Merge remote-tracking branch 'origin/develop' into develop

This commit is contained in:
Frederic Fortier
2017-12-12 13:23:21 -05:00
4 changed files with 15861 additions and 15805 deletions
File diff suppressed because it is too large Load Diff
@@ -1,5 +1,59 @@
Features
========
This page describes the features that Catalyst provides in the current version,
and what is planned for future releases.
Current Functionality
~~~~~~~~~~~~~~~~~~~~~
* Backtesting and live-trading modes to run your trading algorithms, with a
seamless transition between the two.
* Support for 3 exchanges: Bitfinex, Bittrex and Poloniex in both modes
(backtesting and live-trading). Historical data for backtesting is provided
with daily resolution for all three exchanges, and minute resolution for
Bitfinex and Poloniex. No minute-resolution data is currently available for
Bittrex. Refer to
`Catalyst Market Coverage <https://www.enigma.co/catalyst/status>`_ for
details.
* Standardized naming convention for all asset pairs trading on any exchange in
the form ``{market_currency}_{base_currency}``. See
:ref:`naming`.
* Output of performance statistics based on Pandas DataFrames to integrate
nicely into the existing PyData ecosystem.
* Support for accessing multiple exchanges per algorithm, which opens the door
to cross-exchange arbitrage opportunities.
* Support for running multiple algorithms on the same exchange independently of
one another. Catalyst performance tracker stores just enough data to allow
algorithms to run independently while still sharing critical data through
exchanges.
* Benchmark defaults to Bitcoin price (btc_usdt in Poloniex exchange) for the
purpose of comparing performance across trading algorithms. A custom benchmark
can be specified through ``set_benchmark()`` (but see
`issue #86 <https://github.com/enigmampc/catalyst/issues/86>`_).
* Support for MacOS, Linux and Windows installations.
* Support for Python2 and Python3.
For additional details on the functionality added on recent releases, see the
:doc:`Release Notes<releases>`.
Upcoming features
~~~~~~~~~~~~~~~~~
* Paper trading mode (v0.4 - mid Dec. 2017)
* Support for additional exchanges (v0.4 - mid Dec. 2017)
* Additional datasets beyond pricing data (Dec. 2017)
* API documentation (Jan. 2017)
* Support for decentralized exchanges (Jan. 2017)
* Support for data ingestion of community-contributed data sets (Jan. 2017)
* Pipeline support (Jan. 2018)
* Web UI (Q2 2018)
.. _naming:
Naming Convention
=================
~~~~~~~~~~~~~~~~~
Catalyst introduces a standardized naming convention for all asset pairs
trading on any exchange in the following form:
+1 -3
View File
@@ -9,9 +9,8 @@ Table of Contents
install
beginner-tutorial
jupyter
live-trading
naming-convention
features
example-algos
utilities
videos
@@ -19,7 +18,6 @@ Table of Contents
development-guidelines
releases
.. bundles
.. development-guidelines
.. appendix
.. release-process
File diff suppressed because it is too large Load Diff