MAINT: removing many warnings from building docs

This commit is contained in:
Victor Grau Serrat
2018-02-09 00:13:43 -07:00
parent dbf004ed27
commit e6fa2827e2
51 changed files with 8669 additions and 5543 deletions
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@@ -32,6 +32,9 @@
<link rel="index" title="Index"
href="genindex.html"/>
<link rel="search" title="Search" href="search.html"/>
<link rel="top" title="Catalyst 0.4 documentation" href="index.html"/>
<link rel="next" title="Utilities" href="utilities.html"/>
<link rel="prev" title="Features" href="features.html"/>
@@ -88,7 +91,7 @@
<li class="toctree-l1"><a class="reference internal" href="beginner-tutorial.html">Catalyst Beginner Tutorial</a></li>
<li class="toctree-l1"><a class="reference internal" href="live-trading.html">Live Trading</a></li>
<li class="toctree-l1"><a class="reference internal" href="features.html">Features</a></li>
<li class="toctree-l1 current"><a class="current reference internal" href="">Example Algorithms</a><ul>
<li class="toctree-l1 current"><a class="current reference internal" href="#">Example Algorithms</a><ul>
<li class="toctree-l2"><a class="reference internal" href="#overview">Overview</a></li>
<li class="toctree-l2"><a class="reference internal" href="#buy-btc-simple-algorithm">Buy BTC Simple Algorithm</a></li>
<li class="toctree-l2"><a class="reference internal" href="#buy-and-hodl-algorithm">Buy and Hodl Algorithm</a></li>
@@ -153,7 +156,7 @@
<li class="wy-breadcrumbs-aside">
<a href="_sources/example-algos.txt" rel="nofollow"> View page source</a>
<a href="_sources/example-algos.rst.txt" rel="nofollow"> View page source</a>
</li>
@@ -177,29 +180,29 @@ using Catalyst.</p>
<div class="section" id="overview">
<h2>Overview<a class="headerlink" href="#overview" title="Permalink to this headline"></a></h2>
<ul class="simple">
<li><a class="reference internal" href="#buy-btc-simple"><span>Buy BTC Simple</span></a>: The simplest algorithm that introduces
<li><a class="reference internal" href="#buy-btc-simple"><span class="std std-ref">Buy BTC Simple</span></a>: The simplest algorithm that introduces
the <code class="docutils literal"><span class="pre">initialize()</span></code> and <code class="docutils literal"><span class="pre">handle_data()</span></code> functions, and is used in the
<a class="reference internal" href="beginner-tutorial.html"><em>beginner tutorial</em></a> to show how to run catalyst
<a class="reference internal" href="beginner-tutorial.html"><span class="doc">beginner tutorial</span></a> to show how to run catalyst
for the first time.</li>
<li><a class="reference internal" href="#buy-and-hodl"><span>Buy and Hodl</span></a>: A very straightforward <em>buy and hold</em> that
<li><a class="reference internal" href="#buy-and-hodl"><span class="std std-ref">Buy and Hodl</span></a>: A very straightforward <em>buy and hold</em> that
makes one single buy at the very beginning. Introduces the notions of
<code class="docutils literal"><span class="pre">cash</span></code>, management of outstanding <code class="docutils literal"><span class="pre">orders</span></code>, and <code class="docutils literal"><span class="pre">order_target_value</span></code>
to place orders. It also introduces the <code class="docutils literal"><span class="pre">analyze()</span></code> function to visualize
the performance of our strategy using the external library <code class="docutils literal"><span class="pre">matplotlib</span></code>.</li>
<li><a class="reference internal" href="#dual-moving-average"><span>Dual Moving Average Crossover</span></a>: A classic momentum
<li><a class="reference internal" href="#dual-moving-average"><span class="std std-ref">Dual Moving Average Crossover</span></a>: A classic momentum
strategy used in the second part of the
<a class="reference external" href="beginner-tutorial.html#history">beginner tutorial</a> to introduce the
<code class="docutils literal"><span class="pre">data.history()</span></code> function. It makes a heavy use of <code class="docutils literal"><span class="pre">matplotlib</span></code> library
in the <code class="docutils literal"><span class="pre">analyze()</span></code> function to chart the performance of the algorithm.</li>
<li><a class="reference internal" href="#mean-reversion"><span>Mean Reversion Algorithm</span></a>: Another simple momentum
<li><a class="reference internal" href="#mean-reversion"><span class="std std-ref">Mean Reversion Algorithm</span></a>: Another simple momentum
strategy that is used in our
<a class="reference external" href="videos.html#backtesting-a-strategy">two-part video tutorial</a> to show how
to get started in backtesting and live trading with Catalyst.</li>
<li><a class="reference internal" href="#simple-universe"><span>Simple Universe</span></a>: This code provides the &#8216;universe&#8217;
<li><a class="reference internal" href="#simple-universe"><span class="std std-ref">Simple Universe</span></a>: This code provides the universe
of available trading pairs on a given exchange on any given day. You can use
this code to dynamically select which currency pairs you want to trade each
day of your strategy. This example does not make any trades.</li>
<li><a class="reference internal" href="#portfolio-optimization"><span>Portfolio Optimization</span></a>: Use this code to
<li><a class="reference internal" href="#portfolio-optimization"><span class="std std-ref">Portfolio Optimization</span></a>: Use this code to
execute a portfolio optimization model. This strategy will select the
portfolio with the maximum Sharpe Ratio. The parameters are set to use 180
days of historical data and rebalance every 30 days. This code was used in
@@ -261,7 +264,7 @@ end of the file:</p>
plot the resulting performance using the matplotlib library. You can choose any
date interval with the <code class="docutils literal"><span class="pre">--start</span></code> and <code class="docutils literal"><span class="pre">--end</span></code> parameters, but bear in mind
that 2015-3-1 is the earliest date that Catalyst supports (if you choose an
earlier date, you&#8217;ll get an error), and the most recent date you can choose is
earlier date, youll get an error), and the most recent date you can choose is
one day prior to the current date.</p>
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="ch">#!/usr/bin/env python</span>
<span class="c1">#</span>
@@ -581,8 +584,8 @@ one day prior to the current date.</p>
<span id="mean-reversion"></span><h2>Mean Reversion Algorithm<a class="headerlink" href="#mean-reversion-algorithm" title="Permalink to this headline"></a></h2>
<p>Source code: <a class="reference external" href="https://github.com/enigmampc/catalyst/blob/master/catalyst/examples/mean_reversion_simple.py">examples/mean_reversion_simple.py</a></p>
<p>This algorithm is based on a simple momentum strategy. When the cryptoasset goes
up quickly, we&#8217;re going to buy; when it goes down quickly, we&#8217;re going to sell.
Hopefully, we&#8217;ll ride the waves.</p>
up quickly, were going to buy; when it goes down quickly, were going to sell.
Hopefully, well ride the waves.</p>
<p>We are choosing to backtest this trading algorithm with the <code class="docutils literal"><span class="pre">neo_usd</span></code> currency
pairon the <code class="docutils literal"><span class="pre">Bitfinex</span></code> exchange. Thus, first ingest the historical pricing data
that we need, with minute resolution:</p>
@@ -1227,7 +1230,7 @@ in writting the following article:
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