dcdb3d9d7a
MAINT: removing many warnings from building docs
2018-02-09 00:07:38 -07:00
ce085e01ec
MAINT: PEP8 compliance
2017-12-08 13:18:24 -07:00
97f3329c1b
centralizing LOG_LEVEL
2017-10-20 13:41:33 -06:00
bdeb344999
constants.py, WIP: system-wide log level
2017-10-20 13:08:55 -06:00
3b681d197d
Purge 5-min implementation
2017-09-28 11:03:47 -06:00
fef08d1433
Merge branch 'poloniex-exchange' into concurrent-exchanges
2017-09-26 10:53:56 -06:00
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
e5a137f205
ENH: Bound trade amount with asset specific min trade size
2017-09-14 10:19:05 -06:00
3c8f6958fd
OPEN cal start=2015-03-01, minor fixes for rc-0.1.dev7
2017-08-09 12:49:53 +02:00
c494ac64ca
WIP: Integration of generic bundle and five minute bars
2017-07-21 04:10:58 -07:00
826ad061f6
WIP: Five Minute bars and FiveMinuteSimulationClock
2017-07-13 16:12:32 -07:00
b4b19a7555
USDT_BTC benchmark
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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
7de0fb52b3
Working crypto data on NYSE calendar
2017-06-20 15:40:37 -07:00
c4a7d21f8b
NYSE -> OPEN calendar for (most) default calendars
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* Added extra bundle parameters for catalyst/poloniex bundles
2017-06-20 14:18:15 -07:00
99efa7a9f3
Fixed catalyst tests except example tests
2017-06-19 14:43:10 -07:00
fce97176d6
Changed zipline -> catalyst import paths
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* Updated cython build scripts
* Updated setup.py to to install catalyst package
* Updated momentum example to use catalyst package
* catalyst executable now supports loading pipelines from multiple bundles
2017-06-19 14:43:10 -07:00
Victor Grau Serrat