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DOC: fix docs compilation
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lenak25
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<html xmlns="http://www.w3.org/1999/xhtml">
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<head>
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<meta http-equiv="Content-Type" content="text/html; charset=utf-8" />
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<title>Data Bundles — Catalyst 0.4 documentation</title>
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<link rel="stylesheet" href="_static/classic.css" type="text/css" />
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<body>
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<div class="related" role="navigation" aria-label="related navigation">
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<h3>Navigation</h3>
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<ul>
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<li class="right" style="margin-right: 10px">
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<a href="genindex.html" title="General Index"
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accesskey="I">index</a></li>
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<li class="nav-item nav-item-0"><a href="index.html">Catalyst 0.4 documentation</a> »</li>
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</ul>
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<div class="document">
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<div class="bodywrapper">
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<link rel="stylesheet" href="_static/css/theme.css" type="text/css" />
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<link rel="index" title="Index"
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href="genindex.html"/>
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<link rel="search" title="Search" href="search.html"/>
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<link rel="top" title="Catalyst 0.4 documentation" href="index.html"/>
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<script src="_static/js/modernizr.min.js"></script>
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<div class="wy-menu wy-menu-vertical" data-spy="affix" role="navigation" aria-label="main navigation">
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<li class="toctree-l2"><a class="reference internal" href="install.html#installing-with-conda">Installing with <code class="docutils literal"><span class="pre">conda</span></code></a><ul>
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<li class="toctree-l3"><a class="reference internal" href="install.html#troubleshooting-conda-install">Troubleshooting <code class="docutils literal"><span class="pre">conda</span></code> Install</a></li>
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</ul>
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</li>
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<li class="toctree-l2"><a class="reference internal" href="install.html#installing-with-pip">Installing with <code class="docutils literal"><span class="pre">pip</span></code></a><ul>
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<li class="toctree-l3"><a class="reference internal" href="install.html#troubleshooting-pip-install">Troubleshooting <code class="docutils literal"><span class="pre">pip</span></code> Install</a></li>
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</li>
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<li class="toctree-l2"><a class="reference internal" href="install.html#installing-with-pipenv">Installing with <code class="docutils literal"><span class="pre">pipenv</span></code></a></li>
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<li class="toctree-l3"><a class="reference internal" href="install.html#macos-virtualenv-conda-matplotlib">MacOS + virtualenv/conda + matplotlib</a></li>
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<li class="toctree-l1"><a class="reference internal" href="beginner-tutorial.html">Catalyst Beginner Tutorial</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#basics">Basics</a></li>
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<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#my-first-algorithm">My first algorithm</a></li>
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<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#ingesting-data">Ingesting data</a></li>
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<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#running-the-algorithm">Running the algorithm</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#command-line-interface">Command line interface</a></li>
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</ul>
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</li>
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<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#access-to-previous-prices-using-history">Access to previous prices using <code class="docutils literal"><span class="pre">history</span></code></a><ul>
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<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#working-example-dual-moving-average-cross-over">Working example: Dual Moving Average Cross-Over</a></li>
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</ul>
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</li>
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<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#jupyter-notebook">Jupyter Notebook</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#install">Install</a></li>
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<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#running-algorithms">Running Algorithms</a></li>
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</ul>
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</li>
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<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#pycharm-ide">PyCharm IDE</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#id1">Install</a></li>
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<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#setup">Setup</a></li>
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</ul>
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<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#next-steps">Next steps</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="live-trading.html">Live Trading</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="live-trading.html#supported-exchanges">Supported Exchanges</a></li>
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<li class="toctree-l2"><a class="reference internal" href="live-trading.html#paper-trading-vs-live-trading-modes">Paper Trading vs Live Trading modes</a></li>
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<li class="toctree-l2"><a class="reference internal" href="live-trading.html#currency-symbols">Currency Symbols</a></li>
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<li class="toctree-l2"><a class="reference internal" href="live-trading.html#trading-an-algorithm">Trading an Algorithm</a></li>
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</ul>
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<li class="toctree-l1"><a class="reference internal" href="features.html">Features</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="features.html#current-functionality">Current Functionality</a></li>
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<li class="toctree-l2"><a class="reference internal" href="features.html#upcoming-features">Upcoming features</a></li>
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<li class="toctree-l2"><a class="reference internal" href="features.html#naming-convention">Naming Convention</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="example-algos.html">Example Algorithms</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="example-algos.html#overview">Overview</a></li>
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<li class="toctree-l2"><a class="reference internal" href="example-algos.html#buy-btc-simple-algorithm">Buy BTC Simple Algorithm</a></li>
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<li class="toctree-l2"><a class="reference internal" href="example-algos.html#buy-and-hodl-algorithm">Buy and Hodl Algorithm</a></li>
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<li class="toctree-l2"><a class="reference internal" href="example-algos.html#dual-moving-average-crossover">Dual Moving Average Crossover</a></li>
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<li class="toctree-l2"><a class="reference internal" href="example-algos.html#mean-reversion-algorithm">Mean Reversion Algorithm</a></li>
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<li class="toctree-l2"><a class="reference internal" href="example-algos.html#simple-universe">Simple Universe</a></li>
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||||
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#portfolio-optimization">Portfolio Optimization</a></li>
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</ul>
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||||
</li>
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<li class="toctree-l1"><a class="reference internal" href="utilities.html">Utilities</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="utilities.html#output-to-csv-file">Output to CSV file</a></li>
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<li class="toctree-l2"><a class="reference internal" href="utilities.html#extracting-market-data">Extracting market data</a></li>
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||||
</ul>
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</li>
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||||
<li class="toctree-l1"><a class="reference internal" href="videos.html">Videos</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="videos.html#installation-macos">Installation: MacOS</a></li>
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||||
<li class="toctree-l2"><a class="reference internal" href="videos.html#installation-windows">Installation: Windows</a></li>
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||||
<li class="toctree-l2"><a class="reference internal" href="videos.html#backtesting-a-strategy">Backtesting a Strategy</a></li>
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<li class="toctree-l2"><a class="reference internal" href="videos.html#live-trading-a-strategy">Live Trading a Strategy</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="resources.html">Resources</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="resources.html#related-3rd-party-apis">Related 3rd Party APIs</a></li>
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<li class="toctree-l1"><a class="reference internal" href="development-guidelines.html">Development Guidelines</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#creating-a-development-environment">Creating a Development Environment</a></li>
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<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#development-with-docker">Development with Docker</a></li>
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<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#git-branching-structure">Git Branching Structure</a></li>
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<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#contributing-to-the-docs">Contributing to the Docs</a></li>
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<li class="toctree-l1"><a class="reference internal" href="releases.html">Release Notes</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-5-7">Version 0.5.7</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#build">Build</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#bug-fixes">Bug Fixes</a></li>
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||||
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-5-6">Version 0.5.6</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id1">Build</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">Bug Fixes</a></li>
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<div class="section" id="data-bundles">
|
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<span id="id1"></span><h1>Data Bundles<a class="headerlink" href="#data-bundles" title="Permalink to this headline">¶</a></h1>
|
||||
@@ -50,12 +339,12 @@ backtests and store the data for future runs.</p>
|
||||
<p>Zipline comes with a few bundles by default as well as the ability to register
|
||||
new bundles. To see which bundles we have have available, we may run the
|
||||
<code class="docutils literal"><span class="pre">bundles</span></code> command, for example:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ zipline bundles
|
||||
my-custom-bundle <span class="m">2016</span>-05-05 <span class="m">20</span>:35:19.809398
|
||||
my-custom-bundle <span class="m">2016</span>-05-05 <span class="m">20</span>:34:53.654082
|
||||
my-custom-bundle <span class="m">2016</span>-05-05 <span class="m">20</span>:34:48.401767
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>zipline bundles
|
||||
my-custom-bundle 2016-05-05 20:35:19.809398
|
||||
my-custom-bundle 2016-05-05 20:34:53.654082
|
||||
my-custom-bundle 2016-05-05 20:34:48.401767
|
||||
quandl <no ingestions>
|
||||
quantopian-quandl <span class="m">2016</span>-05-05 <span class="m">20</span>:06:40.894956
|
||||
quantopian-quandl 2016-05-05 20:06:40.894956
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>The output here shows that there are 3 bundles available:</p>
|
||||
@@ -78,7 +367,7 @@ standard location that zipline can find. By default the location where ingested
|
||||
data will be written is <code class="docutils literal"><span class="pre">$ZIPLINE_ROOT/data/<bundle></span></code> where by default
|
||||
<code class="docutils literal"><span class="pre">ZIPLINE_ROOT=~/.zipline</span></code>. The ingestion step may take some time as it could
|
||||
involve downloading and processing a lot of data. This can be run with:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ zipline ingest <span class="o">[</span>-b <bundle><span class="o">]</span>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>zipline ingest <span class="o">[</span>-b <bundle><span class="o">]</span>
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>where <code class="docutils literal"><span class="pre"><bundle></span></code> is the name of the bundle to ingest, defaulting to
|
||||
@@ -97,17 +386,17 @@ we can list all of the ingestions with the <a class="reference internal" href="#
|
||||
command: <code class="docutils literal"><span class="pre">clean</span></code>, which will clear data bundles based on some time
|
||||
constraints.</p>
|
||||
<p>For example:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span><span class="c1"># clean everything older than <date></span>
|
||||
$ zipline clean <span class="o">[</span>-b <bundle><span class="o">]</span> --before <date>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="c"># clean everything older than <date></span>
|
||||
<span class="nv">$ </span>zipline clean <span class="o">[</span>-b <bundle><span class="o">]</span> --before <date>
|
||||
|
||||
<span class="c1"># clean everything newer than <date></span>
|
||||
$ zipline clean <span class="o">[</span>-b <bundle><span class="o">]</span> --after <date>
|
||||
<span class="c"># clean everything newer than <date></span>
|
||||
<span class="nv">$ </span>zipline clean <span class="o">[</span>-b <bundle><span class="o">]</span> --after <date>
|
||||
|
||||
<span class="c1"># keep everything in the range of [before, after] and delete the rest</span>
|
||||
$ zipline clean <span class="o">[</span>-b <bundle><span class="o">]</span> --before <date> --after <after>
|
||||
<span class="c"># keep everything in the range of [before, after] and delete the rest</span>
|
||||
<span class="nv">$ </span>zipline clean <span class="o">[</span>-b <bundle><span class="o">]</span> --before <date> --after <after>
|
||||
|
||||
<span class="c1"># clean all but the last <int> runs</span>
|
||||
$ zipline clean <span class="o">[</span>-b <bundle><span class="o">]</span> --keep-last <int>
|
||||
<span class="c"># clean all but the last <int> runs</span>
|
||||
<span class="nv">$ </span>zipline clean <span class="o">[</span>-b <bundle><span class="o">]</span> --keep-last <int>
|
||||
</pre></div>
|
||||
</div>
|
||||
</div>
|
||||
@@ -116,7 +405,7 @@ $ zipline clean <span class="o">[</span>-b <bundle><span class="o">]</span
|
||||
<p>Now that the data has been ingested we can use it to run backtests with the
|
||||
<code class="docutils literal"><span class="pre">run</span></code> command. The bundle to use can be specified with the <code class="docutils literal"><span class="pre">--bundle</span></code> option
|
||||
like:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ zipline run --bundle <bundle> --algofile algo.py ...
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>zipline run --bundle <bundle> --algofile algo.py ...
