 fredfortier
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4eb8a6eb0f
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BLD: populating assets with help from CCXT
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2017-11-29 22:31:44 -05:00 |
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fredfortier
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606148e19c
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DOC: Integrating with ccxt
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2017-11-28 13:42:58 -05:00 |
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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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ee1605a5e6
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Merge branch 'abnera-patch-2' into develop
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2017-11-17 19:43:46 -05:00 |
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fredfortier
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f3dca74e87
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BUG: fixed a get_candles issue with the Poloniex exchange
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2017-11-17 19:40:49 -05:00 |
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fredfortier
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c260e188b0
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BUG: looking a potential resampling issue
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2017-11-16 18:14:24 -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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942e6f263c
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Fixed an issue with the bar reader.
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2017-10-24 16:10:33 -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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3a823ea457
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Python3 adjustments
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2017-10-24 15:47:15 -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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Victor Grau Serrat
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b230b73829
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unit test bcolz writer
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2017-10-24 11:28:31 -06:00 |
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Victor Grau Serrat
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930a68ab4a
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unit test for Bcolz writer expanded
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2017-10-24 10:36:15 -06:00 |
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Victor Grau Serrat
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4e833981e4
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unit test for Bcolz writer expanded
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2017-10-24 09:55:37 -06:00 |
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fredfortier
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2ea402ff10
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Modified bcolz unit test
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2017-10-24 11:39:17 -04:00 |
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Victor Grau Serrat
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da6b024edc
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unit test for Bcolz writer
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2017-10-24 09:32:24 -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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