mirror of
https://github.com/wassname/catalyst.git
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DOC: jupyter notebook, expanded welcome & improved install notes
This commit is contained in:
Victor Grau Serrat
@@ -9,6 +9,7 @@ Table of Contents
|
||||
|
||||
install
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||||
beginner-tutorial
|
||||
jupyter
|
||||
live-trading
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||||
naming-convention
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videos
|
||||
|
||||
+114
-79
@@ -1,6 +1,13 @@
|
||||
Install
|
||||
=======
|
||||
|
||||
To get started with Catalyst, you will need to install it in your computer.
|
||||
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 <conda>`.
|
||||
|
||||
Installing with ``pip``
|
||||
-----------------------
|
||||
|
||||
@@ -9,19 +16,20 @@ Python package.
|
||||
|
||||
There are two reasons for the additional complexity:
|
||||
|
||||
1. Catalyst ships several C extensions that require access to the CPython C API.
|
||||
In order to build the C extensions, ``pip`` needs access to the CPython
|
||||
header files for your Python installation.
|
||||
1. Catalyst ships several C extensions that require access to the CPython C
|
||||
API. In order to build the C extensions, ``pip`` needs access to the
|
||||
CPython header files for your Python installation.
|
||||
|
||||
2. Catalyst depends on `numpy <http://www.numpy.org/>`_, the core library for
|
||||
numerical array computing in Python. Numpy depends on having the `LAPACK
|
||||
<http://www.netlib.org/lapack>`_ linear algebra routines available.
|
||||
|
||||
Because LAPACK and the CPython headers are non-Python dependencies, the correct
|
||||
way 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 <http://continuum.io/downloads>`_ as your Python distribution,
|
||||
you can skip to the :ref:`Installing with Conda <conda>` section.
|
||||
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 <http://continuum.io/downloads>`_ as your Python
|
||||
distribution, you can skip to the :ref:`Installing with Conda <conda>`
|
||||
section.
|
||||
|
||||
Once you've installed the necessary additional dependencies (see below for
|
||||
your particular platform), you should be able to simply run
|
||||
@@ -34,8 +42,8 @@ If you use Python for anything other than Catalyst, we **strongly** recommend
|
||||
that you install in a `virtualenv
|
||||
<https://virtualenv.readthedocs.org/en/latest>`_. The `Hitchhiker's Guide to
|
||||
Python`_ provides an `excellent tutorial on virtualenv
|
||||
<http://docs.python-guide.org/en/latest/dev/virtualenvs/>`_. Here's a summarized
|
||||
version:
|
||||
<http://docs.python-guide.org/en/latest/dev/virtualenvs/>`_. Here's a
|
||||
summarized version:
|
||||
|
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.. code-block:: bash
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||||
|
||||
@@ -44,9 +52,10 @@ version:
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||||
$ source ./catalyst-venv/bin/activate
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||||
$ pip install enigma-catalyst
|
||||
|
||||
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:
|
||||
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
|
||||
|
||||
@@ -91,12 +100,12 @@ On `Arch Linux`_, you can acquire the additional dependencies via ``pacman``:
|
||||
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
|
||||
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 <http://docs.python-guide.org/en/latest/>`_, which
|
||||
explains how to install Python with the `Homebrew`_ manager.
|
||||
to `Installing Python on OSX <http://docs.python-guide.org/en/latest/>`_,
|
||||
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:
|
||||
@@ -108,54 +117,59 @@ following brew packages:
|
||||
OSX + virtualenv + matplotlib
|
||||
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
|
||||
|
||||
A note about using matplotlib in virtual enviroments on OSX: it may be necessary to run
|
||||
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
|
||||
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 <https://matplotlib.org/faq/usage_faq.html#what-is-a-backend>`_.
|
||||
|
||||
.. _windows:
|
||||
|
||||
Windows
|
||||
~~~~~~~
|
||||
|
||||
In Windows, you will need the `Microsoft Visual C++ Compiler for Python 2.7
|
||||
<https://www.microsoft.com/en-us/download/details.aspx?id=44266>`_. 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.
|
||||
<https://www.microsoft.com/en-us/download/details.aspx?id=44266>`_. 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.
|
||||
|
||||
For windows, the easiest and best supported way to install Catalyst is to use
|
||||
:ref:`Conda <conda>`.
|
||||
|
||||
Some problems we have encountered installing the **Visual C++ Compiler** mentioned above
|
||||
are as follows:
|
||||
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:
|
||||
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``
|
||||
- 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 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)
|
||||
- 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:
|
||||
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``
|
||||
@@ -166,21 +180,22 @@ are as follows:
|
||||
Amazon Linux AMI
|
||||
~~~~~~~~~~~~~~~~
|
||||
|
||||
The packages ``pip`` and ``setuptools`` that come shipped by default are very outdated.
|
||||
Thus, you first need to run:
|
||||
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:
|
||||
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.
|
||||
Then you should follow the regular installation instructions outlined at the
|
||||
beginning of this page.
|
||||
|
||||
|
||||
Troubleshooting ``pip`` Install
|
||||
@@ -205,17 +220,24 @@ Troubleshooting ``pip`` Install
|
||||
----
|
||||
|
||||
**Issue**:
|
||||
Package enigma-catalyst cannot still be found, even after upgrading pip (see above), with an error similar to:
|
||||
Package enigma-catalyst cannot still be found, even after upgrading pip
|
||||
(see above), with an error similar to:
|
||||
|
||||
.. code-block:: bash
|
||||
|
||||
Downloading/unpacking enigma-catalyst
|
||||
Could not find a version that satisfies the requirement enigma-catalyst (from versions: 0.1.dev9, 0.2.dev2, 0.1.dev4, 0.1.dev5, 0.1.dev3, 0.2.dev1, 0.1.dev8, 0.1.dev6)
|
||||
Could not find a version that satisfies the requirement enigma-catalyst
|
||||
(from versions: 0.1.dev9, 0.2.dev2, 0.1.dev4, 0.1.dev5, 0.1.dev3,
|
||||
0.2.dev1, 0.1.dev8, 0.1.dev6)
|
||||
Cleaning up...
|
||||
No distributions matching the version for enigma-catalyst
|
||||
|
||||
**Solution**:
|
||||
In some systems (this error has been reported in Ubuntu), pip is configured to only find stable versions by default. Since Catalyst is in alpha version, pip cannot find a matching version that satisfies the installation requirements. The solution is to include the `--pre` flag to include pre-release and development versions:
|
||||
In some systems (this error has been reported in Ubuntu), pip is configured
|
||||
to only find stable versions by default. Since Catalyst is in alpha
|
||||
version, pip cannot find a matching version that satisfies the installation
|
||||
requirements. The solution is to include the `--pre` flag to include
|
||||
pre-release and development versions:
|
||||
|
||||
.. code-block:: bash
|
||||
|
||||
@@ -251,10 +273,14 @@ Troubleshooting ``pip`` Install
|
||||
----
|
||||
|
||||
**Issue**:
|
||||
Installation fails with error: ``fatal error: Python.h: No such file or directory``
|
||||
Installation fails with error:
|
||||
``fatal error: Python.h: No such file or directory``
|
||||
|
||||
**Solution**:
|
||||
Some systems (this issue has been reported in Ubuntu) require `python-dev` for the proper build and installation of package dependencies. The solution is to install python-dev, which is independent of the virtual environment. In Ubuntu, you would need to run:
|
||||
Some systems (this issue has been reported in Ubuntu) require `python-dev`
|
||||
for the proper build and installation of package dependencies. The solution
|
||||
is to install python-dev, which is independent of the virtual environment.
|
||||
In Ubuntu, you would need to run:
|
||||
|
||||
.. code-block:: bash
|
||||
|
||||
@@ -272,36 +298,41 @@ comes as part of Continuum Analytics' `Anaconda
|
||||
|
||||
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.
