Commit Graph

90 Commits

Author SHA1 Message Date
Victor Grau Serrat ce085e01ec MAINT: PEP8 compliance 2017-12-08 13:18:24 -07:00
cyzanfar 02875ef7ab Merge branch 'develop' of github.com:enigmampc/catalyst into develop 2017-12-06 18:02:17 -05:00
cyzanfar f47aa13dd3 Python version 3 compatible 2017-12-06 17:58:42 -05:00
fredfortier 4db8131397 BLD: paper trading adjustments 2017-12-01 00:06:11 -05:00
fredfortier b762689225 BLD: all exchange operations now implemented an unit tested with CCXT 2017-11-30 22:45:52 -05:00
fredfortier 7bbb6e0b42 BLD: tested creating orders and viewing open orders with CCXT 2017-11-30 20:18:16 -05:00
fredfortier 5660247da2 BLD: tested all public APIs with CCXT 2017-11-30 17:08:13 -05:00
fredfortier 4eb8a6eb0f BLD: populating assets with help from CCXT 2017-11-29 22:31:44 -05:00
fredfortier 606148e19c DOC: Integrating with ccxt 2017-11-28 13:42:58 -05:00
fredfortier 968e70b69b BLD: implementing issue #65, implemented custom exchange data 2017-11-25 07:43:20 -05:00
fredfortier 6a7c47f3a9 BLD: implementing issue #65, adding local symbols definition 2017-11-24 01:58:33 -05:00
fredfortier 0af592a5f4 BUG: fixed issue #71 with the last candle of a resampled set 2017-11-20 17:52:29 -05:00
fredfortier ee1605a5e6 Merge branch 'abnera-patch-2' into develop 2017-11-17 19:43:46 -05:00
fredfortier f3dca74e87 BUG: fixed a get_candles issue with the Poloniex exchange 2017-11-17 19:40:49 -05:00
fredfortier c260e188b0 BUG: looking a potential resampling issue 2017-11-16 18:14:24 -05:00
fredfortier 3fa88a3e56 BLD: misc housekeeping 2017-11-16 16:55:40 -05:00
fredfortier 1103947af0 BLD: created a new sample algo for instructional materials. Fixed some minor issues in the process. 2017-11-09 17:09:55 -05:00
fredfortier a85b6c798a BUG: fixes related to issue #47 and added a verbose ingestion option. 2017-11-07 13:42:47 -05:00
fredfortier 8c6ac53a05 BLD: cleanup in algos and unit tests 2017-11-04 14:46:09 -04:00
fredfortier d02c6d8ce9 BLD: optimize imports 2017-11-03 21:04:16 -04:00
fredfortier b476024612 BUG: work around for issue #53 and possibly fixed issue #47 2017-11-03 20:59:26 -04:00
fredfortier 5e4ad9b338 BUG: accounting for daily historical bars with minute freq algo 2017-11-02 20:18:34 -04:00
fredfortier 35677c553c BUG: fixed issues with data frequencies in data.history() which was particularly noticeable in live mode and minor adjustments around the commission model 2017-10-31 23:34:48 -04:00
fredfortier 3394614ecf BUG: Fixes issue #47. Made improvements around auto-ingestion. 2017-10-30 21:17:53 -04:00
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
fredfortier fdc5a30060 Added data validation unit tests and minor fixes to the get_candles method of Poloniex. 2017-10-26 02:33:17 -04:00
fredfortier 59501905ab Poloniex get_candles fix and created a unit test to validate data. 2017-10-25 19:43:57 -04:00
Victor Grau Serrat 7eb184d946 exchange unit tests 2017-10-24 17:44:18 -06:00
fredfortier aa2f2f3627 Filtered out starting dates before the calendar 2017-10-24 18:26:44 -04:00
fredfortier 942e6f263c Fixed an issue with the bar reader. 2017-10-24 16:10:33 -04:00
fredfortier 2e6d7d28ba Fixed an issue with the bar reader. 2017-10-24 16:00:56 -04:00
fredfortier 3a823ea457 Python3 adjustments 2017-10-24 15:47:15 -04:00
fredfortier 4daba6cfb4 Added unit test 2017-10-24 15:46:14 -04:00
Victor Grau Serrat fa018e2e0c more bcolz unit tests 2017-10-24 13:42:53 -06:00
Victor Grau Serrat b230b73829 unit test bcolz writer 2017-10-24 11:28:31 -06:00
Victor Grau Serrat 930a68ab4a unit test for Bcolz writer expanded 2017-10-24 10:36:15 -06:00
Victor Grau Serrat 4e833981e4 unit test for Bcolz writer expanded 2017-10-24 09:55:37 -06:00
fredfortier 2ea402ff10 Modified bcolz unit test 2017-10-24 11:39:17 -04:00
Victor Grau Serrat da6b024edc unit test for Bcolz writer 2017-10-24 09:32:24 -06:00
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