From a1d5832db68a1f1417422a3ca398d34eed85781f Mon Sep 17 00:00:00 2001 From: Victor Grau Serrat Date: Mon, 11 Dec 2017 15:53:34 -0700 Subject: [PATCH] DOC: Updated Jupyter documentation --- _sources/jupyter.txt | 25 +++++++++++++++---------- install.html | 4 ++-- jupyter.html | 24 ++++++++++++++---------- searchindex.js | 2 +- 4 files changed, 32 insertions(+), 23 deletions(-) diff --git a/_sources/jupyter.txt b/_sources/jupyter.txt index 4042da53..21fc010a 100644 --- a/_sources/jupyter.txt +++ b/_sources/jupyter.txt @@ -1,8 +1,7 @@ Catalyst & Jupyter Notebook =========================== -(Feel free to check out the actual Notebook file -`here `__) +(`This is actual Notebook `_ referenced in the text below) The `Jupyter Notebook `__ is a very powerful browser-based interface to a Python interpreter. As it is already the @@ -33,11 +32,19 @@ the interface through which you will interact with Jupyter Notebook. Running Algorithms ^^^^^^^^^^^^^^^^^^ -To use it you have to write your algorithm in a cell and let -``catalyst`` know that it is supposed to run this algorithm. This is -done via the ``%%catalyst`` IPython magic command that is available -after you import ``catalyst`` from within the Notebook. This magic takes -the same arguments as the command line interface. Thus to run the +Before running your algorithms inside the Jupyter Notebook, remember to ingest +the data from the command line interface (CLI). In the example below, you would +need to run first: + +.. code:: bash + + catalyst ingest-exchange -x bitfinex -i btc_usd + +To use Catalyst inside a Jupyter Noebook, you have to write your algorithm in a +cell and let the Jupyter know that it is supposed to execute this algorithm with +Catalyst. This is done via the ``%%catalyst`` IPython magic command that is +available after you import ``catalyst`` from within the Notebook. This magic +takes the same arguments as the command line interface. Thus to run the algorithm just supply the same parameters as the CLI but without the -f and -o arguments. We just have to execute the following cell after importing ``catalyst`` to register the magic. @@ -58,7 +65,7 @@ functions. .. code:: python - %%catalyst --start 2015-3-2 --end 2017-6-28 --capital-base 100000 -x bitfinex + %%catalyst --start 2015-3-2 --end 2017-6-28 --capital-base 100000 -x bitfinex -c usd from catalyst.finance.slippage import VolumeShareSlippage @@ -199,8 +206,6 @@ functions. .. figure:: https://i.imgur.com/DS5w47q.png :alt: png - png - .. raw:: html
diff --git a/install.html b/install.html index d652871b..b2063206 100644 --- a/install.html +++ b/install.html @@ -32,7 +32,7 @@ - + @@ -640,7 +640,7 @@ and you get a hint on how to solve it. Next - Previous + Previous
diff --git a/jupyter.html b/jupyter.html index 8614729d..b8b1d5fe 100644 --- a/jupyter.html +++ b/jupyter.html @@ -253,8 +253,7 @@

Catalyst & Jupyter Notebook

-

(Feel free to check out the actual Notebook file -here)

+

(This is actual Notebook referenced in the text below)

The Jupyter Notebook is a very powerful browser-based interface to a Python interpreter. As it is already the de-facto interface for most quantitative researchers, catalyst @@ -277,11 +276,17 @@ the interface through which you will interact with Jupyter Notebook.

Running Algorithms

-

To use it you have to write your algorithm in a cell and let -catalyst know that it is supposed to run this algorithm. This is -done via the %%catalyst IPython magic command that is available -after you import catalyst from within the Notebook. This magic takes -the same arguments as the command line interface. Thus to run the +

Before running your algorithms inside the Jupyter Notebook, remember to ingest +the data from the command line interface (CLI). In the example below, you would +need to run first:

+
catalyst ingest-exchange -x bitfinex -i btc_usd
+
+
+

To use Catalyst inside a Jupyter Noebook, you have to write your algorithm in a +cell and let the Jupyter know that it is supposed to execute this algorithm with +Catalyst. This is done via the %%catalyst IPython magic command that is +available after you import catalyst from within the Notebook. This magic +takes the same arguments as the command line interface. Thus to run the algorithm just supply the same parameters as the CLI but without the -f and -o arguments. We just have to execute the following cell after importing catalyst to register the magic.

@@ -296,7 +301,7 @@ importing catalystNote below that we do not have to specify an input file (-f) since the magic will use the contents of the cell and look for your algorithm functions.

-
%%catalyst --start 2015-3-2 --end 2017-6-28 --capital-base 100000 -x bitfinex
+
%%catalyst --start 2015-3-2 --end 2017-6-28 --capital-base 100000 -x bitfinex -c usd
 
 from catalyst.finance.slippage import VolumeShareSlippage
 
@@ -434,9 +439,8 @@ def analyze(context=None, results=None):
 [2017-08-11 07:19:54.620430] INFO: Performance: last close: 2017-06-28 23:59:00+00:00
 
-
+
png -

png

algo_volatility

algorithm_period_return

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