From a8a869dd49b50e04ac31dee80b9e8a8ec88ab941 Mon Sep 17 00:00:00 2001 From: Abner Ayala-Acevedo Date: Thu, 16 Nov 2017 16:21:25 -0800 Subject: [PATCH 1/2] Fix when to fetch data Ensure to get data at the last minute of the candle. --- catalyst/examples/simple_universe.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/catalyst/examples/simple_universe.py b/catalyst/examples/simple_universe.py index 20a4fc78..5d3d1e43 100644 --- a/catalyst/examples/simple_universe.py +++ b/catalyst/examples/simple_universe.py @@ -49,7 +49,7 @@ def handle_data(context, data): minutes = 30 one_day_in_minutes = 1440 # 1440 assumes data_frequency='minute' lookback = one_day_in_minutes / minutes * lookback_days # get N lookback_days of history data - if not context.i % minutes and context.universe: + if not ((context.i % minutes) - minutes + 1) and context.universe: # fetch data at last minute of the candle # we iterate for every pair in the current universe for coin in context.coins: pair = str(coin.symbol) From 0558cc61cfe7c18bdca5a2d719a60467181c349b Mon Sep 17 00:00:00 2001 From: Victor Grau Serrat Date: Mon, 11 Dec 2017 12:09:53 -0700 Subject: [PATCH 2/2] DOC: Updated README.rst --- README.rst | 75 +++++++++++++++++++++++++++++++++++++++++++++++++++--- 1 file changed, 72 insertions(+), 3 deletions(-) diff --git a/README.rst b/README.rst index 8b79b698..1dc87f7d 100644 --- a/README.rst +++ b/README.rst @@ -1,3 +1,72 @@ -All the documentation for `Catalyst `_ -can be found in the -`documentation website `_. \ No newline at end of file +.. image:: https://s3.amazonaws.com/enigmaco-docs/enigma-catalyst.jpg + :target: https://enigmampc.github.io/catalyst + :align: center + :alt: Enigma | Catalyst + +|version tag| +|version status| +|discord| +|twitter| + +| + +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 (with daily and minute resolution), providing analytics and +insights regarding a particular strategy's performance. Catalyst also supports +live-trading of crypto-assets starting with three exchanges (Bitfinex, Bittrex, +and Poloniex) with more being added over time. Catalyst empowers users to share +and curate data and build profitable, data-driven investment strategies. Please +visit `enigma.co `_ to learn more about Catalyst, or +refer to the `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. Join us on +`Discord `_ where we have a *#catalyst_dev* channel +for questions around Catalyst, algorithmic trading and technical support. + +Overview +======== + +- Ease of use: Catalyst tries to get out of your way so that you can + focus on algorithm development. See + `examples of trading strategies `_ + provided. +- Support for several of the top crypto-exchanges by trading volume: + `Bitfinex `_, `Bittrex `_, + and `Poloniex `_. +- Secure: You and only you have access to each exchange API keys for your accounts. +- Input of historical pricing data of all crypto-assets by exchange, + with daily and minute resolution. See + `Catalyst Market Coverage Overview `_. +- Backtesting and live-trading functionality, with a seamless transition + between the two modes. +- Output of performance statistics are based on Pandas DataFrames to + integrate nicely into the existing PyData eco-system. +- Statistic and machine learning libraries like matplotlib, scipy, + statsmodels, and sklearn support development, analysis, and + visualization of state-of-the-art trading systems. +- Addition of Bitcoin price (btc_usdt) as a benchmark for comparing + performance across trading algorithms. + +Go to our `Documentation Website `_. + + + + +.. |version tag| image:: https://img.shields.io/pypi/v/enigma-catalyst.svg + :target: https://pypi.python.org/pypi/enigma-catalyst + +.. |version status| image:: https://img.shields.io/pypi/pyversions/enigma-catalyst.svg + :target: https://pypi.python.org/pypi/enigma-catalyst + +.. |discord| image:: https://img.shields.io/badge/discord-join%20chat-green.svg + :target: https://discordapp.com/invite/SJK32GY + +.. |twitter| image:: https://img.shields.io/twitter/follow/enigmampc.svg?style=social&label=Follow&style=flat-square + :target: https://twitter.com/enigmampc + +