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>We may also specify the date to use to look up the bundle data with the
|
||||
@@ -138,7 +427,7 @@ includes daily pricing data, splits, cash dividends, and asset metadata. To
|
||||
ingest the <code class="docutils literal"><span class="pre">quandl</span></code> data bundle we recommend creating an account on quandl.com
|
||||
to get an API key to be able to make more API requests per day. Once we have an
|
||||
API key we may run:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ <span class="nv">QUANDL_API_KEY</span><span class="o">=</span><api-key> zipline ingest -b quandl
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ QUANDL_API_KEY</span><span class="o">=</span><api-key> zipline ingest -b quandl
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>though we may still run <code class="docutils literal"><span class="pre">ingest</span></code> as an anonymous quandl user (with no API
|
||||
@@ -169,23 +458,23 @@ cache the data for a set of equities from yahoo. The yahoo bundles include daily
|
||||
pricing data along with splits, cash dividends, and inferred asset metadata. To
|
||||
create a bundle from a set of equities, add the following to your
|
||||
<code class="docutils literal"><span class="pre">~/.zipline/extensions.py</span></code> file:</p>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="kn">from</span> <span class="nn">zipline.data.bundles</span> <span class="kn">import</span> <span class="n">register</span><span class="p">,</span> <span class="n">yahoo_equities</span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="kn">from</span> <span class="nn">zipline.data.bundles</span> <span class="kn">import</span> <span class="n">register</span><span class="p">,</span> <span class="n">yahoo_equities</span>
|
||||
|
||||
<span class="c1"># these are the tickers you would like data for</span>
|
||||
<span class="c"># these are the tickers you would like data for</span>
|
||||
<span class="n">equities</span> <span class="o">=</span> <span class="p">{</span>
|
||||
<span class="s1">'AAPL'</span><span class="p">,</span>
|
||||
<span class="s1">'MSFT'</span><span class="p">,</span>
|
||||
<span class="s1">'GOOG'</span><span class="p">,</span>
|
||||
<span class="s">'AAPL'</span><span class="p">,</span>
|
||||
<span class="s">'MSFT'</span><span class="p">,</span>
|
||||
<span class="s">'GOOG'</span><span class="p">,</span>
|
||||
<span class="p">}</span>
|
||||
<span class="n">register</span><span class="p">(</span>
|
||||
<span class="s1">'my-yahoo-equities-bundle'</span><span class="p">,</span> <span class="c1"># name this whatever you like</span>
|
||||
<span class="s">'my-yahoo-equities-bundle'</span><span class="p">,</span> <span class="c"># name this whatever you like</span>
|
||||
<span class="n">yahoo_equities</span><span class="p">(</span><span class="n">equities</span><span class="p">),</span>
|
||||
<span class="p">)</span>
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>This may now be used like:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ zipline ingest -b my-yahoo-equities-bundle
|
||||
$ zipline run -f algo.py --bundle my-yahoo-equities-bundle
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>zipline ingest -b my-yahoo-equities-bundle
|
||||
<span class="nv">$ </span>zipline run -f algo.py --bundle my-yahoo-equities-bundle
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>More than one yahoo equities bundle may be registered as long as they use
|
||||
@@ -205,7 +494,7 @@ writers that will write the data to the correct location transactionally. If an
|
||||
ingestion fails part way through the bundle will not be written in an incomplete
|
||||
state.</p>
|
||||
<p>The signature of the ingest function should be:</p>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="n">ingest</span><span class="p">(</span><span class="n">environ</span><span class="p">,</span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="n">ingest</span><span class="p">(</span><span class="n">environ</span><span class="p">,</span>
|
||||
<span class="n">asset_db_writer</span><span class="p">,</span>
|
||||
<span class="n">minute_bar_writer</span><span class="p">,</span>
|
||||
<span class="n">daily_bar_writer</span><span class="p">,</span>
|
||||
@@ -342,76 +631,59 @@ bundle uses this to directly untar the bundle into the <code class="docutils lit
|
||||
|
||||
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="sphinxsidebar" role="navigation" aria-label="main navigation">
|
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<div class="sphinxsidebarwrapper">
|
||||
<h3><a href="index.html">Table Of Contents</a></h3>
|
||||
<ul>
|
||||
<li><a class="reference internal" href="#">Data Bundles</a><ul>
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||||
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|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id6">Bug Fixes</a></li>
|
||||
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|
||||
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|
||||
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<div role="main" class="document">
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||||
<div class="section" id="development-guidelines">
|
||||
<h1>Development Guidelines<a class="headerlink" href="#development-guidelines" title="Permalink to this headline">¶</a></h1>
|
||||
@@ -55,23 +338,23 @@
|
||||
<div class="section" id="creating-a-development-environment">
|
||||
<h2>Creating a Development Environment<a class="headerlink" href="#creating-a-development-environment" title="Permalink to this headline">¶</a></h2>
|
||||
<p>First, you’ll need to clone Catalyst by running:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ git clone git@github.com:enigmampc/catalyst.git
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>git clone git@github.com:enigmampc/catalyst.git
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>Then check out to a new branch where you can make your changes:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ git checkout -b some-short-descriptive-name
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>git checkout -b some-short-descriptive-name
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>If you don’t already have them, you’ll need some C library dependencies. You can follow the <a class="reference external" href="install.html">install guide</a> to get the appropriate dependencies.</p>
|
||||
<p>The following section assumes you already have virtualenvwrapper and pip installed on your system. Suggested installation of Python library dependencies used for development:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ mkvirtualenv catalyst
|
||||
$ ./etc/ordered_pip.sh ./etc/requirements.txt
|
||||
$ pip install -r ./etc/requirements_dev.txt
|
||||
$ pip install -r ./etc/requirements_blaze.txt
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>mkvirtualenv catalyst
|
||||
<span class="nv">$ </span>./etc/ordered_pip.sh ./etc/requirements.txt
|
||||
<span class="nv">$ </span>pip install -r ./etc/requirements_dev.txt
|
||||
<span class="nv">$ </span>pip install -r ./etc/requirements_blaze.txt
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>Finally, you can build the C extensions by running:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ python setup.py build_ext --inplace
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>python setup.py build_ext --inplace
|
||||
</pre></div>
|
||||
</div>
|
||||
</div>
|
||||
@@ -91,20 +374,20 @@ build the <code class="docutils literal"><span class="pre">Dockerfile</span></co
|
||||
<h2>Contributing to the Docs<a class="headerlink" href="#contributing-to-the-docs" title="Permalink to this headline">¶</a></h2>
|
||||
<p>If you’d like to contribute to the documentation on enigmampc.github.io, you can navigate to <code class="docutils literal"><span class="pre">docs/source/</span></code> where each <a class="reference external" href="https://en.wikipedia.org/wiki/ReStructuredText">reStructuredText</a> file is a separate section there. To add a section, create a new file called <code class="docutils literal"><span class="pre">some-descriptive-name.rst</span></code> and add <code class="docutils literal"><span class="pre">some-descriptive-name</span></code> to <code class="docutils literal"><span class="pre">index.rst</span></code>. To edit a section, simply open up one of the existing files, make your changes, and save them.</p>
|
||||
<p>We use <a class="reference external" href="http://www.sphinx-doc.org/en/stable/">Sphinx</a> to generate documentation for Catalyst, which you will need to install by running:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ pip install -r ./etc/requirements_docs.txt
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip install -r ./etc/requirements_docs.txt
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>To build and view the docs locally, run:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span><span class="c1"># assuming you're in the Catalyst root directory</span>
|
||||
$ <span class="nb">cd</span> docs
|
||||
$ make html
|
||||
$ <span class="o">{</span>BROWSER<span class="o">}</span> build/html/index.html
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="c"># assuming you're in the Catalyst root directory</span>
|
||||
<span class="nv">$ </span><span class="nb">cd </span>docs
|
||||
<span class="nv">$ </span>make html
|
||||
<span class="nv">$ </span><span class="o">{</span>BROWSER<span class="o">}</span> build/html/index.html
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>There is a <a class="reference external" href="https://github.com/sphinx-doc/sphinx/issues/3212">documented issue</a>
|
||||
with <code class="docutils literal"><span class="pre">sphinx</span></code> and <code class="docutils literal"><span class="pre">docutils</span></code> that causes the error below when trying to build
|
||||
the docs.</p>
|
||||
<div class="highlight-text"><div class="highlight"><pre><span></span>Exception occurred:
|
||||
<div class="highlight-text"><div class="highlight"><pre>Exception occurred:
|
||||
File "(...)/env-c/lib/python2.7/site-packages/docutils/writers/_html_base.py", line 671, in depart_document
|
||||
assert not self.context, 'len(context) = %s' % len(self.context)
|
||||
AssertionError: len(context) = 3
|
||||
@@ -112,14 +395,14 @@ AssertionError: len(context) = 3
|
||||
</div>
|
||||
<p>If you get this error, you need to downgrade your version of <code class="docutils literal"><span class="pre">docutils</span></code> as
|
||||
follows, and build the docs again:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ pip install <span class="nv">docutils</span><span class="o">==</span><span class="m">0</span>.12
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip install <span class="nv">docutils</span><span class="o">==</span>0.12
|
||||
</pre></div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="section" id="commit-messages">
|
||||
<h2>Commit messages<a class="headerlink" href="#commit-messages" title="Permalink to this headline">¶</a></h2>
|
||||
<p>Standard prefixes to start a commit message:</p>
|
||||
<div class="highlight-text"><div class="highlight"><pre><span></span>BLD: change related to building Catalyst
|
||||
<div class="highlight-text"><div class="highlight"><pre>BLD: change related to building Catalyst
|
||||
BUG: bug fix
|
||||
DEP: deprecate something, or remove a deprecated object
|
||||
DEV: development tool or utility
|
||||
@@ -136,7 +419,7 @@ PERF: performance enhancements
|
||||
<p>Some commit style guidelines:</p>
|
||||
<p>Commit lines should be no longer than <a class="reference external" href="https://git-scm.com/book/en/v2/Distributed-Git-Contributing-to-a-Project">72 characters</a>. The first line of the commit should include one of the above prefixes. There should be an empty line between the commit subject and the body of the commit. In general, the message should be in the imperative tense. Best practice is to include not only what the change is, but why the change was made.</p>
|
||||
<p><strong>Example:</strong></p>
|
||||
<div class="highlight-text"><div class="highlight"><pre><span></span>MAINT: Remove unused calculations of max_leverage, et al.
|
||||
<div class="highlight-text"><div class="highlight"><pre>MAINT: Remove unused calculations of max_leverage, et al.
|
||||
|
||||
In the performance period the max_leverage, max_capital_used,
|
||||
cumulative_capital_used were calculated but not used.
|
||||
@@ -159,68 +442,68 @@ the algorithm has little cash on hand.
|
||||
|
||||
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="sphinxsidebar" role="navigation" aria-label="main navigation">
|
||||
<div class="sphinxsidebarwrapper">
|
||||
<h3><a href="index.html">Table Of Contents</a></h3>
|
||||
<ul>
|
||||
<li><a class="reference internal" href="#">Development Guidelines</a><ul>
|
||||
<li><a class="reference internal" href="#creating-a-development-environment">Creating a Development Environment</a></li>
|
||||
<li><a class="reference internal" href="#development-with-docker">Development with Docker</a></li>
|
||||
<li><a class="reference internal" href="#git-branching-structure">Git Branching Structure</a></li>
|
||||
<li><a class="reference internal" href="#contributing-to-the-docs">Contributing to the Docs</a></li>
|
||||
<li><a class="reference internal" href="#commit-messages">Commit messages</a></li>
|
||||
<li><a class="reference internal" href="#formatting-docstrings">Formatting Docstrings</a></li>
|
||||
</ul>
|
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</li>
|
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|
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-6">Version 0.4.6</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id12">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id13">Build</a></li>
|
||||
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|
||||
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|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-5">Version 0.4.5</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id14">Bug Fixes</a></li>
|
||||
</ul>
|
||||
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|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-4">Version 0.4.4</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id15">Bug Fixes</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-3">Version 0.4.3</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id16">Bug Fixes</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-2">Version 0.4.2</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id17">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id18">Build</a></li>
|
||||
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|
||||
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|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-0">Version 0.4.0</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id19">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id20">Build</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#version-0-3-10">Version 0.3.10</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id21">Bug Fixes</a></li>
|
||||
</ul>
|
||||
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|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-9">Version 0.3.9</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id22">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id23">Build</a></li>
|
||||
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|
||||
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|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-8">Version 0.3.8</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id24">Bug Fixes</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-7">Version 0.3.7</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id25">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id26">Build</a></li>
|
||||
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|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-6">Version 0.3.6</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id27">Bug Fixes</a></li>
|
||||
</ul>
|
||||
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|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-5">Version 0.3.5</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id28">Bug Fixes</a></li>
|
||||
</ul>
|
||||
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|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-4">Version 0.3.4</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id29">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id30">Build</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id31">Documentation</a></li>
|
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|
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|
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-3">Version 0.3.3</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id33">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id34">Build</a></li>
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|
||||
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|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-2">Version 0.3.2</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id35">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id36">Build</a></li>
|
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|
||||
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|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-1">Version 0.3.1</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id37">Bug Fixes</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3">Version 0.3</a></li>
|
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev5">Version 0.2.dev5</a></li>
|
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev1">Version 0.2.dev1</a></li>
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|
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|
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<li><a href="index.html">Docs</a> »</li>
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<li>Features</li>
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<a href="_sources/features.rst.txt" rel="nofollow"> View page source</a>
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<hr/>
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|
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<div role="main" class="document">
|
||||
|
||||
<div class="section" id="features">
|
||||
<h1>Features<a class="headerlink" href="#features" title="Permalink to this headline">¶</a></h1>
|
||||
@@ -119,29 +402,29 @@ 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>
|
||||
<div class="highlight-python"><div class="highlight"><pre><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">'rep_usdt'</span><span class="p">,</span> <span class="s1">'gno_btc'</span><span class="p">,</span> <span class="s1">'xvc_btc'</span><span class="p">,</span> <span class="s1">'pink_btc'</span><span class="p">,</span> <span class="s1">'sys_btc'</span><span class="p">,</span>
