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MAINT: removing many warnings from building docs
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@@ -32,6 +32,9 @@
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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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<link rel="next" title="Utilities" href="utilities.html"/>
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<link rel="prev" title="Features" href="features.html"/>
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@@ -88,7 +91,7 @@
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<li class="toctree-l1"><a class="reference internal" href="beginner-tutorial.html">Catalyst Beginner Tutorial</a></li>
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<li class="toctree-l1"><a class="reference internal" href="live-trading.html">Live Trading</a></li>
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<li class="toctree-l1"><a class="reference internal" href="features.html">Features</a></li>
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<li class="toctree-l1 current"><a class="current reference internal" href="">Example Algorithms</a><ul>
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<li class="toctree-l1 current"><a class="current reference internal" href="#">Example Algorithms</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="#overview">Overview</a></li>
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<li class="toctree-l2"><a class="reference internal" href="#buy-btc-simple-algorithm">Buy BTC Simple Algorithm</a></li>
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<li class="toctree-l2"><a class="reference internal" href="#buy-and-hodl-algorithm">Buy and Hodl Algorithm</a></li>
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@@ -153,7 +156,7 @@
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<li class="wy-breadcrumbs-aside">
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<a href="_sources/example-algos.txt" rel="nofollow"> View page source</a>
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<a href="_sources/example-algos.rst.txt" rel="nofollow"> View page source</a>
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</li>
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@@ -177,29 +180,29 @@ using Catalyst.</p>
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<div class="section" id="overview">
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<h2>Overview<a class="headerlink" href="#overview" title="Permalink to this headline">¶</a></h2>
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<ul class="simple">
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<li><a class="reference internal" href="#buy-btc-simple"><span>Buy BTC Simple</span></a>: The simplest algorithm that introduces
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<li><a class="reference internal" href="#buy-btc-simple"><span class="std std-ref">Buy BTC Simple</span></a>: The simplest algorithm that introduces
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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
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<a class="reference internal" href="beginner-tutorial.html"><em>beginner tutorial</em></a> to show how to run catalyst
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<a class="reference internal" href="beginner-tutorial.html"><span class="doc">beginner tutorial</span></a> to show how to run catalyst
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for the first time.</li>
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<li><a class="reference internal" href="#buy-and-hodl"><span>Buy and Hodl</span></a>: A very straightforward <em>buy and hold</em> that
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<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
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makes one single buy at the very beginning. Introduces the notions of
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<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>
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to place orders. It also introduces the <code class="docutils literal"><span class="pre">analyze()</span></code> function to visualize
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the performance of our strategy using the external library <code class="docutils literal"><span class="pre">matplotlib</span></code>.</li>
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<li><a class="reference internal" href="#dual-moving-average"><span>Dual Moving Average Crossover</span></a>: A classic momentum
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<li><a class="reference internal" href="#dual-moving-average"><span class="std std-ref">Dual Moving Average Crossover</span></a>: A classic momentum
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strategy used in the second part of the
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<a class="reference external" href="beginner-tutorial.html#history">beginner tutorial</a> to introduce the
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<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
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in the <code class="docutils literal"><span class="pre">analyze()</span></code> function to chart the performance of the algorithm.</li>
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<li><a class="reference internal" href="#mean-reversion"><span>Mean Reversion Algorithm</span></a>: Another simple momentum
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<li><a class="reference internal" href="#mean-reversion"><span class="std std-ref">Mean Reversion Algorithm</span></a>: Another simple momentum
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strategy that is used in our
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<a class="reference external" href="videos.html#backtesting-a-strategy">two-part video tutorial</a> to show how
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to get started in backtesting and live trading with Catalyst.</li>
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<li><a class="reference internal" href="#simple-universe"><span>Simple Universe</span></a>: This code provides the ‘universe’
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<li><a class="reference internal" href="#simple-universe"><span class="std std-ref">Simple Universe</span></a>: This code provides the ‘universe’
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of available trading pairs on a given exchange on any given day. You can use
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this code to dynamically select which currency pairs you want to trade each
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day of your strategy. This example does not make any trades.</li>
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<li><a class="reference internal" href="#portfolio-optimization"><span>Portfolio Optimization</span></a>: Use this code to
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<li><a class="reference internal" href="#portfolio-optimization"><span class="std std-ref">Portfolio Optimization</span></a>: Use this code to
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execute a portfolio optimization model. This strategy will select the
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portfolio with the maximum Sharpe Ratio. The parameters are set to use 180
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days of historical data and rebalance every 30 days. This code was used in
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@@ -261,7 +264,7 @@ end of the file:</p>
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plot the resulting performance using the matplotlib library. You can choose any
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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
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that 2015-3-1 is the earliest date that Catalyst supports (if you choose an
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earlier date, you’ll get an error), and the most recent date you can choose is
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earlier date, you’ll get an error), and the most recent date you can choose is
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one day prior to the current date.</p>
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<div class="highlight-python"><div class="highlight"><pre><span></span><span class="ch">#!/usr/bin/env python</span>
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<span class="c1">#</span>
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@@ -581,8 +584,8 @@ one day prior to the current date.</p>
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<span id="mean-reversion"></span><h2>Mean Reversion Algorithm<a class="headerlink" href="#mean-reversion-algorithm" title="Permalink to this headline">¶</a></h2>
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<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>
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<p>This algorithm is based on a simple momentum strategy. When the cryptoasset goes
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up quickly, we’re going to buy; when it goes down quickly, we’re going to sell.
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Hopefully, we’ll ride the waves.</p>
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up quickly, we’re going to buy; when it goes down quickly, we’re going to sell.
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Hopefully, we’ll ride the waves.</p>
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<p>We are choosing to backtest this trading algorithm with the <code class="docutils literal"><span class="pre">neo_usd</span></code> currency
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pairon the <code class="docutils literal"><span class="pre">Bitfinex</span></code> exchange. Thus, first ingest the historical pricing data
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that we need, with minute resolution:</p>
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@@ -1227,7 +1230,7 @@ in writting the following article:
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COLLAPSE_INDEX:false,
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FILE_SUFFIX:'.html',
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HAS_SOURCE: true,
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SOURCELINK_SUFFIX: ''
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SOURCELINK_SUFFIX: '.txt'
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};
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</script>
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<script type="text/javascript" src="_static/jquery.js"></script>
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