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DOC: updating documentation

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This commit is contained in:
Frederic Fortier
2017-12-12 17:49:03 -05:00
parent fd3a297cff
commit 8e15cbacb3
20 changed files with 429 additions and 292 deletions
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_sources/features.txt
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@@ -9,6 +9,7 @@ Current Functionality
* Backtesting and live-trading modes to run your trading algorithms, with a
seamless transition between the two.
* Paper trading simulates order in live-trading mode.
* Support for 3 exchanges: Bitfinex, Bittrex and Poloniex in both modes
(backtesting and live-trading). Historical data for backtesting is provided
with daily resolution for all three exchanges, and minute resolution for
@@ -16,6 +17,9 @@ Current Functionality
Bittrex. Refer to
`Catalyst Market Coverage <https://www.enigma.co/catalyst/status>`_ for
details.
* Interface with over 90 exchanges available in live and paper trading modes.
* Granular commission models which closely simulates each exchange fee
structure in backtesting and paper trading.
* Standardized naming convention for all asset pairs trading on any exchange in
the form ``{market_currency}_{base_currency}``. See
:ref:`naming`.
@@ -40,8 +44,6 @@ For additional details on the functionality added on recent releases, see the
Upcoming features
~~~~~~~~~~~~~~~~~
* Paper trading mode (v0.4 - mid Dec. 2017)
* Support for additional exchanges (v0.4 - mid Dec. 2017)
* Additional datasets beyond pricing data (Dec. 2017)
* API documentation (Jan. 2017)
* Support for decentralized exchanges (Jan. 2017)
_sources/live-trading.txt
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@@ -106,6 +106,10 @@ What differs are the arguments provided to the catalyst client or
Here is the breakdown of the new arguments:
- ``live``: Boolean flag which enables live trading.
- ``capital_base``: The amount of base_currency assigned to the strategy.
It has to be lower or equal to the amount of base currency available for
trading on the exchange. For illustration, order_target_percent(asset, 1)
will order the capital_base amount specified here of the specified asset.
- ``exchange_name``: The name of the targeted exchange
(supported values: *bitfinex*, *bittrex*).
- ``algo_namespace``: A arbitrary label assigned to your algorithm for
@@ -113,6 +117,8 @@ Here is the breakdown of the new arguments:
- ``base_currency``: The base currency used to calculate the
statistics of your algorithm. Currently, the base currency of all
trading pairs of your algorithm must match this value.
- ``simulate_orders``: Enables the paper trading mode, in which orders are
simulated in Catalyst instead of processed on the exchange.
Here is a complete algorithm for reference:
`Buy Low and Sell High <https://github.com/enigmampc/catalyst/blob/master/catalyst/examples/buy_low_sell_high_live.py>`_
_sources/releases.txt
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@@ -2,6 +2,15 @@
Release Notes
=============
Version 0.3.10
^^^^^^^^^^^^^
**Release Date**: 2017-12-12
Bug Fixes
~~~~~~~~~
- Fixed issue with fetching assets with daily frequency
Version 0.3.10
^^^^^^^^^^^^^
**Release Date**: 2017-11-28
@@ -10,6 +19,16 @@ Bug Fixes
~~~~~~~~~
- Fixed issue with fetching assets with daily frequency
- Changed Poloniex interface (should solve :issue:`95` and :issue:`94`)
- Solved issue with overriding commission and slippage (:issue:`87`)
- Fixed inefficiency with Bittrex current prices (:issue:`76`)
Build
~~~~~
- Integrated with CCXT
- Added paper trading capability (`simulate_orders=True` param in live mode)
- More granular commissions (:issue:`82`)
- Added market orders in live mode (:issue:`81`)
Version 0.3.9
^^^^^^^^^^^^^
appendix.html
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<li class="toctree-l3"><a class="reference internal" href="releases.html#bug-fixes">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-9">Version 0.3.9</a><ul>
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beginner-tutorial.html
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bundles.html
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<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#id14">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id17">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>
example-algos.html
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<li class="toctree-l3"><a class="reference internal" href="releases.html#bug-fixes">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-9">Version 0.3.9</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id1">Bug Fixes</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#id1">Version 0.3.10</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">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-0-3-8">Version 0.3.8</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-7">Version 0.3.7</a><ul>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-9">Version 0.3.9</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-0-3-6">Version 0.3.6</a><ul>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-8">Version 0.3.8</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-0-3-5">Version 0.3.5</a><ul>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-7">Version 0.3.7</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id6">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id7">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-6">Version 0.3.6</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id8">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-5">Version 0.3.5</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id9">Bug Fixes</a></li>
</ul>
</li>
<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#id7">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id8">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id10">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id11">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#documentation">Documentation</a></li>
