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DOC: Updated Jupyter documentation
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Catalyst & Jupyter Notebook
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===========================
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(Feel free to check out the actual Notebook file
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`here <https://github.com/enigmampc/catalyst-docs/blob/master/docs/running_catalyst_in_jupyter_notebook.ipynb>`__)
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(`This is actual Notebook <https://github.com/enigmampc/catalyst/blob/master/catalyst/examples/running_catalyst_in_jupyter_notebook.ipynb>`_ referenced in the text below)
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The `Jupyter Notebook <https://jupyter.org/>`__ is a very powerful
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browser-based interface to a Python interpreter. As it is already the
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@@ -33,11 +32,19 @@ the interface through which you will interact with Jupyter Notebook.
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Running Algorithms
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^^^^^^^^^^^^^^^^^^
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To use it you have to write your algorithm in a cell and let
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``catalyst`` know that it is supposed to run this algorithm. This is
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done via the ``%%catalyst`` IPython magic command that is available
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after you import ``catalyst`` from within the Notebook. This magic takes
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the same arguments as the command line interface. Thus to run the
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Before running your algorithms inside the Jupyter Notebook, remember to ingest
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the data from the command line interface (CLI). In the example below, you would
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need to run first:
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.. code:: bash
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catalyst ingest-exchange -x bitfinex -i btc_usd
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To use Catalyst inside a Jupyter Noebook, you have to write your algorithm in a
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cell and let the Jupyter know that it is supposed to execute this algorithm with
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Catalyst. This is done via the ``%%catalyst`` IPython magic command that is
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available after you import ``catalyst`` from within the Notebook. This magic
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takes the same arguments as the command line interface. Thus to run the
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algorithm just supply the same parameters as the CLI but without the -f
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and -o arguments. We just have to execute the following cell after
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importing ``catalyst`` to register the magic.
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@@ -58,7 +65,7 @@ functions.
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.. code:: python
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%%catalyst --start 2015-3-2 --end 2017-6-28 --capital-base 100000 -x bitfinex
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%%catalyst --start 2015-3-2 --end 2017-6-28 --capital-base 100000 -x bitfinex -c usd
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from catalyst.finance.slippage import VolumeShareSlippage
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@@ -199,8 +206,6 @@ functions.
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.. figure:: https://i.imgur.com/DS5w47q.png
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:alt: png
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png
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.. raw:: html
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<div>
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+2
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@@ -32,7 +32,7 @@
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<link rel="top" title="Catalyst 0.3 documentation" href="index.html"/>
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<link rel="next" title="Catalyst Beginner Tutorial" href="beginner-tutorial.html"/>
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<link rel="prev" title="Table of Contents" href="index.html"/>
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<link rel="prev" title="Overview" href="index.html"/>
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<script src="_static/js/modernizr.min.js"></script>
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@@ -640,7 +640,7 @@ and you get a hint on how to solve it.</li>
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<a href="beginner-tutorial.html" class="btn btn-neutral float-right" title="Catalyst Beginner Tutorial" accesskey="n">Next <span class="fa fa-arrow-circle-right"></span></a>
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<a href="index.html" class="btn btn-neutral" title="Table of Contents" accesskey="p"><span class="fa fa-arrow-circle-left"></span> Previous</a>
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<a href="index.html" class="btn btn-neutral" title="Overview" accesskey="p"><span class="fa fa-arrow-circle-left"></span> Previous</a>
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</div>
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@@ -253,8 +253,7 @@
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<div class="section" id="catalyst-jupyter-notebook">
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<h1>Catalyst & Jupyter Notebook<a class="headerlink" href="#catalyst-jupyter-notebook" title="Permalink to this headline">¶</a></h1>
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<p>(Feel free to check out the actual Notebook file
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<a class="reference external" href="https://github.com/enigmampc/catalyst-docs/blob/master/docs/running_catalyst_in_jupyter_notebook.ipynb">here</a>)</p>
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<p>(<a class="reference external" href="https://github.com/enigmampc/catalyst/blob/master/catalyst/examples/running_catalyst_in_jupyter_notebook.ipynb">This is actual Notebook</a> referenced in the text below)</p>
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<p>The <a class="reference external" href="https://jupyter.org/">Jupyter Notebook</a> is a very powerful
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browser-based interface to a Python interpreter. As it is already the
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de-facto interface for most quantitative researchers, <code class="docutils literal"><span class="pre">catalyst</span></code>
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@@ -277,11 +276,17 @@ the interface through which you will interact with Jupyter Notebook.</p>
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</div>
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<div class="section" id="running-algorithms">
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<h2>Running Algorithms<a class="headerlink" href="#running-algorithms" title="Permalink to this headline">¶</a></h2>
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<p>To use it you have to write your algorithm in a cell and let
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<code class="docutils literal"><span class="pre">catalyst</span></code> know that it is supposed to run this algorithm. This is
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done via the <code class="docutils literal"><span class="pre">%%catalyst</span></code> IPython magic command that is available
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after you import <code class="docutils literal"><span class="pre">catalyst</span></code> from within the Notebook. This magic takes
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the same arguments as the command line interface. Thus to run the
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<p>Before running your algorithms inside the Jupyter Notebook, remember to ingest
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the data from the command line interface (CLI). In the example below, you would
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need to run first:</p>
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<div class="code bash highlight-python"><div class="highlight"><pre>catalyst ingest-exchange -x bitfinex -i btc_usd
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</pre></div>
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</div>
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<p>To use Catalyst inside a Jupyter Noebook, you have to write your algorithm in a
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cell and let the Jupyter know that it is supposed to execute this algorithm with
|
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Catalyst. This is done via the <code class="docutils literal"><span class="pre">%%catalyst</span></code> IPython magic command that is
|
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available after you import <code class="docutils literal"><span class="pre">catalyst</span></code> from within the Notebook. This magic
|
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takes the same arguments as the command line interface. Thus to run the
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algorithm just supply the same parameters as the CLI but without the -f
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and -o arguments. We just have to execute the following cell after
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importing <code class="docutils literal"><span class="pre">catalyst</span></code> to register the magic.</p>
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@@ -296,7 +301,7 @@ importing <code class="docutils literal"><span class="pre">catalyst</span></code
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<p>Note below that we do not have to specify an input file (-f) since the
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magic will use the contents of the cell and look for your algorithm
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functions.</p>
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<div class="code python highlight-python"><div class="highlight"><pre>%%catalyst --start 2015-3-2 --end 2017-6-28 --capital-base 100000 -x bitfinex
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<div class="code python highlight-python"><div class="highlight"><pre>%%catalyst --start 2015-3-2 --end 2017-6-28 --capital-base 100000 -x bitfinex -c usd
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from catalyst.finance.slippage import VolumeShareSlippage
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@@ -434,9 +439,8 @@ def analyze(context=None, results=None):
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[2017-08-11 07:19:54.620430] INFO: Performance: last close: 2017-06-28 23:59:00+00:00
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</pre></div>
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</div>
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<div class="figure" id="id1">
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<div class="figure">
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<img alt="png" src="https://i.imgur.com/DS5w47q.png" />
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<p class="caption"><span class="caption-text">png</span></p>
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</div>
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<div><table border="1" class="dataframe"><thead><tr style="text-align: right;"><th></th><th><p>algo_volatility</p>
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</th><th><p>algorithm_period_return</p>
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+1
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truncated
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Reference in new issue
Block a user