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35 Commits

Author SHA1 Message Date
fredfortier f918fc97bc Fix an issue with data.history() in backtest mode 2017-10-20 13:36:39 -04:00
fredfortier f72074876d Misc small fixes 2017-10-20 13:17:02 -04:00
fredfortier 946d24bd7a Refactoring related to auto-ingestion 2017-10-19 23:23:37 -04:00
fredfortier 2502c9a2bb Minor fixes 2017-10-19 14:49:32 -04:00
fredfortier 6097128d5c Fixed small issue with minute ingestion 2017-10-18 23:45:42 -04:00
fredfortier 2e46323a9e Fixed an issue with minute bundles 2017-10-18 20:30:24 -04:00
fredfortier b785c10036 Fixed misc issues with the bundle refactoring 2017-10-18 16:41:29 -04:00
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
fredfortier 1a4dfe8abb Fixed date range issues and issues retrieving the benchmark data 2017-10-17 21:01:00 -04:00
fredfortier 4649b31d89 Fixed issues with daily bundles 2017-10-17 18:29:48 -04:00
fredfortier 105fee0fb9 Fixes to the daily data 2017-10-17 15:35:49 -04:00
fredfortier 9bdd8aba48 Implemented daily data loader and related fixes 2017-10-17 03:00:36 -04:00
fredfortier 1263fdd995 Testing related adjustments 2017-10-16 15:38:07 -04:00
fredfortier 1732b4a985 Testing related adjustments 2017-10-16 03:09:13 -04:00
fredfortier bdbaad1c91 Improvements and fixes to the ingestion component 2017-10-14 02:06:26 -04:00
fredfortier c52653c84e Tested ingestion of minute data with a single market 2017-10-13 21:00:47 -04:00
fredfortier 93f4d31399 Unit tested ingestion of bundle chunks. This may not be stable yet. 2017-10-13 16:29:43 -04:00
fredfortier c658d15fcb Unit testing ingestion of bundles logic 2017-10-13 00:50:25 -04:00
fredfortier e1c2f40ab9 Making some adjustments to the ingestion method after discussion with Victor 2017-10-12 14:06:47 -04:00
fredfortier 4895bef392 Bug fixes and housekeeping from ingestion testing 2017-10-12 00:51:18 -04:00
fredfortier c24918e2c8 Bug fixes 2017-10-11 22:05:29 -04:00
fredfortier d3e33c44bf Reading data from bundles first and other fixes 2017-10-11 00:13:22 -04:00
fredfortier 403be97143 Integrating with history api 2017-10-08 02:27:13 -04:00
fredfortier 3335ae0ea9 Refactored the data portal to use the exchange bundles 2017-10-08 01:13:47 -04:00
fredfortier 50f075792c Tested ingestion after refactoring 2017-10-05 21:03:39 -04:00
fredfortier 874968bbbb Refactoring the exchange bundle for incremental loading 2017-10-05 18:06:17 -04:00
Victor Grau Serrat 3b681d197d Purge 5-min implementation 2017-09-28 11:03:47 -06:00
fredfortier ddecd6bb48 First working version with the backtest and live modes executing the same algorithm. 2017-09-21 19:05:16 -04:00
fredfortier 3b655d466e Unit tested exchange loader extension and backtest data portal refactoring 2017-09-20 05:11:54 -04:00
fredfortier 68546a0d8d Experimenting with simpler bundle and data portal approach (works in unit testing) 2017-09-19 03:49:34 -04:00