|
||||
<span class="s1">'emc2_btc'</span><span class="p">,</span> <span class="s1">'rads_btc'</span><span class="p">,</span> <span class="s1">'note_btc'</span><span class="p">,</span> <span class="s1">'maid_btc'</span><span class="p">,</span> <span class="s1">'bch_btc'</span><span class="p">,</span> <span class="s1">'gnt_btc'</span><span class="p">,</span>
|
||||
<span class="s1">'bcn_btc'</span><span class="p">,</span> <span class="s1">'rep_btc'</span><span class="p">,</span> <span class="s1">'bcy_btc'</span><span class="p">,</span> <span class="s1">'cvc_btc'</span><span class="p">,</span> <span class="s1">'nxt_xmr'</span><span class="p">,</span> <span class="s1">'zec_usdt'</span><span class="p">,</span>
|
||||
<span class="s1">'fct_btc'</span><span class="p">,</span> <span class="s1">'gas_btc'</span><span class="p">,</span> <span class="s1">'pot_btc'</span><span class="p">,</span> <span class="s1">'eth_usdt'</span><span class="p">,</span> <span class="s1">'btc_usdt'</span><span class="p">,</span> <span class="s1">'lbc_btc'</span><span class="p">,</span>
|
||||
<span class="s1">'dcr_btc'</span><span class="p">,</span> <span class="s1">'etc_usdt'</span><span class="p">,</span> <span class="s1">'omg_eth'</span><span class="p">,</span> <span class="s1">'amp_btc'</span><span class="p">,</span> <span class="s1">'xpm_btc'</span><span class="p">,</span> <span class="s1">'nxt_btc'</span><span class="p">,</span>
|
||||
<span class="s1">'vtc_btc'</span><span class="p">,</span> <span class="s1">'steem_eth'</span><span class="p">,</span> <span class="s1">'blk_xmr'</span><span class="p">,</span> <span class="s1">'pasc_btc'</span><span class="p">,</span> <span class="s1">'zec_xmr'</span><span class="p">,</span> <span class="s1">'grc_btc'</span><span class="p">,</span>
|
||||
<span class="s1">'nxc_btc'</span><span class="p">,</span> <span class="s1">'btcd_btc'</span><span class="p">,</span> <span class="s1">'ltc_btc'</span><span class="p">,</span> <span class="s1">'dash_btc'</span><span class="p">,</span> <span class="s1">'naut_btc'</span><span class="p">,</span> <span class="s1">'zec_eth'</span><span class="p">,</span>
|
||||
<span class="s1">'zec_btc'</span><span class="p">,</span> <span class="s1">'burst_btc'</span><span class="p">,</span> <span class="s1">'zrx_eth'</span><span class="p">,</span> <span class="s1">'bela_btc'</span><span class="p">,</span> <span class="s1">'steem_btc'</span><span class="p">,</span> <span class="s1">'etc_btc'</span><span class="p">,</span>
|
||||
<span class="s1">'eth_btc'</span><span class="p">,</span> <span class="s1">'huc_btc'</span><span class="p">,</span> <span class="s1">'strat_btc'</span><span class="p">,</span> <span class="s1">'lsk_btc'</span><span class="p">,</span> <span class="s1">'exp_btc'</span><span class="p">,</span> <span class="s1">'clam_btc'</span><span class="p">,</span>
|
||||
<span class="s1">'rep_eth'</span><span class="p">,</span> <span class="s1">'dash_xmr'</span><span class="p">,</span> <span class="s1">'cvc_eth'</span><span class="p">,</span> <span class="s1">'bch_usdt'</span><span class="p">,</span> <span class="s1">'zrx_btc'</span><span class="p">,</span> <span class="s1">'dash_usdt'</span><span class="p">,</span>
|
||||
<span class="s1">'blk_btc'</span><span class="p">,</span> <span class="s1">'xrp_btc'</span><span class="p">,</span> <span class="s1">'nxt_usdt'</span><span class="p">,</span> <span class="s1">'neos_btc'</span><span class="p">,</span> <span class="s1">'omg_btc'</span><span class="p">,</span> <span class="s1">'bts_btc'</span><span class="p">,</span>
|
||||
<span class="s1">'doge_btc'</span><span class="p">,</span> <span class="s1">'gnt_eth'</span><span class="p">,</span> <span class="s1">'sbd_btc'</span><span class="p">,</span> <span class="s1">'gno_eth'</span><span class="p">,</span> <span class="s1">'xcp_btc'</span><span class="p">,</span> <span class="s1">'ltc_usdt'</span><span class="p">,</span>
|
||||
<span class="s1">'btm_btc'</span><span class="p">,</span> <span class="s1">'xmr_usdt'</span><span class="p">,</span> <span class="s1">'lsk_eth'</span><span class="p">,</span> <span class="s1">'omni_btc'</span><span class="p">,</span> <span class="s1">'nav_btc'</span><span class="p">,</span> <span class="s1">'fldc_btc'</span><span class="p">,</span>
|
||||
<span class="s1">'ppc_btc'</span><span class="p">,</span> <span class="s1">'xbc_btc'</span><span class="p">,</span> <span class="s1">'dgb_btc'</span><span class="p">,</span> <span class="s1">'sc_btc'</span><span class="p">,</span> <span class="s1">'btcd_xmr'</span><span class="p">,</span> <span class="s1">'vrc_btc'</span><span class="p">,</span>
|
||||
<span class="s1">'ric_btc'</span><span class="p">,</span> <span class="s1">'str_btc'</span><span class="p">,</span> <span class="s1">'maid_xmr'</span><span class="p">,</span> <span class="s1">'xmr_btc'</span><span class="p">,</span> <span class="s1">'sjcx_btc'</span><span class="p">,</span> <span class="s1">'via_btc'</span><span class="p">,</span>
|
||||
<span class="s1">'xem_btc'</span><span class="p">,</span> <span class="s1">'nmc_btc'</span><span class="p">,</span> <span class="s1">'etc_eth'</span><span class="p">,</span> <span class="s1">'ltc_xmr'</span><span class="p">,</span> <span class="s1">'ardr_btc'</span><span class="p">,</span> <span class="s1">'gas_eth'</span><span class="p">,</span>
|
||||
<span class="s1">'flo_btc'</span><span class="p">,</span> <span class="s1">'xrp_usdt'</span><span class="p">,</span> <span class="s1">'game_btc'</span><span class="p">,</span> <span class="s1">'bch_eth'</span><span class="p">,</span> <span class="s1">'bcn_xmr'</span><span class="p">,</span> <span class="s1">'str_usdt'</span><span class="p">]</span>
|
||||
<span class="n">Choose</span> <span class="n">from</span><span class="p">:</span> <span class="p">[</span><span class="s">'rep_usdt'</span><span class="p">,</span> <span class="s">'gno_btc'</span><span class="p">,</span> <span class="s">'xvc_btc'</span><span class="p">,</span> <span class="s">'pink_btc'</span><span class="p">,</span> <span class="s">'sys_btc'</span><span class="p">,</span>
|
||||
<span class="s">'emc2_btc'</span><span class="p">,</span> <span class="s">'rads_btc'</span><span class="p">,</span> <span class="s">'note_btc'</span><span class="p">,</span> <span class="s">'maid_btc'</span><span class="p">,</span> <span class="s">'bch_btc'</span><span class="p">,</span> <span class="s">'gnt_btc'</span><span class="p">,</span>
|
||||
<span class="s">'bcn_btc'</span><span class="p">,</span> <span class="s">'rep_btc'</span><span class="p">,</span> <span class="s">'bcy_btc'</span><span class="p">,</span> <span class="s">'cvc_btc'</span><span class="p">,</span> <span class="s">'nxt_xmr'</span><span class="p">,</span> <span class="s">'zec_usdt'</span><span class="p">,</span>
|
||||
<span class="s">'fct_btc'</span><span class="p">,</span> <span class="s">'gas_btc'</span><span class="p">,</span> <span class="s">'pot_btc'</span><span class="p">,</span> <span class="s">'eth_usdt'</span><span class="p">,</span> <span class="s">'btc_usdt'</span><span class="p">,</span> <span class="s">'lbc_btc'</span><span class="p">,</span>
|
||||
<span class="s">'dcr_btc'</span><span class="p">,</span> <span class="s">'etc_usdt'</span><span class="p">,</span> <span class="s">'omg_eth'</span><span class="p">,</span> <span class="s">'amp_btc'</span><span class="p">,</span> <span class="s">'xpm_btc'</span><span class="p">,</span> <span class="s">'nxt_btc'</span><span class="p">,</span>
|
||||
<span class="s">'vtc_btc'</span><span class="p">,</span> <span class="s">'steem_eth'</span><span class="p">,</span> <span class="s">'blk_xmr'</span><span class="p">,</span> <span class="s">'pasc_btc'</span><span class="p">,</span> <span class="s">'zec_xmr'</span><span class="p">,</span> <span class="s">'grc_btc'</span><span class="p">,</span>
|
||||
<span class="s">'nxc_btc'</span><span class="p">,</span> <span class="s">'btcd_btc'</span><span class="p">,</span> <span class="s">'ltc_btc'</span><span class="p">,</span> <span class="s">'dash_btc'</span><span class="p">,</span> <span class="s">'naut_btc'</span><span class="p">,</span> <span class="s">'zec_eth'</span><span class="p">,</span>
|
||||
<span class="s">'zec_btc'</span><span class="p">,</span> <span class="s">'burst_btc'</span><span class="p">,</span> <span class="s">'zrx_eth'</span><span class="p">,</span> <span class="s">'bela_btc'</span><span class="p">,</span> <span class="s">'steem_btc'</span><span class="p">,</span> <span class="s">'etc_btc'</span><span class="p">,</span>
|
||||
<span class="s">'eth_btc'</span><span class="p">,</span> <span class="s">'huc_btc'</span><span class="p">,</span> <span class="s">'strat_btc'</span><span class="p">,</span> <span class="s">'lsk_btc'</span><span class="p">,</span> <span class="s">'exp_btc'</span><span class="p">,</span> <span class="s">'clam_btc'</span><span class="p">,</span>
|
||||
<span class="s">'rep_eth'</span><span class="p">,</span> <span class="s">'dash_xmr'</span><span class="p">,</span> <span class="s">'cvc_eth'</span><span class="p">,</span> <span class="s">'bch_usdt'</span><span class="p">,</span> <span class="s">'zrx_btc'</span><span class="p">,</span> <span class="s">'dash_usdt'</span><span class="p">,</span>
|
||||
<span class="s">'blk_btc'</span><span class="p">,</span> <span class="s">'xrp_btc'</span><span class="p">,</span> <span class="s">'nxt_usdt'</span><span class="p">,</span> <span class="s">'neos_btc'</span><span class="p">,</span> <span class="s">'omg_btc'</span><span class="p">,</span> <span class="s">'bts_btc'</span><span class="p">,</span>
|
||||
<span class="s">'doge_btc'</span><span class="p">,</span> <span class="s">'gnt_eth'</span><span class="p">,</span> <span class="s">'sbd_btc'</span><span class="p">,</span> <span class="s">'gno_eth'</span><span class="p">,</span> <span class="s">'xcp_btc'</span><span class="p">,</span> <span class="s">'ltc_usdt'</span><span class="p">,</span>
|
||||
<span class="s">'btm_btc'</span><span class="p">,</span> <span class="s">'xmr_usdt'</span><span class="p">,</span> <span class="s">'lsk_eth'</span><span class="p">,</span> <span class="s">'omni_btc'</span><span class="p">,</span> <span class="s">'nav_btc'</span><span class="p">,</span> <span class="s">'fldc_btc'</span><span class="p">,</span>
|
||||
<span class="s">'ppc_btc'</span><span class="p">,</span> <span class="s">'xbc_btc'</span><span class="p">,</span> <span class="s">'dgb_btc'</span><span class="p">,</span> <span class="s">'sc_btc'</span><span class="p">,</span> <span class="s">'btcd_xmr'</span><span class="p">,</span> <span class="s">'vrc_btc'</span><span class="p">,</span>
|
||||
<span class="s">'ric_btc'</span><span class="p">,</span> <span class="s">'str_btc'</span><span class="p">,</span> <span class="s">'maid_xmr'</span><span class="p">,</span> <span class="s">'xmr_btc'</span><span class="p">,</span> <span class="s">'sjcx_btc'</span><span class="p">,</span> <span class="s">'via_btc'</span><span class="p">,</span>
|
||||
<span class="s">'xem_btc'</span><span class="p">,</span> <span class="s">'nmc_btc'</span><span class="p">,</span> <span class="s">'etc_eth'</span><span class="p">,</span> <span class="s">'ltc_xmr'</span><span class="p">,</span> <span class="s">'ardr_btc'</span><span class="p">,</span> <span class="s">'gas_eth'</span><span class="p">,</span>
|
||||
<span class="s">'flo_btc'</span><span class="p">,</span> <span class="s">'xrp_usdt'</span><span class="p">,</span> <span class="s">'game_btc'</span><span class="p">,</span> <span class="s">'bch_eth'</span><span class="p">,</span> <span class="s">'bcn_xmr'</span><span class="p">,</span> <span class="s">'str_usdt'</span><span class="p">]</span>
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>In the example above, exchange Poloniex does not use USD, but uses instead the
|
||||
@@ -149,10 +432,10 @@ 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>
|
||||
<div class="highlight-python"><div class="highlight"><pre><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>
|
||||
</pre></div>
|
||||
</div>
|
||||
@@ -161,65 +444,68 @@ or any other cryptocurrency. Given its 1:1 mapping to the USD, is a viable alter
|
||||
|
||||
|
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|
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|
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<li class="toctree-l2"><a class="reference internal" href="live-trading.html#trading-an-algorithm">Trading an Algorithm</a></li>
|
||||
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|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="features.html">Features</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="features.html#current-functionality">Current Functionality</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="features.html#upcoming-features">Upcoming features</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="features.html#naming-convention">Naming Convention</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="example-algos.html">Example Algorithms</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#overview">Overview</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#buy-btc-simple-algorithm">Buy BTC Simple Algorithm</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#buy-and-hodl-algorithm">Buy and Hodl Algorithm</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#dual-moving-average-crossover">Dual Moving Average Crossover</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#mean-reversion-algorithm">Mean Reversion Algorithm</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#simple-universe">Simple Universe</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#portfolio-optimization">Portfolio Optimization</a></li>
|
||||
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|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="utilities.html">Utilities</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="utilities.html#output-to-csv-file">Output to CSV file</a></li>
|
||||
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|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="videos.html">Videos</a><ul>
|
||||
<li class="toctree-l2"><a class="reference internal" href="videos.html#installation-macos">Installation: MacOS</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="videos.html#installation-windows">Installation: Windows</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="videos.html#backtesting-a-strategy">Backtesting a Strategy</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="videos.html#live-trading-a-strategy">Live Trading a Strategy</a></li>
|
||||
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|
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|
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<li class="toctree-l2"><a class="reference internal" href="resources.html#related-3rd-party-apis">Related 3rd Party APIs</a></li>
|
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|
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|
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<h1 id="index">Index</h1>
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<div class="genindex-jumpbox">
|
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<a href="#A"><strong>A</strong></a>
|
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| <a href="#B"><strong>B</strong></a>
|
||||
| <a href="#C"><strong>C</strong></a>
|
||||
| <a href="#D"><strong>D</strong></a>
|
||||
| <a href="#E"><strong>E</strong></a>
|
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| <a href="#F"><strong>F</strong></a>
|
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| <a href="#G"><strong>G</strong></a>
|
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| <a href="#I"><strong>I</strong></a>
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| <a href="#L"><strong>L</strong></a>
|
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| <a href="#M"><strong>M</strong></a>
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| <a href="#W"><strong>W</strong></a>
|
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</div>
|
||||
