compilers, which you +install by:

                                          +
                                          sudo yum install gcc gcc-c++
                                          +
                                          +
                                          +

                                          Then you should follow the regular installation instructions outlined at the +beginning of this page.

                                          +
                                          +
                                          +
                                          +

                                          MacOS Requirements

                                          +

                                          The version of Python shipped with OSX by default is generally out of date, +and has a number of quirks because it’s used directly by the operating system. +For these reasons, many developers choose to install and use a separate Python +installation. The Hitchhiker’s Guide to Python provides an excellent guide +to Installing Python on OSX, +which explains how to install Python with the Homebrew manager.

                                          +

                                          Assuming you’ve installed Python with Homebrew, you’ll also likely need the +following brew packages:

                                          +
                                          $ brew install freetype pkg-config gcc openssl
                                          +
                                          +
                                          +
                                          +

                                          OSX + virtualenv + matplotlib

                                          +

                                          A note about using matplotlib in virtual enviroments on OSX: it may be +necessary to run

                                          +
                                          echo "backend: TkAgg" > ~/.matplotlib/matplotlibrc
                                          +
                                          +
                                          +

                                          in order to override the default macosx backend for your system, which +may not be accessible from inside the virtual environment. This will allow +Catalyst to open matplotlib charts from within a virtual environment, which +is useful for displaying the performance of your backtests. To learn more +about matplotlib backends, please refer to the +matplotlib backend documentation.

                                          +
                                          +
                                          +
                                          +

                                          Windows Requirements

                                          +

                                          In Windows, you will first need to install the Microsoft Visual C++ Compiler +for Python 2.7. This +package contains the compiler and the set of system headers necessary for +producing binary wheels for Python 2.7 packages. If it’s not already in your +system, download it and install it before proceeding to the next step.

                                          +

                                          Once you have the above compiler installed, the easiest and best supported way +to install Catalyst in Windows is to use Conda. If you didn’t +any problems installing the compiler, jump to the Conda section, +otherwise keep on reading to troubleshoot the C++ compiler installtion.

                                          +

                                          Some problems we have encountered installing the Visual C++ Compiler +mentioned above are as follows:

                                          +
                                            +
                                          • The system administrator has set policies to prevent this installation.

                                            +

                                            In some systems, there is a default Windows Software Restriction policy +that prevents the installation of some software packages like this one. +You’ll have to change the Registry to circumvent this:

                                            +
                                              +
                                            • Click Start, and search for regedit and launch the +Registry Editor
                                            • +
                                            • Navigate to the following folder: +HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\Installer
                                            • +
                                            • If the last folder does not exist, create it by right-clicking on the +parent folder and choosing -> New -> Key and typing Installer
                                            • +
                                            • If there is an entry for DisableMSI, set the Value data to 0.
                                            • +
                                            • If there is no such entry, click on the Edit menu -> New -> +DWORD (32-bit) Value and enter DisableMSI as the Name (and by +default you get 0 as the Value Data)
                                            • +
                                          • -
                                          • Activate the environment (which you need to do every time you start a new -session to run Catalyst):

                                            -

                                            Linux or OSX:

                                            -
                                            source activate catalyst
                                            -
                                            -
                                            -

                                            Windows:

                                            -
                                            activate catalyst
                                            -
                                            +
                                          +
                                          +

                                          +
                                            +
                                          • The installer has encountered an unexpected error installing this package. +This may indicate a problem with this package. The error code is 2503.

                                            +

                                            We have observed this when trying to install a package without enough +administrator permissions. Even when you are logged in as an Administrator, +you have to explictily install this package with administrator privileges:

                                            +
                                              +
                                            • Click Start and find CMD or Command Prompt
                                            • +
                                            • Right click on it and choose Run as administrator
                                            • +
                                            • cd into the folder where you downloaded VCForPython27.msi
                                            • +
                                            • Run msiexec /i VCForPython27.msi
                                            • +
                                          • -
                                          • Verify that Catalyst is install correctly:

                                            -
                                            catalyst --version
                                            -
                                            -
                                            -

                                            which should display the current version.

                                            -
                                          • -
                                        -

                                        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:

                                        -
                                          -
                                        1. If the above installation failed, and you have a partially set up catalyst -environment, remove it first. If you are starting from scratch, proceed to -step #2:

                                          -
                                          conda env remove --name catalyst
                                          -
                                          -
                                          -
                                        2. -
                                        3. Create the environment:

                                          -
                                          conda create --name catalyst python=2.7 scipy zlib
                                          -
                                          -
                                          -
                                        4. -
                                        5. Activate the environment:

                                          -

                                          Linux or OSX:

                                          -
                                          source activate catalyst
                                          -
                                          -
                                          -

                                          Windows:

                                          -
                                          activate catalyst
                                          -
                                          -
                                          -
                                        6. -
                                        7. Install the Catalyst inside the environment:

                                          -
                                          pip install enigma-catalyst matplotlib
                                          -
                                          -
                                          -
                                        8. -
                                        9. Verify that Catalyst is installed correctly:

                                          -
                                          catalyst --version
                                          -
                                          -
                                          -

                                          which should display the current version.

                                          -
                                        10. -
                                        -

                                        Congratulations! You now have Catalyst properly installed.

                                        -
                                        +

                                      Getting Help

                                      diff --git a/jupyter.html b/jupyter.html index 88c31568..695d678e 100644 --- a/jupyter.html +++ b/jupyter.html @@ -137,37 +137,41 @@
                                  • Release Notes
                                      -
                                    • Version 0.3.7
                                        +
                                      • Version 0.3.8 +
                                      • +
                                      • Version 0.3.7
                                      • Version 0.3.6 -
                                      • -
                                      • Version 0.3.5
                                      • -
                                      • Version 0.3.4
                                      • Release Notes
                                          -
                                        • Version 0.3.7
                                            +
                                          • Version 0.3.8 +
                                          • +
                                          • Version 0.3.7
                                          • Version 0.3.6 -
                                          • -
                                          • Version 0.3.5
                                          • -
                                          • Version 0.3.4
                                          • Release Notes
                                              -
                                            • Version 0.3.7
                                                +
                                              • Version 0.3.8 +
                                              • +
                                              • Version 0.3.7
                                              • Version 0.3.6 -
                                              • -
                                              • Version 0.3.5
                                              • -
                                              • Version 0.3.4
                                                  +
                                                • Version 0.3.5 +
                                                • +
                                                • Version 0.3.4
                                                • Version 0.3.3
                                                • Version 0.3.2
                                                • Version 0.3.1
                                                • Version 0.3
                                                • diff --git a/objects.inv b/objects.inv index 8d4e54f55e2327cb795d838fc13e34c39b6cedb7..bb1747001f0dcd2a07bfb42fc3dec307899ef7f9 100644 GIT binary patch delta 327 zcmV-N0l5B(1GEE>c7K(U%TB{E5JmU?3QMqc5!>#HkWd7HLWR1X#-ny5$97|<556A9 z4@3Y3brU)EJ##&Gyy>-6=tN`M7PREf%ejILDlTsMCLPXpzExM({GME64%m_2^2Grt z=oIq1Bw~%x62?4f=Rv8$SLt`akK}he5=?>zk)5XPgYe63i+`H5#M784y9o(~Va7bu$r`}iZq(BaMk`a+0w)F`^{5Sz2Uy64qMdTu@)NRCczq-m(>r*$Uj=LXHgDv zSGAFS$UQY@$zGIs&<_lT9TZ?`41=|(C7lYr%u2pkR&3vg2cpEcc}-^d8s&UlJyv;Y zv4S_2K#N?gr9iGT-M@7bG%8s~k~xH~*^LXNy`0u636`)$b__9^=JO72XDt;v(V1}sExGgZprA#?#S3rKW;OUxJw5X`a-F&0M7rn43sBH0 za5nN+q5`f{I1s*yd zo?=DqBI+WIFg626|*msKhL8 j_X?bohTX}olNML&xK%k)xdirhh=1yLV}d;Z3f}QN8j6e1 diff --git a/release-process.html b/release-process.html index d667cd84..c1906a12 100644 --- a/release-process.html +++ b/release-process.html @@ -135,37 +135,41 @@
                                              • Release Notes
                                                  -
                                                • Version 0.3.7
                                                    +
                                                  • Version 0.3.8 +
                                                  • +
                                                  • Version 0.3.7
                                                  • Version 0.3.6 -
                                                  • -
                                                  • Version 0.3.5
                                                  • -
                                                  • Version 0.3.4
                                                  • Release Notes
                                                      -
                                                    • Version 0.3.7
                                                        +
                                                      • Version 0.3.8 +
                                                      • +
                                                      • Version 0.3.7
                                                      • Version 0.3.6 -
                                                      • -
                                                      • Version 0.3.5
                                                      • -
                                                      • Version 0.3.4
                                                          +
                                                        • Version 0.3.5 +
                                                        • +
                                                        • Version 0.3.4
                                                        • Version 0.3.3
                                                        • Version 0.3.2
                                                        • Version 0.3.1
                                                        • Version 0.3
                                                        • @@ -220,12 +224,22 @@

                                                          Release Notes

                                                          -
                                                          -

                                                          Version 0.3.7

                                                          +
                                                          +

                                                          Version 0.3.8

                                                          Release Date: 2017-11-14

                                                          Bug Fixes

                                                            +
                                                          • Fixed a warning filter issue introduced with the latest release
                                                          • +
                                                          +
                                                          +
                                                          +
                                                          +