|
||||
``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 need 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 <http://conda.pydata.org/docs/download.html>`_. Alternatively, you
|
||||
can install MiniConda, which is a smaller footprint (fewer packages and smaller
|
||||
size) than its big brother Anaconda, but it still contains all the main packages
|
||||
needed. To install MiniConda, you can follow these steps:
|
||||
Documentation <http://conda.pydata.org/docs/download.html>`_. Alternatively,
|
||||
you can install MiniConda, which is a smaller footprint (fewer packages and
|
||||
smaller size) than its big brother Anaconda, but it still contains all the
|
||||
main packages needed. To install MiniConda, you can follow these steps:
|
||||
|
||||
1. Download `MiniConda <https://conda.io/miniconda.html>`_. Select Python 2.7 for
|
||||
your Operating System.
|
||||
2. Install MiniConda. See the `Installation Instructions <https://conda.io/docs/user-guide/install/index.html>`_
|
||||
if you need help.
|
||||
3. Ensure the correct installation by running ``conda list`` in a Terminal window,
|
||||
which should print the list of packages installed with Conda.
|
||||
1. Download `MiniConda <https://conda.io/miniconda.html>`_. Select Python 2.7
|
||||
for your Operating System.
|
||||
2. Install MiniConda. See the `Installation Instructions
|
||||
<https://conda.io/docs/user-guide/install/index.html>`_ if you need help.
|
||||
3. Ensure the correct installation by running ``conda list`` in a Terminal
|
||||
window, which should print the list of packages installed with Conda.
|
||||
|
||||
Once either Conda or MiniConda has been set up you can install Catalyst:
|
||||
|
||||
1. Download the file `python2.7-environment.yml <https://github.com/enigmampc/catalyst/blob/master/etc/python2.7-environment.yml>`_.
|
||||
2. Open a Terminal window and enter [``cd/dir``] into the directory where you saved
|
||||
the above ``python2.7-environment.yml`` file.
|
||||
1. Download the file `python2.7-environment.yml
|
||||
<https://github.com/enigmampc/catalyst/blob/master/etc/python2.7-environment.yml>`_.
|
||||
2. Open a Terminal window and enter [``cd/dir``] into the directory where you
|
||||
saved the above ``python2.7-environment.yml`` file.
|
||||
3. Install using this file. This step can take about 5-10 minutes to install.
|
||||
|
||||
.. code-block:: bash
|
||||
|
||||
conda env create -f python2.7-environment.yml
|
||||
|
||||
4. Activate the environment (which you need to do every time you start a new session
|
||||
to run Catalyst):
|
||||
4. Activate the environment (which you need to do every time you start a new
|
||||
session to run Catalyst):
|
||||
|
||||
**Linux or OSX:**
|
||||
|
||||
@@ -320,8 +351,9 @@ Congratulations! You now have Catalyst installed.
|
||||
Troubleshooting ``conda`` Install
|
||||
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
||||
|
||||
If the command ``conda env create -f python2.7-environment.yml`` in step 3 above failed
|
||||
for any reason, you can try setting up the environment manually with the following steps:
|
||||
If the command ``conda env create -f python2.7-environment.yml`` in step 3
|
||||
above failed for any reason, you can try setting up the environment manually
|
||||
with the following steps:
|
||||
|
||||
1. Create the environment:
|
||||
|
||||
@@ -352,20 +384,23 @@ for any reason, you can try setting up the environment manually with the followi
|
||||
Getting Help
|
||||
------------
|
||||
|
||||
If after following the instructions above, and going through the *Troubleshooting* sections,
|
||||
you still experience problems installing Catalyst, you can seek additional help through the
|
||||
following channels:
|
||||
If after following the instructions above, and going through the
|
||||
*Troubleshooting* sections, you still experience problems installing Catalyst,
|
||||
you can seek additional help through the following channels:
|
||||
|
||||
- Join our `Discord community <https://discord.gg/SJK32GY>`_, and head over the #catalyst_dev
|
||||
channel where many other users (as well as the project developers) hang out, and can assist
|
||||
you with your particular issue. The more descriptive and the more information you can provide,
|
||||
the easiest will be for others to help you out.
|
||||
- Join our `Discord community <https://discord.gg/SJK32GY>`_, and head over
|
||||
the #catalyst_dev channel where many other users (as well as the project
|
||||
developers) hang out, and can assist you with your particular issue. The
|
||||
more descriptive and the more information you can provide, the easiest will
|
||||
be for others to help you out.
|
||||
|
||||
- Report the problem you are experiencing on our
|
||||
`GitHub repository <https://github.com/enigmampc/catalyst/issues>`_ following the guidelines
|
||||
provided therein. Before you do so, take a moment to browse through all `previous reported issues
|
||||
<https://github.com/enigmampc/catalyst/issues?utf8=%E2%9C%93&q=is%3Aissue>`_ in the likely case
|
||||
that someone else experienced that same issue before, and you get a hint on how to solve it.
|
||||
`GitHub repository <https://github.com/enigmampc/catalyst/issues>`_
|
||||
following the guidelines provided therein. Before you do so, take a moment
|
||||
to browse through all `previous reported issues
|
||||
<https://github.com/enigmampc/catalyst/issues?utf8=%E2%9C%93&q=is%3Aissue>`_
|
||||
in the likely case that someone else experienced that same issue before,
|
||||
and you get a hint on how to solve it.
|
||||
|
||||
|
||||
.. _`Debian-derived`: https://www.debian.org/misc/children-distros
|
||||
|
||||
@@ -2,6 +2,23 @@
|
||||
Release Notes
|
||||
=============
|
||||
|
||||
Version 0.3.4
|
||||
^^^^^^^^^^^^^
|
||||
**Release Date**: 2017-10-31
|
||||
|
||||
Bug Fixes
|
||||
~~~~~~~~~
|
||||
|
||||
- Fixed issue with auto-ingestion of minute data
|
||||
- Fixed issue with sell orders in backtesting
|
||||
- Fixed data frequency issues with data.history() in backtesting
|
||||
|
||||
|
||||
Build
|
||||
~~~~~
|
||||
|
||||
- Added more unit tests
|
||||
|
||||
Version 0.3.3
|
||||
^^^^^^^^^^^^^
|
||||
**Release Date**: 2017-10-26
|
||||
@@ -57,6 +74,12 @@ Version 0.3
|
||||
^^^^^^^^^^^
|
||||
**Release Date**: 2017-10-20
|
||||
|
||||
- Standardized live and backtesting syntax
|
||||
- Added a repository for historical data
|
||||
- Added supported for multiple exchanges per algorithm
|
||||
- Added a standardized dictionary of symbols for each exchange
|
||||
- Added auto-ingestion of bundle data while backtesting
|
||||
- Bug fixes
|
||||
|
||||
|
||||
Version 0.2.dev5
|
||||
|
||||
+20
-5
@@ -1,9 +1,22 @@
|
||||
.. image:: https://s3.amazonaws.com/enigmaco-docs/enigma-catalyst.jpg
|
||||
|
|
||||
Catalyst is a data-driven crypto investment platform. It supports both
|
||||
backtesting and live-trading in a number of different crypto-exchanges.
|
||||
Catalyst empowers users to share and curate data and build profitable,
|
||||
data-driven investment strategies.
|
||||
Catalyst is an algorithmic trading library for crypto-assets written in Python.
|
||||
It allows trading strategies to be easily expressed and backtested against
|
||||
historical data (with daily and minute resolution), providing analytics and
|
||||
insights regarding a particular strategy's performance. Catalyst also supports
|
||||
live-trading of crypto-assets starting with three exchanges (Bitfinex, Bittrex,
|
||||
and Poloniex) with more being added over time. Catalyst empowers users to share
|
||||
and curate data and build profitable, data-driven investment strategies. Please
|
||||
visit `enigma.co <https://www.enigma.co>`_ to learn more about Catalyst, or
|
||||
refer to the `whitepaper <https://www.enigma.co/enigma_catalyst.pdf>`_ for
|
||||
further technical details.