</ul>
</li>
<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#id10">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id11">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id13">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id14">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-l3"><a class="reference internal" href="releases.html#id12">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id13">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id15">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id16">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#id14">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id17">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>
features.html
+25 -18
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@@ -165,46 +165,51 @@
<li class="toctree-l3"><a class="reference internal" href="releases.html#bug-fixes">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-9">Version 0.3.9</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id1">Bug Fixes</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#id1">Version 0.3.10</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">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-0-3-8">Version 0.3.8</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-7">Version 0.3.7</a><ul>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-9">Version 0.3.9</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-0-3-6">Version 0.3.6</a><ul>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-8">Version 0.3.8</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-0-3-5">Version 0.3.5</a><ul>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-7">Version 0.3.7</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id6">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id7">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-6">Version 0.3.6</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id8">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-5">Version 0.3.5</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id9">Bug Fixes</a></li>
</ul>
</li>
<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#id7">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id8">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id10">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id11">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#documentation">Documentation</a></li>
</ul>
</li>
<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#id10">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id11">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id13">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id14">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-l3"><a class="reference internal" href="releases.html#id12">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id13">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id15">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id16">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#id14">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id17">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>
@@ -265,6 +270,7 @@ and what is planned for future releases.</p>
<ul class="simple">
<li>Backtesting and live-trading modes to run your trading algorithms, with a
seamless transition between the two.</li>
<li>Paper trading simulates order in live-trading mode.</li>
<li>Support for 3 exchanges: Bitfinex, Bittrex and Poloniex in both modes
(backtesting and live-trading). Historical data for backtesting is provided
with daily resolution for all three exchanges, and minute resolution for
@@ -272,6 +278,9 @@ Bitfinex and Poloniex. No minute-resolution data is currently available for
Bittrex. Refer to
<a class="reference external" href="https://www.enigma.co/catalyst/status">Catalyst Market Coverage</a> for
details.</li>
<li>Interface with over 90 exchanges available in live and paper trading modes.</li>
<li>Granular commission models which closely simulates each exchange fee
structure in backtesting and paper trading.</li>
<li>Standardized naming convention for all asset pairs trading on any exchange in
the form <code class="docutils literal"><span class="pre">{market_currency}_{base_currency}</span></code>. See
<a class="reference internal" href="#naming"><span>Naming Convention</span></a>.</li>
@@ -296,8 +305,6 @@ can be specified through <code class="docutils literal"><span class="pre">set_be
<div class="section" id="upcoming-features">
<h2>Upcoming features<a class="headerlink" href="#upcoming-features" title="Permalink to this headline"></a></h2>
<ul class="simple">
<li>Paper trading mode (v0.4 - mid Dec. 2017)</li>
<li>Support for additional exchanges (v0.4 - mid Dec. 2017)</li>
<li>Additional datasets beyond pricing data (Dec. 2017)</li>
<li>API documentation (Jan. 2017)</li>
<li>Support for decentralized exchanges (Jan. 2017)</li>
genindex.html
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<li class="toctree-l3"><a class="reference internal" href="releases.html#bug-fixes">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-9">Version 0.3.9</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id1">Bug Fixes</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#id1">Version 0.3.10</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">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-0-3-8">Version 0.3.8</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-7">Version 0.3.7</a><ul>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-9">Version 0.3.9</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-0-3-6">Version 0.3.6</a><ul>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-8">Version 0.3.8</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-0-3-5">Version 0.3.5</a><ul>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-7">Version 0.3.7</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id6">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id7">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-6">Version 0.3.6</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id8">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-5">Version 0.3.5</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id9">Bug Fixes</a></li>