                                                          Version 0.3.7

                                                          +

                                                          Release Date: 2017-11-14

                                                          +
                                                          +

                                                          Bug Fixes

                                                          +
                                                          • Fixed an SSL cert issue (#64)
                                                          • Fixed cumulative stats warnings (#63)
                                                          • Disabled auto-ingestion because of unresolved caching issues (#47)
                                                          • @@ -244,8 +258,8 @@

                                                            Version 0.3.6

                                                            Release Date: 2017-11-4

                                                            -
                                                            -

                                                            Bug Fixes

                                                            +
                                                            +

                                                            Bug Fixes

                                                            • Fixed an issue with single bar data.history() (#55)
                                                            @@ -254,8 +268,8 @@

                                                            Version 0.3.5

                                                            Release Date: 2017-11-4

                                                            -
                                                            -

                                                            Bug Fixes

                                                            +
                                                            +

                                                            Bug Fixes

                                                            • Added workaround for: KeyError: Timestamp error (#53)
                                                            @@ -264,8 +278,8 @@

                                                            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
                                                            • @@ -275,8 +289,8 @@ transactions
                                                            -
                                                            -

                                                            Build

                                                            +
                                                            +

                                                            Build

                                                            • Added more unit tests
                                                            @@ -303,16 +317,16 @@ 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
                                                            @@ -321,8 +335,8 @@ 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
                                                            • @@ -331,8 +345,8 @@ transactions
                                                            • Fix an issue with asset date in chunks
                                                            -
                                                            -