|
||||
|
||||
Catalyst builds on top of the well-established
|
||||
`Zipline <https://github.com/quantopian/zipline>`_ project. We did our best to
|
||||
minimize structural changes to the general API to maximize compatibility with
|
||||
existing trading algorithms, developer knowledge, and tutorials. Join us on
|
||||
`Discord <https://discord.gg/SJK32GY>`_ where we have a *#catalyst_dev* channel
|
||||
for questions around Catalyst, algorithmic trading and technical support.
|
||||
|
||||
Features
|
||||
========
|
||||
@@ -25,4 +38,6 @@ Features
|
||||
integrate nicely into the existing PyData eco-system.
|
||||
- Statistic and machine learning libraries like matplotlib, scipy,
|
||||
statsmodels, and sklearn support development, analysis, and
|
||||
visualization of state-of-the-art trading systems.
|
||||
visualization of state-of-the-art trading systems.
|
||||
- Addition of Bitcoin price (btc_usdt) as a benchmark for comparing
|
||||
performance across trading algorithms.
|
||||
+13
-3
@@ -104,6 +104,11 @@
|
||||
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#conclusions">Conclusions</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="jupyter.html">Catalyst & Jupyter Notebook</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="jupyter.html#install">Install</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="jupyter.html#running-algorithms">Running Algorithms</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="live-trading.html">Live Trading</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#supported-exchanges">Supported Exchanges</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#authentication">Authentication</a></li>
|
||||
@@ -130,18 +135,23 @@
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="releases.html">Release Notes</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-3">Version 0.3.3</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-4">Version 0.3.4</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#bug-fixes">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#build">Build</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-2">Version 0.3.2</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-3">Version 0.3.3</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id1">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">Build</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-1">Version 0.3.1</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-2">Version 0.3.2</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id3">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id4">Build</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-1">Version 0.3.1</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id5">Bug Fixes</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3">Version 0.3</a></li>
|
||||
|
||||
@@ -119,6 +119,10 @@
|
||||
<li class="toctree-l2"><a class="reference internal" href="videos.html#installation-windows">Installation: Windows</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="resources.html">Resources</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="resources.html#related-3rd-party-apis">Related 3rd Party APIs</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="development-guidelines.html">Development Guidelines</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#creating-a-development-environment">Creating a Development Environment</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#git-branching-structure">Git Branching Structure</a></li>
|
||||
|
||||
@@ -117,6 +117,10 @@
|
||||
<li class="toctree-l2"><a class="reference internal" href="videos.html#installation-windows">Installation: Windows</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="resources.html">Resources</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="resources.html#related-3rd-party-apis">Related 3rd Party APIs</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="development-guidelines.html">Development Guidelines</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#creating-a-development-environment">Creating a Development Environment</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#git-branching-structure">Git Branching Structure</a></li>
|
||||
|
||||
@@ -32,7 +32,7 @@
|
||||
|
||||
<link rel="top" title="Catalyst 0.3 documentation" href="index.html"/>
|
||||
<link rel="next" title="Release Notes" href="releases.html"/>
|
||||
<link rel="prev" title="Videos" href="videos.html"/>
|
||||
<link rel="prev" title="Resources" href="resources.html"/>
|
||||
|
||||
|
||||
<script src="_static/js/modernizr.min.js"></script>
|
||||
@@ -119,6 +119,10 @@
|
||||
<li class="toctree-l2"><a class="reference internal" href="videos.html#installation-windows">Installation: Windows</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="resources.html">Resources</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="resources.html#related-3rd-party-apis">Related 3rd Party APIs</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1 current"><a class="current reference internal" href="">Development Guidelines</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="#creating-a-development-environment">Creating a Development Environment</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="#git-branching-structure">Git Branching Structure</a></li>
|
||||
@@ -289,7 +293,7 @@ the algorithm has little cash on hand.
|
||||
<a href="releases.html" class="btn btn-neutral float-right" title="Release Notes" accesskey="n">Next <span class="fa fa-arrow-circle-right"></span></a>
|
||||
|
||||
|
||||
<a href="videos.html" class="btn btn-neutral" title="Videos" accesskey="p"><span class="fa fa-arrow-circle-left"></span> Previous</a>
|
||||
<a href="resources.html" class="btn btn-neutral" title="Resources" accesskey="p"><span class="fa fa-arrow-circle-left"></span> Previous</a>
|
||||
|
||||
</div>
|
||||
|
||||
|
||||
+13
-3
@@ -105,6 +105,11 @@
|
||||
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#conclusions">Conclusions</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="jupyter.html">Catalyst & Jupyter Notebook</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="jupyter.html#install">Install</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="jupyter.html#running-algorithms">Running Algorithms</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="live-trading.html">Live Trading</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#supported-exchanges">Supported Exchanges</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#authentication">Authentication</a></li>
|
||||
@@ -131,18 +136,23 @@
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="releases.html">Release Notes</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-3">Version 0.3.3</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-4">Version 0.3.4</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#bug-fixes">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#build">Build</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-2">Version 0.3.2</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-3">Version 0.3.3</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id1">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">Build</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-1">Version 0.3.1</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-2">Version 0.3.2</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id3">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id4">Build</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-1">Version 0.3.1</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id5">Bug Fixes</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3">Version 0.3</a></li>
|
||||
|
||||
+32
-7
@@ -105,6 +105,11 @@
|
||||
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#conclusions">Conclusions</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="jupyter.html">Catalyst & Jupyter Notebook</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="jupyter.html#install">Install</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="jupyter.html#running-algorithms">Running Algorithms</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="live-trading.html">Live Trading</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#supported-exchanges">Supported Exchanges</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#authentication">Authentication</a></li>
|
||||
@@ -131,18 +136,23 @@
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="releases.html">Release Notes</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-3">Version 0.3.3</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-4">Version 0.3.4</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#bug-fixes">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#build">Build</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-2">Version 0.3.2</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-3">Version 0.3.3</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id1">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">Build</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-1">Version 0.3.1</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-2">Version 0.3.2</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id3">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id4">Build</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-1">Version 0.3.1</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id5">Bug Fixes</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3">Version 0.3</a></li>
|
||||
@@ -198,10 +208,22 @@
|
||||
<div class="line-block">
|
||||
<div class="line"><br /></div>
|
||||
</div>
|
||||
<p>Catalyst is a data-driven crypto investment platform. It supports both
|
||||
backtesting and live-trading in a number of different crypto-exchanges.
|
||||
Catalyst empowers users to share and curate data and build profitable,
|
||||
data-driven investment strategies.</p>
|
||||
<p>Catalyst is an algorithmic trading library for crypto-assets written in Python.
