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5,477 Commits 16 Branches 39 Tags
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20 Commits

Author SHA1 Message Date
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 b636edb32f BLD: working on the sample algos 2017-11-04 14:16:25 -04:00
fredfortier b476024612 BUG: work around for issue #53 and possibly fixed issue #47 2017-11-03 20:59:26 -04:00
fredfortier 2bbc0c00cc BLD: updating test algo 2017-11-02 20:44:16 -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 59501905ab Poloniex get_candles fix and created a unit test to validate data. 2017-10-25 19:43:57 -04:00
fredfortier 1cfe3b1bb2 Fixed issues in the prepare_chunk logic 2017-10-24 20:03:50 -04:00
fredfortier 3a823ea457 Python3 adjustments 2017-10-24 15:47:15 -04:00
fredfortier 2502c9a2bb Minor fixes 2017-10-19 14:49:32 -04:00
fredfortier 51172759d3 Fixed some issues and optimized data.history() in live mode 2017-10-19 05:19:01 -04:00
fredfortier b3dcb7a9ad Fixed issue with overlapping chunks 2017-10-18 23:26:24 -04:00
fredfortier 339fa21c35 Fixed an issue with the backtest get_history_window method. 2017-10-18 17:23:33 -04:00
fredfortier 6f8fbc2b82 Fix issue with retrieving bundles 2017-10-18 15:33:15 -04:00
fredfortier 4649b31d89 Fixed issues with daily bundles 2017-10-17 18:29:48 -04:00
fredfortier 1732b4a985 Testing related adjustments 2017-10-16 03:09:13 -04:00
fredfortier bdbaad1c91 Improvements and fixes to the ingestion component 2017-10-14 02:06:26 -04:00
fredfortier c52653c84e Tested ingestion of minute data with a single market 2017-10-13 21:00:47 -04:00