18 Commits

Author SHA1 Message Date
Frederic Fortier cd1f5ca97b BLD: housekeeping, reorganizing files into smaller packages 2017-12-28 17:49:15 -05:00
Frederic Fortier e9714cfb32 BLD: improved saving algo state 2017-12-23 21:42:04 -05:00
Victor Grau Serrat ce085e01ec MAINT: PEP8 compliance 2017-12-08 13:18:24 -07:00
fredfortier 0af592a5f4 BUG: fixed issue #71 with the last candle of a resampled set 2017-11-20 17:52:29 -05:00
fredfortier c260e188b0 BUG: looking a potential resampling issue 2017-11-16 18:14:24 -05:00
fredfortier b9579ab4b4 Improved frequency support for data.history() in backtest, standardized class names, improved unit tests and working on new sample algo. 2017-10-27 00:53:19 -04:00
Victor Grau Serrat fa018e2e0c more bcolz unit tests 2017-10-24 13:42:53 -06:00
fredfortier 3335ae0ea9 Refactored the data portal to use the exchange bundles 2017-10-08 01:13:47 -04:00
fredfortier 874968bbbb Refactoring the exchange bundle for incremental loading 2017-10-05 18:06:17 -04:00
fredfortier d6996b1e93 Refinements and documentation. 2017-09-23 04:49:13 -04:00
fredfortier bc65c10fc6 Implemented and tested the history() method in backtest mode. 2017-09-22 23:17:38 -04:00
fredfortier 10a5b5412e Testing the same algo in live and backtest mode. Most of it works well. We need a commission model for the TradingPair currency type. 2017-09-20 23:48:57 -04:00
fredfortier 4e2d092123 Trying to fix an issue with periodical bars 2017-09-20 18:00:08 -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
fredfortier b70ff3a740 Bug fixes and working on unit tests for the data portal 2017-09-18 22:19:27 -04:00
fredfortier 18bfaff7c9 Trying to stabilize refactoring an last few commits (still unstable) 2017-09-18 15:37:10 -04:00
fredfortier 555b7e95b5 Working on adjusted the DataPortal class (unstable) 2017-09-18 14:51:01 -04:00