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Merge branch 'master' into develop

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This commit is contained in:
Victor Grau Serrat
2017-10-30 15:08:11 -06:00
parent 8132e1f5ea f47b657c6f
commit 9470771561
5 changed files with 58 additions and 58 deletions
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catalyst/examples/buy_btc.py
-10
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@@ -1,10 +0,0 @@
from catalyst.api import order, record, symbol
def initialize(context):
context.asset = symbol('btc_usd')
def handle_data(context, data):
order(context.asset, 1)
record(btc=data.current(context.asset, 'price'))
catalyst/examples/buy_btc_simple.py
+21
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@@ -1,3 +1,24 @@
'''
This is a very simple example referenced in the beginner's tutorial:
https://enigmampc.github.io/catalyst/beginner-tutorial.html
Run this example, by executing the following from your terminal:
catalyst run -f buy_btc_simple.py -x bitfinex --start 2016-1-1 --end 2017-9-30 -o buy_btc_simple_out.pickle
If you want to run this code using another exchange, make sure that
the asset is available on that exchange. For example, if you were to run
it for exchange Poloniex, you would need to edit the following line:
context.asset = symbol('btc_usdt') # note 'usdt' instead of 'usd'
and specify exchange poloniex as follows:
catalyst run -f buy_btc_simple.py -x poloniex --start 2016-1-1 --end 2017-9-30 -o buy_btc_simple_out.pickle
To see which assets are available on each exchange, visit:
https://www.enigma.co/catalyst/status
'''
from catalyst.api import order, record, symbol
def initialize(context):
docs/source/beginner-tutorial.rst
+11 -6
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@@ -429,6 +429,10 @@ and allows us to plot the price of bitcoin. For example, we could easily
examine now how our portfolio value changed over time compared to the
bitcoin price.
.. code-block:: python
%load_ext catalyst
.. code-block:: python
%pylab inline
@@ -484,7 +488,8 @@ a function we use in the ``handle_data()`` section:
.. code-block:: python
%%catalyst --start 2016-1-1 --end 2017-9-30 -x bitfinex -o dma.pickle
%%catalyst --start 2016-4-1 --end 2017-9-30 -x bitfinex
from catalyst.api import order, record, symbol, order_target
def initialize(context):
@@ -492,16 +497,16 @@ a function we use in the ``handle_data()`` section:
context.asset = symbol('btc_usd')
def handle_data(context, data):
# Skip first 300 days to get full windows
# Skip first 150 days to get full windows
context.i += 1
if context.i < 300:
if context.i < 150:
return
# Compute averages
# data.history() has to be called with the same params
# from above and returns a pandas dataframe.
short_mavg = data.history(context.asset, 'price', bar_count=100, frequency="1d").mean()
long_mavg = data.history(context.asset, 'price', bar_count=300, frequency="1d").mean()
short_mavg = data.history(context.asset, 'price', bar_count=50, frequency="1d").mean()
long_mavg = data.history(context.asset, 'price', bar_count=150, frequency="1d").mean()
# Trading logic
if short_mavg > long_mavg:
@@ -518,7 +523,7 @@ a function we use in the ``handle_data()`` section:
def analyze(context, perf):
import matplotlib.pyplot as plt
fig = plt.figure()
fig = plt.figure(figsize=(12,12))
ax1 = fig.add_subplot(211)
perf.portfolio_value.plot(ax=ax1)
ax1.set_ylabel('portfolio value in $')
docs/source/install.rst
+10
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@@ -39,6 +39,7 @@ version:
.. code-block:: bash
$ pip install virtualenv
$ virtualenv catalyst-venv
$ source ./catalyst-venv/bin/activate
$ pip install enigma-catalyst
@@ -132,6 +133,15 @@ 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>`.
Troubleshooting Visual C++ Compiler Install
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
We run into two different errors when trying to install the the `Microsoft Visual C++
Compiler for Python 2.7` mentioned above:
-
Amazon Linux AMI
~~~~~~~~~~~~~~~~
etc/python2.7-environment.yml
+16 -42
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@@ -1,30 +1,22 @@
name: catalyst
channels:
- statiskit
- defaults
dependencies:
- certifi=2016.2.28=py27_0
- coverage=4.4.1=py27_0
- nose=1.3.7=py27_1
- openssl=1.0.2l=0
- path.py=10.3.1=py27_0
- mkl=2017.0.3
- numpy=1.13.1=py27_0
- openssl=1.0.2l
- pip=9.0.1=py27_1
- python=2.7.13=0
- pyyaml=3.12=py27_0
- readline=6.2=2
- setuptools=36.4.0=py27_0
- six=1.10.0=py27_0
- sqlite=3.13.0=0
- tk=8.5.18=0
- python=2.7.13
- scipy=0.19.1=np113py27_0
- setuptools=36.4.0=py27_1
- sqlite=3.13.0
- tk=8.5.18
- wheel=0.29.0=py27_0
- yaml=0.1.6=0
- zlib=1.2.11=0
- libdev=1.0.0=py27_0
- python-dev=1.0.0=py27_0
- python-scons=3.0.0=py27_0
- zlib=1.2.11
- pip:
- alembic==0.9.5
- backports.shutil-get-terminal-size==1.0.0
- alembic==0.9.6
- backports.functools-lru-cache==1.4
- bcolz==0.12.1
- bottleneck==1.2.1
- chardet==3.0.4
@@ -32,36 +24,22 @@ dependencies:
- contextlib2==0.5.5
- cycler==0.10.0
- cyordereddict==1.0.0
- cython==0.26.1
- cython==0.27.1
- decorator==4.1.2
- empyrical==0.2.1
- enigma-catalyst>=0.2.dev2
- enum34==1.1.6
- functools32==3.2.3.post2
- idna==2.6
- intervaltree==2.1.0
- ipdb==0.10.3
- ipdbplugin==1.4.5
- ipython==5.5.0
- ipython-genutils==0.2.0
- logbook==1.1.0
- lru-dict==1.1.6
- mako==1.0.7
- markupsafe==1.0
- matplotlib==2.0.2
- matplotlib==2.1.0
- multipledispatch==0.4.9
- networkx==1.11
- networkx==2.0
- numexpr==2.6.4
- numpy==1.13.1
- pandas==0.19.2
- pandas-datareader==0.5.0
- pathlib2==2.3.0
- patsy==0.4.1
- pexpect==4.2.1
- pickleshare==0.7.4
- prompt-toolkit==1.0.15
- ptyprocess==0.5.2
- pygments==2.2.0
- pyparsing==2.2.0
- python-dateutil==2.6.1
- python-editor==1.0.3
@@ -69,16 +47,12 @@ dependencies:
- requests==2.18.4
- requests-file==1.4.2
- requests-ftp==0.3.1
- scandir==1.5
- scipy==0.19.1
- scons==3.0.0a20170821
- simplegeneric==0.8.1
- six==1.11.0
- sortedcontainers==1.5.7
- sqlalchemy==1.1.14
- statsmodels==0.8.0
- subprocess32==3.2.7
- tables==3.4.2
- toolz==0.8.2
- traitlets==4.3.2
- urllib3==1.22
- wcwidth==0.1.7
- enigma-catalyst>=0.3