From ccbafd9db7b06b7d0349ca90c1c3f9d6e5f797b7 Mon Sep 17 00:00:00 2001 From: Conner Fromknecht Date: Sat, 1 Jul 2017 16:41:46 -0700 Subject: [PATCH] Update README.rst --- README.rst | 19 ++++++++++++++++--- 1 file changed, 16 insertions(+), 3 deletions(-) diff --git a/README.rst b/README.rst index fdf4f2b2..88000e24 100644 --- a/README.rst +++ b/README.rst @@ -8,10 +8,21 @@ Catalyst is an algorithmic trading library for crypto-assets written in Python. It allows trading strategies to be easily expressed and backtested against historical data, providing analytics and insights regarding a particular strategy's performance. Catalyst will be expanded to support live-trading of crypto-assets in the coming months. Please visit ``_ to learn about Catalyst, or refer to the -`whitepaper `_ for further technical details. +`whitepaper `_ for further technical details. + +Catalyst builds on top of the well-established `Zipline `_ project. +We did our best to minimize structural changes to the general API to maximize compatibility with existing trading algorithms, developer knowledge, and tutorials. +For now, please refer to the `Zipline API Docs `_ as a general reference and bring any other questions you have to our #dev channel on `Slack `_. + +Our primary contributions include the: + +- Intruction of an open trading calendar, that permits simulation to allow trades on weekends, holidays, and outside of normal business hours. +- Curation of OHLCV data bundle from `Poloniex's API `_, which contains data in five-minute intervals as early as 2/19/2015. +- Support for backtesting for daily trading strategies, support for five-minute backtesting is in development. +- Addition Bitcoin price (USDT_BTC) as a benchmark asset for comparing performance. Interested in getting involved? -`Join our slack! `_ +`Join us on Slack! `_ Installation @@ -46,6 +57,8 @@ If you wish to run any examples or use matplotlib during development, it can be $ pip install matplotlib +**Note:** If you plan to use matplotlib and virtualenv on Mac OS X, see our later section for additional setup instructions. + Getting Started =============== @@ -113,7 +126,7 @@ line, run: .. code:: bash $ catalyst ingest - $ catalyst run -f buy_and_hodl.py --start 2015-1-1 --end 2016-6-25 --captial-base 100000 -o dvwap.pickle + $ catalyst run -f buy_and_hodl.py --start 2015-3-1 --end 2017-6-28 --capital-base 100000 -o bah.pickle This will download the crypto-asset price data from a poloniex bundle curated by Enigma in the specified time range and stream it through