                                                            Build

                                                            +
                                                            +

                                                            Build

                                                            • Python3 adjustments
                                                            • Added method to clean bundle folders, and remove symbols.json
                                                            • @@ -343,8 +357,8 @@ 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/resources.html b/resources.html index d77e984a..b4c08a91 100644 --- a/resources.html +++ b/resources.html @@ -137,37 +137,41 @@
                                                            • Release Notes
                                                                -
                                                              • Version 0.3.7
                                                                  +
                                                                • Version 0.3.8 +
                                                                • +
                                                                • Version 0.3.7
                                                                • Version 0.3.6 -
                                                                • -
                                                                • Version 0.3.5
                                                                • -
                                                                • Version 0.3.4
                                                                    +
                                                                  • Version 0.3.5 +
                                                                  • +
                                                                  • Version 0.3.4
                                                                  • Version 0.3.3
                                                                  • Version 0.3.2
                                                                  • Version 0.3.1
                                                                  • Version 0.3
                                                                  • diff --git a/search.html b/search.html index e5e155ff..c9769193 100644 --- a/search.html +++ b/search.html @@ -71,21 +71,23 @@
                                                                  • Release Notes
                                                                      -
                                                                    • Version 0.3.7
                                                                        +
                                                                      • Version 0.3.8 +
                                                                      • +
                                                                      • Version 0.3.7
                                                                      • Version 0.3.6 -
                                                                      • -
                                                                      • Version 0.3.5
                                                                      • -
                                                                      • Version 0.3.4
                                                                          +
                                                                        • Version 0.3.5 +
                                                                        • +
                                                                        • Version 0.3.4
                                                                        • Version 0.3.3
                                                                        • Version 0.3.2
                                                                        • Version 0.3.1
                                                                        • Version 0.3
                                                                        • diff --git a/searchindex.js b/searchindex.js index 60c80910..443bb4d2 100644 --- a/searchindex.js +++ b/searchindex.js @@ -1 +1 @@ -Search.setIndex({envversion:46,filenames:["appendix","beginner-tutorial","bundles","development-guidelines","index","install","jupyter","live-trading","naming-convention","release-process","releases","resources","videos","welcome"],objects:{"zipline.data.bundles":{bundles:[0,0,1,""]}},objnames:{"0":["py","data","Python data"]},objtypes:{"0":"py:data"},terms:{"000000e":1,"0x10eaeadd0":1,"1000th":6,"1st":1,"328842e":1,"340mb":10,"380954e":1,"40mb":10,"460mb":10,"505275d6646a41f3856b22b16678d":1,"536708e":1,"5min":6,"650729e":1,"7869f7828fa140328eb40477bb7d":1,"998236e":1,"998677e":1,"999120e":1,"999558e":1,"99mb":10,"__wrapped__":9,"boolean":[2,7],"case":[1,2,3,5],"class":[3,9],"default":1,"export":9,"final":[1,2,3],"float":[1,10],"import":[1,2,6,9],"int":2,"long":[1,2],"new":1,"public":10,"return":[1,7,9,10,11],"short":[1,3],"static":9,"throw":10,"true":[6,7],"try":5,"var":1,"while":[9,10],aapl:2,abil:2,abl:[1,2,5],about:[1,2,4,5,13],abov:[1,3,5,7,8,9],accept:[2,5,9],accord:9,account:[2,4,6,10,13],achiev:1,acquir:[2,5],across:[4,8,10,13],activ:[5,9],actual:6,add:[2,3,5,9],add_subplot:1,addit:[3,4,5,10,13],address:9,adjust:[2,10],administr:5,advantag:5,afford:6,after:[1,2,5,6,9],against:[1,4,7,10,13],ahead:1,aim:11,algebra:5,algo:[1,2,10],algo_namespac:7,algo_volatil:[1,6],algofil:[1,2],algorithm_period_return:[1,6],algotext:1,all:[0,1,2,3,4,5,6,7,8,9,10,13],allow:[1,2,4,5,13],along:2,alpha:[1,5,6],alreadi:[2,3,5,6],also:[1,2,3,4,5,6,7,9,13],altern:[5,8],although:1,alwai:[2,7,8,9],amount:[1,6,10],amp_btc:8,anaconda:[5,9],analysi:[4,9,10,11,13],analyst:11,analyt:[4,5,13],analyz:[1,6,7,10],ani:[1,2,5,6,8,9],anonym:2,anoth:[1,2,5,6],anymor:1,anyth:[1,5,9],app:1,appar:1,appear:[2,9],append:9,appli:1,applic:1,appropri:3,approxim:6,appveyor:9,apt:5,arbitrari:7,arch:5,architectur:1,ardr_btc:8,arg:[1,9],argument:[0,1,2,6,7,9],around:[4,9,13],arrai:5,art:[4,13],articl:3,ask:[1,3],assess:1,asset_nam:6,assetdbwrit:2,assign:[1,7],assist:5,assum:[1,3,5],atla:5,attempt:[2,7],attribut:9,auth:[7,10],auto:10,automag:1,automat:1,avail:1,avoid:[1,2],awar:9,ax1:[1,6],ax2:[1,6],ax3:6,ax4:6,ax5:6,ax6:6,back:[3,5,8],backend:5,bar:[1,10],bar_count:1,base:[1,2,4,5,6,7,13],base_curr:[7,8],basi:10,batch:5,batteri:1,bch_btc:8,bch_eth:8,bch_usdt:8,bcn_btc:8,bcn_xmr:8,bcolz:2,bcolzdailybarread:2,bcolzdailybarwrit:2,bcolzminutebarread:2,bcolzminutebarwrit:2,bcy_btc:8,be62ff77760c4599abaac43be9cc9:1,becaus:[5,6,9,10],been:[0,1,2,5,9],befor:[1,2,5,7,10],before_trading_start:0,begin:5,behavior:0,bela_btc:8,believ:1,below:[1,5,6],benchmark:[4,6,10,13],benchmark_period_return:[1,6],benchmark_volatil:[1,6],benefit:1,best:[3,4,5,13],beta:[1,6],between:[3,4,8,13],bia:1,big:5,bin:5,binari:[5,9],bit:[3,5],bitcoin:[1,4,7,8,13],bitcoin_usd_asset:7,bitfinex:[1,4,6,7,10,13],bittrex:[1,4,7,10,13],bld:3,blk_btc:8,blk_xmr:8,blockchain:8,bodi:3,book:1,both:[3,7,8,9],bought