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Frederic Fortier
2018-02-09 12:12:06 -05:00
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@@ -13,8 +13,6 @@
@@ -32,9 +30,6 @@
<link rel="index" title="Index"
href="genindex.html"/>
<link rel="search" title="Search" href="search.html"/>
<link rel="top" title="Catalyst 0.4 documentation" href="index.html"/>
<link rel="next" title="Example Algorithms" href="example-algos.html"/>
<link rel="prev" title="Live Trading" href="live-trading.html"/>
@@ -46,28 +41,21 @@
<body class="wy-body-for-nav" role="document">
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<a href="index.html" class="icon icon-home"> Catalyst
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@@ -76,94 +64,244 @@
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<div class="section" id="features">
<h1>Features<a class="headerlink" href="#features" title="Permalink to this headline"></a></h1>
@@ -187,7 +325,7 @@ details.</li>
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 class="std std-ref">Naming Convention</span></a>.</li>
<a class="reference internal" href="#naming"><span>Naming Convention</span></a>.</li>
<li>Output of performance statistics based on Pandas DataFrames to integrate
nicely into the existing PyData ecosystem.</li>
<li>Support for accessing multiple exchanges per algorithm, which opens the door
@@ -204,7 +342,7 @@ can be specified through <code class="docutils literal"><span class="pre">set_be
<li>Support for Python2 and Python3.</li>
</ul>
<p>For additional details on the functionality added on recent releases, see the
<a class="reference internal" href="releases.html"><span class="doc">Release Notes</span></a>.</p>
<a class="reference internal" href="releases.html"><em>Release Notes</em></a>.</p>
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<div class="section" id="upcoming-features">
<h2>Upcoming features<a class="headerlink" href="#upcoming-features" title="Permalink to this headline"></a></h2>
@@ -236,29 +374,29 @@ exchange. Catalyst will always expect in all its functions that you will refer t
the asset pairs by using the Catalyst naming convention.</p>
<p>If at any point, you input the wrong name for an asset pair, you will get an error
of that pair not found in the given exchange, and a list of pairs available on that exchange:</p>
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ catalyst ingest-exchange -x poloniex -i btc_usd
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>catalyst ingest-exchange -x poloniex -i btc_usd
</pre></div>
</div>
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="n">Ingesting</span> <span class="n">exchange</span> <span class="n">bundle</span> <span class="n">poloniex</span><span class="o">...</span>
<span class="n">Error</span> <span class="n">traceback</span><span class="p">:</span> <span class="o">/</span><span class="n">Volumes</span><span class="o">/</span><span class="n">Data</span><span class="o">/</span><span class="n">Users</span><span class="o">/</span><span class="n">victoris</span><span class="o">/</span><span class="n">Desktop</span><span class="o">/</span><span class="n">Enigma</span><span class="o">/</span><span class="n">user</span><span class="o">-</span><span class="n">install</span><span class="o">/</span><span class="n">catalyst</span><span class="o">-</span><span class="n">dev</span><span class="o">/</span><span class="n">catalyst</span><span class="o">/</span><span class="n">exchange</span><span class="o">/</span><span class="n">exchange</span><span class="o">.</span><span class="n">py</span> <span class="p">(</span><span class="n">line</span> <span class="mi">175</span><span class="p">)</span>
<span class="n">SymbolNotFoundOnExchange</span><span class="p">:</span> <span class="n">Symbol</span> <span class="n">btc_usd</span> <span class="ow">not</span> <span class="n">found</span> <span class="n">on</span> <span class="n">exchange</span> <span class="n">Poloniex</span><span class="o">.</span>
<span class="n">Choose</span> <span class="n">from</span><span class="p">:</span> <span class="p">[</span><span class="s1">&#39;rep_usdt&#39;</span><span class="p">,</span> <span class="s1">&#39;gno_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;xvc_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;pink_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;sys_btc&#39;</span><span class="p">,</span>
<span class="s1">&#39;emc2_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;rads_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;note_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;maid_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;bch_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;gnt_btc&#39;</span><span class="p">,</span>
<span class="s1">&#39;bcn_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;rep_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;bcy_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;cvc_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;nxt_xmr&#39;</span><span class="p">,</span> <span class="s1">&#39;zec_usdt&#39;</span><span class="p">,</span>
<span class="s1">&#39;fct_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;gas_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;pot_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;eth_usdt&#39;</span><span class="p">,</span> <span class="s1">&#39;btc_usdt&#39;</span><span class="p">,</span> <span class="s1">&#39;lbc_btc&#39;</span><span class="p">,</span>
