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6,066 Commits 16 Branches 39 Tags
6488ff5abef86aaf35844e9a4346d00274cc91a0
Commit Graph
80 Commits
Author SHA1 Message Date
Frederic Fortier 6488ff5abe Merge remote-tracking branch 'remotes/origin/develop' into new_exchange_config 
# Conflicts:
#	catalyst/exchange/exchange.py
#	catalyst/exchange/exchange_errors.py
 2018-03-05 19:17:13 -05:00
AvishaiW cb4668f093 BUG: #243 added a function which reduces open orders amount from calculated target/amount for target orders 2018-03-06 00:05:29 +02:00
Frederic Fortier 73faa87269 Merge remote-tracking branch 'remotes/origin/develop' into new_exchange_config 
# Conflicts:
#	catalyst/exchange/exchange.py
 2018-03-01 21:46:30 -05:00
Frederic Fortier 704c93dac9 BLD: completed rebasing 2018-02-27 00:21:22 -05:00
Frederic Fortier 478579ed8c BUG: for issue #237, checking considering open orders when verifying the exchange balance for each positions 2018-02-27 00:18:43 -05:00
AvishaiW e5870ea60a BUG: fix #252 #253 and split state into paper and live 2018-02-26 09:21:00 +02:00
AvishaiW 8587fee0ce BUG: revert previous changes #249 2018-02-25 11:29:26 +02:00
AvishaiW b4bd557273 BUG: fixes for issues #204 #237 
-modified parameters for cancel_orders
-update portfolio after any change in
 the orders before sync
 2018-02-23 00:38:51 +02:00
AvishaiW 20f8a75f4a BUG: for issue #237, update positions before checking balances 2018-02-21 20:42:39 +02:00
AvishaiW a61857b37d BUG: changed the data, analyze gets in live 
- fixed the bug following #229
- at the end of each day the stores the daily stats to local directory
- removes the stats folder at the begining of each run to avoid overloading the disk.
- removes old data (over a month) during the run to avoid overloading the disk
 2018-02-15 20:22:15 +02:00
Frederic Fortier e56e1f8e21 BUG: fixed an issue with open orders 2018-02-08 17:26:48 -05:00
Frederic Fortier 866b92910f BLD: fixed the marketplace api in the algo runtime 2018-02-07 13:10:07 -05:00
Frederic Fortier 5d74cd6f89 BLD: Merge remote-tracking branch 'remotes/origin/data-marketplace' into develop 2018-02-06 14:32:59 -05:00
Frederic Fortier fa60457a0f BLD: misc adjustments to fetch all candles on the Binance exchange 2018-01-25 23:38:37 -05:00
Victor Grau Serrat 52d4ced37c BLD: live mode accepts end parameter, when algo finishes 2018-01-16 23:40:18 -07:00
Victor Grau Serrat 3ed44f72ad BLD: preservation of context.state dict between runs 2018-01-16 23:00:53 -07:00
Frederic Fortier 70b9fd8e03 BLD: completed data market place first integration and created an algo to test it 2018-01-12 00:39:14 -05:00
Frederic Fortier a49cb55821 BUG: fixed issue #147 related to python 3 compatibility 2018-01-09 11:32:44 -05:00
Frederic Fortier 141ee65c91 BLD: working on unit tests. 2018-01-09 01:08:57 -05:00
Frederic Fortier 33f94b3ef9 BLD: for issue #144, skipped cash verification when there are open orders. 2018-01-07 02:32:12 -05:00
Frederic Fortier 9c33ee123c BLD: Housekeeping 2018-01-06 19:51:41 -05:00
Frederic Fortier 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
Frederic Fortier 5d9708901d BUG: fixed issue #111 related to positions update after restoring algo state 2018-01-06 19:08:47 -05:00
Frederic Fortier 215de33c35 BUG: Fixed issue with updating positions after restoring the state of an algo 2018-01-05 02:46:11 -05:00
Frederic Fortier 79e4854973 BUG: fixed potential issue with refreshing the stats in live mode 2018-01-04 22:46:21 -05:00
Frederic Fortier 4c2a727cd7 BLD: adjusted the algo state data in live mode 2018-01-03 21:49:56 -05:00
Frederic Fortier 15d0337b34 BUG: fixed issue #133 with updating performance stats before handle_date after recent orders 2018-01-02 20:55:05 -05:00
Frederic Fortier 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
Caio Oliveira 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
Caio Oliveira 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
Frederic Fortier 24d7f52d46 BLD: for issue #121, fixed typo 2017-12-29 18:36:59 -05:00
Frederic Fortier 8ab3382f47 BLD: for issue #121, refactored the data portal 2017-12-29 18:35:36 -05:00
Frederic Fortier 2bd54202ce BLD: for issue #121, added retry for get and cancel orders 2017-12-29 18:15:20 -05:00
Frederic Fortier 2e8dd3840b BLD: retry refactoring for issue #121, more testing required 2017-12-29 18:09:33 -05:00
Frederic Fortier 8e232ac5ef BLD: Live chart refactoring 2017-12-29 15:54:44 -05:00
Frederic Fortier cd1f5ca97b BLD: housekeeping, reorganizing files into smaller packages 2017-12-28 17:49:15 -05:00
Frederic Fortier 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
Frederic Fortier 3a7128ad4f BLD: improved serialization of portfolio data 2017-12-26 19:46:26 -05:00
Frederic Fortier 869ef8ec87 BLD: refinements to positions synchronization in live mode 2017-12-25 06:54:06 -05:00
Frederic Fortier 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
Frederic Fortier e9714cfb32 BLD: improved saving algo state 2017-12-23 21:42:04 -05:00
Frederic Fortier 67bd5c8f6a BLD: improvements following unit tests 2017-12-22 15:45:23 -05:00
Frederic Fortier a7bcf063c3 BLD: improved stats display in live mode 2017-12-12 13:52:45 -05:00
Frederic Fortier 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
Frederic Fortier 552f4260b4 BLD: for issue #87, added configurable slippage and commission 2017-12-11 22:34:46 -05:00
Frederic Fortier a3761beae2 BUG: fixed retry issue with synchronize_portfolio 2017-12-11 02:22:38 -05:00
fredfortier e41eca0d8a BUG: fixed some issues with capital_base 2017-12-08 20:29:55 -05:00
fredfortier ce61f49f27 Merge remote-tracking branch 'origin/develop' into develop 2017-12-08 15:23:00 -05:00
fredfortier 313db1def9 BLD: improvements to stats output 2017-12-08 15:22:53 -05:00
Victor Grau Serrat 57f6a69e94 Merge branch 'develop' of github.com:enigmampc/catalyst into develop 2017-12-08 13:18:45 -07:00