<h2 id="A">A</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.assets.Asset">Asset (class in catalyst.assets)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.assets.AssetConvertible">AssetConvertible (class in catalyst.assets)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="B">B</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.protocol.BarData">BarData (class in catalyst.protocol)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="C">C</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.utils.cache.CachedObject">CachedObject (class in catalyst.utils.cache)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.finance.commission.CommissionModel.calculate">calculate() (catalyst.finance.commission.CommissionModel method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.cancel_order">cancel_order() (in module catalyst.api)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.finance.cancel_policy.CancelPolicy">CancelPolicy (class in catalyst.finance.cancel_policy)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.clear_calendars">clear_calendars() (in module catalyst.utils.calendars)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.finance.commission.CommissionModel">CommissionModel (class in catalyst.finance.commission)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="D">D</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.utils.cache.dataframe_cache">dataframe_cache (class in catalyst.utils.cache)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.api.date_rules">date_rules (class in catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.deregister_calendar">deregister_calendar() (in module catalyst.utils.calendars)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="E">E</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.api.EODCancel">EODCancel() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.date_rules.every_day">every_day (catalyst.api.date_rules attribute)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.time_rules.every_minute">every_minute (catalyst.api.time_rules attribute)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.finance.execution.ExecutionStyle.exchange">exchange (catalyst.finance.execution.ExecutionStyle attribute)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.finance.execution.ExecutionStyle">ExecutionStyle (class in catalyst.finance.execution)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.cache.ExpiringCache">ExpiringCache (class in catalyst.utils.cache)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="F">F</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.api.fetch_csv">fetch_csv() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.assets.Asset.first_traded">first_traded (catalyst.assets.Asset attribute)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.finance.slippage.FixedSlippage">FixedSlippage (class in catalyst.finance.slippage)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.assets.Asset.from_dict">from_dict() (catalyst.assets.Asset method)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="G">G</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.get_calendar">get_calendar() (in module catalyst.utils.calendars)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.get_environment">get_environment() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.finance.execution.ExecutionStyle.get_limit_price">get_limit_price() (catalyst.finance.execution.ExecutionStyle method)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.api.get_open_orders">get_open_orders() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.get_order">get_order() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.finance.execution.ExecutionStyle.get_stop_price">get_stop_price() (catalyst.finance.execution.ExecutionStyle method)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="I">I</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.assets.Asset.is_alive_for_session">is_alive_for_session() (catalyst.assets.Asset method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.assets.Asset.is_exchange_open">is_exchange_open() (catalyst.assets.Asset method)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.is_open_on_minute">is_open_on_minute() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.is_session">is_session() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="L">L</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.finance.execution.LimitOrder">LimitOrder (class in catalyst.finance.execution)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="M">M</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.api.time_rules.market_close">market_close (catalyst.api.time_rules attribute)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.time_rules.market_open">market_open (catalyst.api.time_rules attribute)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.finance.execution.MarketOrder">MarketOrder (class in catalyst.finance.execution)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.cli.maybe_show_progress">maybe_show_progress() (in module catalyst.utils.cli)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.minute_index_to_session_labels">minute_index_to_session_labels() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.minute_to_session_label">minute_to_session_label() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.minutes_count_for_sessions_in_range">minutes_count_for_sessions_in_range() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.minutes_for_session">minutes_for_session() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.minutes_for_sessions_in_range">minutes_for_sessions_in_range() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.minutes_in_range">minutes_in_range() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.date_rules.month_end">month_end() (catalyst.api.date_rules static method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.date_rules.month_start">month_start() (catalyst.api.date_rules static method)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="N">N</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.api.NeverCancel">NeverCancel() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.next_close">next_close() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.next_minute">next_minute() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.next_open">next_open() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.next_session_label">next_session_label() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="O">O</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.open_and_close_for_session">open_and_close_for_session() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.order">order() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.order_percent">order_percent() (in module catalyst.api)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.api.order_target">order_target() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.order_target_percent">order_target_percent() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.order_target_value">order_target_value() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.order_value">order_value() (in module catalyst.api)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="P">P</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.finance.commission.PerDollar">PerDollar (class in catalyst.finance.commission)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.finance.commission.PerShare">PerShare (class in catalyst.finance.commission)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.finance.commission.PerTrade">PerTrade (class in catalyst.finance.commission)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.previous_close">previous_close() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.previous_minute">previous_minute() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.previous_open">previous_open() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.previous_session_label">previous_session_label() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.finance.slippage.SlippageModel.process_order">process_order() (catalyst.finance.slippage.SlippageModel method)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="R">R</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.api.record">record() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.register_calendar">register_calendar() (in module catalyst.utils.calendars)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.register_calendar_type">register_calendar_type() (in module catalyst.utils.calendars)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.regular_holidays">regular_holidays (catalyst.utils.calendars.TradingCalendar attribute)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.run_algorithm">run_algorithm() (in module catalyst)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="S">S</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.api.schedule_function">schedule_function() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.session_distance">session_distance() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.sessions_in_range">sessions_in_range() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.sessions_window">sessions_window() (catalyst.utils.calendars.TradingCalendar method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.set_benchmark">set_benchmark() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.set_cancel_policy">set_cancel_policy() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.set_commission">set_commission() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.set_do_not_order_list">set_do_not_order_list() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.set_long_only">set_long_only() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.set_max_leverage">set_max_leverage() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.set_max_order_count">set_max_order_count() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.set_max_order_size">set_max_order_size() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.set_max_position_size">set_max_position_size() (in module catalyst.api)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.api.set_slippage">set_slippage() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.set_symbol_lookup_date">set_symbol_lookup_date() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.finance.cancel_policy.CancelPolicy.should_cancel">should_cancel() (catalyst.finance.cancel_policy.CancelPolicy method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.sid">sid() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.finance.slippage.SlippageModel">SlippageModel (class in catalyst.finance.slippage)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.special_closes">special_closes (catalyst.utils.calendars.TradingCalendar attribute)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.special_closes_adhoc">special_closes_adhoc (catalyst.utils.calendars.TradingCalendar attribute)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.special_opens">special_opens (catalyst.utils.calendars.TradingCalendar attribute)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar.special_opens_adhoc">special_opens_adhoc (catalyst.utils.calendars.TradingCalendar attribute)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.finance.execution.StopLimitOrder">StopLimitOrder (class in catalyst.finance.execution)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.finance.execution.StopOrder">StopOrder (class in catalyst.finance.execution)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.symbol">symbol() (in module catalyst.api)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.symbols">symbols() (in module catalyst.api)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="T">T</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.api.time_rules">time_rules (class in catalyst.api)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.assets.Asset.to_dict">to_dict() (catalyst.assets.Asset method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.calendars.TradingCalendar">TradingCalendar (class in catalyst.utils.calendars)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="V">V</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.finance.slippage.VolumeShareSlippage">VolumeShareSlippage (class in catalyst.finance.slippage)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
<h2 id="W">W</h2>
|
||||
<table style="width: 100%" class="indextable genindextable"><tr>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.api.date_rules.week_end">week_end() (catalyst.api.date_rules static method)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.api.date_rules.week_start">week_start() (catalyst.api.date_rules static method)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
<td style="width: 33%; vertical-align: top;"><ul>
|
||||
<li><a href="appendix.html#catalyst.utils.cache.working_dir">working_dir (class in catalyst.utils.cache)</a>
|
||||
</li>
|
||||
<li><a href="appendix.html#catalyst.utils.cache.working_file">working_file (class in catalyst.utils.cache)</a>
|
||||
</li>
|
||||
</ul></td>
|
||||
</tr></table>
|
||||
|
||||
|
||||
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#next-steps">Next steps</a></li>
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
</li>
|
||||
<li class="toctree-l1"><a class="reference internal" href="example-algos.html">Example Algorithms</a><ul>
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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||||
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||||
<div class="section" id="install">
|
||||
<h1>Install<a class="headerlink" href="#install" title="Permalink to this headline">¶</a></h1>
|
||||
@@ -116,7 +399,7 @@ to a folder you can remember. Make sure that the file gets saved with the
|
||||
saved the above <code class="docutils literal"><span class="pre">.yml</span></code> file.</p>
|
||||
</li>
|
||||
<li><p class="first">Install using this file. This step can take about 5-10 minutes to install.</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>conda env create -f python3.6-environment.yml
|
||||
<div class="highlight-bash"><div class="highlight"><pre>conda env create -f python3.6-environment.yml
|
||||
</pre></div>
|
||||
</div>
|
||||
</li>
|
||||
@@ -124,7 +407,7 @@ saved the above <code class="docutils literal"><span class="pre">.yml</span></co
|
||||
<blockquote>
|
||||
<div><p>or</p>
|
||||
<blockquote>
|
||||
<div><div class="highlight-bash"><div class="highlight"><pre><span></span>conda env create -f python2.7-environment.yml
|
||||
<div><div class="highlight-bash"><div class="highlight"><pre>conda env create -f python2.7-environment.yml
|
||||
</pre></div>
|
||||
</div>
|
||||
</div></blockquote>
|
||||
@@ -133,16 +416,16 @@ saved the above <code class="docutils literal"><span class="pre">.yml</span></co
|
||||
<li><p class="first">Activate the environment (which you need to do every time you start a new
|
||||
session to run Catalyst):</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
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nb">source </span>activate catalyst
|
||||
</pre></div>
|
||||
</div>
|
||||
<p><strong>Windows:</strong></p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>activate catalyst
|
||||
<div class="highlight-bash"><div class="highlight"><pre>activate catalyst
|
||||
</pre></div>
|
||||
</div>
|
||||
</li>
|
||||
<li><p class="first">Verify that Catalyst is install correctly:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>catalyst --version
|
||||
<div class="highlight-bash"><div class="highlight"><pre>catalyst --version
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>which should display the current version.</p>
|
||||
@@ -158,13 +441,13 @@ with the following steps:</p>
|
||||
<li><p class="first">If the above installation failed, and you have a partially set up catalyst
|
||||
environment, remove it first. If you are starting from scratch, proceed to
|
||||
step #2:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>conda env remove --name catalyst
|
||||
<div class="highlight-bash"><div class="highlight"><pre>conda env remove --name catalyst
|
||||
</pre></div>
|
||||
</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
|
||||
<div class="highlight-bash"><div class="highlight"><pre>conda create --name catalyst <span class="nv">python</span><span class="o">=</span>2.7 scipy zlib
|
||||
</pre></div>
|
||||
</div>
|
||||
</li>
|
||||
@@ -172,7 +455,7 @@ step #2:</p>
|
||||
<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">3</span>.6 scipy zlib
|
||||
<div><div class="highlight-bash"><div class="highlight"><pre>conda create --name catalyst <span class="nv">python</span><span class="o">=</span>3.6 scipy zlib
|
||||
</pre></div>
|
||||
</div>
|
||||
</div></blockquote>
|
||||
@@ -180,21 +463,21 @@ step #2:</p>
|
||||
<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
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nb">source </span>activate catalyst
|
||||
</pre></div>
|
||||
</div>
|
||||
<p><strong>Windows:</strong></p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>activate catalyst
|
||||
<div class="highlight-bash"><div class="highlight"><pre>activate catalyst
|
||||
</pre></div>
|
||||
</div>
|
||||
</li>
|
||||
<li><p class="first">Install the Catalyst inside the environment:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>pip install enigma-catalyst matplotlib
|
||||
<div class="highlight-bash"><div class="highlight"><pre>pip install enigma-catalyst matplotlib
|
||||
</pre></div>
|
||||
</div>
|
||||
</li>
|
||||
<li><p class="first">Verify that Catalyst is installed correctly:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>catalyst --version
|
||||
<div class="highlight-bash"><div class="highlight"><pre>catalyst --version
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>which should display the current version.</p>
|
||||
@@ -224,14 +507,14 @@ distribution, refer to the <a class="reference internal" href="#conda"><span cla
|
||||
that you install in a <a class="reference external" href="https://virtualenv.readthedocs.org/en/latest">virtualenv</a>. The <a class="reference external" href="http://docs.python-guide.org/en/latest/">Hitchhiker’s Guide to
|
||||
Python</a> provides an <a class="reference external" href="http://docs.python-guide.org/en/latest/dev/virtualenvs/">excellent tutorial on virtualenv</a>. Here’s a
|
||||
summarized version:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ pip install virtualenv
|
||||
$ virtualenv catalyst-venv
|
||||
$ <span class="nb">source</span> ./catalyst-venv/bin/activate
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip install virtualenv
|
||||
<span class="nv">$ </span>virtualenv catalyst-venv
|
||||
<span class="nv">$ </span><span class="nb">source</span> ./catalyst-venv/bin/activate
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>Once you’ve installed the necessary additional dependencies for your system
|
||||
(<a class="reference internal" href="#linux"><span class="std std-ref">GNU/Linux Requirements</span></a>, <a class="reference internal" href="#macos"><span class="std std-ref">MacOS Requirements</span></a> or <a class="reference internal" href="#windows"><span class="std std-ref">Windows Requirements</span></a>) <strong>and have activated your virtualenv</strong>, you should be able to simply run</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ pip install enigma-catalyst matplotlib
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip install enigma-catalyst matplotlib
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>Note that in the command above we install two different packages. The second
|
||||
@@ -246,11 +529,11 @@ recommend you install it, as well.</p>
|
||||
<dd>Package enigma-catalyst cannot be found</dd>
|
||||
<dt><strong>Solution</strong>:</dt>
|
||||
<dd><p class="first">Make sure you have the most up-to-date version of pip installed, by running:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ pip install --upgrade pip
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip install --upgrade pip
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>On Windows, the recommended command is:</p>
|
||||
<div class="last highlight-bash"><div class="highlight"><pre><span></span>$ python -m pip install --upgrade pip
|
||||
<div class="last highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>python -m pip install --upgrade pip
|
||||
</pre></div>
|
||||
</div>
|
||||
</dd>
|
||||
@@ -260,10 +543,10 @@ recommend you install it, as well.</p>
|
||||
<dt><strong>Issue</strong>:</dt>
|
||||
<dd><p class="first">Package enigma-catalyst cannot still be found, even after upgrading pip
|
||||
(see above), with an error similar to:</p>
|
||||
<div class="last highlight-bash"><div class="highlight"><pre><span></span>Downloading/unpacking enigma-catalyst
|
||||
<div class="last highlight-bash"><div class="highlight"><pre>Downloading/unpacking enigma-catalyst
|
||||
Could not find a version that satisfies the requirement enigma-catalyst
|
||||
<span class="o">(</span>from versions: <span class="m">0</span>.1.dev9, <span class="m">0</span>.2.dev2, <span class="m">0</span>.1.dev4, <span class="m">0</span>.1.dev5, <span class="m">0</span>.1.dev3,
|
||||
<span class="m">0</span>.2.dev1, <span class="m">0</span>.1.dev8, <span class="m">0</span>.1.dev6<span class="o">)</span>
|
||||
<span class="o">(</span>from versions: 0.1.dev9, 0.2.dev2, 0.1.dev4, 0.1.dev5, 0.1.dev3,
|
||||
0.2.dev1, 0.1.dev8, 0.1.dev6<span class="o">)</span>
|
||||
Cleaning up...
