Commit Graph

132 Commits

Author SHA1 Message Date
fredfortier 54dcc58ee8 BLD: improved stats display to better support multiple assets per algo 2017-12-07 20:26:37 -05:00
fredfortier 5b78f161a4 BLD: more live trading testing and added s3 stats output 2017-12-07 00:20:27 -05:00
fredfortier 9688d71e23 BLD: tested blotter changes with live trading 2017-12-06 23:32:26 -05:00
fredfortier e42276affa BLD: making some adjustment to the blotter to improve paper trading 2017-12-06 18:02:02 -05:00
fredfortier dcdf4f77db BLD: making some adjustment to the blotter to improve paper trading 2017-12-05 22:08:30 -05:00
fredfortier 96a27d083c BLD: more live trading tests and fixed related issues 2017-12-03 00:04:15 -05:00
fredfortier 4db8131397 BLD: paper trading adjustments 2017-12-01 00:06:11 -05:00
fredfortier 8fb8b80a12 BLD: first rough test of CCXT in live trading 2017-11-30 23:15:10 -05:00
fredfortier 7bbb6e0b42 BLD: tested creating orders and viewing open orders with CCXT 2017-11-30 20:18:16 -05:00
fredfortier fc2c44a6b7 Merge remote-tracking branch 'origin/develop' into develop
# Conflicts:
#	catalyst/examples/mean_reversion_simple.py
2017-11-29 22:33:46 -05:00
fredfortier 4eb8a6eb0f BLD: populating assets with help from CCXT 2017-11-29 22:31:44 -05:00
Victor Grau Serrat 7abd992d17 DOC: added portfolio_optimization example 2017-11-29 09:19:41 -07:00
Victor Grau Serrat 7cf4f84e89 DOC: documented 4 example algorithms 2017-11-28 12:35:50 -07:00
Victor Grau Serrat b63199e4e1 DOC: adjusting example params to match video tutorial 2017-11-28 12:24:53 -07:00
Victor Grau Serrat ffd1bc07cc DOC: making example algos consistent with doc website 2017-11-28 11:22:41 -07:00
fredfortier dfcfe5a370 merging from develop 2017-11-28 01:44:46 -05:00
fredfortier 803823eac0 merging from develop 2017-11-28 01:41:58 -05:00
Victor Grau Serrat a52e201f86 DOC: improved dual_moving_average.py example algo 2017-11-27 21:10:17 -07:00
fredfortier 64c52c7a3c BUG: fixed issue #72 with the buy_and_hodl sample algo 2017-11-27 18:44:50 -05:00
Victor Grau Serrat c2821ab77b DOC: added example_algo: Dual Moving Average Crossover 2017-11-27 15:43:57 -07:00
fredfortier 9397b3fd5a BLD: testing simple universe with Bitfinex 2017-11-27 17:36:44 -05:00
fredfortier 2bb11db412 BLD: modified sample algo for testing 2017-11-27 17:28:13 -05:00
fredfortier 968e70b69b BLD: implementing issue #65, implemented custom exchange data 2017-11-25 07:43:20 -05:00
fredfortier 7daf295e63 BLD: refactoring to decrease reliance on the Exchange in preparation to support ad-hoc CSV bundles 2017-11-23 22:11:23 -05:00
fredfortier 02dc4d6a30 BUG: made some live-trading adjustments related to issue #71 2017-11-21 13:56:05 -05:00
fredfortier 0d366a350d BUG: fixed #75, adjusted the ruturn value of run_algorithm to support minute stats. 2017-11-20 21:53:48 -05:00
Victor Grau Serrat 9cfd50dc4f DOC: mean_reversion_simple.py minor edits, and added to doc website 2017-11-20 09:12:43 -07:00
Victor Grau Serrat 698b19c8fa DOC: updated examples/buy_and_hodl.py. Added Example Algos and Utilities pages to the documentation 2017-11-19 23:51:57 -07:00
fredfortier ee1605a5e6 Merge branch 'abnera-patch-2' into develop 2017-11-17 19:43:46 -05:00
fredfortier 230b9c17eb Merge branch 'patch-2' of https://github.com/abnera/catalyst into abnera-patch-2 2017-11-16 16:58:15 -05:00
fredfortier 2a8b5cf911 Merge branch 'damo1884-talib_example' into develop 2017-11-16 16:56:07 -05:00
fredfortier 3fa88a3e56 BLD: misc housekeeping 2017-11-16 16:55:40 -05:00
fredfortier 64532c3d08 BLD: minor adjustments to the talib sample algo 2017-11-16 16:54:32 -05:00
fredfortier 5f86ab659e Merge branch 'talib_example' of https://github.com/damo1884/catalyst into damo1884-talib_example 2017-11-16 16:48:10 -05:00
Abner Ayala-Acevedo df14a94918 Modified for examples consistency.
Fully tested on v0.3.8
2017-11-16 11:22:35 -08:00
fredfortier e087e48088 BLD: polishing a sample algorithm 2017-11-14 17:04:38 -05:00
fredfortier e23a7e67a0 merging from the develop branch 2017-11-14 13:29:50 -05:00
fredfortier 0b2684d532 BLD: polishing a sample algorithm 2017-11-14 13:22:27 -05:00
fredfortier 8d95428fa6 BLD: created a simpler mean-reversion algo for the video 2017-11-14 11:01:46 -05:00
fredfortier d678376d8d BLD: polishing a sample algorithm 2017-11-14 02:28:22 -05:00
fredfortier 9b5fa83da3 BLD: polishing a sample algorithm 2017-11-14 01:00:21 -05:00
fredfortier f3cb610748 BLD: polishing a sample algorithm 2017-11-13 22:06:06 -05:00
fredfortier dce31b212b BLD: polishing a sample algorithm 2017-11-13 16:57:37 -05:00
fredfortier a54325fdcf BLD: issue #62, the stats now align with the data_frequency selected in the algo 2017-11-10 19:59:42 -05:00
fredfortier b64e5929b4 BUG: resolve issue #61 by adjusting our perf conventions to match zipline exactly. 2017-11-10 17:39:36 -05:00
fredfortier 631cbcd352 BLD: Working on the sample algo for intro videos. Made auto-ingestion configurable. 2017-11-09 19:56:57 -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
damo1884 061de3c12f fix issue with candlestick chart 2017-11-08 19:28:44 -08:00
fredfortier a85b6c798a BUG: fixes related to issue #47 and added a verbose ingestion option. 2017-11-07 13:42:47 -05:00
damo1884 12695474e3 Add TALib Simple Example 2017-11-05 01:14:09 -07:00