:1,bound:1,breakdown:7,brew:5,brother:5,brows:5,browser:[3,6,9],btc:[1,7,10],btc_usd:[1,6,7,8],btc_usdt:[4,8,13],btcd_btc:8,btcd_xmr:8,btm_btc:8,bts_btc:8,bug:[2,3],bui:[1,6,7,11],build:[1,3,9],build_ext:3,burst_btc:8,button:[5,9],buy_and_hodl:[1,10],buy_btc_simpl:1,buy_btc_simple_out:1,buy_low_sell_high:10,calcul:[1,3,7],call:[1,2,3],can:[1,2,3,4,5,7,8,9,10,13],can_trad:10,cancel_ord:6,candl:8,cannot:5,canon:3,capit:[1,6],capital_us:[1,6],captur:1,cash:[2,3,6],catalyst_dev:[1,4,5,13],caus:[0,1,2,3],cell:6,cert:10,certian:0,chanc:1,chang:[1,3,4,5,6,9,10,13],channel:[1,4,5,13],charact:3,charg:1,chart:5,check:[1,2,3,5,6,7,8],checker:9,checkout:[3,9],choic:9,choos:[5,8,9],chunk:[1,10],circumv:5,clam_btc:8,classic:1,classifi:1,clean:[2,5,9,10],clear:2,cli:[6,10],click:[5,9],client:7,clone:3,close:[1,6],cmd:[1,5],code:[5,9,10],codebas:3,coin:[6,10],collect:[1,2],color:[1,6],column:[1,2,6],com:[1,2,3,7],combin:7,come:[2,5,12],common:1,commonli:1,commun:[5,11],compar:[1,4,13],comparison:10,compat:[4,10,13],compil:[5,9,10],complet:7,complex:5,comprehens:10,compress:10,comput:[1,5,11],concept:1,conda_build_matrix:9,conf:1,config:5,configur:[1,5,10],congratul:5,consist:[1,8],constant:6,constraint:2,consum:9,contain:[1,2,3,5,6],context:[1,6],continu:1,continuum:5,conveni:1,convent:7,convers:2,convert:2,copi:[2,3,9],core:5,correct:[2,5,7,9],correctli:[1,5,9],correctwai:5,correspond:7,cost:1,could:[0,1,2,5,6],count:2,coupl:1,coverag:[4,7,8,13],cpython:5,crash:2,creat:2,creation:10,crowd:11,crypto:[1,4,10,13],cryptoasset:1,cryptocurr:8,csv:6,cumul:10,cumulative_capital_us:3,curat:[1,4,13],currenc:1,current:[0,1,2,5,6,7,9,10],custom:2,cvc_btc:8,cvc_eth:8,cython:9,d6dca79513214346a646079213526:1,dai:[1,2,6,9],daili:[1,2,4,8,10,13],dash:7,dash_btc:8,dash_usdt:8,dash_xmr:8,databas:2,datafram:[1,2,4,6,11,13],dataframe_cach:2,dataset:[1,2],date:[1,2,5,9,10],dcr_btc:8,debian:5,debug:9,decid:9,decim:10,decor:9,def:[1,6],defin:[1,6,7],delai:1,delet:2,denomin:6,dep:3,depend:[3,5,9,10],deploi:9,deprec:3,deriv:5,descript:[3,5],desir:[1,6],desktop:8,detail:[1,4,13],dev1:[],dev2:[],dev3:[],dev4:[],dev5:[],dev6:[],dev8:[],dev9:[],dev:[3,5,8],devel:5,develop:1,devis:1,dgb_btc:8,dictionari:10,did:[4,13],didn:5,differ:[1,2,7,8,9],dir:5,directli:[1,2,5,10],directori:[1,2,3,5,7,9],disabl:10,disablemsi:5,discord:[1,3,4,5,13],disk:10,displai:[1,5,6,9],dist:9,distribut:[5,9],distutil:9,divid:3,dividend:2,dma:1,dname:1,dnf:5,doc:2,docker:3,dockerfil:3,document:[3,7],doe:[2,5,6,8],doesn:[1,2],doge_btc:8,dollar:8,don:[1,3,6,12],done:[1,6,9],down:1,download:[1,2,5,6,10],draft:9,drawback:2,drive:1,driven:[1,4,13],dropbox:10,dure:5,dword:5,each:[1,2,3,4,7,8,10,13],earlier:[1,2,3],eas:[4,13],easi:[2,6,11],easier:[1,2,8],easiest:5,easili:[1,4,5,13],echo:5,eco:[4,13],edit:[3,5,9],editor:5,educt:1,either:[1,5],elabor:1,elif:1,els:5,emc2_btc:8,empow:[1,4,13],empti:[2,3,7,9,10],enabl:7,encount:[1,5],end:[1,6,10],ending_cash:[1,6],ending_exposur:[1,6],enh:3,enhanc:3,enigma:[1,4,5,7,8,13],enigmampc:[1,3],enough:[1,5],ensur:[0,5,7,9],enter:[1,5],entir:3,entri:[1,5],env:5,enviorn:2,enviro:5,environemnt:6,equal:[2,6],equiti:2,error:[3,5,6,7,8,10],especi:1,establish:[4,13],estim:1,etc:[3,9,10],etc_btc:8,etc_eth:8,etc_usdt:8,eth:[1,7],eth_btc:[7,8],eth_usdt:8,ethereum_bitcoin_asset:7,evalu:1,even:[2,5],event:1,everi:[1,5,6],everyth:2,examin:1,excel:5,exchang:[1,2],exchange_algorithm:1,exchange_nam:7,execut:[0,1,6,7,10],exist:[2,3,4,5,13],exit:[1,9],exit_success:9,exp_btc:8,expect:[0,2,5,6,8,9],experi:5,experienc:5,explain:[5,7],explicitli:[1,9],explictili:5,express:[1,4,13],extens:[2,3,5],extern:5,extra:9,facto:6,fail:[2,5,6],failur:2,fairli:3,fals:6,familiar:3,far:2,fast:2,fatal:5,fct_btc:8,featur:1,fedora:5,feedback:2,feel:[1,6],fetch:[2,8],few:[2,9],fewer:5,field:[2,9],fig:1,figsiz:1,figur:1,file:[1,2,3,6,7],filenam:1,fill:1,financ:6,financi:[1,10],find:[1,2,5,9],fine:9,finish:1,fix:3,flag:[1,5,7,9],flake8:3,fldc_btc:8,flo_btc:8,focu:[4,13],folder:[5,10],follow:[0,1,2,3,5,6,7,8,9],footprint:5,fork:11,form:[1,8],format:[1,2],fortran:5,forward:2,foster:11,found:[1,3,5,8],fraction:10,frame:1,free:[1,6],freelanc:11,freetyp:5,frequenc:[1,10],fresh:9,from:[0,1,2,3,5,6,8,9,10],full:[1,6],fund:11,fundament:11,further:[1,4,13],futur:[1,2],game_btc:8,gas_btc:8,gas_eth:8,gave:1,gcc:5,gcf:6,gen_type_stub:9,gener:[2,3,4,5,7,9,10,13],get:[1,2,3],get_open_ord:6,gfortran:5,github:[1,3,5,9],given:[1,2,8],gno_btc:8,gno_eth:8,gnt_btc:8,gnt_eth:8,goe:7,good:9,goog:2,got:1,grain:9,graph:6,grc_btc:8,group:[1,3],grow:2,guid:[3,5,10],gzip:9,hand:3,handl:[3,10],handle_data:[0,1,6,7],hang:5,happen:[1,2],happi:9,hard:1,hash:10,have:[0,1,2,3,4,5,6,9,13],haven:1,head:[1,5,6],header:[5,9],heavi:1,heavili:11,hedg:11,held:8,help:[1,2],here:[1,2,5,6,7],hidden:9,high:[1,7,11],highest:9,hint:[5,9],histor:[1,4,10,13],hit:[1,10],hitchhik:5,hkey_local_machin:5,hold:7,home:10,homebrew:5,hope:1,how:[1,2,5,6,7],howev:[7,9],html:[3,9],http:[1,7,9],huc_btc:8,idea:[1,2,3],illustr:7,immut:0,impact:10,imper:3,implement:[1,2,10],implicitli:0,improv:[3,10],includ:[1,2,3,5,9],incomplet:2,inconsist:7,increas:[2,10],increment:[1,9],independ:5,index:[1,3,6,9],indic:[2,5],individu:[1,7],infer:2,influenc:1,info:[1,6],inform:[0,1,2,5,9],initi:[0,1,6,7,10],inlin:[1,6],inplac:3,input:[1,4,6,8,13],insid:[1,5,6],insight:[1,4,13],inspect:1,instal:[1,3],installt:5,instanc:[0,2],instead:[2,3,6,8,10],instruct:[1,3,5],integ:[2,10],integr:[4,13],intend:[1,3,9],interact:[1,6],intern:[2,5],interpret:6,introduc:[7,8],invest:[1,4,13],invok:2,involv:[2,5],ipython:[1,6],is_bui:6,issu:[1,3,5,8,9,10],iter:[1,2],itself:1,jan:1,join:[4,5,13],json:[7,10],jump:5,jupyt:[],just:[1,2,6,8,9],keep:[1,2,5],kei:[2,4,5,7,13],kept:1,keyerror:10,know:6,knowledg:[4,13],kwarg:9,label:[1,7,9],lack:8,lapack:5,larg:2,larger:10,last:[1,2,5,6],later:[1,2,3],latest:9,launch:[5,6],layer:8,lazi:2,lbc_btc:8,leak:2,learn:[1,4,5,13],least:[1,3],legend:[1,6],less:2,let:[1,6],level:[1,2],leverag:[6,11],libatla:5,libfreetype6:5,libgfortran:5,librari:[3,4,5,10,11,13],lifetim:2,like:[1,2,3,4,5,8,9,13],limit:8,limit_pric:6,linear:5,linter:9,list:[0,2,5,8,9],littl:[1,3],live:1,load:[2,6],load_ext:[1,6],loc:[1,6],local:[1,2,3,5,6,9],locat:[1,2],log:5,logic:[1,10],long_mavg:1,longer:[1,3,9],look:[1,2,6,9],lookup:1,loop:2,loss:10,lot:2,low:[1,7],lower:10,lowercas:[7,8],lsk_btc:8,lsk_eth:8,ltc:7,ltc_btc:8,ltc_usdt:8,ltc_xmr:8,machin:[2,4,9,13],macosx:5,made:[2,3],magic:[1,6],mai:[1,2,5,9],maid_btc:8,maid_xmr:8,main:[1,5,9],maint:3,maintain:[8,9],mainten:3,major:9,make:[1,2,3,5,6,8,9],manag:[1,5,9],mani:[1,2,5,9,11],manifest:9,manner:7,manual:[1,5,9],map:[0,2,8],markers:[1,6],market:[1,4,7,8,13],market_curr:8,marketplac:1,master:9,match:[1,5,7,9],matplotlib:1,matplotlibrc:5,matrix:9,matter:3,mavg:1,max_capital_us:3,max_leverag:3,maxim:[4,13],maybe_show_progress:2,mcoin:6,mean:[1,2,5,9,10],memori:2,mention:[1,5,9],menu:5,merg:1,merger:2,messag:1,method:[0,2,9,10],metric:[1,10],micro:9,microsoft:5,might:1,miniconda:5,minim:[4,13],minimum:10,minor:9,minut:[1,2,4,5,10,13],miss:[1,5,7,10],mkvirtualenv:3,mode:[1,4,7,13],modif:[3,7],moment:[5,9],momentum:1,monei:0,month:9,more:[0,1,2,4,5,10,13],most:[1,2,5,6,7,10