</ul>
</li>
<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#id7">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id8">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id10">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id11">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#documentation">Documentation</a></li>
</ul>
</li>
<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#id10">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id11">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id13">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id14">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-l3"><a class="reference internal" href="releases.html#id12">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id13">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id15">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id16">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#id14">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id17">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>
@@ -242,7 +247,7 @@
<ul class="wy-breadcrumbs">
<li><a href="index.html">Docs</a> &raquo;</li>
<li>Index</li>
<li></li>
<li class="wy-breadcrumbs-aside">
index.html
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<li class="toctree-l3"><a class="reference internal" href="releases.html#bug-fixes">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-9">Version 0.3.9</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id1">Bug Fixes</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#id1">Version 0.3.10</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">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-0-3-8">Version 0.3.8</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-7">Version 0.3.7</a><ul>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-9">Version 0.3.9</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-0-3-6">Version 0.3.6</a><ul>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-8">Version 0.3.8</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-0-3-5">Version 0.3.5</a><ul>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-7">Version 0.3.7</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id6">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id7">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-6">Version 0.3.6</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id8">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-5">Version 0.3.5</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id9">Bug Fixes</a></li>
</ul>
</li>
<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#id7">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id8">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id10">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id11">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#documentation">Documentation</a></li>
</ul>
</li>
<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#id10">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id11">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id13">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id14">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-l3"><a class="reference internal" href="releases.html#id12">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id13">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id15">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id16">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#id14">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id17">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>
install.html
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<li class="toctree-l3"><a class="reference internal" href="releases.html#bug-fixes">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-9">Version 0.3.9</a><ul>
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@@ -346,6 +351,10 @@ backtest and live execution mode without modification.</p>
<p>Here is the breakdown of the new arguments:</p>
<ul class="simple">
<li><code class="docutils literal"><span class="pre">live</span></code>: Boolean flag which enables live trading.</li>
<li><code class="docutils literal"><span class="pre">capital_base</span></code>: The amount of base_currency assigned to the strategy.
It has to be lower or equal to the amount of base currency available for
trading on the exchange. For illustration, order_target_percent(asset, 1)
will order the capital_base amount specified here of the specified asset.</li>
<li><code class="docutils literal"><span class="pre">exchange_name</span></code>: The name of the targeted exchange
(supported values: <em>bitfinex</em>, <em>bittrex</em>).</li>
<li><code class="docutils literal"><span class="pre">algo_namespace</span></code>: A arbitrary label assigned to your algorithm for
@@ -353,6 +362,8 @@ data storage purposes.</li>
<li><code class="docutils literal"><span class="pre">base_currency</span></code>: The base currency used to calculate the
statistics of your algorithm. Currently, the base currency of all
trading pairs of your algorithm must match this value.</li>
<li><code class="docutils literal"><span class="pre">simulate_orders</span></code>: Enables the paper trading mode, in which orders are
simulated in Catalyst instead of processed on the exchange.</li>
</ul>
<p>Here is a complete algorithm for reference:
<a class="reference external" href="https://github.com/enigmampc/catalyst/blob/master/catalyst/examples/buy_low_sell_high_live.py">Buy Low and Sell High</a></p>