|
||||
No distributions matching the version <span class="k">for</span> enigma-catalyst
|
||||
</pre></div>
|
||||
@@ -275,7 +558,7 @@ to only find stable versions by default. Since Catalyst is in alpha
|
||||
version, pip cannot find a matching version that satisfies the installation
|
||||
requirements. The solution is to include the <cite>–pre</cite> flag to include
|
||||
pre-release and development versions:</p>
|
||||
<div class="last highlight-bash"><div class="highlight"><pre><span></span>$ pip install --pre enigma-catalyst
|
||||
<div class="last highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip install --pre enigma-catalyst
|
||||
</pre></div>
|
||||
</div>
|
||||
</dd>
|
||||
@@ -286,7 +569,7 @@ pre-release and development versions:</p>
|
||||
<dd>Package enigma-catalyst fails to install because of outdated setuptools</dd>
|
||||
<dt><strong>Solution</strong>:</dt>
|
||||
<dd><p class="first">Upgrade to the most up-to-date setuptools package by running:</p>
|
||||
<div class="last highlight-bash"><div class="highlight"><pre><span></span>$ pip install --upgrade pip setuptools
|
||||
<div class="last highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip install --upgrade pip setuptools
|
||||
</pre></div>
|
||||
</div>
|
||||
</dd>
|
||||
@@ -299,7 +582,7 @@ pre-release and development versions:</p>
|
||||
<dd><p class="first">Download <a class="reference external" href="https://github.com/enigmampc/catalyst/blob/master/etc/requirements.txt">requirements.txt</a>
|
||||
(click on the <em>Raw</em> button and Right click -> Save As…) and use it to
|
||||
install all the required dependencies by running:</p>
|
||||
<div class="last highlight-bash"><div class="highlight"><pre><span></span>$ pip install -r requirements.txt
|
||||
<div class="last highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip install -r requirements.txt
|
||||
</pre></div>
|
||||
</div>
|
||||
</dd>
|
||||
@@ -314,7 +597,7 @@ install all the required dependencies by running:</p>
|
||||
for the proper build and installation of package dependencies. The solution
|
||||
is to install python-dev, which is independent of the virtual environment.
|
||||
In Ubuntu, you would need to run:</p>
|
||||
<div class="last highlight-bash"><div class="highlight"><pre><span></span>$ sudo apt-get install python-dev
|
||||
<div class="last highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>sudo apt-get install python-dev
|
||||
</pre></div>
|
||||
</div>
|
||||
</dd>
|
||||
@@ -333,21 +616,21 @@ In Ubuntu, you would need to run:</p>
|
||||
<span id="pipenv"></span><h2>Installing with <code class="docutils literal"><span class="pre">pipenv</span></code><a class="headerlink" href="#installing-with-pipenv" title="Permalink to this headline">¶</a></h2>
|
||||
<p>Installing Catalyst via <code class="docutils literal"><span class="pre">pipenv</span></code> is perhaps easier that installing it via
|
||||
<code class="docutils literal"><span class="pre">pip</span></code> itself but you need to install <code class="docutils literal"><span class="pre">pipenv</span></code> first via <code class="docutils literal"><span class="pre">pip</span></code>.</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ pip install pipenv
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip install pipenv
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>Once <code class="docutils literal"><span class="pre">pipenv</span></code> is installed you can proceed by creating a project folder and
|
||||
installing Catalyst on that project automagically as follows:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ mkdir project
|
||||
$ <span class="nb">cd</span> project
|
||||
$ pipenv --two
|
||||
$ pipenv install enigma-catalyst matplotlib
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>mkdir project
|
||||
<span class="nv">$ </span><span class="nb">cd </span>project
|
||||
<span class="nv">$ </span>pipenv --two
|
||||
<span class="nv">$ </span>pipenv install enigma-catalyst matplotlib
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>Until now the workflow compared to <code class="docutils literal"><span class="pre">pip</span></code> is almost identical, the difference
|
||||
is that you don’t need to load manually any virtualenv however you need to use
|
||||
the <cite>pipenv run</cite> prefix to run the <cite>catalyst</cite> command as follows:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ pipenv run catalyst --version
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pipenv run catalyst --version
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>If you want to know more about <code class="docutils literal"><span class="pre">pipenv</span></code> go to the <a class="reference external" href="https://github.com/pypa/pipenv">pipenv github repo</a></p>
|
||||
@@ -356,29 +639,29 @@ the <cite>pipenv run</cite> prefix to run the <cite>catalyst</cite> command as f
|
||||
<span id="linux"></span><h2>GNU/Linux Requirements<a class="headerlink" href="#gnu-linux-requirements" title="Permalink to this headline">¶</a></h2>
|
||||
<p>On <a class="reference external" href="https://www.debian.org/misc/children-distros">Debian-derived</a> Linux distributions, you can acquire all the necessary
|
||||
binary dependencies from <code class="docutils literal"><span class="pre">apt</span></code> by running:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ sudo apt-get install libatlas-base-dev python-dev gfortran pkg-config libfreetype6-dev
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>sudo apt-get install libatlas-base-dev python-dev gfortran pkg-config libfreetype6-dev
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>On recent <a class="reference external" href="https://en.wikipedia.org/wiki/Red_Hat_Enterprise_Linux_derivatives">RHEL-derived</a> derived Linux distributions (e.g. Fedora), the
|
||||
following should be sufficient to acquire the necessary additional
|
||||
dependencies:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ sudo dnf install atlas-devel gcc-c++ gcc-gfortran libgfortran python-devel redhat-rep-config
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>sudo dnf install atlas-devel gcc-c++ gcc-gfortran libgfortran python-devel redhat-rep-config
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>On <a class="reference external" href="https://www.archlinux.org/">Arch Linux</a>, you can acquire the additional dependencies via <code class="docutils literal"><span class="pre">pacman</span></code>:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ pacman -S lapack gcc gcc-fortran pkg-config
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pacman -S lapack gcc gcc-fortran pkg-config
|
||||
</pre></div>
|
||||
</div>
|
||||
<div class="section" id="amazon-linux-ami-notes">
|
||||
<h3>Amazon Linux AMI Notes<a class="headerlink" href="#amazon-linux-ami-notes" title="Permalink to this headline">¶</a></h3>
|
||||
<p>The packages <code class="docutils literal"><span class="pre">pip</span></code> and <code class="docutils literal"><span class="pre">setuptools</span></code> that come shipped by default are very
|
||||
outdated. Thus, you first need to run:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ pip install --upgrade pip setuptools
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip install --upgrade pip setuptools
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>The default installation is also missing the C and C++ compilers, which you
|
||||
install by:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ sudo yum install gcc gcc-c++
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>sudo yum install gcc gcc-c++
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>Then you should follow the regular installation instructions outlined at the
|
||||
@@ -395,14 +678,14 @@ to <a class="reference external" href="http://docs.python-guide.org/en/latest/">
|
||||
which explains how to install Python with the <a class="reference external" href="http://brew.sh">Homebrew</a> manager.</p>
|
||||
<p>Assuming you’ve installed Python with Homebrew, you’ll also likely need the
|
||||
following brew packages:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ brew install freetype pkg-config gcc openssl
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>brew install freetype pkg-config gcc openssl
|
||||
</pre></div>
|
||||
</div>
|
||||
<div class="section" id="macos-virtualenv-conda-matplotlib">
|
||||
<h3>MacOS + virtualenv/conda + matplotlib<a class="headerlink" href="#macos-virtualenv-conda-matplotlib" title="Permalink to this headline">¶</a></h3>
|
||||
<p>The first time that you try to run an algorithm that loads the <code class="docutils literal"><span class="pre">matplotlib</span></code>
|
||||
library, you may get the following error:</p>
|
||||
<div class="highlight-text"><div class="highlight"><pre><span></span>RuntimeError: Python is not installed as a framework. The Mac OS X backend
|
||||
<div class="highlight-text"><div class="highlight"><pre>RuntimeError: Python is not installed as a framework. The Mac OS X backend
|
||||
will not be able to function correctly if Python is not installed as a
|
||||
framework. See the Python documentation for more information on installing
|
||||
Python as a framework on Mac OS X. Please either reinstall Python as a
|
||||
@@ -414,7 +697,7 @@ information.
|
||||
</div>
|
||||
<p>This is a <code class="docutils literal"><span class="pre">matplotlib</span></code>-specific error, that will go away once you run the
|
||||
following command:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ <span class="nb">echo</span> <span class="s2">"backend: TkAgg"</span> > ~/.matplotlib/matplotlibrc
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span><span class="nb">echo</span> <span class="s2">"backend: TkAgg"</span> > ~/.matplotlib/matplotlibrc
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>in order to override the default <code class="docutils literal"><span class="pre">MacOS</span></code> backend for your system, which
|
||||
@@ -492,12 +775,12 @@ update Catalyst frequently. Once installed, Catalyst can easily be updated as a
|
||||
<code class="docutils literal"><span class="pre">pip</span></code> package regardless of the environemnt used for installation. Make sure
|
||||
you activate your environment first as you did in your first install, and then
|
||||
execute:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ pip uninstall enigma-catalyst
|
||||
$ pip install enigma-catalyst
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip uninstall enigma-catalyst
|
||||
<span class="nv">$ </span>pip install enigma-catalyst
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>Alternatively, you could update Catalyst issuing the following command:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ pip install -U enigma-catalyst
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip install -U enigma-catalyst
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>but this command will also upgrade all the Catalyst dependencies to the latest
|
||||
@@ -531,82 +814,68 @@ and you get a hint on how to solve it.</li>
|
||||
|
||||
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="sphinxsidebar" role="navigation" aria-label="main navigation">
|
||||
<div class="sphinxsidebarwrapper">
|
||||
<h3><a href="index.html">Table Of Contents</a></h3>
|
||||
<ul>
|
||||
<li><a class="reference internal" href="#">Install</a><ul>
|
||||
<li><a class="reference internal" href="#installing-with-conda">Installing with <code class="docutils literal"><span class="pre">conda</span></code></a><ul>
|
||||
<li><a class="reference internal" href="#troubleshooting-conda-install">Troubleshooting <code class="docutils literal"><span class="pre">conda</span></code> Install</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li><a class="reference internal" href="#installing-with-pip">Installing with <code class="docutils literal"><span class="pre">pip</span></code></a><ul>
|
||||
<li><a class="reference internal" href="#troubleshooting-pip-install">Troubleshooting <code class="docutils literal"><span class="pre">pip</span></code> Install</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li><a class="reference internal" href="#installing-with-pipenv">Installing with <code class="docutils literal"><span class="pre">pipenv</span></code></a></li>
|
||||
<li><a class="reference internal" href="#gnu-linux-requirements">GNU/Linux Requirements</a><ul>
|
||||
<li><a class="reference internal" href="#amazon-linux-ami-notes">Amazon Linux AMI Notes</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li><a class="reference internal" href="#macos-requirements">MacOS Requirements</a><ul>
|
||||
<li><a class="reference internal" href="#macos-virtualenv-conda-matplotlib">MacOS + virtualenv/conda + matplotlib</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li><a class="reference internal" href="#windows-requirements">Windows Requirements</a></li>
|
||||
<li><a class="reference internal" href="#updating-catalyst">Updating Catalyst</a></li>
|
||||
<li><a class="reference internal" href="#getting-help">Getting Help</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
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|
||||
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|
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|
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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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|
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|
||||
|
||||
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|
||||
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<div class="section" id="live-trading">
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<h1>Live Trading<a class="headerlink" href="#live-trading" title="Permalink to this headline">¶</a></h1>
|
||||
@@ -131,7 +414,7 @@ Here is how to generate key and secret values for the Bitfinex exchange:
|
||||
<a class="reference external" href="https://docs.bitfinex.com/v1/docs/api-access">https://docs.bitfinex.com/v1/docs/api-access</a>. Most exchanges follow
|
||||
a similar process.</p>
|
||||
<p>The auth.json file:</p>
|
||||
<div class="highlight-json"><div class="highlight"><pre><span></span><span class="p">{</span>
|
||||
<div class="highlight-json"><div class="highlight"><pre><span class="p">{</span>
|
||||
<span class="nt">"name"</span><span class="p">:</span> <span class="s2">"bitfinex"</span><span class="p">,</span>
|
||||
<span class="nt">"key"</span><span class="p">:</span> <span class="s2">"my-key"</span><span class="p">,</span>
|
||||
<span class="nt">"secret"</span><span class="p">:</span> <span class="s2">"my-secret"</span>
|
||||
@@ -161,13 +444,13 @@ seperator.</p>
|
||||
<p><em>[Market Currency]_[Base Currency]</em> all lowercase.</p>
|
||||
<p>Currency symbols (e.g. btc, eth, ltc) follow the Bittrex convention.</p>
|
||||
<p>Here are some examples:</p>
|
||||
<div class="code python highlight-python"><div class="highlight"><pre><span></span><span class="c1"># With Bitfinex</span>
|
||||
<span class="n">bitcoin_usd_asset</span> <span class="o">=</span> <span class="n">symbol</span><span class="p">(</span><span class="s1">'btc_usd'</span><span class="p">)</span>
|
||||
<span class="n">ethereum_bitcoin_asset</span> <span class="o">=</span> <span class="n">symbol</span><span class="p">(</span><span class="s1">'eth_btc'</span><span class="p">)</span>
|
||||
<div class="code python highlight-python"><div class="highlight"><pre><span class="c"># With Bitfinex</span>
|
||||
<span class="n">bitcoin_usd_asset</span> <span class="o">=</span> <span class="n">symbol</span><span class="p">(</span><span class="s">'btc_usd'</span><span class="p">)</span>
|
||||
<span class="n">ethereum_bitcoin_asset</span> <span class="o">=</span> <span class="n">symbol</span><span class="p">(</span><span class="s">'eth_btc'</span><span class="p">)</span>
|
||||
|
||||
<span class="c1"># With Bittrex</span>
|
||||
<span class="n">ethereum_bitcoin_asset</span> <span class="o">=</span> <span class="n">symbol</span><span class="p">(</span><span class="s1">'eth_btc'</span><span class="p">)</span>
|
||||
<span class="n">neo_ethereum_asset</span> <span class="o">=</span> <span class="n">symbol</span><span class="p">(</span><span class="s1">'neo_eth)</span>
|
||||
<span class="c"># With Bittrex</span>
|
||||
<span class="n">ethereum_bitcoin_asset</span> <span class="o">=</span> <span class="n">symbol</span><span class="p">(</span><span class="s">'eth_btc'</span><span class="p">)</span>
|
||||
<span class="n">neo_ethereum_asset</span> <span class="o">=</span> <span class="n">symbol</span><span class="p">(</span><span class="s">'neo_eth)</span>
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>Note that the trading pairs are always referenced in the same manner.