<span class="s1">&#39;dcr_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;etc_usdt&#39;</span><span class="p">,</span> <span class="s1">&#39;omg_eth&#39;</span><span class="p">,</span> <span class="s1">&#39;amp_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;xpm_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;nxt_btc&#39;</span><span class="p">,</span>
<span class="s1">&#39;vtc_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;steem_eth&#39;</span><span class="p">,</span> <span class="s1">&#39;blk_xmr&#39;</span><span class="p">,</span> <span class="s1">&#39;pasc_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;zec_xmr&#39;</span><span class="p">,</span> <span class="s1">&#39;grc_btc&#39;</span><span class="p">,</span>
<span class="s1">&#39;nxc_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;btcd_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;ltc_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;dash_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;naut_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;zec_eth&#39;</span><span class="p">,</span>
<span class="s1">&#39;zec_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;burst_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;zrx_eth&#39;</span><span class="p">,</span> <span class="s1">&#39;bela_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;steem_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;etc_btc&#39;</span><span class="p">,</span>
<span class="s1">&#39;eth_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;huc_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;strat_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;lsk_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;exp_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;clam_btc&#39;</span><span class="p">,</span>
<span class="s1">&#39;rep_eth&#39;</span><span class="p">,</span> <span class="s1">&#39;dash_xmr&#39;</span><span class="p">,</span> <span class="s1">&#39;cvc_eth&#39;</span><span class="p">,</span> <span class="s1">&#39;bch_usdt&#39;</span><span class="p">,</span> <span class="s1">&#39;zrx_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;dash_usdt&#39;</span><span class="p">,</span>
<span class="s1">&#39;blk_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;xrp_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;nxt_usdt&#39;</span><span class="p">,</span> <span class="s1">&#39;neos_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;omg_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;bts_btc&#39;</span><span class="p">,</span>
<span class="s1">&#39;doge_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;gnt_eth&#39;</span><span class="p">,</span> <span class="s1">&#39;sbd_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;gno_eth&#39;</span><span class="p">,</span> <span class="s1">&#39;xcp_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;ltc_usdt&#39;</span><span class="p">,</span>
<span class="s1">&#39;btm_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;xmr_usdt&#39;</span><span class="p">,</span> <span class="s1">&#39;lsk_eth&#39;</span><span class="p">,</span> <span class="s1">&#39;omni_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;nav_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;fldc_btc&#39;</span><span class="p">,</span>
<span class="s1">&#39;ppc_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;xbc_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;dgb_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;sc_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;btcd_xmr&#39;</span><span class="p">,</span> <span class="s1">&#39;vrc_btc&#39;</span><span class="p">,</span>
<span class="s1">&#39;ric_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;str_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;maid_xmr&#39;</span><span class="p">,</span> <span class="s1">&#39;xmr_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;sjcx_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;via_btc&#39;</span><span class="p">,</span>
<span class="s1">&#39;xem_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;nmc_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;etc_eth&#39;</span><span class="p">,</span> <span class="s1">&#39;ltc_xmr&#39;</span><span class="p">,</span> <span class="s1">&#39;ardr_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;gas_eth&#39;</span><span class="p">,</span>
<span class="s1">&#39;flo_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;xrp_usdt&#39;</span><span class="p">,</span> <span class="s1">&#39;game_btc&#39;</span><span class="p">,</span> <span class="s1">&#39;bch_eth&#39;</span><span class="p">,</span> <span class="s1">&#39;bcn_xmr&#39;</span><span class="p">,</span> <span class="s1">&#39;str_usdt&#39;</span><span class="p">]</span>
<div class="highlight-python"><div class="highlight"><pre>Ingesting exchange bundle poloniex...
Error traceback: /Volumes/Data/Users/victoris/Desktop/Enigma/user-install/catalyst-dev/catalyst/exchange/exchange.py (line 175)
SymbolNotFoundOnExchange: Symbol btc_usd not found on exchange Poloniex.
