 Frederic Fortier
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93ca4e990d
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BUG: fixed a dependency issue
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2018-03-09 13:20:50 -05:00 |
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Frederic Fortier
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51126fd7ae
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BLD: improved the bundle test suite and related adjustments
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2018-01-18 17:09:37 -05:00 |
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Frederic Fortier
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cd1f5ca97b
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BLD: housekeeping, reorganizing files into smaller packages
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2017-12-28 17:49:15 -05:00 |
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Victor Grau Serrat
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ce085e01ec
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MAINT: PEP8 compliance
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2017-12-08 13:18:24 -07:00 |
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fredfortier
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968e70b69b
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BLD: implementing issue #65, implemented custom exchange data
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2017-11-25 07:43:20 -05:00 |
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fredfortier
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6a7c47f3a9
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BLD: implementing issue #65, adding local symbols definition
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2017-11-24 01:58:33 -05:00 |
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fredfortier
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0af592a5f4
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BUG: fixed issue #71 with the last candle of a resampled set
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2017-11-20 17:52:29 -05:00 |
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fredfortier
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3fa88a3e56
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BLD: misc housekeeping
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2017-11-16 16:55:40 -05:00 |
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fredfortier
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1103947af0
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BLD: created a new sample algo for instructional materials. Fixed some minor issues in the process.
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2017-11-09 17:09:55 -05:00 |
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fredfortier
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a85b6c798a
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BUG: fixes related to issue #47 and added a verbose ingestion option.
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2017-11-07 13:42:47 -05:00 |
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fredfortier
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8c6ac53a05
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BLD: cleanup in algos and unit tests
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2017-11-04 14:46:09 -04:00 |
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fredfortier
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d02c6d8ce9
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BLD: optimize imports
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2017-11-03 21:04:16 -04:00 |
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fredfortier
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b476024612
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BUG: work around for issue #53 and possibly fixed issue #47
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2017-11-03 20:59:26 -04:00 |
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fredfortier
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5e4ad9b338
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BUG: accounting for daily historical bars with minute freq algo
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2017-11-02 20:18:34 -04:00 |
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fredfortier
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35677c553c
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BUG: fixed issues with data frequencies in data.history() which was particularly noticeable in live mode and minor adjustments around the commission model
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2017-10-31 23:34:48 -04:00 |
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fredfortier
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3394614ecf
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BUG: Fixes issue #47. Made improvements around auto-ingestion.
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2017-10-30 21:17:53 -04:00 |
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fredfortier
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b9579ab4b4
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Improved frequency support for data.history() in backtest, standardized class names, improved unit tests and working on new sample algo.
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2017-10-27 00:53:19 -04:00 |
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fredfortier
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fdc5a30060
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Added data validation unit tests and minor fixes to the get_candles method of Poloniex.
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2017-10-26 02:33:17 -04:00 |
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fredfortier
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59501905ab
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Poloniex get_candles fix and created a unit test to validate data.
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2017-10-25 19:43:57 -04:00 |
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Victor Grau Serrat
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7eb184d946
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exchange unit tests
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2017-10-24 17:44:18 -06:00 |
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fredfortier
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aa2f2f3627
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Filtered out starting dates before the calendar
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2017-10-24 18:26:44 -04:00 |
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fredfortier
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2e6d7d28ba
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Fixed an issue with the bar reader.
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2017-10-24 16:00:56 -04:00 |
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fredfortier
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4daba6cfb4
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Added unit test
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2017-10-24 15:46:14 -04:00 |
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Victor Grau Serrat
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fa018e2e0c
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more bcolz unit tests
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2017-10-24 13:42:53 -06:00 |
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fredfortier
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f918fc97bc
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Fix an issue with data.history() in backtest mode
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2017-10-20 13:36:39 -04:00 |
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fredfortier
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f72074876d
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Misc small fixes
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2017-10-20 13:17:02 -04:00 |
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fredfortier
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946d24bd7a
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Refactoring related to auto-ingestion
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2017-10-19 23:23:37 -04:00 |
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fredfortier
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2502c9a2bb
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Minor fixes
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2017-10-19 14:49:32 -04:00 |
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fredfortier
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6097128d5c
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Fixed small issue with minute ingestion
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2017-10-18 23:45:42 -04:00 |
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fredfortier
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2e46323a9e
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Fixed an issue with minute bundles
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2017-10-18 20:30:24 -04:00 |
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fredfortier
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b785c10036
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Fixed misc issues with the bundle refactoring
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2017-10-18 16:41:29 -04:00 |
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fredfortier
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6f8fbc2b82
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Fix issue with retrieving bundles
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2017-10-18 15:33:15 -04:00 |
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fredfortier
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521484355a
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Minor fix to the bcolz writer
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2017-10-18 14:45:56 -04:00 |
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fredfortier
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7147bfc51f
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Refactoring to use the updated bundles
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2017-10-18 14:36:25 -04:00 |
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fredfortier
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b357a0656a
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Added a modified bcolz writer / reader
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2017-10-18 13:58:37 -04:00 |
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fredfortier
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86f892eade
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Unit tested a daily reader/writer based on the minute bundle
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2017-10-18 04:29:22 -04:00 |
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fredfortier
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188a4a3f3d
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Unit testing an issue with the daily loader
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2017-10-18 02:11:21 -04:00 |
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fredfortier
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1a4dfe8abb
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Fixed date range issues and issues retrieving the benchmark data
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2017-10-17 21:01:00 -04:00 |
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fredfortier
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4649b31d89
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Fixed issues with daily bundles
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2017-10-17 18:29:48 -04:00 |
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fredfortier
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105fee0fb9
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Fixes to the daily data
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2017-10-17 15:35:49 -04:00 |
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fredfortier
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9bdd8aba48
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Implemented daily data loader and related fixes
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2017-10-17 03:00:36 -04:00 |
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fredfortier
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1263fdd995
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Testing related adjustments
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2017-10-16 15:38:07 -04:00 |
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fredfortier
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1732b4a985
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Testing related adjustments
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2017-10-16 03:09:13 -04:00 |
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fredfortier
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bdbaad1c91
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Improvements and fixes to the ingestion component
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2017-10-14 02:06:26 -04:00 |
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fredfortier
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c52653c84e
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Tested ingestion of minute data with a single market
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2017-10-13 21:00:47 -04:00 |
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fredfortier
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93f4d31399
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Unit tested ingestion of bundle chunks. This may not be stable yet.
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2017-10-13 16:29:43 -04:00 |
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fredfortier
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c658d15fcb
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Unit testing ingestion of bundles logic
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2017-10-13 00:50:25 -04:00 |
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fredfortier
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e1c2f40ab9
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Making some adjustments to the ingestion method after discussion with Victor
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2017-10-12 14:06:47 -04:00 |
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fredfortier
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4895bef392
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Bug fixes and housekeeping from ingestion testing
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2017-10-12 00:51:18 -04:00 |
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fredfortier
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c24918e2c8
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Bug fixes
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2017-10-11 22:05:29 -04:00 |
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