|
||||
@@ -184,17 +467,17 @@ algorithm for live trading. The same algorithm should work in
|
||||
backtest and live execution mode without modification.</p>
|
||||
<p>What differs are the arguments provided to the catalyst client or
|
||||
<cite>run_algorithm()</cite> interface. Here is the same example in both interfaces:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>catalyst live -f my_algo_code -x bitfinex -c btc -n my_algo_name
|
||||
<div class="highlight-bash"><div class="highlight"><pre>catalyst live -f my_algo_code -x bitfinex -c btc -n my_algo_name
|
||||
</pre></div>
|
||||
</div>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="n">run_algorithm</span><span class="p">(</span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="n">run_algorithm</span><span class="p">(</span>
|
||||
<span class="n">initialize</span><span class="o">=</span><span class="n">initialize</span><span class="p">,</span>
|
||||
<span class="n">handle_data</span><span class="o">=</span><span class="n">handle_data</span><span class="p">,</span>
|
||||
<span class="n">analyze</span><span class="o">=</span><span class="n">analyze</span><span class="p">,</span>
|
||||
<span class="n">exchange_name</span><span class="o">=</span><span class="s1">'bitfinex'</span><span class="p">,</span>
|
||||
<span class="n">exchange_name</span><span class="o">=</span><span class="s">'bitfinex'</span><span class="p">,</span>
|
||||
<span class="n">live</span><span class="o">=</span><span class="bp">True</span><span class="p">,</span>
|
||||
<span class="n">algo_namespace</span><span class="o">=</span><span class="s1">'my_algo_name'</span><span class="p">,</span>
|
||||
<span class="n">base_currency</span><span class="o">=</span><span class="s1">'btc'</span>
|
||||
<span class="n">algo_namespace</span><span class="o">=</span><span class="s">'my_algo_name'</span><span class="p">,</span>
|
||||
<span class="n">base_currency</span><span class="o">=</span><span class="s">'btc'</span>
|
||||
<span class="p">)</span>
|
||||
</pre></div>
|
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</div>
|
||||
@@ -225,7 +508,7 @@ essentially sleep and when the predefined time comes, it would start executing.<
|
||||
</ul>
|
||||
<p>The <cite>catalyst live</cite> command offers additional parameters.
|
||||
You can learn more by running the following from the command line:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>catalyst live --help
|
||||
<div class="highlight-bash"><div class="highlight"><pre>catalyst live --help
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>Here is a complete algorithm for reference:
|
||||
@@ -235,67 +518,68 @@ You can learn more by running the following from the command line:</p>
|
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<h3><a href="index.html">Table Of Contents</a></h3>
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<ul>
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<li><a class="reference internal" href="#">Live Trading</a><ul>
|
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<li><a class="reference internal" href="#supported-exchanges">Supported Exchanges</a></li>
|
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<li><a class="reference internal" href="#paper-trading-vs-live-trading-modes">Paper Trading vs Live Trading modes</a></li>
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<li><a class="reference internal" href="#authentication">Authentication</a></li>
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<li><a class="reference internal" href="#currency-symbols">Currency Symbols</a></li>
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<li><a class="reference internal" href="#trading-an-algorithm">Trading an Algorithm</a></li>
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|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-1">Version 0.3.1</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="releases.html#id37">Bug Fixes</a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3">Version 0.3</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev5">Version 0.2.dev5</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev4">Version 0.2.dev4</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev3">Version 0.2.dev3</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev2">Version 0.2.dev2</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev1">Version 0.2.dev1</a></li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-1-dev9">Version 0.1.dev9</a></li>
|
||||
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|
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|
||||
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-1-dev6">Version 0.1.dev6</a></li>
|
||||
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|
||||
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<div role="main" class="document">
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||||
|
||||
<div class="section" id="release-process">
|
||||
<h1>Release Process<a class="headerlink" href="#release-process" title="Permalink to this headline">¶</a></h1>
|
||||
@@ -53,7 +342,7 @@ page. We will have been maintaining a whatsnew file while working on the release
|
||||
with the new version. First, find that file in:
|
||||
<code class="docutils literal"><span class="pre">docs/source/whatsnew/<version>.txt</span></code>. It will be the highest version number.
|
||||
Edit the release date field to be today’s date in the format:</p>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="o"><</span><span class="n">month</span><span class="o">></span> <span class="o"><</span><span class="n">day</span><span class="o">></span><span class="p">,</span> <span class="o"><</span><span class="n">year</span><span class="o">></span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="o"><</span><span class="n">month</span><span class="o">></span> <span class="o"><</span><span class="n">day</span><span class="o">></span><span class="p">,</span> <span class="o"><</span><span class="n">year</span><span class="o">></span>
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>for example, November 6, 2015.
|
||||
@@ -64,9 +353,9 @@ update the underline of the title to match the title’s width.</p>
|
||||
<p>If you are renaming the release at this point, you’ll need to git mv the file
|
||||
and also update releases.rst to reference the renamed file.</p>
|
||||
<p>To build and view the docs locally, run:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ <span class="nb">cd</span> docs
|
||||
$ make html
|
||||
$ <span class="o">{</span>BROWSER<span class="o">}</span> build/html/index.html
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span><span class="nb">cd </span>docs
|
||||
<span class="nv">$ </span>make html
|
||||
<span class="nv">$ </span><span class="o">{</span>BROWSER<span class="o">}</span> build/html/index.html
|
||||
</pre></div>
|
||||
</div>
|
||||
</div>
|
||||
@@ -78,7 +367,7 @@ namespace is populated at import time by decorators on TradingAlgorithm
|
||||
methods. Those functions are therefore hidden from static analysis tools, but
|
||||
we can generate static files to make them available. Under <strong>Python 3</strong>, run
|
||||
the following to generate any stub files:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ python etc/gen_type_stubs.py
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>python etc/gen_type_stubs.py
|
||||
</pre></div>
|
||||
</div>
|
||||
<div class="admonition note">
|
||||
@@ -100,8 +389,8 @@ manage the <code class="docutils literal"><span class="pre">__version__</span></
|
||||
this information from our version control’s tags to ensure that they stay in
|
||||
sync and to have very fine grained version strings for development installs.</p>
|
||||
<p>To upgrade the version use the git tag command like:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ git tag <major>.<minor>.<micro>
|
||||
$ git push <span class="o">&&</span> git push --tags
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>git tag <major>.<minor>.<micro>
|
||||
<span class="nv">$ </span>git push <span class="o">&&</span> git push --tags
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>This will push the the code and the tag information.</p>
|
||||
@@ -113,15 +402,15 @@ choose the tag you just pushed, and publish the release.</p>
|
||||
<div class="section" id="sdist">
|
||||
<h3><code class="docutils literal"><span class="pre">sdist</span></code><a class="headerlink" href="#sdist" title="Permalink to this headline">¶</a></h3>
|
||||
<p>To build the <code class="docutils literal"><span class="pre">sdist</span></code> (source distribution) run:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ python setup.py sdist
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>python setup.py sdist
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>from the zipline root. This will create a gzipped tarball that includes all the
|
||||
python, cython, and miscellaneous files needed to install zipline. To test that
|
||||
the source dist worked correctly, <code class="docutils literal"><span class="pre">cd</span></code> into an empty directory, create a new
|
||||
virtualenv and then run:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ pip install <zipline-root>/dist/zipline-<major>.<minor>.<micro>.tar.gz
|
||||
$ python -c <span class="s1">'import zipline;print(zipline.__version__)'</span>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip install <zipline-root>/dist/zipline-<major>.<minor>.<micro>.tar.gz
|
||||
<span class="nv">$ </span>python -c <span class="s1">'import zipline;print(zipline.__version__)'</span>
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>This should print the version we are expecting to release.</p>
|
||||
@@ -135,7 +424,7 @@ all the required packages.</p>
|
||||
<p>Now that we have tested the package locally, it should be tested using the test
|
||||
PyPI server.</p>
|
||||
<p>Edit your <code class="docutils literal"><span class="pre">~/.pypirc</span></code> file to look like:</p>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="p">[</span><span class="n">distutils</span><span class="p">]</span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="p">[</span><span class="n">distutils</span><span class="p">]</span>
|
||||
<span class="n">index</span><span class="o">-</span><span class="n">servers</span> <span class="o">=</span>
|
||||
<span class="n">pypi</span>
|
||||
<span class="n">pypitest</span>
|
||||
@@ -151,7 +440,7 @@ PyPI server.</p>
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>after that, run:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ python setup.py sdist upload -r pypitest
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>python setup.py sdist upload -r pypitest
|
||||
</pre></div>
|
||||
</div>
|
||||
<div class="admonition note">
|
||||
@@ -168,14 +457,14 @@ debugging packaging problems on the test server.</p>
|
||||
</div>
|
||||
<p>This will upload zipline to the pypi test server. To test installing from pypi,
|
||||
create a new virtualenv, <code class="docutils literal"><span class="pre">cd</span></code> into a clean directory and then run:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ pip install --extra-index-url https://testpypi.python.org/pypi zipline
|
||||
$ python -c <span class="s1">'import zipline;print(zipline.__version__)'</span>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>pip install --extra-index-url https://testpypi.python.org/pypi zipline
|
||||
<span class="nv">$ </span>python -c <span class="s1">'import zipline;print(zipline.__version__)'</span>
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>This should pull the package you just uploaded and then print the version
|
||||
number.</p>
|
||||
<p>Now that we have tested locally and on PyPI test, it is time to upload to PyPI:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ python setup.py sdist upload
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>python setup.py sdist upload
|
||||
</pre></div>
|
||||
</div>
|
||||
</div>
|
||||
@@ -190,7 +479,7 @@ they were compiled.</p>
|
||||
<h2>Documentation<a class="headerlink" href="#documentation" title="Permalink to this headline">¶</a></h2>
|
||||
<p>To update <a class="reference external" href="http://www.zipline.io/index.html">zipline.io</a>, checkout the
|
||||
latest master and run:</p>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="n">python</span> <span class="o"><</span><span class="n">zipline_root</span><span class="o">>/</span><span class="n">docs</span><span class="o">/</span><span class="n">deploy</span><span class="o">.</span><span class="n">py</span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="n">python</span> <span class="o"><</span><span class="n">zipline_root</span><span class="o">>/</span><span class="n">docs</span><span class="o">/</span><span class="n">deploy</span><span class="o">.</span><span class="n">py</span>
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>This will build the documentation, checkout a fresh copy of the <code class="docutils literal"><span class="pre">gh-pages</span></code>
|
||||
@@ -205,9 +494,9 @@ correct arguments.</p>
|
||||
<p>Now, using our browser of choice, view the <code class="docutils literal"><span class="pre">index.html</span></code> page and verify that
|
||||
the docs look correct.</p>
|
||||
<p>Once we are happy, push the updated docs to the GitHub <code class="docutils literal"><span class="pre">gh-pages</span></code> branch.</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ git add .
|
||||
$ git commit -m <span class="s2">"DOC: update zipline.io"</span>
|
||||
$ git push origin gh-pages
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>git add .