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<li class="toctree-l3"><a class="reference internal" href="#id12">Bug Fixes</a></li>
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</ul>
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<li class="toctree-l2"><a class="reference internal" href="#version-0-3-1">Version 0.3.1</a><ul>
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</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#version-0-3">Version 0.3</a></li>
@@ -259,7 +264,7 @@
<h1>Release Notes<a class="headerlink" href="#release-notes" title="Permalink to this headline"></a></h1>
<div class="section" id="version-0-3-10">
<h2>Version 0.3.10<a class="headerlink" href="#version-0-3-10" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-28</p>
<p><strong>Release Date</strong>: 2017-12-12</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">
@@ -267,18 +272,40 @@
</ul>
</div>
</div>
<div class="section" id="id1">
<h2>Version 0.3.10<a class="headerlink" href="#id1" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-28</p>
<div class="section" id="id2">
<h3>Bug Fixes<a class="headerlink" href="#id2" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed issue with fetching assets with daily frequency</li>
<li>Changed Poloniex interface (should solve <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/95">#95</a> and <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/94">#94</a>)</li>
<li>Solved issue with overriding commission and slippage (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/87">#87</a>)</li>
<li>Fixed inefficiency with Bittrex current prices (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/76">#76</a>)</li>
</ul>
</div>
<div class="section" id="build">
<h3>Build<a class="headerlink" href="#build" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Integrated with CCXT</li>
<li>Added paper trading capability (<cite>simulate_orders=True</cite> param in live mode)</li>
<li>More granular commissions (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/82">#82</a>)</li>
<li>Added market orders in live mode (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/81">#81</a>)</li>
</ul>
</div>
</div>
<div class="section" id="version-0-3-9">
<h2>Version 0.3.9<a class="headerlink" href="#version-0-3-9" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-28</p>
<div class="section" id="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>Fixed sortino warning issues (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/77">#77</a>)</li>
<li>Adjusted computation of last candle of data.history (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/71">#71</a>)</li>
</ul>
</div>
<div class="section" id="build">
<h3>Build<a class="headerlink" href="#build" title="Permalink to this headline"></a></h3>
<div class="section" id="id4">
<h3>Build<a class="headerlink" href="#id4" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added capital_base parameter to live mode to limit cash (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/79">#79</a>)</li>
<li>Added support for csv ingestion (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/65">#65</a>)</li>
@@ -289,8 +316,8 @@
<div class="section" id="version-0-3-8">
<h2>Version 0.3.8<a class="headerlink" href="#version-0-3-8" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-14</p>
<div class="section" id="id2">
<h3>Bug Fixes<a class="headerlink" href="#id2" 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 a warning filter issue introduced with the latest release</li>
</ul>
@@ -299,8 +326,8 @@
<div class="section" id="version-0-3-7">
<h2>Version 0.3.7<a class="headerlink" href="#version-0-3-7" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-14</p>
<div class="section" id="id3">
<h3>Bug Fixes<a class="headerlink" href="#id3" title="Permalink to this headline"></a></h3>
<div class="section" id="id6">
<h3>Bug Fixes<a class="headerlink" href="#id6" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed an SSL cert issue (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/64">#64</a>)</li>
<li>Fixed cumulative stats warnings (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/63">#63</a>)</li>
@@ -308,8 +335,8 @@
<li>Standardized live-trading stats (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/61">#61</a>)</li>
</ul>
</div>
<div class="section" id="id4">
<h3>Build<a class="headerlink" href="#id4" title="Permalink to this headline"></a></h3>
<div class="section" id="id7">
<h3>Build<a class="headerlink" href="#id7" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added a mean-reversion sample algo</li>
<li>Added minutely stats in the analyze() function (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/62">#62</a>)</li>
@@ -320,8 +347,8 @@
<div class="section" id="version-0-3-6">
<h2>Version 0.3.6<a class="headerlink" href="#version-0-3-6" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-4</p>
<div class="section" id="id5">
<h3>Bug Fixes<a class="headerlink" href="#id5" title="Permalink to this headline"></a></h3>
<div class="section" id="id8">
<h3>Bug Fixes<a class="headerlink" href="#id8" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed an issue with single bar data.history() (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/55">#55</a>)</li>
</ul>
@@ -330,8 +357,8 @@
<div class="section" id="version-0-3-5">
<h2>Version 0.3.5<a class="headerlink" href="#version-0-3-5" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-4</p>
<div class="section" id="id6">
<h3>Bug Fixes<a class="headerlink" href="#id6" title="Permalink to this headline"></a></h3>
<div class="section" id="id9">
<h3>Bug Fixes<a class="headerlink" href="#id9" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added workaround for: KeyError: Timestamp error (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/53">#53</a>)</li>
</ul>
@@ -340,8 +367,8 @@
<div class="section" id="version-0-3-4">