|
||||
It allows trading strategies to be easily expressed and backtested against
|
||||
historical data (with daily and minute resolution), providing analytics and
|
||||
insights regarding a particular strategy’s performance. Catalyst also supports
|
||||
live-trading of crypto-assets starting with three exchanges (Bitfinex, Bittrex,
|
||||
and Poloniex) with more being added over time. Catalyst empowers users to share
|
||||
and curate data and build profitable, data-driven investment strategies. Please
|
||||
visit <a class="reference external" href="https://www.enigma.co">enigma.co</a> to learn more about Catalyst, or
|
||||
refer to the <a class="reference external" href="https://www.enigma.co/enigma_catalyst.pdf">whitepaper</a> for
|
||||
further technical details.</p>
|
||||
<p>Catalyst builds on top of the well-established
|
||||
<a class="reference external" href="https://github.com/quantopian/zipline">Zipline</a> project. We did our best to
|
||||
minimize structural changes to the general API to maximize compatibility with
|
||||
existing trading algorithms, developer knowledge, and tutorials. Join us on
|
||||
<a class="reference external" href="https://discord.gg/SJK32GY">Discord</a> where we have a <em>#catalyst_dev</em> channel
|
||||
for questions around Catalyst, algorithmic trading and technical support.</p>
|
||||
<div class="section" id="features">
|
||||
<h1>Features<a class="headerlink" href="#features" title="Permalink to this headline">¶</a></h1>
|
||||
<ul class="simple">
|
||||
@@ -223,6 +245,8 @@ integrate nicely into the existing PyData eco-system.</li>
|
||||
<li>Statistic and machine learning libraries like matplotlib, scipy,
|
||||
statsmodels, and sklearn support development, analysis, and
|
||||
visualization of state-of-the-art trading systems.</li>
|
||||
<li>Addition of Bitcoin price (btc_usdt) as a benchmark for comparing
|
||||
performance across trading algorithms.</li>
|
||||
</ul>
|
||||
<div class="line-block">
|
||||
<div class="line"><br /></div>
|
||||
@@ -234,6 +258,7 @@ visualization of state-of-the-art trading systems.</li>
|
||||
<ul>
|
||||
<li class="toctree-l1"><a class="reference internal" href="install.html">Install</a></li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="beginner-tutorial.html">Catalyst Beginner Tutorial</a></li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="jupyter.html">Catalyst & Jupyter Notebook</a></li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="live-trading.html">Live Trading</a></li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="naming-convention.html">Naming Convention</a></li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="videos.html">Videos</a></li>
|
||||
|
||||
+113
-78
@@ -119,6 +119,10 @@
|
||||
<li class="toctree-l2"><a class="reference internal" href="videos.html#installation-windows">Installation: Windows</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="resources.html">Resources</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="resources.html#related-3rd-party-apis">Related 3rd Party APIs</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="development-guidelines.html">Development Guidelines</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#creating-a-development-environment">Creating a Development Environment</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#git-branching-structure">Git Branching Structure</a></li>
|
||||
@@ -193,23 +197,30 @@
|
||||
|
||||
<div class="section" id="install">
|
||||
<h1>Install<a class="headerlink" href="#install" title="Permalink to this headline">¶</a></h1>
|
||||
<p>To get started with Catalyst, you will need to install it in your computer.
|
||||
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 <code class="docutils literal"><span class="pre">Conda</span></code> 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 <a class="reference internal" href="#conda"><span>Installing with Conda</span></a>.</p>
|
||||
<div class="section" id="installing-with-pip">
|
||||
<h2>Installing with <code class="docutils literal"><span class="pre">pip</span></code><a class="headerlink" href="#installing-with-pip" title="Permalink to this headline">¶</a></h2>
|
||||
<p>Installing Catalyst via <code class="docutils literal"><span class="pre">pip</span></code> is slightly more involved than the average
|
||||
Python package.</p>
|
||||
<p>There are two reasons for the additional complexity:</p>
|
||||
<ol class="arabic simple">
|
||||
<li>Catalyst ships several C extensions that require access to the CPython C API.
|
||||
In order to build the C extensions, <code class="docutils literal"><span class="pre">pip</span></code> needs access to the CPython
|
||||
header files for your Python installation.</li>
|
||||
<li>Catalyst ships several C extensions that require access to the CPython C
|
||||
API. In order to build the C extensions, <code class="docutils literal"><span class="pre">pip</span></code> needs access to the
|
||||
CPython header files for your Python installation.</li>
|
||||
<li>Catalyst depends on <a class="reference external" href="http://www.numpy.org/">numpy</a>, the core library for
|
||||
numerical array computing in Python. Numpy depends on having the <a class="reference external" href="http://www.netlib.org/lapack">LAPACK</a> linear algebra routines available.</li>
|
||||
</ol>
|
||||
<p>Because LAPACK and the CPython headers are non-Python dependencies, the correct
|
||||
way 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 <a class="reference external" href="http://continuum.io/downloads">Anaconda</a> as your Python distribution,
|
||||
you can skip to the <a class="reference internal" href="#conda"><span>Installing with Conda</span></a> section.</p>
|
||||
<p>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 <a class="reference external" href="http://continuum.io/downloads">Anaconda</a> as your Python
|
||||
distribution, you can skip to the <a class="reference internal" href="#conda"><span>Installing with Conda</span></a>
|
||||
section.</p>
|
||||
<p>Once you’ve installed the necessary additional dependencies (see below for
|
||||
your particular platform), you should be able to simply run</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip install enigma-catalyst
|
||||
@@ -217,17 +228,18 @@ your particular platform), you should be able to simply run</p>
|
||||
</div>
|
||||
<p>If you use Python for anything other than Catalyst, we <strong>strongly</strong> recommend
|
||||
that you install in a <a class="reference external" href="https://virtualenv.readthedocs.org/en/latest">virtualenv</a>. The <a class="reference external" href="http://docs.python-guide.org/en/latest/">Hitchhiker’s Guide to
|
||||
Python</a> provides an <a class="reference external" href="http://docs.python-guide.org/en/latest/dev/virtualenvs/">excellent tutorial on virtualenv</a>. Here’s a summarized
|
||||
version:</p>
|
||||
Python</a> provides an <a class="reference external" href="http://docs.python-guide.org/en/latest/dev/virtualenvs/">excellent tutorial on virtualenv</a>. Here’s a
|
||||
summarized version:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip install virtualenv
|
||||
<span class="nv">$ </span>virtualenv catalyst-venv
|
||||
<span class="nv">$ </span><span class="nb">source</span> ./catalyst-venv/bin/activate
|
||||
<span class="nv">$ </span>pip install enigma-catalyst
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>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:</p>
|
||||
<p>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:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip install matplotlib
|
||||
</pre></div>
|
||||
</div>
|
||||
@@ -251,12 +263,12 @@ dependencies:</p>
|
||||
</div>
|
||||
<div class="section" id="osx">
|
||||
<h3>OSX<a class="headerlink" href="#osx" title="Permalink to this headline">¶</a></h3>
|
||||
<p>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
|
||||
<p>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 <a class="reference external" href="http://docs.python-guide.org/en/latest/">Hitchhiker’s Guide to Python</a> provides an excellent guide
|
||||
to <a class="reference external" href="http://docs.python-guide.org/en/latest/">Installing Python on OSX</a>, which
|
||||
explains how to install Python with the <a class="reference external" href="http://brew.sh">Homebrew</a> manager.</p>
|
||||
to <a class="reference external" href="http://docs.python-guide.org/en/latest/">Installing Python on OSX</a>,
|
||||
which explains how to install Python with the <a class="reference external" href="http://brew.sh">Homebrew</a> manager.</p>
|
||||
<p>Assuming you’ve installed Python with Homebrew, you’ll also likely need the
|
||||
following brew packages:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>brew install freetype pkg-config gcc openssl
|
||||
@@ -264,39 +276,43 @@ following brew packages:</p>
|
||||
</div>
|
||||
<div class="section" id="osx-virtualenv-matplotlib">
|
||||
<h4>OSX + virtualenv + matplotlib<a class="headerlink" href="#osx-virtualenv-matplotlib" title="Permalink to this headline">¶</a></h4>
|
||||
<p>A note about using matplotlib in virtual enviroments on OSX: it may be necessary to run</p>
|
||||
<p>A note about using matplotlib in virtual enviroments on OSX: it may be
|
||||
necessary to run</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nb">echo</span> <span class="s2">"backend: TkAgg"</span> > ~/.matplotlib/matplotlibrc
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>in order to override the default <code class="docutils literal"><span class="pre">macosx</span></code> 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
|
||||
<p>in order to override the default <code class="docutils literal"><span class="pre">macosx</span></code> 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
|
||||
<a class="reference external" href="https://matplotlib.org/faq/usage_faq.html#what-is-a-backend">matplotlib backend documentation</a>.</p>
|
||||
</div>
|
||||
</div>
|
||||
<div class="section" id="windows">
|
||||
<h3>Windows<a class="headerlink" href="#windows" title="Permalink to this headline">¶</a></h3>
|
||||
<p>In Windows, you will need the <a class="reference external" href="https://www.microsoft.com/en-us/download/details.aspx?id=44266">Microsoft Visual C++ Compiler for Python 2.7</a>. 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.</p>
|
||||
<span id="id1"></span><h3>Windows<a class="headerlink" href="#windows" title="Permalink to this headline">¶</a></h3>
|
||||
<p>In Windows, you will need the <a class="reference external" href="https://www.microsoft.com/en-us/download/details.aspx?id=44266">Microsoft Visual C++ Compiler for Python 2.7</a>. 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.</p>
|
||||
<p>For windows, the easiest and best supported way to install Catalyst is to use
|
||||
<a class="reference internal" href="#conda"><span>Conda</span></a>.</p>
|
||||
<p>Some problems we have encountered installing the <strong>Visual C++ Compiler</strong> mentioned above
|
||||
are as follows:</p>
|
||||
<p>Some problems we have encountered installing the <strong>Visual C++ Compiler</strong>
|
||||
mentioned above are as follows:</p>
|
||||
<ul>
|
||||
<li><p class="first"><strong>The system administrator has set policies to prevent this installation</strong>.</p>
|
||||
<p>In some systems, there is a default <em>Windows Software Restriction</em> policy that
|
||||
prevents the installation of some software packages like this one. You’ll have
|
||||
to change the Registry to circumvent this:</p>
|
||||
<p>In some systems, there is a default <em>Windows Software Restriction</em> policy
|
||||
that prevents the installation of some software packages like this one.