Choose from: [&#39;rep_usdt&#39;, &#39;gno_btc&#39;, &#39;xvc_btc&#39;, &#39;pink_btc&#39;, &#39;sys_btc&#39;,
&#39;emc2_btc&#39;, &#39;rads_btc&#39;, &#39;note_btc&#39;, &#39;maid_btc&#39;, &#39;bch_btc&#39;, &#39;gnt_btc&#39;,
&#39;bcn_btc&#39;, &#39;rep_btc&#39;, &#39;bcy_btc&#39;, &#39;cvc_btc&#39;, &#39;nxt_xmr&#39;, &#39;zec_usdt&#39;,
&#39;fct_btc&#39;, &#39;gas_btc&#39;, &#39;pot_btc&#39;, &#39;eth_usdt&#39;, &#39;btc_usdt&#39;, &#39;lbc_btc&#39;,
&#39;dcr_btc&#39;, &#39;etc_usdt&#39;, &#39;omg_eth&#39;, &#39;amp_btc&#39;, &#39;xpm_btc&#39;, &#39;nxt_btc&#39;,
&#39;vtc_btc&#39;, &#39;steem_eth&#39;, &#39;blk_xmr&#39;, &#39;pasc_btc&#39;, &#39;zec_xmr&#39;, &#39;grc_btc&#39;,
&#39;nxc_btc&#39;, &#39;btcd_btc&#39;, &#39;ltc_btc&#39;, &#39;dash_btc&#39;, &#39;naut_btc&#39;, &#39;zec_eth&#39;,
&#39;zec_btc&#39;, &#39;burst_btc&#39;, &#39;zrx_eth&#39;, &#39;bela_btc&#39;, &#39;steem_btc&#39;, &#39;etc_btc&#39;,
&#39;eth_btc&#39;, &#39;huc_btc&#39;, &#39;strat_btc&#39;, &#39;lsk_btc&#39;, &#39;exp_btc&#39;, &#39;clam_btc&#39;,
&#39;rep_eth&#39;, &#39;dash_xmr&#39;, &#39;cvc_eth&#39;, &#39;bch_usdt&#39;, &#39;zrx_btc&#39;, &#39;dash_usdt&#39;,
&#39;blk_btc&#39;, &#39;xrp_btc&#39;, &#39;nxt_usdt&#39;, &#39;neos_btc&#39;, &#39;omg_btc&#39;, &#39;bts_btc&#39;,
&#39;doge_btc&#39;, &#39;gnt_eth&#39;, &#39;sbd_btc&#39;, &#39;gno_eth&#39;, &#39;xcp_btc&#39;, &#39;ltc_usdt&#39;,
&#39;btm_btc&#39;, &#39;xmr_usdt&#39;, &#39;lsk_eth&#39;, &#39;omni_btc&#39;, &#39;nav_btc&#39;, &#39;fldc_btc&#39;,
&#39;ppc_btc&#39;, &#39;xbc_btc&#39;, &#39;dgb_btc&#39;, &#39;sc_btc&#39;, &#39;btcd_xmr&#39;, &#39;vrc_btc&#39;,
&#39;ric_btc&#39;, &#39;str_btc&#39;, &#39;maid_xmr&#39;, &#39;xmr_btc&#39;, &#39;sjcx_btc&#39;, &#39;via_btc&#39;,
&#39;xem_btc&#39;, &#39;nmc_btc&#39;, &#39;etc_eth&#39;, &#39;ltc_xmr&#39;, &#39;ardr_btc&#39;, &#39;gas_eth&#39;,
&#39;flo_btc&#39;, &#39;xrp_usdt&#39;, &#39;game_btc&#39;, &#39;bch_eth&#39;, &#39;bcn_xmr&#39;, &#39;str_usdt&#39;]
</pre></div>
</div>
<p>In the example above, exchange Poloniex does not use USD, but uses instead the
@@ -266,30 +404,26 @@ USDT cryptocurrency asset that is issued on the Bitcoin blockchain via the Omni
Layer Protocol. Each USDT unit is backed by a U.S Dollar held in the reserves of
Tether Limited. USDT can be transferred, stored, and spent, just like bitcoins
or any other cryptocurrency. Given its 1:1 mapping to the USD, is a viable alternative.</p>
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ catalyst ingest-exchange -x poloniex -i btc_usdt
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>catalyst ingest-exchange -x poloniex -i btc_usdt
</pre></div>
</div>
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="n">Ingesting</span> <span class="n">exchange</span> <span class="n">bundle</span> <span class="n">poloniex</span><span class="o">...</span>
<span class="p">[</span><span class="o">====================================</span><span class="p">]</span> <span class="n">Fetching</span> <span class="n">poloniex</span> <span class="n">daily</span> <span class="n">candles</span><span class="p">:</span> <span class="p">:</span> <span class="mi">100</span><span class="o">%</span>
<div class="highlight-python"><div class="highlight"><pre>Ingesting exchange bundle poloniex...
[====================================] Fetching poloniex daily candles: : 100%
</pre></div>
</div>
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@@ -299,10 +433,9 @@ or any other cryptocurrency. Given its 1:1 mapping to the USD, is a viable alter
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@@ -323,8 +456,7 @@ or any other cryptocurrency. Given its 1:1 mapping to the USD, is a viable alter
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