<h2>Version 0.3.4<a class="headerlink" href="#version-0-3-4" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-2</p>
<div class="section" id="id7">
<h3>Bug Fixes<a class="headerlink" href="#id7" title="Permalink to this headline"></a></h3>
<div class="section" id="id10">
<h3>Bug Fixes<a class="headerlink" href="#id10" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed issue with auto-ingestion of minute data (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/47">#47</a>)</li>
<li>Fixed issue with sell orders in backtesting</li>
@@ -351,8 +378,8 @@
transactions</li>
</ul>
</div>
<div class="section" id="id8">
<h3>Build<a class="headerlink" href="#id8" title="Permalink to this headline"></a></h3>
<div class="section" id="id11">
<h3>Build<a class="headerlink" href="#id11" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added more unit tests</li>
</ul>
@@ -379,16 +406,16 @@ transactions</li>
<div class="section" id="version-0-3-3">
<h2>Version 0.3.3<a class="headerlink" href="#version-0-3-3" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-10-26</p>
<div class="section" id="id10">
<h3>Bug Fixes<a class="headerlink" href="#id10" title="Permalink to this headline"></a></h3>
<div class="section" id="id13">
<h3>Bug Fixes<a class="headerlink" href="#id13" 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="id11">
<h3>Build<a class="headerlink" href="#id11" title="Permalink to this headline"></a></h3>
<div class="section" id="id14">
<h3>Build<a class="headerlink" href="#id14" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added data validation unit tests</li>
</ul>
@@ -397,8 +424,8 @@ transactions</li>
<div class="section" id="version-0-3-2">
<h2>Version 0.3.2<a class="headerlink" href="#version-0-3-2" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-10-25</p>
<div class="section" id="id12">
<h3>Bug Fixes<a class="headerlink" href="#id12" title="Permalink to this headline"></a></h3>
<div class="section" id="id15">
<h3>Bug Fixes<a class="headerlink" href="#id15" 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>
@@ -407,8 +434,8 @@ transactions</li>
<li>Fix an issue with asset date in chunks</li>
</ul>
</div>
<div class="section" id="id13">
<h3>Build<a class="headerlink" href="#id13" title="Permalink to this headline"></a></h3>
<div class="section" id="id16">
<h3>Build<a class="headerlink" href="#id16" 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>
@@ -419,8 +446,8 @@ transactions</li>
<div class="section" id="version-0-3-1">
<h2>Version 0.3.1<a class="headerlink" href="#version-0-3-1" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-10-22</p>
<div class="section" id="id14">
<h3>Bug Fixes<a class="headerlink" href="#id14" title="Permalink to this headline"></a></h3>
<div class="section" id="id17">
<h3>Bug Fixes<a class="headerlink" href="#id17" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed 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
resources.html
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</ul>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-9">Version 0.3.9</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id1">Bug Fixes</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#id1">Version 0.3.10</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#build">Build</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-8">Version 0.3.8</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-7">Version 0.3.7</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-6">Version 0.3.6</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id5">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id6">Bug Fixes</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-6">Version 0.3.6</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id8">Bug Fixes</a></li>
</ul>
</li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id9">Bug Fixes</a></li>
</ul>
</li>
<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#id7">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id8">Build</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id10">Bug Fixes</a></li>
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<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#id12">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id15">Bug Fixes</a></li>
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</ul>
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<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#id14">Bug Fixes</a></li>
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</ul>
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search.html
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id1">Bug Fixes</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#id1">Version 0.3.10</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">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-0-3-8">Version 0.3.8</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-7">Version 0.3.7</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id3">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id5">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id6">Bug Fixes</a></li>
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</ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id8">Bug Fixes</a></li>
</ul>
</li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id9">Bug Fixes</a></li>
</ul>
</li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id7">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id13">Bug Fixes</a></li>
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</ul>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-2">Version 0.3.2</a><ul>
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@@ -241,7 +246,7 @@
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<li><a href="index.html">Docs</a> &raquo;</li>
<li>Search</li>
<li></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">Bug Fixes</a></li>
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