],movement:1,mpc:1,msft:2,msi:5,msiexec:5,much:[1,2],multipl:[2,9,10],must:[2,7,9],my_algo_cod:7,my_algo_nam:7,name:[1,2,3,6,7],namespac:[1,9],nan:[1,6],nano:9,nativ:5,natur:1,naut_btc:8,nav_btc:8,navig:[3,5],ndarrai:1,necessari:5,nee:5,need:[1,2,3,5,8,9,11],neg:1,neo_eth:7,neo_ethereum_asset:7,neos_btc:8,never:2,newer:2,next:[1,2],nice:[4,13],nmc_btc:8,non:5,none:6,normal:10,note:[1,6,7],note_btc:8,notebook:1,noth:5,novemb:9,now:[1,2,5,9,10],number:[1,2,5,9,10],numer:5,numpi:[1,3,5,9,11],nxc_btc:8,nxt_btc:8,nxt_usdt:8,nxt_xmr:8,observ:5,occur:7,off:11,ohlc:1,ohlcv:10,older:2,omg_btc:8,omg_eth:8,omni:8,omni_btc:8,onc:[1,2,5,6,9],onli:[0,1,2,3,4,5,9,13],open:[1,3,5,6,10],openssl:5,oper:5,operatbl:5,optim:11,option:[1,2,5],order_id:1,order_target:1,order_target_valu:6,ordered_pip:3,org:9,organ:1,origin:9,osx:1,other:[1,2,5,8,9],otherwis:5,our:[1,3,4,5,9,13],out:[1,2,3,4,5,6,9,13],outdat:5,outlin:5,output:[1,2,4,6,13],outstand:6,overcom:8,overrid:[5,9],overview:[4,8,13],own:[2,7],packag:[1,6],pacman:5,page:[3,5,9,10],pair:[6,7,8,10],panda:[1,2,4,11,13],paper:3,param:1,parent:5,pars:2,part:[2,5,7],partial:5,particular:[4,5,13],pasc_btc:8,pass:[1,2,6,9],password:9,past:1,path:[2,5,10],pend:9,peopl:3,pep8:3,per:[2,10],percent:6,perf:[1,3],perf_tran:1,perform:[0,1,3,4,5,6,10,11,13],period:3,permiss:5,persist:[1,10],pickl:1,piec:[2,5],pink_btc:8,pip:3,pkg:5,place:[1,6,10],platform:[5,10,11],pleas:[4,5,13],plot:[1,6,11],plt:[1,6],png:6,point:[1,8,9],poloniex:[1,4,6,7,8,10,13],popul:[1,9],portfolio:[1,6,10],portfolio_valu:[1,6],posit:[1,6,10],possibl:[2,3,5],post:9,pot_btc:8,power:[1,6,11],ppc_btc:8,practic:3,pre:[2,5],precis:10,predict:[1,7],prefix:3,preload:2,prepare_chunk:10,preprocess:9,present:1,preserv:10,prevent:[2,5,9],previous:1,primari:5,print:[1,5,9],prior:1,privileg:5,probabl:1,problem:[1,2,5,9],proce:5,proceed:5,process:[1,2,7],produc:[2,5],profit:[1,4,13],program:5,progress:2,project:[4,5,11,13],prompt:5,proper:5,properli:5,protect:0,protocol:[1,8],provid:[0,1,2,4,5,6,7,10,11,13],publish:9,pull:[3,9],pun:1,purchas:6,purpos:[1,7],push:9,put:7,pycharm:9,pydata:[4,13],pyfolio:10,pylab:1,pypirc:9,pypitest:9,pyplot:[1,6],python2:[5,10],python3:10,python:[1,3,6],quandl_api_kei:2,quandl_download_attempt:2,quantit:[6,11],queri:2,question:[1,3,4,13],quick:1,quirk:5,quit:2,rads_btc:8,rais:3,ran:2,rang:[1,2],rather:[1,5],raw:[2,5],read:[1,2,5],read_pickl:1,readi:9,real:0,realist:1,reason:[2,5],rebalanc:1,receiv:2,recent:[1,2,5],recogn:5,recommend:[2,5],reconstruct:1,record:[1,6],redhat:5,redon:10,redownload:[2,6],reduc:10,refactor:3,referenc:7,refus:6,regard:[4,13],regardless:[6,7],regedit:5,regist:[0,2,6],registri:5,regular:5,rel:3,relat:3,relationship:2,releas:3,reli:11,remain:10,rememb:5,remot:2,remov:[3,5,9,10],renam:9,rep:5,rep_btc:8,rep_eth:8,rep_usdt:8,report:[1,3,5],repositori:[5,9,10],repres:[2,7],reproduc:2,request:[1,2,3],requir:[1,3,5,6,7,9],requirements_blaz:3,requirements_dev:3,requirements_doc:3,research:6,reserv:[6,8],reserve_ratio:6,reserve_valu:6,resolut:[1,4,10,13],resourc:2,respect:[3,9],respons:2,rest:2,restart:10,restrict:5,restructuredtext:3,result:[1,2,5,6,7],retri:2,retriev:[6,10],rev:3,revers:10,revert:3,rhel:5,ric_btc:8,right:5,risk:[1,10],roll:1,rollup:2,root:[3,9],routin:5,row:[1,6],rst:[3,9],run_algo:1,run_algorithm:[1,7],runtim:1,same:[1,2,5,6,7,9,10],sampl:10,satisfi:5,save:[1,2,3,5],sbd_btc:8,sc_btc:8,scale:[6,10],scientif:11,scikit:1,scipi:[4,5,13],scratch:5,script:[1,9],seamless:[4,13],search:5,second:[1,5],secret:7,section:[1,3,5,7,9],secur:[4,11,13],see:[0,1,2,4,5,7,13],seek:5,select:5,self:0,sell:[1,7,10,11],separ:[1,3,5,7,8],seper:7,seri:1,seriou:1,server:[1,2,6,9],servic:2,session:5,set:[1,2,5,10],set_size_inch:6,set_ylabel:[1,6],setup:[3,6,9],setuptool:5,sever:[1,4,5,13],share:[1,4,13],sharex:[1,6],sharp:1,ship:[2,5,9],short_exposur:1,short_mavg:1,short_valu:1,shorter:1,shorts_count:1,should:[0,1,2,3,5,7,9],shourc:2,show:[1,2,6],shown:2,sid:[2,6,10],signal:2,signatur:2,similar:[5,7],simpl:1,simpli:[1,3,5],simplifi:1,simultan:10,sinc:[5,6,9],singl:[2,5,10],size:[5,10],sjcx_btc:8,skeleton:9,skip:[1,5],sklearn:[4,13],slightli:5,smaller:5,smoothli:12,snip:6,softwar:5,solut:5,solv:[2,5],some:[1,2,3,5,7,10,11],someon:5,someth:3,sortino:1,sourc:[1,2,3,5,9,11],space:6,special:7,specif:[1,10],specifi:[1,2,6,7,9],spend:1,spent:8,sphinx:[3,9],split:[1,2],spring:11,sqliteadjustmentwrit:2,ssl:10,stabl:5,stai:9,standard:[2,3,8,10],start:[1,2,3,4,5,6,7,13],starting_cash:[1,6],starting_exposur:[1,6],starting_valu:[1,6],stat:10,state:[1,2,4,10,13],statist:[1,4,7,10,13],statsmodel:[4,13],statu:7,stdout:1,steem_btc:8,steem_eth:8,step:[1,2,5],still:[1,2,5,6],stock:[1,2],stop:[6,10],stop_pric:6,storag:[1,7,10],store:[1,2,8],str_btc:8,str_usdt:8,strat_btc:8,strategi:[1,4,13],stream:1,strictli:2,string:[2,6,9],strongli:5,sty:3,style:3,subdirectori:2,subject:3,submit:3,subplot:[1,6],succe:9,succeed:6,success:[2,3],sudo:5,suffici:5,suggest:3,summar:[1,5],summari:10,suppli:[1,6],support:[1,6],suppos:[1,6],sure:5,surpris:1,suspect:3,symbol:[1,2,6],symbolnotfoundonexchang:8,sync:9,syntax:[9,10],sys_btc:8,system:[3,4,5,13],tag:9,take:[1,2,5,6,10],taken:9,tar:9,tarbal:9,target:[1,7],target_hodl_ratio:6,target_hodl_valu:6,technic:[4,13],templat:9,temporari:9,ten:1,tend:7,tens:3,term:1,termin:[1,5],test:[1,3,9,10,11],testpypi:9,tether:8,text:1,than:[1,2,3,5],thei:[1,2,9,10,11],them:[1,3,5,9],therefor:9,therein:5,thi:[0,1,2,3,5,6,7,8,9],thing:12,third:1,those:[1,3,9],though:[2,5],three:[1,2,4,13],threshold:6,through:[0,1,2,5,6],thu:[1,5,6],tick_siz:6,ticker:2,time:[1,2,4,5,6,9,13],timestamp:[1,2,10],titl:9,tkagg:5,todai:9,togeth:1,token:7,too:1,tool:[2,3,5,9,11],top:[1,4,9,13],total:2,traceback:8,track:[1,3,10],tracker:1,trader:[1,11],trading_dai:[1,6],tradingalgorithm:[0,9],tradingcalendar:2,train:1,tran:6,transact:[1,6,10],transaction:2,transfer:8,transform:1,transit:[4,13],travi:9,treasuri:6,treasury_period_return:[1,6],trend:1,tri:[1,4,13],tst:3,tupl:2,turn:9,twice:9,two:[1,4,5,13],txt:[3,5,9],type:[5,9],typo:3,ubuntu:5,uncompress:10,under:[1,2,9],underli:1,underlin:9,underscor:8,understand:[1,5],undesir:0,unexpect:5,unit:[1,8,10],univers:[1,7],unknown:6,unlik:2,unpack:5,unregist:0,unresolv:10,untar:2,unus:3,updat:1,upgrad:[5,9],upward:1,url:9,usag:1,usd:[1,6,8],usdt:8,usdt_btc:6,usdt_btc_benchmark:6,user:[1,2,4,5,6,8,9,13],usernam:9,valid:10,valu:[1,5,6,7,10],vari:5,variabl:[1,2,6],variou:[1,2],varnam:1,vcforpython27:5,venv:5,veri:[1,2,5,6,9],verifi:[5,9],version:[1,9],via:[1,5,6,8],via_btc:8,viabl:8,victori:8,video:[],view:[3,9],virtual:5,virtualenvwrapp:3,visit:[4,13],visual:[4,5,13],volum:[1,4,6,8,10,13],volumeshareslippag:6,vrc_btc:8,vtc_btc:8,wai:[2,4,5,6,13],want:[1,2,3,6,8],warn:[6,9,10],web:9,welcom:3,well:[1,2,4,5,13],were:[3,9],what:[3,7,9],whatev:2,whatsnew:9,wheel:[5,9],when:[0,1,2,3,5,7,9],where:[1,2,3,4,5,7,8,12,13],which:[1,2,3,5,6,7,9,10],whitepap:[4,11,13],whitespac:3,who:3,whole:1,why:3,width:9,win:9,window:1,wish:5,within:[5,6],without:[2,5,6,7,10],workaround:10,worth:1,would:[1,2,5,9],wrap:9,write:1,written:[1,2,4,8,13],wrong:8,www:7,xbc_btc:8,xbt:7,xcp_btc:8,xem_btc:8,xmr_btc:8,xmr_usdt:8,xpm_btc:8,xrp_btc:8,xrp_usdt:8,xvc_btc:8,yahoo_equ:2,year:9,yet:1,yml:[5,10],you:[1,2,3,4,5,6,8,9,13],your:[1,2,3,4,5,6,7,9,11,13],yourself:3,yum:5,zec_btc:8,zec_eth:8,zec_usdt:8,zec_xmr:8,zero:3,ziplin:[0,2,3,4,9,11,13],zipline_root:[2,9],zlib:5,zrx_btc:8,zrx_eth:8},titles:["API