|
||||
You’ll have to change the Registry to circumvent this:</p>
|
||||
<ul class="simple">
|
||||
<li>Click <code class="docutils literal"><span class="pre">Start</span></code>, and search for <code class="docutils literal"><span class="pre">regedit</span></code> and launch the <code class="docutils literal"><span class="pre">Registry</span> <span class="pre">Editor</span></code></li>
|
||||
<li>Click <code class="docutils literal"><span class="pre">Start</span></code>, and search for <code class="docutils literal"><span class="pre">regedit</span></code> and launch the
|
||||
<code class="docutils literal"><span class="pre">Registry</span> <span class="pre">Editor</span></code></li>
|
||||
<li>Navigate to the following folder:
|
||||
<code class="docutils literal"><span class="pre">HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\Installer</span></code></li>
|
||||
<li>If there is an entry for <code class="docutils literal"><span class="pre">DisableMSI</span></code>, set the Value data to 0.</li>
|
||||
<li>If there is no such entry, click on the <code class="docutils literal"><span class="pre">Edit</span></code> menu -> <code class="docutils literal"><span class="pre">New</span></code> -> <code class="docutils literal"><span class="pre">DWORD</span> <span class="pre">(32-bit)</span> <span class="pre">Value</span></code>
|
||||
and enter <code class="docutils literal"><span class="pre">DisableMSI</span></code> as the Name (and by default you get 0 as the Value Data)</li>
|
||||
<li>If there is no such entry, click on the <code class="docutils literal"><span class="pre">Edit</span></code> menu -> <code class="docutils literal"><span class="pre">New</span></code> ->
|
||||
<code class="docutils literal"><span class="pre">DWORD</span> <span class="pre">(32-bit)</span> <span class="pre">Value</span></code> and enter <code class="docutils literal"><span class="pre">DisableMSI</span></code> as the Name (and by
|
||||
default you get 0 as the Value Data)</li>
|
||||
</ul>
|
||||
</li>
|
||||
</ul>
|
||||
@@ -306,9 +322,9 @@ and enter <code class="docutils literal"><span class="pre">DisableMSI</span></co
|
||||
<ul>
|
||||
<li><p class="first"><strong>The installer has encountered an unexpected error installing this package.
|
||||
This may indicate a problem with this package. The error code is 2503.</strong></p>
|
||||
<p>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:</p>
|
||||
<p>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:</p>
|
||||
<ul class="simple">
|
||||
<li>Click <code class="docutils literal"><span class="pre">Start</span></code> and find <code class="docutils literal"><span class="pre">CMD</span></code> or <code class="docutils literal"><span class="pre">Command</span> <span class="pre">Prompt</span></code></li>
|
||||
<li>Right click on it and choose <code class="docutils literal"><span class="pre">Run</span> <span class="pre">as</span> <span class="pre">administrator</span></code></li>
|
||||
@@ -320,17 +336,18 @@ install this package with administrator privileges:</p>
|
||||
</div>
|
||||
<div class="section" id="amazon-linux-ami">
|
||||
<h3>Amazon Linux AMI<a class="headerlink" href="#amazon-linux-ami" title="Permalink to this headline">¶</a></h3>
|
||||
<p>The packages <code class="docutils literal"><span class="pre">pip</span></code> and <code class="docutils literal"><span class="pre">setuptools</span></code> that come shipped by default are very outdated.
|
||||
Thus, you first need to run:</p>
|
||||
<p>The packages <code class="docutils literal"><span class="pre">pip</span></code> and <code class="docutils literal"><span class="pre">setuptools</span></code> that come shipped by default are very
|
||||
outdated. Thus, you first need to run:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre>pip install --upgrade pip setuptools
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>The default installation is also missing the C and C++ compilers, which you install by:</p>
|
||||
<p>The default installation is also missing the C and C++ compilers, which you
|
||||
install by:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre>sudo yum install gcc gcc-c++
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>Then you should follow the regular installation instructions outlined at the beginning
|
||||
of this page.</p>
|
||||
<p>Then you should follow the regular installation instructions outlined at the
|
||||
beginning of this page.</p>
|
||||
</div>
|
||||
<div class="section" id="troubleshooting-pip-install">
|
||||
<h3>Troubleshooting <code class="docutils literal"><span class="pre">pip</span></code> Install<a class="headerlink" href="#troubleshooting-pip-install" title="Permalink to this headline">¶</a></h3>
|
||||
@@ -351,16 +368,23 @@ of this page.</p>
|
||||
<hr class="docutils" />
|
||||
<dl class="docutils">
|
||||
<dt><strong>Issue</strong>:</dt>
|
||||
<dd><p class="first">Package enigma-catalyst cannot still be found, even after upgrading pip (see above), with an error similar to:</p>
|
||||
<dd><p class="first">Package enigma-catalyst cannot still be found, even after upgrading pip
|
||||
(see above), with an error similar to:</p>
|
||||
<div class="last highlight-bash"><div class="highlight"><pre>Downloading/unpacking enigma-catalyst
|
||||
Could not find a version that satisfies the requirement enigma-catalyst <span class="o">(</span>from versions: 0.1.dev9, 0.2.dev2, 0.1.dev4, 0.1.dev5, 0.1.dev3, 0.2.dev1, 0.1.dev8, 0.1.dev6<span class="o">)</span>
|
||||
Could not find a version that satisfies the requirement enigma-catalyst
|
||||
<span class="o">(</span>from versions: 0.1.dev9, 0.2.dev2, 0.1.dev4, 0.1.dev5, 0.1.dev3,
|
||||
0.2.dev1, 0.1.dev8, 0.1.dev6<span class="o">)</span>
|
||||
Cleaning up...
