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Merge branch 'master' into develop
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+3
-1
@@ -1 +1,3 @@
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All the documentation for `Catalyst <https://github.com/enigmampc/catalyst>`_ can be found in the `catalyst-docs wiki <https://github.com/enigmampc/catalyst-docs/wiki>`_.
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All the documentation for `Catalyst <https://github.com/enigmampc/catalyst>`_
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can be found in the
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`documentation website <https://enigmampc.github.io/catalyst>`_.
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@@ -50,4 +50,3 @@ run_algorithm(
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# algo_namespace='simple_loop',
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# base_currency='eth',
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# live_graph=False
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# )
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@@ -45,8 +45,6 @@ log = logbook.Logger('Risk Cumulative', level=LOG_LEVEL)
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choose_treasury = functools.partial(choose_treasury, lambda *args: '10year',
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compound=False)
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warnings.filterwarnings('error')
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class RiskMetricsCumulative(object):
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"""
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@@ -146,6 +144,8 @@ class RiskMetricsCumulative(object):
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self.num_trading_days = 0
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def update(self, dt, algorithm_returns, benchmark_returns, leverage):
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warnings.filterwarnings('error')
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# Keep track of latest dt for use in to_dict and other methods
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# that report current state.
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self.latest_dt = dt
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@@ -292,6 +292,8 @@ algorithm_returns ({algo_count}) in range {start} : {end} on {dt}"
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self.max_leverage = self.calculate_max_leverage()
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self.max_leverages[dt_loc] = self.max_leverage
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warnings.resetwarnings()
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def to_dict(self):
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"""
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Creates a dictionary representing the state of the risk report.
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@@ -39,4 +39,8 @@ run_algorithm(
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exchange_name='bittrex',
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algo_namespace='issue_57',
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base_currency='btc'
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)
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<<<<<<< HEAD
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)
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=======
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)
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>>>>>>> develop
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@@ -2,6 +2,15 @@
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Release Notes
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=============
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Version 0.3.8
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^^^^^^^^^^^^^
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**Release Date**: 2017-11-14
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Bug Fixes
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~~~~~~~~~
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- Fixed a warning filter issue introduced with the latest release
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Version 0.3.7
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^^^^^^^^^^^^^
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**Release Date**: 2017-11-14
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