|
||||
<span class="nv">$ </span>git commit -m <span class="s2">"DOC: update zipline.io"</span>
|
||||
<span class="nv">$ </span>git push origin gh-pages
|
||||
</pre></div>
|
||||
</div>
|
||||
<p><a class="reference external" href="http://www.zipline.io/index.html">zipline.io</a> will update in a few moments.</p>
|
||||
@@ -222,14 +511,14 @@ is also a good time to remove all the old “ci” packages from anaconda.</p>
|
||||
<p>Travis and AppVeyor only build and upload linux-64 and win-64 packages. We’ll
|
||||
need to build and upload osx-64 packages manually on an OSX machine.</p>
|
||||
<p>To build the conda packages for zipline locally, run:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ python etc/conda_build_matrix.py
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>python etc/conda_build_matrix.py
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>If all of the builds succeed, then this will not print anything and exit with
|
||||
<code class="docutils literal"><span class="pre">EXIT_SUCCESS</span></code>. If there are build issues, we must address them and decide
|
||||
what to do.</p>
|
||||
<p>Once all of the builds in the matrix pass, we can upload them to anaconda with:</p>
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ python etc/conda_build_matrix.py --upload
|
||||
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>python etc/conda_build_matrix.py --upload
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>If you would like to test this command by uploading to a different user, this
|
||||
@@ -244,7 +533,7 @@ renamed when that’s decided. You can use <code class="docutils literal"><span
|
||||
as a template for the new file.</p>
|
||||
<p>Include the whatsnew file in <code class="docutils literal"><span class="pre">docs/source/releases.rst</span></code>. New releases should
|
||||
appear at the top. The syntax for this is:</p>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="o">..</span> <span class="n">include</span><span class="p">::</span> <span class="n">whatsnew</span><span class="o">/<</span><span class="n">version</span><span class="o">>.</span><span class="n">txt</span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="o">..</span> <span class="n">include</span><span class="p">::</span> <span class="n">whatsnew</span><span class="o">/<</span><span class="n">version</span><span class="o">>.</span><span class="n">txt</span>
|
||||
</pre></div>
|
||||
</div>
|
||||
</div>
|
||||
@@ -252,61 +541,59 @@ appear at the top. The syntax for this is:</p>
|
||||
|
||||
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="sphinxsidebar" role="navigation" aria-label="main navigation">
|
||||
<div class="sphinxsidebarwrapper">
|
||||
<h3><a href="index.html">Table Of Contents</a></h3>
|
||||
<ul>
|
||||
<li><a class="reference internal" href="#">Release Process</a><ul>
|
||||
<li><a class="reference internal" href="#updating-the-release-notes">Updating the Release Notes</a></li>
|
||||
<li><a class="reference internal" href="#updating-the-python-stub-files">Updating the Python stub files</a></li>
|
||||
<li><a class="reference internal" href="#updating-the-version">Updating the <code class="docutils literal"><span class="pre">__version__</span></code></a></li>
|
||||
<li><a class="reference internal" href="#uploading-pypi-packages">Uploading PyPI packages</a><ul>
|
||||
<li><a class="reference internal" href="#sdist"><code class="docutils literal"><span class="pre">sdist</span></code></a></li>
|
||||
<li><a class="reference internal" href="#bdist"><code class="docutils literal"><span class="pre">bdist</span></code></a></li>
|
||||
</ul>
|
||||
</li>
|
||||
<li><a class="reference internal" href="#documentation">Documentation</a></li>
|
||||
<li><a class="reference internal" href="#uploading-conda-packages">Uploading conda packages</a></li>
|
||||
<li><a class="reference internal" href="#next-commit">Next Commit</a></li>
|
||||
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|
||||
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</ul>
|
||||
</li>
|
||||
<li class="toctree-l2"><a class="reference internal" href="#version-0-3-2">Version 0.3.2</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="#id35">Bug Fixes</a></li>
|
||||
<li class="toctree-l3"><a class="reference internal" href="#id36">Build</a></li>
|
||||
</ul>
|
||||
</li>
|
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<li class="toctree-l2"><a class="reference internal" href="#version-0-3-1">Version 0.3.1</a><ul>
|
||||
<li class="toctree-l3"><a class="reference internal" href="#id37">Bug Fixes</a></li>
|
||||
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|
||||
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|
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<li class="toctree-l2"><a class="reference internal" href="#version-0-3">Version 0.3</a></li>
|
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|
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<h1>Release Notes<a class="headerlink" href="#release-notes" title="Permalink to this headline">¶</a></h1>
|
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@@ -580,175 +866,66 @@ exchange directly</li>
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<li><a class="reference internal" href="#version-0-5-3">Version 0.5.3</a><ul>
|
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<li><a class="reference internal" href="#id6">Bug Fixes</a></li>
|
||||
</ul>
|
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|
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<li><a class="reference internal" href="#version-0-5-2">Version 0.5.2</a><ul>
|
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<li><a class="reference internal" href="#id7">Bug Fixes</a></li>
|
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|
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|
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<li><a class="reference internal" href="#version-0-5-1">Version 0.5.1</a><ul>
|
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<li><a class="reference internal" href="#id8">Bug Fixes</a></li>
|
||||
<li><a class="reference internal" href="#id9">Build</a></li>
|
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|
||||
</li>
|
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<li><a class="reference internal" href="#version-0-4-7">Version 0.4.7</a><ul>
|
||||
<li><a class="reference internal" href="#id10">Bug Fixes</a></li>
|
||||
<li><a class="reference internal" href="#id11">Build</a></li>
|
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</ul>
|
||||
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|
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<li><a class="reference internal" href="#version-0-4-6">Version 0.4.6</a><ul>
|
||||
<li><a class="reference internal" href="#id12">Bug Fixes</a></li>
|
||||
<li><a class="reference internal" href="#id13">Build</a></li>
|
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</ul>
|
||||
</li>
|
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<li><a class="reference internal" href="#version-0-4-5">Version 0.4.5</a><ul>
|
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<li><a class="reference internal" href="#id14">Bug Fixes</a></li>
|
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</ul>
|
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</li>
|
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|
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<li><a class="reference internal" href="#id15">Bug Fixes</a></li>
|
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|
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|
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<li><a class="reference internal" href="#id16">Bug Fixes</a></li>
|
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|
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<li><a class="reference internal" href="#id17">Bug Fixes</a></li>
|
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<div class="section" id="utilities">
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<h1>Utilities<a class="headerlink" href="#utilities" title="Permalink to this headline">¶</a></h1>
|
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@@ -64,25 +347,25 @@ script that you need to use depends on the interface that you are using to run
|
||||
your trading algorithm, which could be the CLI or a Python Interpreter.</p>
|
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<ol class="arabic">
|
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<li><p class="first">Script to use with CLI:</p>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="k">def</span> <span class="nf">analyze</span><span class="p">(</span><span class="n">context</span><span class="o">=</span><span class="bp">None</span><span class="p">,</span> <span class="n">results</span><span class="o">=</span><span class="bp">None</span><span class="p">):</span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="k">def</span> <span class="nf">analyze</span><span class="p">(</span><span class="n">context</span><span class="o">=</span><span class="bp">None</span><span class="p">,</span> <span class="n">results</span><span class="o">=</span><span class="bp">None</span><span class="p">):</span>
|
||||
<span class="kn">import</span> <span class="nn">sys</span>
|
||||
<span class="kn">import</span> <span class="nn">os</span>
|
||||
<span class="kn">from</span> <span class="nn">os.path</span> <span class="kn">import</span> <span class="n">basename</span>
|
||||
|
||||
<span class="c1"># Save results in CSV file</span>
|
||||
<span class="c"># Save results in CSV file</span>
|
||||
<span class="n">filename</span> <span class="o">=</span> <span class="n">os</span><span class="o">.</span><span class="n">path</span><span class="o">.</span><span class="n">splitext</span><span class="p">(</span><span class="n">basename</span><span class="p">(</span><span class="n">sys</span><span class="o">.</span><span class="n">argv</span><span class="p">[</span><span class="mi">3</span><span class="p">]))[</span><span class="mi">0</span><span class="p">]</span>
|
||||
<span class="n">results</span><span class="o">.</span><span class="n">to_csv</span><span class="p">(</span><span class="n">filename</span> <span class="o">+</span> <span class="s1">'.csv'</span><span class="p">)</span>
|
||||
<span class="n">results</span><span class="o">.</span><span class="n">to_csv</span><span class="p">(</span><span class="n">filename</span> <span class="o">+</span> <span class="s">'.csv'</span><span class="p">)</span>
|
||||
</pre></div>
|
||||
</div>
|
||||
</li>
|
||||
<li><p class="first">Script to use with Python Interpreter:</p>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="k">def</span> <span class="nf">analyze</span><span class="p">(</span><span class="n">context</span><span class="o">=</span><span class="bp">None</span><span class="p">,</span> <span class="n">results</span><span class="o">=</span><span class="bp">None</span><span class="p">):</span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="k">def</span> <span class="nf">analyze</span><span class="p">(</span><span class="n">context</span><span class="o">=</span><span class="bp">None</span><span class="p">,</span> <span class="n">results</span><span class="o">=</span><span class="bp">None</span><span class="p">):</span>
|
||||
<span class="kn">import</span> <span class="nn">os</span>
|
||||
<span class="kn">from</span> <span class="nn">os.path</span> <span class="kn">import</span> <span class="n">basename</span>
|
||||
|
||||
<span class="c1"># Save results in CSV file</span>
|
||||
<span class="n">filename</span> <span class="o">=</span> <span class="n">os</span><span class="o">.</span><span class="n">path</span><span class="o">.</span><span class="n">splitext</span><span class="p">(</span><span class="n">os</span><span class="o">.</span><span class="n">path</span><span class="o">.</span><span class="n">basename</span><span class="p">(</span><span class="vm">__file__</span><span class="p">))[</span><span class="mi">0</span><span class="p">]</span>
|
||||
<span class="n">results</span><span class="o">.</span><span class="n">to_csv</span><span class="p">(</span><span class="n">filename</span> <span class="o">+</span> <span class="s1">'.csv'</span><span class="p">)</span>
|
||||
<span class="c"># Save results in CSV file</span>
|
||||
<span class="n">filename</span> <span class="o">=</span> <span class="n">os</span><span class="o">.</span><span class="n">path</span><span class="o">.</span><span class="n">splitext</span><span class="p">(</span><span class="n">os</span><span class="o">.</span><span class="n">path</span><span class="o">.</span><span class="n">basename</span><span class="p">(</span><span class="n">__file__</span><span class="p">))[</span><span class="mi">0</span><span class="p">]</span>
|
||||
<span class="n">results</span><span class="o">.</span><span class="n">to_csv</span><span class="p">(</span><span class="n">filename</span> <span class="o">+</span> <span class="s">'.csv'</span><span class="p">)</span>
|
||||
</pre></div>
|
||||
</div>
|
||||
</li>
|
||||
@@ -97,7 +380,7 @@ Run this script directly from your development environment: python scriptname.py
|
||||
where the contents of ‘scriptname.py’ are as follows. Two different version are
|
||||
provided as an example for daily- and minute-resolution data respectively:</p>
|
||||
<p>Simpler case for daily data</p>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="kn">import</span> <span class="nn">os</span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="kn">import</span> <span class="nn">os</span>
|
||||
<span class="kn">import</span> <span class="nn">pytz</span>
|
||||
<span class="kn">from</span> <span class="nn">datetime</span> <span class="kn">import</span> <span class="n">datetime</span>
|
||||
|
||||
@@ -105,23 +388,23 @@ provided as an example for daily- and minute-resolution data respectively:</p>
|
||||
<span class="kn">from</span> <span class="nn">catalyst.utils.run_algo</span> <span class="kn">import</span> <span class="n">run_algorithm</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">initialize</span><span class="p">(</span><span class="n">context</span><span class="p">):</span>
|
||||
<span class="c1"># Portfolio assets list</span>
|
||||
<span class="n">context</span><span class="o">.</span><span class="n">asset</span> <span class="o">=</span> <span class="n">symbol</span><span class="p">(</span><span class="s1">'btc_usdt'</span><span class="p">)</span> <span class="c1"># Bitcoin on Poloniex</span>
|
||||
<span class="c"># Portfolio assets list</span>
|
||||
<span class="n">context</span><span class="o">.</span><span class="n">asset</span> <span class="o">=</span> <span class="n">symbol</span><span class="p">(</span><span class="s">'btc_usdt'</span><span class="p">)</span> <span class="c"># Bitcoin on Poloniex</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">handle_data</span><span class="p">(</span><span class="n">context</span><span class="p">,</span> <span class="n">data</span><span class="p">):</span>
|
||||
<span class="c1"># Variables to record for a given asset: price and volume</span>
|
||||
<span class="n">price</span> <span class="o">=</span> <span class="n">data</span><span class="o">.</span><span class="n">current</span><span class="p">(</span><span class="n">context</span><span class="o">.</span><span class="n">asset</span><span class="p">,</span> <span class="s1">'price'</span><span class="p">)</span>
|
||||