|
||||
No distributions matching the version <span class="k">for</span> enigma-catalyst
|
||||
</pre></div>
|
||||
</div>
|
||||
</dd>
|
||||
<dt><strong>Solution</strong>:</dt>
|
||||
<dd><p class="first">In some systems (this error has been reported in Ubuntu), pip is configured to only find stable versions by default. Since Catalyst is in alpha version, pip cannot find a matching version that satisfies the installation requirements. The solution is to include the <cite>–pre</cite> flag to include pre-release and development versions:</p>
|
||||
<dd><p class="first">In some systems (this error has been reported in Ubuntu), pip is configured
|
||||
to only find stable versions by default. Since Catalyst is in alpha
|
||||
version, pip cannot find a matching version that satisfies the installation
|
||||
requirements. The solution is to include the <cite>–pre</cite> flag to include
|
||||
pre-release and development versions:</p>
|
||||
<div class="last highlight-bash"><div class="highlight"><pre>pip install --pre enigma-catalyst
|
||||
</pre></div>
|
||||
</div>
|
||||
@@ -393,9 +417,13 @@ install all the required dependencies by running:</p>
|
||||
<hr class="docutils" />
|
||||
<dl class="docutils">
|
||||
<dt><strong>Issue</strong>:</dt>
|
||||
<dd>Installation fails with error: <code class="docutils literal"><span class="pre">fatal</span> <span class="pre">error:</span> <span class="pre">Python.h:</span> <span class="pre">No</span> <span class="pre">such</span> <span class="pre">file</span> <span class="pre">or</span> <span class="pre">directory</span></code></dd>
|
||||
<dd>Installation fails with error:
|
||||
<code class="docutils literal"><span class="pre">fatal</span> <span class="pre">error:</span> <span class="pre">Python.h:</span> <span class="pre">No</span> <span class="pre">such</span> <span class="pre">file</span> <span class="pre">or</span> <span class="pre">directory</span></code></dd>
|
||||
<dt><strong>Solution</strong>:</dt>
|
||||
<dd><p class="first">Some systems (this issue has been reported in Ubuntu) require <cite>python-dev</cite> for the proper build and installation of package dependencies. The solution is to install python-dev, which is independent of the virtual environment. In Ubuntu, you would need to run:</p>
|
||||
<dd><p class="first">Some systems (this issue has been reported in Ubuntu) require <cite>python-dev</cite>
|
||||
for the proper build and installation of package dependencies. The solution
|
||||
is to install python-dev, which is independent of the virtual environment.
|
||||
In Ubuntu, you would need to run:</p>
|
||||
<div class="last highlight-bash"><div class="highlight"><pre>sudo apt-get install python-dev
|
||||
</pre></div>
|
||||
</div>
|
||||
@@ -409,36 +437,39 @@ install all the required dependencies by running:</p>
|
||||
comes as part of Continuum Analytics’ <a class="reference external" href="http://continuum.io/downloads">Anaconda</a> distribution.</p>
|
||||
<p>The primary advantage of using Conda over <code class="docutils literal"><span class="pre">pip</span></code> is that conda natively
|
||||
understands the complex binary dependencies of packages like <code class="docutils literal"><span class="pre">numpy</span></code> and
|
||||
<code class="docutils literal"><span class="pre">scipy</span></code>. This means that <code class="docutils literal"><span class="pre">conda</span></code> can install Catalyst and its dependencies
|
||||
without requiring the use of a second tool to acquire Catalyst’s non-Python
|
||||
dependencies.</p>
|
||||
<code class="docutils literal"><span class="pre">scipy</span></code>. This means that <code class="docutils literal"><span class="pre">conda</span></code> can install Catalyst and its
|
||||
dependencies without requiring the use of a second tool to acquire Catalyst’s
|
||||
non-Python dependencies.</p>
|
||||
<blockquote>
|
||||
<div>For Windows, you will need the <em>Microsoft Visual C++ Compiler for Python
|
||||
2.7</em>. Follow the instructions on the <a class="reference internal" href="#windows"><span>Windows</span></a> section and come back
|
||||
here.</div></blockquote>
|
||||
<p>For instructions on how to install <code class="docutils literal"><span class="pre">conda</span></code>, see the <a class="reference external" href="http://conda.pydata.org/docs/download.html">Conda Installation
|
||||
Documentation</a>. 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:</p>
|
||||
Documentation</a>. 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:</p>
|
||||
<ol class="arabic simple">
|
||||
<li>Download <a class="reference external" href="https://conda.io/miniconda.html">MiniConda</a>. Select Python 2.7 for
|
||||
your Operating System.</li>
|
||||
<li>Install MiniConda. See the <a class="reference external" href="https://conda.io/docs/user-guide/install/index.html">Installation Instructions</a>
|
||||
if you need help.</li>
|
||||
<li>Ensure the correct installation by running <code class="docutils literal"><span class="pre">conda</span> <span class="pre">list</span></code> in a Terminal window,
|
||||
which should print the list of packages installed with Conda.</li>
|
||||
<li>Download <a class="reference external" href="https://conda.io/miniconda.html">MiniConda</a>. Select Python 2.7
|
||||
for your Operating System.</li>
|
||||
<li>Install MiniConda. See the <a class="reference external" href="https://conda.io/docs/user-guide/install/index.html">Installation Instructions</a> if you need help.</li>
|
||||
<li>Ensure the correct installation by running <code class="docutils literal"><span class="pre">conda</span> <span class="pre">list</span></code> in a Terminal
|
||||
window, which should print the list of packages installed with Conda.</li>
|
||||
</ol>
|
||||
<p>Once either Conda or MiniConda has been set up you can install Catalyst:</p>
|
||||
<ol class="arabic">
|
||||
<li><p class="first">Download the file <a class="reference external" href="https://github.com/enigmampc/catalyst/blob/master/etc/python2.7-environment.yml">python2.7-environment.yml</a>.</p>
|
||||
</li>
|
||||
<li><p class="first">Open a Terminal window and enter [<code class="docutils literal"><span class="pre">cd/dir</span></code>] into the directory where you saved
|
||||
the above <code class="docutils literal"><span class="pre">python2.7-environment.yml</span></code> file.</p>
|
||||
<li><p class="first">Open a Terminal window and enter [<code class="docutils literal"><span class="pre">cd/dir</span></code>] into the directory where you
|
||||
saved the above <code class="docutils literal"><span class="pre">python2.7-environment.yml</span></code> file.</p>
|
||||
</li>
|
||||
<li><p class="first">Install using this file. This step can take about 5-10 minutes to install.</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre>conda env create -f python2.7-environment.yml
|
||||
</pre></div>
|
||||
</div>
|
||||
</li>
|
||||
<li><p class="first">Activate the environment (which you need to do every time you start a new session
|
||||
to run Catalyst):</p>
|
||||
<li><p class="first">Activate the environment (which you need to do every time you start a new
|
||||
session to run Catalyst):</p>
|
||||
<p><strong>Linux or OSX:</strong></p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nb">source </span>activate catalyst
|
||||
</pre></div>
|
||||
@@ -452,8 +483,9 @@ to run Catalyst):</p>
|
||||
<p>Congratulations! You now have Catalyst installed.</p>
|
||||
<div class="section" id="troubleshooting-conda-install">
|
||||
<h3>Troubleshooting <code class="docutils literal"><span class="pre">conda</span></code> Install<a class="headerlink" href="#troubleshooting-conda-install" title="Permalink to this headline">¶</a></h3>
|
||||
<p>If the command <code class="docutils literal"><span class="pre">conda</span> <span class="pre">env</span> <span class="pre">create</span> <span class="pre">-f</span> <span class="pre">python2.7-environment.yml</span></code> in step 3 above failed
|
||||
for any reason, you can try setting up the environment manually with the following steps:</p>
|
||||
<p>If the command <code class="docutils literal"><span class="pre">conda</span> <span class="pre">env</span> <span class="pre">create</span> <span class="pre">-f</span> <span class="pre">python2.7-environment.yml</span></code> in step 3
|
||||
above failed for any reason, you can try setting up the environment manually
|
||||
with the following steps:</p>
|
||||
<ol class="arabic">
|
||||
<li><p class="first">Create the environment:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre>conda create --name catalyst <span class="nv">python</span><span class="o">=</span>2.7 scipy zlib
|
||||
@@ -480,18 +512,21 @@ for any reason, you can try setting up the environment manually with the followi
|
||||
</div>
|
||||
<div class="section" id="getting-help">
|
||||
<h2>Getting Help<a class="headerlink" href="#getting-help" title="Permalink to this headline">¶</a></h2>
|
||||
<p>If after following the instructions above, and going through the <em>Troubleshooting</em> sections,
|
||||
you still experience problems installing Catalyst, you can seek additional help through the
|
||||
following channels:</p>
|
||||
<p>If after following the instructions above, and going through the
|
||||