Reference","Catalyst Beginner Tutorial","Data Bundles","Development Guidelines","Features","Install","Catalyst & Jupyter Notebook","Live Trading","Naming Convention","Release Process","Release Notes","Resources","Videos","Features"],titleterms:{"3rd":11,"__version__":9,"default":2,"function":0,"new":2,access:1,adjustment_writ:2,algorithm:[0,1,6,7],amazon:5,ami:5,api:[0,11],asset:0,asset_db_writ:2,authent:7,avail:2,averag:1,backtest:[0,2],basic:1,bdist:9,beginn:1,branch:3,bug:10,build:10,built:0,bundl:[0,2],cach:[0,2],calendar:[0,2],cancel:0,catalyst:[1,6],command:[0,1],commiss:0,commit:[3,9],conclus:1,conda:[5,9],content:4,contribut:3,control:0,convent:8,creat:3,cross:1,currenc:7,daily_bar_writ:2,data:[0,1,2],dev1:10,dev2:10,dev3:10,dev4:10,dev5:10,dev6:10,dev7:10,dev8:10,dev9:10,develop:3,discov:2,doc:3,docstr:3,document:[9,10],dual:1,end_sess:2,engin:0,environ:[2,3],exampl:1,exchang:7,factor:0,factori:2,featur:[4,13],file:9,first:1,fix:10,format:3,get:5,git:3,gnu:5,guidelin:3,help:5,histori:1,ingest:[1,2],instal:[5,6,12],interfac:1,jupyt:6,line:[0,1],linux:5,live:7,loader:0,maco:12,matplotlib:5,messag:3,metadata:0,minute_bar_writ:2,mirror:2,miscellan:0,model:0,move:1,name:8,next:9,note:[9,10],notebook:6,object:0,old:2,order:0,osx:5,output_dir:2,over:1,packag:9,paramet:0,parti:11,pip:5,pipelin:0,polici:0,previou:1,price:1,process:9,pypi:9,python:9,quandl:2,quantopian:2,reader:0,refer:0,relat:11,releas:[9,10],resourc:11,run:[0,1,2,6],schedul:0,sdist:9,show_progress:2,simul:0,slippag:0,start_sess:2,structur:3,stub:9,support:7,symbol:7,tabl:4,trade:[0,7],troubleshoot:5,tutori:1,updat:9,upload:9,util:0,version:10,video:12,virtualenv:5,wiki:2,window:[5,12],work:1,write:2,writer:0,yahoo:2}}) \ No newline at end of file +Search.setIndex({envversion:46,filenames:["appendix","beginner-tutorial","bundles","development-guidelines","index","install","jupyter","live-trading","naming-convention","release-process","releases","resources","videos","welcome"],objects:{"zipline.data.bundles":{bundles:[0,0,1,""]}},objnames:{"0":["py","data","Python data"]},objtypes:{"0":"py:data"},terms:{"000000e":1,"0x10eaeadd0":1,"1000th":6,"1st":1,"328842e":1,"340mb":10,"380954e":1,"40mb":10,"460mb":10,"505275d6646a41f3856b22b16678d":1,"536708e":1,"5min":6,"650729e":1,"7869f7828fa140328eb40477bb7d":1,"998236e":1,"998677e":1,"999120e":1,"999558e":1,"99mb":10,"__wrapped__":9,"boolean":[2,7],"case":[1,2,3,5],"class":[3,9],"default":1,"export":9,"final":[1,2,3],"float":[1,10],"import":[1,2,6,9],"int":2,"long":[1,2],"new":1,"public":10,"return":[1,7,9,10,11],"short":[1,3],"static":9,"throw":10,"true":[6,7],"try":5,"var":1,"while":[5,9,10],aapl:2,abil:2,abl:[1,2,5],about:[1,2,4,5,13],abov:[1,3,5,7,8,9],accept:[2,5,9],accord:9,account:[2,4,6,10,13],achiev:1,acquir:[2,5],across:[4,8,10,13],activ:[5,9],actual:6,add:[2,3,5,9],add_subplot:1,addit:[3,4,5,10,13],address:9,adjust:[2,10],administr:5,advantag:5,afford:6,after:[1,2,5,6,9],against:[1,4,7,10,13],ahead:1,aim:11,algebra:5,algo:[1,2,10],algo_namespac:7,algo_volatil:[1,6],algofil:[1,2],algorithm_period_return:[1,6],algotext:1,all:[0,1,2,3,4,5,6,7,8,9,10,13],allow:[1,2,4,5,13],along:2,alpha:[1,5,6],alreadi:[2,3,5,6],also:[1,2,3,4,5,6,7,9,13],altern:[5,8],although:1,alwai:[2,7,8,9],amount:[1,6,10],amp_btc:8,anaconda:[5,9],analysi:[4,9,10,11,13],analyst:11,analyt:[4,5,13],analyz:[1,6,7,10],ani:[1,2,5,6,8,9],anonym:2,anoth:[1,2,6],anymor:1,anyth:[1,5,9],app:1,appar:1,appear:[2,9],append:9,appli:1,applic:1,appropri:3,approxim:6,appveyor:9,apt:5,arbitrari:7,arch:5,architectur:1,ardr_btc:8,arg:[1,9],argument:[0,1,2,6,7,9],around:[4,9,13],arrai:5,art:[4,13],articl:3,ask:[1,3],assess:1,asset_nam:6,assetdbwrit:2,assign:[1,7],assist:5,assum:[1,3,5],atla:5,attempt:[2,7],attribut:9,auth:[7,10],auto:10,automag:1,automat:1,avail:1,avoid:[1,2],awar:9,ax1:[1,6],ax2:[1,6],ax3:6,ax4:6,ax5:6,ax6:6,back:[3,5,8],backend:5,bar:[1,10],bar_count:1,base:[1,2,4,5,6,7,13],base_curr:[7,8],basi:10,batch:5,batteri:1,bch_btc:8,bch_eth:8,bch_usdt:8,bcn_btc:8,bcn_xmr:8,bcolz:2,bcolzdailybarread:2,bcolzdailybarwrit:2,bcolzminutebarread:2,bcolzminutebarwrit:2,bcy_btc:8,be62ff77760c4599abaac43be9cc9:1,becaus:[5,6,9,10],been:[0,1,2,5,9],befor:[1,2,5,7,10],before_trading_start:0,begin:5,behavior:0,bela_btc:8,believ:1,below:[1,5,6],benchmark:[4,6,10,13],benchmark_period_return:[1,6],benchmark_volatil:[1,6],benefit:1,best:[3,4,5,13],beta:[1,6],between:[3,4,8,13],bia:1,big:5,bin:5,binari:[5,9],bit:[3,5],bitcoin:[1,4,7,8,13],bitcoin_usd_asset:7,bitfinex:[1,4,6,7,10,13],bittrex:[1,4,7,10,13],bld:3,blk_btc:8,blk_xmr:8,blockchain:8,bodi:3,book:1,both:[3,7,8,9],bought:1,bound:1,breakdown:7,brew:5,brother:5,brows:5,browser:[3,6,9],btc:[1,7,10],btc_usd:[1,6,7,8],btc_usdt:[4,8,13],btcd_btc:8,btcd_xmr:8,btm_btc:8,bts_btc:8,bug:[2,3],bui:[1,6,7,11],build:[1,3,9],build_ext:3,burst_btc:8,button:[5,9],buy_and_hodl:[1,10],buy_btc_simpl:1,buy_btc_simple_out:1,buy_low_sell_high:10,calcul:[1,3,7],call:[1,2,3],can:[1,2,3,4,5,7,8,9,10,13],can_trad:10,cancel_ord:6,candl:8,cannot:5,canon:3,capit:[1,6],capital_us:[1,6],captur:1,cash:[2,3,6],catalyst_dev:[1,4,5,13],caus:[0,1,2,3],cell:6,cert:10,certian:0,chanc:1,chang:[1,3,4,5,6,9,10,13],channel:[1,4,5,13],charact:3,charg:1,chart:5,check:[1,2,3,5,6,7,8],checker:9,checkout:[3,9],choic:9,choos:[5,8,9],chunk:[1,10],circumv:5,clam_btc:8,classic:1,classifi:1,clean:[2,5,9,10],clear:2,cli:[6,10],click:[5,9],client:7,clone:3,close:[1,6],cmd:[1,5],code:[5,9,10],codebas:3,coin:[6,10],collect:[1,2],color:[1,6],column:[1,2,6],com:[1,2,3,7],combin:[5,7],come:[2,5,12],common:1,commonli:1,commun:[5,11],compar:[1,4,13],comparison:10,compat:[4,10,13],compil:[5,9,10],complet:7,complex:5,comprehens:10,compress:10,comput:[1,5,11],concept:1,conda_build_matrix:9,conf:1,config:5,configur:[1,5,10],congratul:5,consist:[1,8],constant:6,constraint:2,consum:9,contain:[1,2,3,5,6],context:[1,6],continu:1,continuum:5,conveni:1,convent:7,convers:2,convert:2,copi:[2,3,9],core:5,correct:[2,5,7,9],correctli:[1,5,9],correctwai:5,correspond:[5,7],cost:1,could:[0,1,2,5,6],count:2,coupl:1,coverag:[4,7,8,13],cpython:5,crash:2,creat:2,creation:10,crowd:11,crypto:[1,4,10,13],cryptoasset:1,cryptocurr:8,csv:6,cumul:10,cumulative_capital_us:3,curat:[1,4,13],currenc:1,current:[0,1,2,5,6,7,9,10],custom:2,cvc_btc:8,cvc_eth:8,cython:9,d6dca79513214346a646079213526:1,dai:[1,2,6,9],daili:[1,2,4,8,10,13],dash:7,dash_btc:8,dash_usdt:8,dash_xmr:8,databas:2,datafram:[1,2,4,6,11,13],dataframe_cach:2,dataset:[1,2],date:[1,2,5,9,10],dcr_btc:8,debian:5,debug:9,decid:9,decim:10,decor:9,def:[1,6],defin:[1,6,7],delai:1,delet:2,denomin:6,dep:3,depend:[3,5,9,10],deploi:9,deprec:3,deriv:5,descript:[3,5],desir:[1,6],desktop:8,detail:[1,4,13],dev1:[],dev2:[],dev3:[],dev4:[],dev5:[],dev6:[],dev8:[],dev9:[],dev:[3,5,8],devel:5,develop:1,devis:1,dgb_btc:8,dictionari:10,did:[4,13],didn:5,differ:[1,2,5,7,8,9],dir:5,directli:[1,2,5,10],directori:[1,2,3,5,7,9],disabl:10,