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Author SHA1 Message Date
fredfortier 3335ae0ea9 Refactored the data portal to use the exchange bundles 2017-10-08 01:13:47 -04:00
fredfortier 0cc9d839d0 Optimize the existing data filter to filter by asset. 2017-10-06 15:13:40 -04:00
fredfortier a004a01cdb Skipping data chunks if they already exist (fix) 2017-10-06 14:33:05 -04:00
fredfortier 04fc7855d5 Skipping data chunks if they already exist 2017-10-06 14:29:25 -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
fredfortier 751608c8ab Mocking Victor's history API service 2017-10-04 22:35:07 -04:00
Victor Grau Serrat e11ecf9d78 Added 'live' mode to CLI instead of option to 'run' 2017-09-29 13:38:58 -06:00
Victor Grau Serrat b45339692f poloniex autogeneration of symbols.json with optional sourcing of start_date 2017-09-28 16:14:27 -06:00
Victor Grau Serrat 336f062794 poloniex autogeneration of symbols.json with cached start_date 2017-09-28 14:42:47 -06:00
Victor Grau Serrat 6d8b8307a1 bitfinex autogeneration of symbols.json with optional sourcing of start_date 2017-09-28 14:14:34 -06:00
Victor Grau Serrat 3b681d197d Purge 5-min implementation 2017-09-28 11:03:47 -06:00
Victor Grau Serrat 15fa98420d Catching bitfinex Error: No JSON object could be decoded 2017-09-28 09:14:22 -06:00
fredfortier 9dfefec13c Merge branch 'concurrent-exchanges' of github.com:enigmampc/catalyst into concurrent-exchanges 2017-09-27 17:31:44 -04:00
fredfortier 6bfe0eecd2 Remove some 5-minute data and added example of extension.py. 2017-09-27 17:27:40 -04:00
Victor Grau Serrat 3362dbf95c WIP: Poloniex exchange - placing orders, executing transactions 2017-09-27 14:31:15 -06:00
Victor Grau Serrat 1d0faf693d WIP: Poloniex exchange - create order 2017-09-26 15:36:14 -06:00
Victor Grau Serrat 87ecf6114d adding min_trade_size in TradingPair 2017-09-26 13:32:23 -06:00
Victor Grau Serrat 2c2c861a8f WIP: Poloniex exchange - fix for multiple exchanges 2017-09-26 11:40:25 -06:00
Victor Grau Serrat fef08d1433 Merge branch 'poloniex-exchange' into concurrent-exchanges 2017-09-26 10:53:56 -06:00
Victor Grau Serrat cf20f78e55 WIP: Poloniex exchange - balances, candles & cancel 2017-09-25 22:01:04 -06:00
Victor Grau Serrat 5d1bdee4a6 WIP: Poloniex exchange - generating symbols.json 2017-09-25 14:35:58 -06:00
Victor Grau Serrat f60abcd636 WIP: Poloniex exchange class 2017-09-25 11:28:06 -06:00
fredfortier 4798fc75fb Housekeeping and documentation 2017-09-25 12:18:22 -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
Victor Grau Serrat 27f20a090a matplotlib imports inside init live_graph_clock (2) 2017-09-22 12:03:17 -06:00
Victor Grau Serrat 75c2753b98 matplotlib imports inside init live_graph_clock 2017-09-22 11:59:57 -06:00
Victor Grau Serrat a6b873508b Merge branch 'aws-symbols-json' into develop 2017-09-22 10:57:58 -06:00
Victor Grau Serrat daf3c4d285 Autogeneration of symbols.json for bittrex 2017-09-22 10:55:49 -06:00
Victor Grau Serrat 8cabb33372 Autogeneration of symbols.json for bitfinex 2017-09-22 09:54:51 -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 2f8768bb06 Merged Victor's hack for the minute writer precision 2017-09-21 16:36:10 -04:00
Victor Grau Serrat df8ba90236 {exchange}/symbols.json moved to AWS 2017-09-21 12:43:29 -06:00
Victor Grau Serrat 6baf4c2122 Merge branch 'master' into develop 2017-09-20 23:40:04 -06:00
Victor Grau Serrat 1f56325895 fix price resolution in 1-minute data bundle: 8 decimal places 0.2.dev4 2017-09-20 23:37:55 -06:00
fredfortier 7335810cc2 Defined the same commission model as with equities for now. We need to fix the data precision in the bundles. 2017-09-21 01:17:10 -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
Victor Grau Serrat c5cbbce8e1 Merge branch 'master' into develop 2017-09-20 16:23:21 -06:00
Victor Grau Serrat 7359cdc48f fix data.history error with tz-aware dataframe 0.2.dev3 2017-09-20 16:20:57 -06:00
fredfortier 4e2d092123 Trying to fix an issue with periodical bars 2017-09-20 18:00:08 -04:00
Victor Grau Serrat 42566ca92c Merge branch 'master' of github.com:enigmampc/catalyst 2017-09-20 15:37:44 -06:00
Victor Grau Serrat 09bf875d6c Merge branch 'develop': adds 1-min OHLCV data resolution, fractional coins and 9 decimals of price resolution 2017-09-20 15:20:30 -06:00
Victor Grau Serrat b354837b83 Merge branch 'poloniex-1min-curate' into develop 2017-09-20 15:17:06 -06:00
Victor Grau Serrat a1bc174740 Wrapping up 1min data for Poloniex in backtesting 2017-09-20 15:11:18 -06:00
Victor ea27346876 Merge pull request #34 from abnera/patch-1 
Added environment.yml for simpler conda installation
 2017-09-20 12:50:56 -06:00
Victor Grau Serrat 81bd2d84f0 >=0.2.dev2 for catalyst, since we're in active dev and will change periodically 2017-09-20 12:47:31 -06:00
Abner Ayala-Acevedo 06f48cf158 Update to include python-dev 2017-09-20 10:41:42 -07:00
Abner Ayala-Acevedo 05a69cfc92 Added environment.yml for simpler conda installation 
Simpler conda installation by using environment.yml requirements.
`conda env create -f python2.7-environment.yml`
`Linux or Mac: source activate catalyst`
`Windows: activate catalyst`
 2017-09-20 10:16:29 -07:00
Victor Grau Serrat 36c2564bb0 splitting plot styles: dark for live, default for backtesting 2017-09-20 11:05:09 -06:00