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Author SHA1 Message Date
Victor Grau Serrat 00f2063e21 OPEN cal start=2015-03-01, minor fixes for rc-0.1.dev7 2017-08-09 12:49:53 +02:00
Victor Grau Serrat 1f272f9ff8 asset_filter fix, revert old bundle paths, BaseBundle exception fix 2017-08-08 21:13:59 +02:00
Conner Fromknecht 3df274431e WIP: Integration of generic bundle and five minute bars 2017-07-21 04:10:58 -07:00
Conner Fromknecht e28459b19f Initial work on quandl bundle 2017-07-21 04:10:58 -07:00
Victor 7cf06909ce Update README.rst 2017-07-13 22:58:38 -04:00
Conner Fromknecht de8777d1c8 Further documentation of BaseBundle class and UI improvements 2017-07-13 16:12:32 -07:00
Conner Fromknecht 24141964bf CLI UI improvements 
* Customzed progressbar format and display information
 * Added new bar to BaseBundle and DailyBarWriter
 2017-07-13 16:12:32 -07:00
Conner Fromknecht cabea94973 WIP: Generic Data Bundles 
* Split up inheritance structure of Bundle classes
 2017-07-13 16:12:32 -07:00
Conner Fromknecht e8e2346c60 WIP: Five Minute bars and FiveMinuteSimulationClock 2017-07-13 16:12:32 -07:00
Conner Fromknecht 6e47f704b4 WIP: abstract bundle class for generalizing data curation 
Started PoloniexBundle to adapt current ingestion logic to new structure
 2017-07-13 16:12:32 -07:00
Guy Zyskind dd97526489 Merge pull request #4 from enigmampc/polo-curate-fixes 
Fixes formatting errors in catalyst/curate/poloniex.py
 2017-07-10 22:42:44 -07:00
Conner Fromknecht 6b4209e038 Indentation fixes 2017-07-10 20:11:45 -07:00
Conner Fromknecht 6f79f8b9b8 Fixes formatting errors in catalyst/curate/poloniex.py 2017-07-10 20:01:04 -07:00
Conner Fromknecht 22ad375a52 Added uninitialized time import to fix uncached benchmark fetching 2017-07-07 02:23:19 -07:00
Conner Fromknecht 07fb239d11 Update README.rst 2017-07-06 15:16:00 -07:00
Conner Fromknecht c4e53a7ceb Removed use of global variables from example strategies 2017-07-06 15:11:05 -07:00
Conner Fromknecht c4bbbb4732 Converted OHLCV columns to use uint64. Default tick size now 1/1000th of a coin 2017-07-06 15:06:35 -07:00
Conner Fromknecht 7576979003 Update README.rst 2017-07-03 16:29:41 -07:00
Conner Fromknecht ac70fb97d2 Update README.rst 2017-07-03 10:27:33 -07:00
Conner Fromknecht 52f68fbea6 Notes on default denomination, 1/10-th of full coin 2017-07-03 09:27:19 -07:00
Conner Fromknecht cbaccda564 Adjust examples plots to display price of full coin 2017-07-03 00:50:38 -07:00
Conner Fromknecht 0a0c96ba0c Update README.rst 
Shell command for amending matplotlibrc, inspired by pyfolio
 2017-07-01 18:27:17 -07:00
Conner Fromknecht 671f6febfe Updated example strategies 2017-07-01 18:27:17 -07:00
Conner Fromknecht b4e0c6d2bb Update README.rst 2017-07-01 18:27:16 -07:00
Conner Fromknecht e3b7601f37 Convert Timestamp to UNIX time before fetching benchmark 2017-07-01 18:27:16 -07:00
Conner Fromknecht d2d297d348 Expose poloniex data curation methods to load benchmark dynamically 2017-07-01 18:27:16 -07:00
Conner Fromknecht 8134b96ac3 Update README.rst and examples 
Never stop hodling
 2017-07-01 18:27:16 -07:00
Conner Fromknecht 4a62f5f366 Update README.rst 2017-07-01 18:27:16 -07:00
Conner Fromknecht 0989919044 Update README.rst 2017-07-01 18:27:16 -07:00
Conner Fromknecht 21dcbccbe3 Fixed bundle imports 2017-07-01 18:27:16 -07:00
Conner Fromknecht cd8af67068 Update poloniex bundle URL 2017-07-01 18:27:16 -07:00
Conner Fromknecht fb2afaff36 Changed package name to enigma-catalyst 2017-07-01 18:27:16 -07:00
Conner Fromknecht 5ab98dbfd9 Remove get_calendar print 2017-07-01 18:27:16 -07:00
Conner Fromknecht b55458f9c5 Updated examples 2017-07-01 18:27:16 -07:00
Conner Fromknecht 06e672a75e Ingest poloniex data from remote tar 2017-07-01 18:27:15 -07:00
Conner Fromknecht 84afcf68ef Moved bundle download methods into catalyst/data/bundles/core 2017-07-01 18:27:15 -07:00
Conner Fromknecht 4667f31b20 Improved Buy and Hodl example 2017-07-01 18:27:15 -07:00
Conner Fromknecht 18228dcd8e Update README.rst 2017-07-01 18:27:15 -07:00
Conner Fromknecht bb17c171e5 General improvements 2017-07-01 18:26:57 -07:00
Conner Fromknecht 0982998288 Initial BcolzFiveMinuteBarWriter/Reader 2017-06-23 18:49:19 -07:00
Conner Fromknecht 0f96bbb182 USDT_BTC benchmark 
This commit:
 * Adds a crypto_benchmark that can create benchmarks for symbols found on POLO
 * Changes default trading calendars to OPEN
 * Properly computes daily bar data from five minute POLO bars
 * Allows trading of one hundredth of a coin, later we plan to integrate per the
   ratio of a full coin to its base denomination.
 2017-06-23 18:44:45 -07:00
Conner Fromknecht de839654fd Untold improvements 2017-06-22 20:50:07 -07:00
Conner Fromknecht daeef1759e Merge branch 'master' of https://github.com/enigmampc/catalyst 2017-06-21 11:43:52 -07:00
Conner Fromknecht 05462dd6e2 Dual moving average for USDT_BTC 2017-06-21 11:41:11 -07:00
Conner Fromknecht bb9bf3bc9f Dual moving average for USDT_BTC 2017-06-21 10:59:20 -07:00
Conner Fromknecht 53d1c7d7c3 Changed default bundle to poloniex and new crypto examples 2017-06-20 17:23:21 -07:00
Conner Fromknecht d509dfb9a1 Working crypto data on NYSE calendar 2017-06-20 15:40:37 -07:00
Conner Fromknecht cd3d996892 NYSE -> OPEN calendar for (most) default calendars 
* Added extra bundle parameters for catalyst/poloniex bundles
 2017-06-20 14:18:15 -07:00
Victor Grau Serrat 3b6a293019 WIP: Poloniex bundle 2017-06-20 16:37:04 -04:00
Victor Grau Serrat a0da21e6ea WIP - curator: switch to requests, exception handling, dynamic currency list 2017-06-20 00:42:24 -04:00