DOC: add ta_lib troubleshooting

This commit is contained in:
Victor Grau Serrat
2018-03-14 00:22:52 -06:00
parent f50c4f5c5a
commit 90ceca7b10
4 changed files with 30 additions and 5 deletions
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@@ -1035,16 +1035,22 @@ orders for this asset.</p>
<dl class="function">
<dt id="catalyst.api.cancel_order">
<code class="descclassname">catalyst.api.</code><code class="descname">cancel_order</code><span class="sig-paren">(</span><em>self</em>, <em>order_param</em>, <em>exchange_name</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.cancel_order" title="Permalink to this definition"></a></dt>
<code class="descclassname">catalyst.api.</code><code class="descname">cancel_order</code><span class="sig-paren">(</span><em>self</em>, <em>order_param</em>, <em>exchange_name</em>, <em>symbol=None</em>, <em>params={}</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.cancel_order" title="Permalink to this definition"></a></dt>
<dd><p>Cancel an open order.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>order_param</strong> : str or Order</p>
<blockquote class="last">
<blockquote>
<div><p>The order_id or order object to cancel.</p>
</div></blockquote>
<p><strong>exchange_name: name of exchange from</strong></p>
<blockquote>
<div><p>which you want to cancel the order</p>
</div></blockquote>
<p><strong>symbol:</strong></p>
<p class="last"><strong>params:</strong></p>
</td>
</tr>
</tbody>
@@ -1879,7 +1885,7 @@ Assets.</p>
<dl class="class">
<dt id="catalyst.utils.calendars.TradingCalendar">
<em class="property">class </em><code class="descclassname">catalyst.utils.calendars.</code><code class="descname">TradingCalendar</code><span class="sig-paren">(</span><em>start=Timestamp('1990-01-01 00:00:00+0000'</em>, <em>tz='UTC')</em>, <em>end=Timestamp('2019-02-23 05:15:46.080641+0000'</em>, <em>tz='UTC')</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar" title="Permalink to this definition"></a></dt>
<em class="property">class </em><code class="descclassname">catalyst.utils.calendars.</code><code class="descname">TradingCalendar</code><span class="sig-paren">(</span><em>start=Timestamp('1990-01-01 00:00:00+0000'</em>, <em>tz='UTC')</em>, <em>end=Timestamp('2019-03-14 06:21:07.381645+0000'</em>, <em>tz='UTC')</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar" title="Permalink to this definition"></a></dt>
<dd><p>An TradingCalendar represents the timing information of a single market
exchange.</p>
<p>The timing information is made up of two parts: sessions, and opens/closes.</p>
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@@ -1205,7 +1205,7 @@ in writting the following article:
<span class="c1"># Define portfolio optimization parameters</span>
<span class="n">n_portfolios</span> <span class="o">=</span> <span class="mi">50000</span>
<span class="n">results_array</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="mi">3</span> <span class="o">+</span> <span class="n">context</span><span class="o">.</span><span class="n">nassets</span><span class="p">,</span> <span class="n">n_portfolios</span><span class="p">))</span>
<span class="k">for</span> <span class="n">p</span> <span class="ow">in</span> <span class="nb">xrange</span><span class="p">(</span><span class="n">n_portfolios</span><span class="p">):</span>
<span class="k">for</span> <span class="n">p</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">n_portfolios</span><span class="p">):</span>
<span class="n">weights</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">random</span><span class="o">.</span><span class="n">random</span><span class="p">(</span><span class="n">context</span><span class="o">.</span><span class="n">nassets</span><span class="p">)</span>
<span class="n">weights</span> <span class="o">/=</span> <span class="n">np</span><span class="o">.</span><span class="n">sum</span><span class="p">(</span><span class="n">weights</span><span class="p">)</span>
<span class="n">w</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">asmatrix</span><span class="p">(</span><span class="n">weights</span><span class="p">)</span>
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@@ -297,10 +297,21 @@ step #2:</p>
</div>
</li>
<li><p class="first">Create the environment:</p>
<p>for python 2.7:</p>
<div class="highlight-bash"><div class="highlight"><pre><span></span>conda create --name catalyst <span class="nv">python</span><span class="o">=</span><span class="m">2</span>.7 scipy zlib
</pre></div>
</div>
</li>
</ol>
<blockquote>
<div><p>or for python 3.6:</p>
<blockquote>
<div><div class="highlight-bash"><div class="highlight"><pre><span></span>conda create --name catalyst <span class="nv">python</span><span class="o">=</span><span class="m">2</span>.7 scipy zlib
</pre></div>
</div>
</div></blockquote>
</div></blockquote>
<ol class="arabic" start="3">
<li><p class="first">Activate the environment:</p>
<p><strong>Linux or MacOS:</strong></p>
<div class="highlight-bash"><div class="highlight"><pre><span></span><span class="nb">source</span> activate catalyst
@@ -442,6 +453,14 @@ In Ubuntu, you would need to run:</p>
</div>
</dd>
</dl>
<hr class="docutils" />
<dl class="docutils">
<dt><strong>Issue</strong>:</dt>
<dd>Missing TA_Lib</dd>
<dt><strong>Solution</strong>:</dt>
<dd>Follow <a class="reference external" href="https://mrjbq7.github.io/ta-lib/install.html">these instructions</a> to install the TA_Lib Python wrapper
(and if needed, its underlying C library as well).</dd>
</dl>
</div>
</div>
<div class="section" id="installing-with-pipenv">
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