5d74cd6f89
BLD: Merge remote-tracking branch 'remotes/origin/data-marketplace' into develop
2018-02-06 14:32:59 -05:00
fa60457a0f
BLD: misc adjustments to fetch all candles on the Binance exchange
2018-01-25 23:38:37 -05:00
52d4ced37c
BLD: live mode accepts end parameter, when algo finishes
2018-01-16 23:40:18 -07:00
3ed44f72ad
BLD: preservation of context.state dict between runs
2018-01-16 23:00:53 -07:00
70b9fd8e03
BLD: completed data market place first integration and created an algo to test it
2018-01-12 00:39:14 -05:00
a49cb55821
BUG: fixed issue #147 related to python 3 compatibility
2018-01-09 11:32:44 -05:00
141ee65c91
BLD: working on unit tests.
2018-01-09 01:08:57 -05:00
33f94b3ef9
BLD: for issue #144 , skipped cash verification when there are open orders.
2018-01-07 02:32:12 -05:00
9c33ee123c
BLD: Housekeeping
2018-01-06 19:51:41 -05:00
ba0208910f
BUG: Fixed issue #142 by removing unecessary capital_base check since we are now validating positions and cash against the exchange
2018-01-06 19:37:53 -05:00
5d9708901d
BUG: fixed issue #111 related to positions update after restoring algo state
2018-01-06 19:08:47 -05:00
215de33c35
BUG: Fixed issue with updating positions after restoring the state of an algo
2018-01-05 02:46:11 -05:00
79e4854973
BUG: fixed potential issue with refreshing the stats in live mode
2018-01-04 22:46:21 -05:00
4c2a727cd7
BLD: adjusted the algo state data in live mode
2018-01-03 21:49:56 -05:00
15d0337b34
BUG: fixed issue #133 with updating performance stats before handle_date after recent orders
2018-01-02 20:55:05 -05:00
6931dae8fd
Merge branch 'signal-handling-only-on-main-thread' of https://github.com/caioaao/catalyst into caioaao-signal-handling-only-on-main-thread
2018-01-01 21:47:32 -05:00
74c10c45a0
Fix cleanup on retries
...
From redo docs:
> cleanup (callable): optional; called if one of retry_exceptions is caught. __No arguments are passed to the cleanup function__; if your cleanup requires arguments, consider using functools.partial or a lambda function.
2018-01-01 23:49:52 -02:00
0a9137fbf9
Stop trying to handle signals when inside thread
...
Plus exposed the code for exiting the algorithm.
2017-12-31 04:29:42 -02:00
24d7f52d46
BLD: for issue #121 , fixed typo
2017-12-29 18:36:59 -05:00
8ab3382f47
BLD: for issue #121 , refactored the data portal
2017-12-29 18:35:36 -05:00
2bd54202ce
BLD: for issue #121 , added retry for get and cancel orders
2017-12-29 18:15:20 -05:00
2e8dd3840b
BLD: retry refactoring for issue #121 , more testing required
2017-12-29 18:09:33 -05:00
8e232ac5ef
BLD: Live chart refactoring
2017-12-29 15:54:44 -05:00
cd1f5ca97b
BLD: housekeeping, reorganizing files into smaller packages
2017-12-28 17:49:15 -05:00
8c028e75a0
BLD: saving the cumulative_performance only which seems sufficient to keep the algo state. more testing required.
2017-12-26 20:43:54 -05:00
3a7128ad4f
BLD: improved serialization of portfolio data
2017-12-26 19:46:26 -05:00
869ef8ec87
BLD: refinements to positions synchronization in live mode
2017-12-25 06:54:06 -05:00
332a3d41e3
BLD: improved portfolio synchronization in live trading to handle situations where positions in the exchange are less than tracked by the algo
2017-12-24 00:26:24 -05:00
e9714cfb32
BLD: improved saving algo state
2017-12-23 21:42:04 -05:00
67bd5c8f6a
BLD: improvements following unit tests
2017-12-22 15:45:23 -05:00
a7bcf063c3
BLD: improved stats display in live mode
2017-12-12 13:52:45 -05:00
f2e4637f29
BUG: trying to mitigate a date adjustment issue which occurs sometimes sometimes in live trading especially with Bitrrex at certain frequencies.
2017-12-12 13:34:18 -05:00
552f4260b4
BLD: for issue #87 , added configurable slippage and commission
2017-12-11 22:34:46 -05:00
a3761beae2
BUG: fixed retry issue with synchronize_portfolio
2017-12-11 02:22:38 -05:00
e41eca0d8a
BUG: fixed some issues with capital_base
2017-12-08 20:29:55 -05:00
ce61f49f27
Merge remote-tracking branch 'origin/develop' into develop
2017-12-08 15:23:00 -05:00
313db1def9
BLD: improvements to stats output
2017-12-08 15:22:53 -05:00
57f6a69e94
Merge branch 'develop' of github.com:enigmampc/catalyst into develop
2017-12-08 13:18:45 -07:00
ce085e01ec
MAINT: PEP8 compliance
2017-12-08 13:18:24 -07:00
89f9a1179e
BLD: improvements to stats output
2017-12-08 15:15:18 -05:00
2e7aabd973
BLD: tested stats with multiple assets
2017-12-07 22:14:49 -05:00
54dcc58ee8
BLD: improved stats display to better support multiple assets per algo
2017-12-07 20:26:37 -05:00
5b78f161a4
BLD: more live trading testing and added s3 stats output
2017-12-07 00:20:27 -05:00
9688d71e23
BLD: tested blotter changes with live trading
2017-12-06 23:32:26 -05:00
e42276affa
BLD: making some adjustment to the blotter to improve paper trading
2017-12-06 18:02:02 -05:00
dcdf4f77db
BLD: making some adjustment to the blotter to improve paper trading
2017-12-05 22:08:30 -05:00
4db8131397
BLD: paper trading adjustments
2017-12-01 00:06:11 -05:00
ba46015bae
BLD: completed implementation of issue #65 , support for custom exchange data
2017-11-27 17:16:44 -05:00
968e70b69b
BLD: implementing issue #65 , implemented custom exchange data
2017-11-25 07:43:20 -05:00
7dddc0a85f
BUG: fixed issue #80 but updated performance stats immediately after registering transactions in live mode
2017-11-22 21:11:16 -05:00
Frederic Fortier