<em>Troubleshooting</em> sections, you still experience problems installing Catalyst,
|
||||
you can seek additional help through the following channels:</p>
|
||||
<ul class="simple">
|
||||
<li>Join our <a class="reference external" href="https://discord.gg/SJK32GY">Discord community</a>, and head over the #catalyst_dev
|
||||
channel where many other users (as well as the project developers) hang out, and can assist
|
||||
you with your particular issue. The more descriptive and the more information you can provide,
|
||||
the easiest will be for others to help you out.</li>
|
||||
<li>Join our <a class="reference external" href="https://discord.gg/SJK32GY">Discord community</a>, and head over
|
||||
the #catalyst_dev channel where many other users (as well as the project
|
||||
developers) hang out, and can assist you with your particular issue. The
|
||||
more descriptive and the more information you can provide, the easiest will
|
||||
be for others to help you out.</li>
|
||||
<li>Report the problem you are experiencing on our
|
||||
<a class="reference external" href="https://github.com/enigmampc/catalyst/issues">GitHub repository</a> following the guidelines
|
||||
provided therein. Before you do so, take a moment to browse through all <a class="reference external" href="https://github.com/enigmampc/catalyst/issues?utf8=%E2%9C%93&q=is%3Aissue">previous reported issues</a> in the likely case
|
||||
that someone else experienced that same issue before, and you get a hint on how to solve it.</li>
|
||||
<a class="reference external" href="https://github.com/enigmampc/catalyst/issues">GitHub repository</a>
|
||||
following the guidelines provided therein. Before you do so, take a moment
|
||||
to browse through all <a class="reference external" href="https://github.com/enigmampc/catalyst/issues?utf8=%E2%9C%93&q=is%3Aissue">previous reported issues</a>
|
||||
in the likely case that someone else experienced that same issue before,
|
||||
and you get a hint on how to solve it.</li>
|
||||
</ul>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
+1961
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|
||||
<li class="toctree-l2"><a class="reference internal" href="videos.html#installation-windows">Installation: Windows</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="resources.html">Resources</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="resources.html#related-3rd-party-apis">Related 3rd Party APIs</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="development-guidelines.html">Development Guidelines</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#creating-a-development-environment">Creating a Development Environment</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#git-branching-structure">Git Branching Structure</a></li>
|
||||
|
||||
@@ -119,6 +119,10 @@
|
||||
<li class="toctree-l2"><a class="reference internal" href="videos.html#installation-windows">Installation: Windows</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="resources.html">Resources</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="resources.html#related-3rd-party-apis">Related 3rd Party APIs</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="development-guidelines.html">Development Guidelines</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#creating-a-development-environment">Creating a Development Environment</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#git-branching-structure">Git Branching Structure</a></li>
|
||||
|
||||
BIN
Binary file not shown.
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|
||||
<li class="toctree-l2"><a class="reference internal" href="videos.html#installation-windows">Installation: Windows</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="resources.html">Resources</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="resources.html#related-3rd-party-apis">Related 3rd Party APIs</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="development-guidelines.html">Development Guidelines</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#creating-a-development-environment">Creating a Development Environment</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#git-branching-structure">Git Branching Structure</a></li>
|
||||
|
||||
+53
-13
@@ -105,6 +105,11 @@
|
||||
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#conclusions">Conclusions</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="jupyter.html">Catalyst & Jupyter Notebook</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="jupyter.html#install">Install</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="jupyter.html#running-algorithms">Running Algorithms</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="live-trading.html">Live Trading</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#supported-exchanges">Supported Exchanges</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#authentication">Authentication</a></li>
|
||||
@@ -118,6 +123,10 @@
|
||||
<li class="toctree-l2"><a class="reference internal" href="videos.html#installation-windows">Installation: Windows</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="resources.html">Resources</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="resources.html#related-3rd-party-apis">Related 3rd Party APIs</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="development-guidelines.html">Development Guidelines</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#creating-a-development-environment">Creating a Development Environment</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#git-branching-structure">Git Branching Structure</a></li>
|
||||
@@ -127,18 +136,23 @@
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1 current"><a class="current reference internal" href="">Release Notes</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-3">Version 0.3.3</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-4">Version 0.3.4</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="#bug-fixes">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="#build">Build</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-2">Version 0.3.2</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-3">Version 0.3.3</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="#id1">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="#id2">Build</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-1">Version 0.3.1</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-2">Version 0.3.2</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="#id3">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="#id4">Build</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-1">Version 0.3.1</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="#id5">Bug Fixes</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="#version-0-3">Version 0.3</a></li>
|
||||
@@ -192,19 +206,37 @@
|
||||
|
||||
<div class="section" id="release-notes">
|
||||
<h1>Release Notes<a class="headerlink" href="#release-notes" title="Permalink to this headline">¶</a></h1>
|
||||
<div class="section" id="version-0-3-4">
|
||||
<h2>Version 0.3.4<a class="headerlink" href="#version-0-3-4" title="Permalink to this headline">¶</a></h2>
|
||||
<p><strong>Release Date</strong>: 2017-10-31</p>
|
||||
<div class="section" id="bug-fixes">
|
||||
<h3>Bug Fixes<a class="headerlink" href="#bug-fixes" title="Permalink to this headline">¶</a></h3>
|
||||
<ul class="simple">
|
||||
<li>Fixed issue with auto-ingestion of minute data</li>
|
||||
<li>Fixed issue with sell orders in backtesting</li>
|
||||
<li>Fixed data frequency issues with data.history() in backtesting</li>
|
||||
</ul>
|
||||
</div>
|
||||
<div class="section" id="build">
|
||||
<h3>Build<a class="headerlink" href="#build" title="Permalink to this headline">¶</a></h3>
|
||||
<ul class="simple">
|
||||
<li>Added more unit tests</li>
|
||||
</ul>
|
||||
</div>
|
||||
</div>
|
||||
<div class="section" id="version-0-3-3">
|
||||
<h2>Version 0.3.3<a class="headerlink" href="#version-0-3-3" title="Permalink to this headline">¶</a></h2>
|
||||
<p><strong>Release Date</strong>: 2017-10-26</p>
|
||||
<div class="section" id="bug-fixes">
|
||||
<h3>Bug Fixes<a class="headerlink" href="#bug-fixes" title="Permalink to this headline">¶</a></h3>
|
||||
<div class="section" id="id1">
|
||||
<h3>Bug Fixes<a class="headerlink" href="#id1" title="Permalink to this headline">¶</a></h3>
|
||||
<ul class="simple">
|
||||
<li>Fix missing -x in ingest-exchange</li>
|
||||
<li>Fix issue with daily chunks end date (data bundles)</li>
|
||||
<li>Fix issue in the prepare_chunk logic (data bundles)</li>
|
||||
</ul>
|
||||
</div>
|
||||
<div class="section" id="build">
|
||||
<h3>Build<a class="headerlink" href="#build" title="Permalink to this headline">¶</a></h3>
|
||||
<div class="section" id="id2">
|
||||
<h3>Build<a class="headerlink" href="#id2" title="Permalink to this headline">¶</a></h3>
|
||||
<ul class="simple">
|
||||
<li>Added data validation unit tests</li>
|
||||
</ul>
|
||||
@@ -213,8 +245,8 @@
|
||||
<div class="section" id="version-0-3-2">
|
||||
<h2>Version 0.3.2<a class="headerlink" href="#version-0-3-2" title="Permalink to this headline">¶</a></h2>
|
||||
<p><strong>Release Date</strong>: 2017-10-25</p>
|
||||
<div class="section" id="id1">
|
||||