disablemsi:5,discord:[1,3,4,5,13],disk:10,displai:[1,5,6,9],dist:9,distribut:[5,9],distutil:9,divid:3,dividend:2,dma:1,dname:1,dnf:5,doc:2,docker:3,dockerfil:3,document:[3,7],doe:[2,5,6,8],doesn:[1,2],doge_btc:8,dollar:8,don:[1,3,6,12],done:[1,6,9],down:1,download:[1,2,5,6,10],draft:9,drawback:2,drive:1,driven:[1,4,13],dropbox:10,dure:[],dword:5,each:[1,2,3,4,5,7,8,10,13],earlier:[1,2,3],eas:[4,13],easi:[2,6,11],easier:[1,2,8],easiest:5,easili:[1,4,5,13],echo:5,eco:[4,13],edit:[3,5,9],editor:5,educt:1,either:[1,5],elabor:1,elif:1,els:5,emc2_btc:8,empow:[1,4,13],empti:[2,3,7,9,10],enabl:7,encount:[1,5],end:[1,6,10],ending_cash:[1,6],ending_exposur:[1,6],enh:3,enhanc:3,enigma:[1,4,5,7,8,13],enigmampc:[1,3],enough:[1,5],ensur:[0,5,7,9],enter:[1,5],entir:3,entri:[1,5],env:5,enviorn:2,enviro:5,environemnt:[5,6],equal:[2,6],equiti:2,error:[3,5,6,7,8,10],especi:1,establish:[4,13],estim:1,etc:[3,9,10],etc_btc:8,etc_eth:8,etc_usdt:8,eth:[1,7],eth_btc:[7,8],eth_usdt:8,ethereum_bitcoin_asset:7,evalu:1,even:[2,5],event:1,everi:[1,5,6],everyth:2,examin:1,excel:5,exchang:[1,2],exchange_algorithm:1,exchange_nam:7,execut:[0,1,6,7,10],exist:[2,3,4,5,13],exit:[1,9],exit_success:9,exp_btc:8,expect:[0,2,5,6,8,9],experi:5,experienc:5,explain:[5,7],explicitli:[1,9],explictili:5,express:[1,4,13],extens:[2,3,5],extern:5,extra:9,facto:6,fail:[2,5,6],failur:2,fairli:3,fals:6,familiar:3,far:2,fast:2,fatal:5,fct_btc:8,featur:1,fedora:5,feedback:2,feel:[1,6],fetch:[2,8],few:[2,9],fewer:5,field:[2,9],fig:1,figsiz:1,figur:1,file:[1,2,3,6,7],filenam:1,fill:1,filter:10,financ:6,financi:[1,10],find:[1,2,5,9],fine:9,finish:1,fix:3,flag:[1,5,7,9],flake8:3,fldc_btc:8,flo_btc:8,focu:[4,13],folder:[5,10],follow:[0,1,2,3,5,6,7,8,9],footprint:5,fork:11,form:[1,8],format:[1,2],fortran:5,forward:2,foster:11,found:[1,3,5,8],fraction:10,frame:1,free:[1,6],freelanc:11,freetyp:5,frequenc:[1,10],fresh:9,from:[0,1,2,3,5,6,8,9,10],full:[1,6],fund:11,fundament:11,further:[1,4,13],futur:[1,2],game_btc:8,gas_btc:8,gas_eth:8,gave:1,gcc:5,gcf:6,gen_type_stub:9,gener:[2,3,4,5,7,9,10,13],get:[1,2,3],get_open_ord:6,gfortran:5,github:[1,3,5,9],given:[1,2,8],gno_btc:8,gno_eth:8,gnt_btc:8,gnt_eth:8,goe:7,good:9,goog:2,got:1,grain:9,graph:6,grc_btc:8,group:[1,3],grow:2,guid:[3,5,10],gzip:9,hand:3,handi:5,handl:[3,10],handle_data:[0,1,6,7],hang:5,happen:[1,2],happi:9,hard:1,hash:10,have:[0,1,2,3,4,5,6,9,13],haven:1,head:[1,5,6],header:[5,9],heavi:1,heavili:11,hedg:11,held:8,help:[1,2],here:[1,2,5,6,7],hidden:9,high:[1,7,11],highest:9,hint:[5,9],histor:[1,4,10,13],hit:[1,10],hitchhik:5,hkey_local_machin:5,hold:7,home:10,homebrew:5,hope:1,how:[1,2,5,6,7],howev:[7,9],html:[3,9],http:[1,7,9],huc_btc:8,idea:[1,2,3],illustr:7,immut:0,impact:10,imper:3,implement:[1,2,10],implicitli:0,improv:[3,10],includ:[1,2,3,5,9],incomplet:2,inconsist:7,increas:[2,10],increment:[1,9],independ:5,index:[1,3,6,9],indic:[2,5],individu:[1,7],infer:2,influenc:1,info:[1,6],inform:[0,1,2,5,9],initi:[0,1,6,7,10],inlin:[1,6],inplac:3,input:[1,4,6,8,13],insid:[1,5,6],insight:[1,4,13],inspect:1,instal:[1,3],installt:5,instanc:[0,2],instead:[2,3,6,8,10],instruct:[1,3,5],integ:[2,10],integr:[4,13],intend:[1,3,9],interact:[1,6],intern:[2,5],interpret:6,introduc:[7,8,10],invest:[1,4,13],invok:2,involv:[2,5],ipython:[1,6],is_bui:6,issu:[1,3,5,8,9,10],iter:[1,2],itself:1,jan:1,join:[4,5,13],json:[7,10],jump:5,jupyt:[],just:[1,2,6,8,9],keep:[1,2,5],kei:[2,4,5,7,13],kept:1,keyerror:10,know:6,knowledg:[4,13],kwarg:9,label:[1,7,9],lack:8,lapack:5,larg:2,larger:10,last:[1,2,5,6],later:[1,2,3],latest:[9,10],launch:[5,6],layer:8,lazi:2,lbc_btc:8,leak:2,learn:[1,4,5,13],least:[1,3],legend:[1,6],less:2,let:[1,6],level:[1,2],leverag:[6,11],libatla:5,libfreetype6:5,libgfortran:5,librari:[3,4,5,10,11,13],lifetim:2,like:[1,2,3,4,5,8,9,13],limit:8,limit_pric:6,linear:5,linter:9,list:[0,2,5,8,9],littl:[1,3],live:1,load:[2,6],load_ext:[1,6],loc:[1,6],local:[1,2,3,5,6,9],locat:[1,2],log:5,logic:[1,10],long_mavg:1,longer:[1,3,9],look:[1,2,6,9],lookup:1,loop:2,loss:10,lot:2,low:[1,7],lower:10,lowercas:[7,8],lsk_btc:8,lsk_eth:8,ltc:7,ltc_btc:8,ltc_usdt:8,ltc_xmr:8,machin:[2,4,9,13],macosx:5,made:[2,3],magic:[1,6],mai:[1,2,5,9],maid_btc:8,maid_xmr:8,main:[1,5,9],maint:3,maintain:[8,9],mainten:3,major:9,make:[1,2,3,5,6,8,9],manag:[1,5,9],mani:[1,2,5,9,11],manifest:9,manner:7,manual:[1,5,9],map:[0,2,8],markers:[1,6],market:[1,4,7,8,13],market_curr:8,marketplac:1,master:9,match:[1,5,7,9],matplotlib:1,matplotlibrc:5,matrix:9,matter:3,mavg:1,max_capital_us:3,max_leverag:3,maxim:[4,13],maybe_show_progress:2,mcoin:6,mean:[1,2,5,9,10],memori:2,mention:[1,5,9],menu:5,merg:1,merger:2,messag:1,method:[0,2,5,9,10],metric:[1,10],micro:9,microsoft:5,might:1,miniconda:5,minim:[4,13],minimum:10,minor:9,minut:[1,2,4,5,10,13],miss:[1,5,7,10],mkvirtualenv:3,mode:[1,4,7,13],modif:[3,7],moment:[5,9],momentum:1,monei:0,month:9,more:[0,1,2,4,5,10,13],most:[1,2,5,6,7,10],movement:1,mpc:1,msft:2,msi:5,msiexec:5,much:[1,2],multipl:[2,9,10],must:[2,7,9],my_algo_cod:7,my_algo_nam:7,name:[1,2,3,6,7],namespac:[1,9],nan:[1,6],nano:9,nativ:5,natur:1,naut_btc:8,nav_btc:8,navig:[3,5],ndarrai:1,necessari:5,nee:5,need:[1,2,3,5,8,9,11],neg:1,neo_eth:7,neo_ethereum_asset:7,neos_btc:8,never:2,newer:2,next:[1,2],nice:[4,13],nmc_btc:8,non:5,none:6,normal:10,note:[1,6,7],note_btc:8,notebook:1,noth:5,novemb:9,now:[1,2,5,9,10],number:[1,2,5,9,10],numer:5,numpi:[1,3,5,9,11],nxc_btc:8,nxt_btc:8,nxt_usdt:8,nxt_xmr:8,observ:5,occur:7,off:11,ohlc:1,ohlcv:10,older:2,omg_btc:8,omg_eth:8,omni:8,omni_btc:8,onc:[1,2,5,6,9],onli:[0,1,2,3,4,5,9,13],open:[1,3,5,6,10],openssl:5,oper:5,operatbl:5,optim:11,option:[1,2,5],order_id:1,order_target:1,order_target_valu:6,ordered_pip:3,org:9,organ:1,origin:9,osx:1,other:[1,2,5,8,9],otherwis:5,our:[1,3,4,5,9,13],out:[1,2,3,4,5,6,9,13],outdat:5,outlin:5,output:[1,2,4,6,13],outstand:6,overcom:8,overrid:[5,9],overview:[4,8,13],own:[2,5,7],packag:[1,6],pacman:5,page:[3,5,9,10],pair:[6,7,8,10],panda:[1,2,4,11,13],paper:3,param:1,parent:5,pars:2,part:[2,5,7],partial:5,particular:[4,5,13],pasc_btc:8,pass:[1,2,6,9],password:9,past:1,path:[2,5,10],pend:9,peopl:3,pep8:3,per:[2,10],percent:6,perf:[1,3],perf_tran:1,perform:[0,1,3,4,5,6,10,11,13],period:3,permiss:5,persist:[1,10],pickl:1,piec:[2,5],pink_btc:8,pip:3,pkg:5,place:[1,6,10],platform:[5,10,11],pleas:[4,5,13],plot:[1,6,11],plt:[1,6],png:6,point:[1,8,9],poloniex:[1,4,6,7,8,10,13],popul:[1,9],portfolio:[1,6,10],portfolio_valu:[1,6],posit:[1,6,10],possibl:[2,3,5],post:9,pot_btc:8,power:[1,6,11],ppc_btc:8,practic:3,pre:[2,5],precis:10,predict:[1,7],prefer:5,prefix:3,preload:2,prepare_chunk:10,preprocess:9,prerequisit:5,present:1,preserv:10,prevent:[2,5,9],previous:1,primari:5,print:[1,5,9],prior:1,privileg:5,probabl:1,problem:[1,2,5,9],proce:5,proceed:5,process:[1,2,7],produc:[2,5],profit:[1,4,13],program:5,progress:2,project:[4,5,11,13],prompt:5,proper:5,properli:5,protect:0,protocol:[1,8],provid:[0,1,2,4,5,6,7,10,11,13],publish:9,pull:[3,9],pun:1,purchas:6,purpos:[1,7],push:9,put:7,pycharm:9,pydata:[4,13],pyfolio:10,pylab:1,pypirc:9,pypitest:9,pyplot:[1,6],python2:[5,10],python3:10,python:[1,3,6],quandl_api_kei:2,quandl_download_attempt:2,quantit:[6,11],queri:2,question:[1,3,4,13],quick:1,quirk:5,quit:2,rads_btc:8,rais:3,ran:2,rang:[1,2],rather:[1,5],raw:[2,5],read:[1,2,5],read_pickl:1,readi:9,real:0,realist:1,reason:[2,5],rebalanc:1,receiv:2,recent:[1,2,5],recogn:5,recommend:[2,5],reconstruct:1,record:[1,6],redhat:5,redon:10,redownload:[2,6],reduc:10,refactor:3,referenc:7,refus:6,regard:[4,13],regardless:[5,6,7],regedit:5,regist:[0,2,6],registri:5,regular:5,rel:3,relat:3,relationship:2,releas:3,reli:11,remain:10,rememb:5,remot:2,remov:[3,5,9,10],renam:9,rep:5,rep_btc:8,rep_eth:8,rep_usdt:8,report:[1,3,5],repositori:[5,9,10],repres:[2,7],reproduc:2,request:[1,2,3],requir:[1,3,6,7,9],requirements_blaz:3,requirements_dev:3,requirements_doc:3,research:6,reserv:[6,8],reserve_ratio:6,reserve_valu:6,resolut:[1,4,10,13],resourc:[2,10],respect:[3,9],respons:2,rest:2,restart:10,restrict:5,restructuredtext:3,result:[1,2,5,6,7],retri:2,retriev:[6,10],rev:3,revers:10,revert:3,review:5,rhel:5,ric_btc:8,right:5,risk:[1,10],roll:1,rollup:2,root:[3,9],routin:5,row:[1,6],rst:[3,9],run_algo:1,run_algorithm:[1,7],runtim:1,same:[1,2,5,6,7,9,10],sampl:10,satisfi:5,save:[1,2,3,5],sbd_btc:8,sc_btc:8,scale:[6,10],scientif:11,scikit:1,scipi:[4,5,13],scratch:5,script:[1,9],seamless:[4,13],search:5,second:[1,5],secret:7,section:[1,3,5,7,9],secur:[4,11,13],see:[0,1,2,4,5,7,13],seek:5,select:5,self:0,sell:[1,7,10,11],separ:[1,3,5,7,8],seper:7,seri:1,seriou:1,server:[1,2,6,9],servic:2,session:5,set:[1,2,5,10],set_size_inch:6,set_ylabel:[1,6],setup:[3,6,9],setuptool:5,sever:[1,4,5,13],share:[1,4,13],sharex:[1,6],sharp:1,ship:[2,5,9],short_exposur:1,short_mavg:1,short_valu:1,shorter:1,shorts_count:1,should:[0,1,2,3,5,7,9],shourc:2,show:[1,2,6],shown:2,sid:[2,6,10],signal:2,signatur:2,similar:[5,7],simpl:1,simpli:[1,3,5],simplifi:1,simultan:10,sinc:[5,6,9],singl:[2,5,10],size:[5,10],sjcx_btc:8,skeleton:9,skip:1,sklearn:[4,13],slightli:5,smaller:5,smoothli:12,snip:6,softwar:5,solut:5,solv:[2,5],some:[1,2,3,5,7,10,11],someon:5,someth:3,sortino:1,sourc:[1,2,3,5,9,11],space:6,special:7,specif:[1,10],specifi:[1,2,6,7,9],spend:1,spent:8,sphinx:[3,9],split:[1,2],spring:11,sqliteadjustmentwrit:2,ssl:10,stabl:5,stai:9,standard:[2,3,8,10],start:[1,2,3,4,5,6,7,13],starting_cash:[1,6],starting_exposur:[1,6],starting_valu:[1,6],stat:10,state:[1,2,4,10,13],statist:[1,4,7,10,13],statsmodel:[4,13],statu:7,stdout:1,steem_btc:8,steem_eth:8,step:[1,2,5],still:[1,2,5,6],stock:[1,2],stop:[6,10],stop_pric:6,storag:[1,7,10],store:[1,2,8],str_btc:8,str_usdt:8,strat_btc:8,strategi:[1,4,13],stream:1,strictli:[2,5],string:[2,6,9],strongli:5,sty:3,style:3,subdirectori:2,subject:3,submit:3,subplot:[1,6],succe:9,succeed:6,success:[2,3],sudo:5,suffici:5,suggest:3,summar:[1,5],summari:10,suppli:[1,6],support:[1,6],suppos:[1,6],sure:5,surpris:1,suspect:3,symbol:[1,2,6],symbolnotfoundonexchang:8,sync:9,syntax:[9,10],sys_btc:8,system:[3,4,5,13],tag:9,take:[1,2,5,6,10],taken:9,tar:9,tarbal:9,target:[1,7],target_hodl_ratio:6,target_hodl_valu:6,technic:[4,13],templat:9,temporari:9,ten:1,tend:7,tens:3,term:1,termin:[1,5],test:[1,3,9,10,11],testpypi:9,tether:8,text:1,than:[1,2,3,5],thei:[1,2,9,10,11],them:[1,3,5,9],therefor:9,therein:5,thi:[0,1,2,3,5,6,7,8,9],thing:12,third:1,those:[1,3,9],though:2,three:[1,2,4,13],threshold:6,through:[0,1,2,5,6],thu:[1,5,6],tick_siz:6,ticker:2,time:[1,2,4,5,6,9,13],timestamp:[1,2,10],titl:9,tkagg:5,todai:9,togeth:1,token:7,too:1,tool:[2,3,5,9,11],top:[1,4,9,13],total:2,traceback:8,track:[1,3,10],tracker:1,trader:[1,11],trading_dai:[1,6],tradingalgorithm:[0,9],tradingcalendar:2,train:1,tran:6,transact:[1,6,10],transaction:2,transfer:8,transform:1,transit:[4,13],travi:9,treasuri:6,treasury_period_return:[1,6],trend:1,tri:[1,4,13],tst:3,tupl:2,turn:9,twice:9,two:[1,4,5,13],txt:[3,5,9],type:[5,9],typo:3,ubuntu:5,uncompress:10,under:[1,2,9],underli:1,underlin:9,underscor:8,understand:[1,5],undesir:0,unexpect:5,unit:[1,8,10],univers:[1,7],unknown:6,unlik:2,unpack:5,unregist:0,unresolv:10,untar:2,unus:3,updat:1,upgrad:[5,9],upward:1,url:9,usag:1,usd:[1,6,8],usdt:8,usdt_btc:6,usdt_btc_benchmark:6,user:[1,2,4,5,6,8,9,13],usernam:9,valid:10,valu:[1,5,6,7,10],vari:5,variabl:[1,2,6],variou:[1,2],varnam:1,vcforpython27:5,venv:5,veri:[1,2,5,6,9],verifi:[5,9],version:[1,9],via:[1,5,6,8],via_btc:8,viabl:8,victori:8,video:10,view:[3,9],virtual:5,virtualenvwrapp:3,visit:[4,13],visual:[4,5,13],volum:[1,4,6,8,10,13],volumeshareslippag:6,vrc_btc:8,vtc_btc:8,wai:[2,4,5,6,13],want:[1,2,3,6,8],warn:[6,9,10],web:9,welcom:3,well:[1,2,4,5,13],were:[3,9],what:[3,5,7,9],whatev:2,whatsnew:9,wheel:[5,9],when:[0,1,2,3,5,7,9],where:[1,2,3,4,5,7,8,12,13],which:[1,2,3,5,6,7,9,10],whitepap:[4,11,13],whitespac:3,who:3,whole:1,why:3,width:9,win:9,window:1,wish:[],within:[5,6],without:[2,5,6,7,10],workaround:10,worth:1,would:[1,2,5,9],wrap:9,write:1,written:[1,2,4,8,13],wrong:8,www:7,xbc_btc:8,xbt:7,xcp_btc:8,xem_btc:8,xmr_btc:8,xmr_usdt:8,xpm_btc:8,xrp_btc:8,xrp_usdt:8,xvc_btc:8,yahoo_equ:2,year:9,yet:1,yml:[5,10],you:[1,2,3,4,5,6,8,9,13],your:[1,2,3,4,5,6,7,9,11,13],yourself:3,yum:5,zec_btc:8,zec_eth:8,zec_usdt:8,zec_xmr:8,zero:3,ziplin:[0,2,3,4,9,11,13],zipline_root:[2,9],zlib:5,zrx_btc:8,zrx_eth:8},titles:["API Reference","Catalyst Beginner Tutorial","Data Bundles","Development Guidelines","Features","Install","Catalyst & Jupyter Notebook","Live Trading","Naming Convention","Release Process","Release Notes","Resources","Videos","Features"],titleterms:{"3rd":11,"__version__":9,"default":2,"function":0,"new":2,access:1,adjustment_writ:2,algorithm:[0,1,6,7],amazon:5,ami:5,api:[0,11],asset:0,asset_db_writ:2,authent:7,avail:2,averag:1,backtest:[0,2],basic:1,bdist:9,beginn:1,branch:3,bug:10,build:10,built:0,bundl:[0,2],cach:[0,2],calendar:[0,2],cancel:0,catalyst:[1,6],command:[0,1],commiss:0,commit:[3,9],conclus:1,conda:[5,9],content:4,contribut:3,control:0,convent:8,creat:3,cross:1,currenc:7,daily_bar_writ:2,data:[0,1,2],dev1:10,dev2:10,dev3:10,dev4:10,dev5:10,dev6:10,dev7:10,dev8:10,dev9:10,develop:3,discov:2,doc:3,docstr:3,document:[9,10],dual:1,end_sess:2,engin:0,environ:[2,3],exampl:1,exchang:7,factor:0,factori:2,featur:[4,13],file:9,first:1,fix:10,format:3,get:5,git:3,gnu:5,guidelin:3,help:5,histori:1,ingest:[1,2],instal:[5,6,12],interfac:1,jupyt:6,line:[0,1],linux:5,live:7,loader:0,maco:[5,12],matplotlib:5,messag:3,metadata:0,minute_bar_writ:2,mirror:2,miscellan:0,model:0,move:1,name:8,next:9,note:[5,9,10],notebook:6,object:0,old:2,order:0,osx:5,output_dir:2,over:1,packag:9,paramet:0,parti:11,pip:5,pipelin:0,polici:0,previou:1,price:1,process:9,pypi:9,python:9,quandl:2,quantopian:2,reader:0,refer:0,relat:11,releas:[9,10],requir:5,resourc:11,run:[0,1,2,6],schedul:0,sdist:9,show_progress:2,simul:0,slippag:0,start_sess:2,structur:3,stub:9,support:7,symbol:7,tabl:4,trade:[0,7],troubleshoot:5,tutori:1,updat:9,upload:9,util:0,version:10,video:12,virtualenv:5,wiki:2,window:[5,12],work:1,write:2,writer:0,yahoo:2}}) \ No newline at end of file diff --git a/videos.html b/videos.html index 806c1b20..aa0678c3 100644 --- a/videos.html +++ b/videos.html @@ -137,37 +137,41 @@
                                                                      • Release Notes