<span class="n">volume</span> <span class="o">=</span> <span class="n">data</span><span class="o">.</span><span class="n">current</span><span class="p">(</span><span class="n">context</span><span class="o">.</span><span class="n">asset</span><span class="p">,</span> <span class="s1">'volume'</span><span class="p">)</span>
|
||||
<span class="c"># Variables to record for a given asset: price and volume</span>
|
||||
<span class="n">price</span> <span class="o">=</span> <span class="n">data</span><span class="o">.</span><span class="n">current</span><span class="p">(</span><span class="n">context</span><span class="o">.</span><span class="n">asset</span><span class="p">,</span> <span class="s">'price'</span><span class="p">)</span>
|
||||
<span class="n">volume</span> <span class="o">=</span> <span class="n">data</span><span class="o">.</span><span class="n">current</span><span class="p">(</span><span class="n">context</span><span class="o">.</span><span class="n">asset</span><span class="p">,</span> <span class="s">'volume'</span><span class="p">)</span>
|
||||
<span class="n">record</span><span class="p">(</span><span class="n">price</span><span class="o">=</span><span class="n">price</span><span class="p">,</span> <span class="n">volume</span><span class="o">=</span><span class="n">volume</span><span class="p">)</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">analyze</span><span class="p">(</span><span class="n">context</span><span class="o">=</span><span class="bp">None</span><span class="p">,</span> <span class="n">results</span><span class="o">=</span><span class="bp">None</span><span class="p">):</span>
|
||||
|
||||
<span class="c1"># Generate DataFrame with Price and Volume only</span>
|
||||
<span class="n">data</span> <span class="o">=</span> <span class="n">results</span><span class="p">[[</span><span class="s1">'price'</span><span class="p">,</span><span class="s1">'volume'</span><span class="p">]]</span>
|
||||
<span class="c"># Generate DataFrame with Price and Volume only</span>
|
||||
<span class="n">data</span> <span class="o">=</span> <span class="n">results</span><span class="p">[[</span><span class="s">'price'</span><span class="p">,</span><span class="s">'volume'</span><span class="p">]]</span>
|
||||
|
||||
<span class="c1"># Save results in CSV file</span>
|
||||
<span class="n">filename</span> <span class="o">=</span> <span class="n">os</span><span class="o">.</span><span class="n">path</span><span class="o">.</span><span class="n">splitext</span><span class="p">(</span><span class="n">os</span><span class="o">.</span><span class="n">path</span><span class="o">.</span><span class="n">basename</span><span class="p">(</span><span class="vm">__file__</span><span class="p">))[</span><span class="mi">0</span><span class="p">]</span>
|
||||
<span class="n">data</span><span class="o">.</span><span class="n">to_csv</span><span class="p">(</span><span class="n">filename</span> <span class="o">+</span> <span class="s1">'.csv'</span><span class="p">)</span>
|
||||
<span class="c"># Save results in CSV file</span>
|
||||
<span class="n">filename</span> <span class="o">=</span> <span class="n">os</span><span class="o">.</span><span class="n">path</span><span class="o">.</span><span class="n">splitext</span><span class="p">(</span><span class="n">os</span><span class="o">.</span><span class="n">path</span><span class="o">.</span><span class="n">basename</span><span class="p">(</span><span class="n">__file__</span><span class="p">))[</span><span class="mi">0</span><span class="p">]</span>
|
||||
<span class="n">data</span><span class="o">.</span><span class="n">to_csv</span><span class="p">(</span><span class="n">filename</span> <span class="o">+</span> <span class="s">'.csv'</span><span class="p">)</span>
|
||||
|
||||
<span class="sd">''' Bitcoin data is available on Poloniex since 2015-3-1.</span>
|
||||
<span class="sd"> Dates vary for other tokens. In the example below, we choose the</span>
|
||||
@@ -134,13 +417,13 @@ provided as an example for daily- and minute-resolution data respectively:</p>
|
||||
<span class="n">analyze</span><span class="o">=</span><span class="n">analyze</span><span class="p">,</span>
|
||||
<span class="n">start</span><span class="o">=</span><span class="n">start</span><span class="p">,</span>
|
||||
<span class="n">end</span><span class="o">=</span><span class="n">end</span><span class="p">,</span>
|
||||
<span class="n">exchange_name</span><span class="o">=</span><span class="s1">'poloniex'</span><span class="p">,</span>
|
||||
<span class="n">exchange_name</span><span class="o">=</span><span class="s">'poloniex'</span><span class="p">,</span>
|
||||
<span class="n">capital_base</span><span class="o">=</span><span class="mi">10000</span><span class="p">,</span>
|
||||
<span class="n">base_currency</span> <span class="o">=</span> <span class="s1">'usdt'</span><span class="p">)</span>
|
||||
<span class="n">base_currency</span> <span class="o">=</span> <span class="s">'usdt'</span><span class="p">)</span>
|
||||
</pre></div>
|
||||
</div>
|
||||
<p>More versatile case for minute data</p>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="kn">import</span> <span class="nn">os</span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="kn">import</span> <span class="nn">os</span>
|
||||
<span class="kn">import</span> <span class="nn">csv</span>
|
||||
<span class="kn">import</span> <span class="nn">pytz</span>
|
||||
<span class="kn">from</span> <span class="nn">datetime</span> <span class="kn">import</span> <span class="n">datetime</span>
|
||||
@@ -150,31 +433,31 @@ provided as an example for daily- and minute-resolution data respectively:</p>
|
||||
|
||||
|
||||
<span class="k">def</span> <span class="nf">initialize</span><span class="p">(</span><span class="n">context</span><span class="p">):</span>
|
||||
<span class="c1"># Portfolio assets list</span>
|
||||
<span class="n">context</span><span class="o">.</span><span class="n">asset</span> <span class="o">=</span> <span class="n">symbol</span><span class="p">(</span><span class="s1">'btc_usdt'</span><span class="p">)</span> <span class="c1"># Bitcoin on Poloniex</span>
|
||||
<span class="c"># Portfolio assets list</span>
|
||||
<span class="n">context</span><span class="o">.</span><span class="n">asset</span> <span class="o">=</span> <span class="n">symbol</span><span class="p">(</span><span class="s">'btc_usdt'</span><span class="p">)</span> <span class="c"># Bitcoin on Poloniex</span>
|
||||
|
||||
<span class="c1"># Creates a .CSV file with the same name as this script to store results</span>
|
||||
<span class="c"># Creates a .CSV file with the same name as this script to store results</span>
|
||||
<span class="n">context</span><span class="o">.</span><span class="n">csvfile</span> <span class="o">=</span> <span class="nb">open</span><span class="p">(</span><span class="n">os</span><span class="o">.</span><span class="n">path</span><span class="o">.</span><span class="n">splitext</span><span class="p">(</span>
|
||||
<span class="n">os</span><span class="o">.</span><span class="n">path</span><span class="o">.</span><span class="n">basename</span><span class="p">(</span><span class="vm">__file__</span><span class="p">))[</span><span class="mi">0</span><span class="p">]</span><span class="o">+</span><span class="s1">'.csv'</span><span class="p">,</span> <span class="s1">'w+'</span><span class="p">)</span>
|
||||
<span class="n">os</span><span class="o">.</span><span class="n">path</span><span class="o">.</span><span class="n">basename</span><span class="p">(</span><span class="n">__file__</span><span class="p">))[</span><span class="mi">0</span><span class="p">]</span><span class="o">+</span><span class="s">'.csv'</span><span class="p">,</span> <span class="s">'w+'</span><span class="p">)</span>
|
||||
<span class="n">context</span><span class="o">.</span><span class="n">csvwriter</span> <span class="o">=</span> <span class="n">csv</span><span class="o">.</span><span class="n">writer</span><span class="p">(</span><span class="n">context</span><span class="o">.</span><span class="n">csvfile</span><span class="p">)</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">handle_data</span><span class="p">(</span><span class="n">context</span><span class="p">,</span> <span class="n">data</span><span class="p">):</span>
|
||||
<span class="c1"># Variables to record for a given asset: price and volume</span>
|
||||
<span class="c1"># Other options include 'open', 'high', 'open', 'close'</span>
|
||||
<span class="c1"># Please note that 'price' equals 'close'</span>
|
||||
<span class="n">date</span> <span class="o">=</span> <span class="n">context</span><span class="o">.</span><span class="n">blotter</span><span class="o">.</span><span class="n">current_dt</span> <span class="c1"># current time in each iteration</span>
|
||||
<span class="n">price</span> <span class="o">=</span> <span class="n">data</span><span class="o">.</span><span class="n">current</span><span class="p">(</span><span class="n">context</span><span class="o">.</span><span class="n">asset</span><span class="p">,</span> <span class="s1">'price'</span><span class="p">)</span>
|
||||
<span class="n">volume</span> <span class="o">=</span> <span class="n">data</span><span class="o">.</span><span class="n">current</span><span class="p">(</span><span class="n">context</span><span class="o">.</span><span class="n">asset</span><span class="p">,</span> <span class="s1">'volume'</span><span class="p">)</span>
|
||||
<span class="c"># Variables to record for a given asset: price and volume</span>
|
||||
<span class="c"># Other options include 'open', 'high', 'open', 'close'</span>
|
||||
<span class="c"># Please note that 'price' equals 'close'</span>
|
||||
<span class="n">date</span> <span class="o">=</span> <span class="n">context</span><span class="o">.</span><span class="n">blotter</span><span class="o">.</span><span class="n">current_dt</span> <span class="c"># current time in each iteration</span>
|
||||
<span class="n">price</span> <span class="o">=</span> <span class="n">data</span><span class="o">.</span><span class="n">current</span><span class="p">(</span><span class="n">context</span><span class="o">.</span><span class="n">asset</span><span class="p">,</span> <span class="s">'price'</span><span class="p">)</span>
|
||||
<span class="n">volume</span> <span class="o">=</span> <span class="n">data</span><span class="o">.</span><span class="n">current</span><span class="p">(</span><span class="n">context</span><span class="o">.</span><span class="n">asset</span><span class="p">,</span> <span class="s">'volume'</span><span class="p">)</span>
|
||||
|
||||
<span class="c1"># Writes one line to CSV on each iteration with the chosen variables</span>
|
||||
<span class="c"># Writes one line to CSV on each iteration with the chosen variables</span>
|
||||
<span class="n">context</span><span class="o">.</span><span class="n">csvwriter</span><span class="o">.</span><span class="n">writerow</span><span class="p">([</span><span class="n">date</span><span class="p">,</span><span class="n">price</span><span class="p">,</span><span class="n">volume</span><span class="p">])</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">analyze</span><span class="p">(</span><span class="n">context</span><span class="o">=</span><span class="bp">None</span><span class="p">,</span> <span class="n">results</span><span class="o">=</span><span class="bp">None</span><span class="p">):</span>
|
||||
<span class="c1"># Close open file properly at the end</span>
|
||||
<span class="c"># Close open file properly at the end</span>
|
||||
<span class="n">context</span><span class="o">.</span><span class="n">csvfile</span><span class="o">.</span><span class="n">close</span><span class="p">()</span>
|
||||
|
||||
|
||||
<span class="c1"># Bitcoin data is available from 2015-3-2. Dates vary for other tokens.</span>
|
||||
<span class="c"># Bitcoin data is available from 2015-3-2. Dates vary for other tokens.</span>
|
||||
<span class="n">start</span> <span class="o">=</span> <span class="n">datetime</span><span class="p">(</span><span class="mi">2017</span><span class="p">,</span> <span class="mi">7</span><span class="p">,</span> <span class="mi">30</span><span class="p">,</span> <span class="mi">0</span><span class="p">,</span> <span class="mi">0</span><span class="p">,</span> <span class="mi">0</span><span class="p">,</span> <span class="mi">0</span><span class="p">,</span> <span class="n">pytz</span><span class="o">.</span><span class="n">utc</span><span class="p">)</span>
|
||||
<span class="n">end</span> <span class="o">=</span> <span class="n">datetime</span><span class="p">(</span><span class="mi">2017</span><span class="p">,</span> <span class="mi">7</span><span class="p">,</span> <span class="mi">31</span><span class="p">,</span> <span class="mi">0</span><span class="p">,</span> <span class="mi">0</span><span class="p">,</span> <span class="mi">0</span><span class="p">,</span> <span class="mi">0</span><span class="p">,</span> <span class="n">pytz</span><span class="o">.</span><span class="n">utc</span><span class="p">)</span>
|
||||
<span class="n">results</span> <span class="o">=</span> <span class="n">run_algorithm</span><span class="p">(</span><span class="n">initialize</span><span class="o">=</span><span class="n">initialize</span><span class="p">,</span>
|
||||
@@ -182,9 +465,9 @@ provided as an example for daily- and minute-resolution data respectively:</p>
|
||||
<span class="n">analyze</span><span class="o">=</span><span class="n">analyze</span><span class="p">,</span>
|
||||
<span class="n">start</span><span class="o">=</span><span class="n">start</span><span class="p">,</span>
|
||||
<span class="n">end</span><span class="o">=</span><span class="n">end</span><span class="p">,</span>
|
||||
<span class="n">exchange_name</span><span class="o">=</span><span class="s1">'poloniex'</span><span class="p">,</span>
|
||||
<span class="n">data_frequency</span><span class="o">=</span><span class="s1">'minute'</span><span class="p">,</span>
|
||||
<span class="n">base_currency</span> <span class="o">=</span><span class="s1">'usdt'</span><span class="p">,</span>
|
||||
<span class="n">exchange_name</span><span class="o">=</span><span class="s">'poloniex'</span><span class="p">,</span>
|
||||
<span class="n">data_frequency</span><span class="o">=</span><span class="s">'minute'</span><span class="p">,</span>
|
||||
<span class="n">base_currency</span> <span class="o">=</span><span class="s">'usdt'</span><span class="p">,</span>
|
||||
<span class="n">capital_base</span><span class="o">=</span><span class="mi">10000</span> <span class="p">)</span>
|
||||
</pre></div>
|
||||
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|
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@@ -193,64 +476,68 @@ provided as an example for daily- and minute-resolution data respectively:</p>
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<h1>Videos<a class="headerlink" href="#videos" title="Permalink to this headline">¶</a></h1>
|
||||
@@ -95,66 +378,68 @@ in the previous video, we now take it to trade live against the Bittrex exchange
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<ul>
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<li><a class="reference internal" href="#">Videos</a><ul>
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<li><a class="reference internal" href="#installation-macos">Installation: MacOS</a></li>
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<li><a class="reference internal" href="#installation-windows">Installation: Windows</a></li>
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<li><a class="reference internal" href="#backtesting-a-strategy">Backtesting a Strategy</a></li>
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