<h3>Bug Fixes<a class="headerlink" href="#id1" title="Permalink to this headline">¶</a></h3>
|
||||
<div class="section" id="id3">
|
||||
<h3>Bug Fixes<a class="headerlink" href="#id3" title="Permalink to this headline">¶</a></h3>
|
||||
<ul class="simple">
|
||||
<li>Fix to work with empty data bundles</li>
|
||||
<li>Fix Windows path of <code class="docutils literal"><span class="pre">$HOME/.catalyst</span></code> folder</li>
|
||||
@@ -223,8 +255,8 @@
|
||||
<li>Fix an issue with asset date in chunks</li>
|
||||
</ul>
|
||||
</div>
|
||||
<div class="section" id="id2">
|
||||
<h3>Build<a class="headerlink" href="#id2" title="Permalink to this headline">¶</a></h3>
|
||||
<div class="section" id="id4">
|
||||
<h3>Build<a class="headerlink" href="#id4" title="Permalink to this headline">¶</a></h3>
|
||||
<ul class="simple">
|
||||
<li>Python3 adjustments</li>
|
||||
<li>Added method to clean bundle folders, and remove symbols.json</li>
|
||||
@@ -235,8 +267,8 @@
|
||||
<div class="section" id="version-0-3-1">
|
||||
<h2>Version 0.3.1<a class="headerlink" href="#version-0-3-1" title="Permalink to this headline">¶</a></h2>
|
||||
<p><strong>Release Date</strong>: 2017-10-22</p>
|
||||
<div class="section" id="id3">
|
||||
<h3>Bug Fixes<a class="headerlink" href="#id3" title="Permalink to this headline">¶</a></h3>
|
||||
<div class="section" id="id5">
|
||||
<h3>Bug Fixes<a class="headerlink" href="#id5" title="Permalink to this headline">¶</a></h3>
|
||||
<ul class="simple">
|
||||
<li>Fixed OS-dependent path issue in data bundle</li>
|
||||
<li>Changed handling of empty <code class="docutils literal"><span class="pre">auth.json</span></code>, instead of throwing an error for missing file</li>
|
||||
@@ -248,6 +280,14 @@
|
||||
<div class="section" id="version-0-3">
|
||||
<h2>Version 0.3<a class="headerlink" href="#version-0-3" title="Permalink to this headline">¶</a></h2>
|
||||
<p><strong>Release Date</strong>: 2017-10-20</p>
|
||||
<ul class="simple">
|
||||
<li>Standardized live and backtesting syntax</li>
|
||||
<li>Added a repository for historical data</li>
|
||||
<li>Added supported for multiple exchanges per algorithm</li>
|
||||
<li>Added a standardized dictionary of symbols for each exchange</li>
|
||||
<li>Added auto-ingestion of bundle data while backtesting</li>
|
||||
<li>Bug fixes</li>
|
||||
</ul>
|
||||
</div>
|
||||
<div class="section" id="version-0-2-dev5">
|
||||
<h2>Version 0.2.dev5<a class="headerlink" href="#version-0-2-dev5" title="Permalink to this headline">¶</a></h2>
|
||||
|
||||
+13
-3
@@ -104,6 +104,11 @@
|
||||
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#conclusions">Conclusions</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="jupyter.html">Catalyst & Jupyter Notebook</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="jupyter.html#install">Install</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="jupyter.html#running-algorithms">Running Algorithms</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="live-trading.html">Live Trading</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#supported-exchanges">Supported Exchanges</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#authentication">Authentication</a></li>
|
||||
@@ -130,18 +135,23 @@
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="releases.html">Release Notes</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-3">Version 0.3.3</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-4">Version 0.3.4</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#bug-fixes">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#build">Build</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-2">Version 0.3.2</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-3">Version 0.3.3</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id1">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">Build</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-1">Version 0.3.1</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-2">Version 0.3.2</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id3">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id4">Build</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-1">Version 0.3.1</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id5">Bug Fixes</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3">Version 0.3</a></li>
|
||||
|
||||
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||||
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|
||||
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|
||||
<link rel="next" title="Development Guidelines" href="development-guidelines.html"/>
|
||||
<link rel="next" title="Resources" href="resources.html"/>
|
||||
<link rel="prev" title="Naming Convention" href="naming-convention.html"/>
|
||||
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||||
|
||||
@@ -119,6 +119,10 @@
|
||||
<li class="toctree-l2"><a class="reference internal" href="#installation-windows">Installation: Windows</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="resources.html">Resources</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="resources.html#related-3rd-party-apis">Related 3rd Party APIs</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="development-guidelines.html">Development Guidelines</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#creating-a-development-environment">Creating a Development Environment</a></li>
|
||||
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|
||||
@@ -218,7 +222,7 @@
|
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|
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<div class="rst-footer-buttons" role="navigation" aria-label="footer navigation">
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<a href="development-guidelines.html" class="btn btn-neutral float-right" title="Development Guidelines" accesskey="n">Next <span class="fa fa-arrow-circle-right"></span></a>
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<a href="resources.html" class="btn btn-neutral float-right" title="Resources" accesskey="n">Next <span class="fa fa-arrow-circle-right"></span></a>
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+22
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<li class="toctree-l1"><a class="reference internal" href="resources.html">Resources</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="resources.html#related-3rd-party-apis">Related 3rd Party APIs</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="development-guidelines.html">Development Guidelines</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#creating-a-development-environment">Creating a Development Environment</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#git-branching-structure">Git Branching Structure</a></li>
|
||||
@@ -193,10 +197,22 @@
|
||||
<div class="line-block">
|
||||
<div class="line"><br /></div>
|
||||
</div>
|
||||
<p>Catalyst is a data-driven crypto investment platform. It supports both
|
||||
backtesting and live-trading in a number of different crypto-exchanges.
|
||||
Catalyst empowers users to share and curate data and build profitable,
|
||||
data-driven investment strategies.</p>
|
||||
<p>Catalyst is an algorithmic trading library for crypto-assets written in Python.
|
||||
It allows trading strategies to be easily expressed and backtested against
|
||||
historical data (with daily and minute resolution), providing analytics and
|
||||
insights regarding a particular strategy’s performance. Catalyst also supports
|
||||
live-trading of crypto-assets starting with three exchanges (Bitfinex, Bittrex,
|
||||
and Poloniex) with more being added over time. Catalyst empowers users to share
|
||||
and curate data and build profitable, data-driven investment strategies. Please
|
||||
visit <a class="reference external" href="https://www.enigma.co">enigma.co</a> to learn more about Catalyst, or
|
||||
refer to the <a class="reference external" href="https://www.enigma.co/enigma_catalyst.pdf">whitepaper</a> for
|
||||
further technical details.</p>
|
||||
<p>Catalyst builds on top of the well-established
|
||||
<a class="reference external" href="https://github.com/quantopian/zipline">Zipline</a> project. We did our best to
|
||||
minimize structural changes to the general API to maximize compatibility with
|
||||
existing trading algorithms, developer knowledge, and tutorials. Join us on
|
||||
<a class="reference external" href="https://discord.gg/SJK32GY">Discord</a> where we have a <em>#catalyst_dev</em> channel
|
||||
for questions around Catalyst, algorithmic trading and technical support.</p>
|
||||
<div class="section" id="features">
|
||||
<h1>Features<a class="headerlink" href="#features" title="Permalink to this headline">¶</a></h1>
|
||||
<ul class="simple">
|
||||
@@ -218,6 +234,8 @@ integrate nicely into the existing PyData eco-system.</li>
|
||||
<li>Statistic and machine learning libraries like matplotlib, scipy,
|
||||
statsmodels, and sklearn support development, analysis, and
|
||||
visualization of state-of-the-art trading systems.</li>
|
||||
<li>Addition of Bitcoin price (btc_usdt) as a benchmark for comparing
|
||||
performance across trading algorithms.</li>
|
||||
</ul>
|
||||
</div>
|
||||
|
||||
|
||||
Reference in New Issue
Block a user