Merge branch 'master' into develop

This commit is contained in:
fredfortier
2017-11-14 13:59:17 -05:00
5 changed files with 21 additions and 5 deletions
+3 -1
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@@ -1 +1,3 @@
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>`_.
All the documentation for `Catalyst <https://github.com/enigmampc/catalyst>`_
can be found in the
`documentation website <https://enigmampc.github.io/catalyst>`_.
-1
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@@ -50,4 +50,3 @@ run_algorithm(
# algo_namespace='simple_loop',
# base_currency='eth',
# live_graph=False
# )
+4 -2
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@@ -45,8 +45,6 @@ log = logbook.Logger('Risk Cumulative', level=LOG_LEVEL)
choose_treasury = functools.partial(choose_treasury, lambda *args: '10year',
compound=False)
warnings.filterwarnings('error')
class RiskMetricsCumulative(object):
"""
@@ -146,6 +144,8 @@ class RiskMetricsCumulative(object):
self.num_trading_days = 0
def update(self, dt, algorithm_returns, benchmark_returns, leverage):
warnings.filterwarnings('error')
# Keep track of latest dt for use in to_dict and other methods
# that report current state.
self.latest_dt = dt
@@ -292,6 +292,8 @@ algorithm_returns ({algo_count}) in range {start} : {end} on {dt}"
self.max_leverage = self.calculate_max_leverage()
self.max_leverages[dt_loc] = self.max_leverage
warnings.resetwarnings()
def to_dict(self):
"""
Creates a dictionary representing the state of the risk report.
+5 -1
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@@ -39,4 +39,8 @@ run_algorithm(
exchange_name='bittrex',
algo_namespace='issue_57',
base_currency='btc'
)
<<<<<<< HEAD
)
=======
)
>>>>>>> develop
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@@ -2,6 +2,15 @@
Release Notes
=============
Version 0.3.8
^^^^^^^^^^^^^
**Release Date**: 2017-11-14
Bug Fixes
~~~~~~~~~
- Fixed a warning filter issue introduced with the latest release
Version 0.3.7
^^^^^^^^^^^^^
**Release Date**: 2017-11-14