Commit Graph

5364 Commits

Author SHA1 Message Date
fredfortier 493fc95a20 Fixed an issue with historical data in live mode 2017-10-20 15:17:29 -04:00
fredfortier f918fc97bc Fix an issue with data.history() in backtest mode 2017-10-20 13:36:39 -04:00
fredfortier 18e19bb1ae Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges 2017-10-20 13:17:10 -04:00
fredfortier f72074876d Misc small fixes 2017-10-20 13:17:02 -04:00
Victor Grau Serrat fadd4abe5a DOC: naming convention 2017-10-20 10:55:35 -06:00
Victor Grau Serrat 5fd4ca33d3 DOC: beginner tutorial 2017-10-20 10:14:31 -06:00
Victor Grau Serrat 653f4c2a5a DOC: Features 2017-10-20 08:27:36 -06:00
Victor Grau Serrat 3804af3813 DOC: welcome page w/ logo 2017-10-20 00:13:23 -06:00
Victor Grau Serrat f56abcfc3e DOC: welcome page 2017-10-19 23:54:02 -06:00
Victor Grau Serrat cb6432c395 docs: Catalyst Install 2017-10-19 23:32:55 -06:00
fredfortier 946d24bd7a Refactoring related to auto-ingestion 2017-10-19 23:23:37 -04:00
Victor Grau Serrat b1a247df6a gh-pages initial build: Installation (WIP) 2017-10-19 18:03:13 -06:00
Victor Grau Serrat 2c91decc1b WIP: docs build 2017-10-19 15:31:43 -06:00
Victor Grau Serrat 09f27e5880 WIP: build docs 2017-10-19 14:45:32 -06:00
Victor Grau Serrat 2dd8f54148 WIP: build docs 2017-10-19 14:35:25 -06:00
fredfortier 2d41f124f0 Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges 2017-10-19 15:24:08 -04:00
fredfortier 619eb3cfa4 Fixed an issue with data.history more recent than the server 2017-10-19 15:24:00 -04:00
Victor Grau Serrat 331a31b25a WIP: docs build 2017-10-19 13:18:21 -06:00
Victor Grau Serrat 6f57660944 WIP: docs build 2017-10-19 12:55:42 -06:00
fredfortier 1a97111ceb Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges 2017-10-19 14:49:41 -04:00
fredfortier 2502c9a2bb Minor fixes 2017-10-19 14:49:32 -04:00
Victor Grau Serrat 675957b197 Open calendar starts on 2015-02-19 2017-10-19 10:04:17 -06:00
fredfortier 51172759d3 Fixed some issues and optimized data.history() in live mode 2017-10-19 05:19:01 -04:00
fredfortier 6097128d5c Fixed small issue with minute ingestion 2017-10-18 23:45:42 -04:00
fredfortier 5ccdd54274 Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges 2017-10-18 23:26:31 -04:00
fredfortier b3dcb7a9ad Fixed issue with overlapping chunks 2017-10-18 23:26:24 -04:00
Victor Grau Serrat 8a6d0d7ca0 Catch NoData on Exchange + formatting of errors 2017-10-18 21:25:27 -06:00
fredfortier e5f7c63ebd Fixed an issue with minute bundles 2017-10-18 20:43:26 -04:00
fredfortier 2e46323a9e Fixed an issue with minute bundles 2017-10-18 20:30:24 -04:00
fredfortier 874a4bb682 Fixed an issue with reader array size 2017-10-18 18:33:37 -04:00
fredfortier 339fa21c35 Fixed an issue with the backtest get_history_window method. 2017-10-18 17:23:33 -04:00
fredfortier 1c5822bce9 Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges 2017-10-18 16:41:37 -04:00
fredfortier b785c10036 Fixed misc issues with the bundle refactoring 2017-10-18 16:41:29 -04:00
Victor Grau Serrat b69e78b27d fixes ingestion of 'minute,daily' parameter 2017-10-18 14:10:03 -06:00
Victor Grau Serrat 6486744c66 fix exchange_bundle: period month padded 2017-10-18 13:55:39 -06:00
fredfortier 6f8fbc2b82 Fix issue with retrieving bundles 2017-10-18 15:33:15 -04:00
fredfortier 521484355a Minor fix to the bcolz writer 2017-10-18 14:45:56 -04:00
fredfortier 7147bfc51f Refactoring to use the updated bundles 2017-10-18 14:36:25 -04:00
fredfortier b357a0656a Added a modified bcolz writer / reader 2017-10-18 13:58:37 -04:00
fredfortier 86f892eade Unit tested a daily reader/writer based on the minute bundle 2017-10-18 04:29:22 -04:00
fredfortier 188a4a3f3d Unit testing an issue with the daily loader 2017-10-18 02:11:21 -04:00
Victor Grau Serrat fb32e1ce5d Fixing DailyBarReader for volume to 0 instead of NaN 2017-10-17 23:16:49 -06:00
fredfortier 733f2c3433 Fixed an issue with writer retry 2017-10-18 00:18:07 -04:00
fredfortier 74fd4a6a0f Trying to fix an issue with merging new candles in get_history() 2017-10-18 00:04:55 -04:00
fredfortier 1a4dfe8abb Fixed date range issues and issues retrieving the benchmark data 2017-10-17 21:01:00 -04:00
fredfortier 6c17bbf0c9 Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges
# Conflicts:
#	catalyst/exchange/exchange_bundle.py
2017-10-17 18:31:38 -04:00
fredfortier 4649b31d89 Fixed issues with daily bundles 2017-10-17 18:29:48 -04:00
Victor Grau Serrat ead6769ea2 retrieve benchmark from ExchangeBundle 2017-10-17 15:39:20 -06:00
fredfortier d21cc36bef Fixes a start date issue 2017-10-17 16:49:04 -04:00
fredfortier 105fee0fb9 Fixes to the daily data 2017-10-17 15:35:49 -04:00