Victor Grau Serrat
cf6c3bb76b
BUG: switched benchmark from Poloniex to Bitfinex ( #161 )
2018-01-18 11:05:21 -07:00
Frederic Fortier
141ee65c91
BLD: working on unit tests.
2018-01-09 01:08:57 -05:00
Frederic Fortier
cd1f5ca97b
BLD: housekeeping, reorganizing files into smaller packages
2017-12-28 17:49:15 -05:00
Victor Grau Serrat
ce085e01ec
MAINT: PEP8 compliance
2017-12-08 13:18:24 -07:00
fredfortier
8fb8b80a12
BLD: first rough test of CCXT in live trading
2017-11-30 23:15:10 -05:00
fredfortier
02dc4d6a30
BUG: made some live-trading adjustments related to issue #71
2017-11-21 13:56:05 -05:00
Victor Grau Serrat
1b84023c5d
Merge branch 'concurrent-exchanges' into develop
2017-10-20 13:42:26 -06:00
Victor Grau Serrat
97f3329c1b
centralizing LOG_LEVEL
2017-10-20 13:41:33 -06:00
fredfortier
f72074876d
Misc small fixes
2017-10-20 13:17:02 -04:00
fredfortier
946d24bd7a
Refactoring related to auto-ingestion
2017-10-19 23:23:37 -04:00
Victor Grau Serrat
fb32e1ce5d
Fixing DailyBarReader for volume to 0 instead of NaN
2017-10-17 23:16:49 -06:00
fredfortier
1a4dfe8abb
Fixed date range issues and issues retrieving the benchmark data
2017-10-17 21:01:00 -04:00
Victor Grau Serrat
ead6769ea2
retrieve benchmark from ExchangeBundle
2017-10-17 15:39:20 -06:00
fredfortier
874968bbbb
Refactoring the exchange bundle for incremental loading
2017-10-05 18:06:17 -04:00
Victor Grau Serrat
16f9ab3ba5
Retrieve cryptobenchmark from bundle, instead of Polo
2017-08-28 12:20:54 -06:00
Victor Grau Serrat
3a44a3cc1f
Date fix for treasury_data, starts 1990-01-02
2017-08-25 12:44:43 -06:00
Victor and GitHub
13d405b2b2
Merge pull request #24 from rterbush/tz-localize
...
Normalize timestamps before comparison.
2017-08-14 14:42:19 -04:00
Victor Grau Serrat
a01bcd538a
fix issue #16 of empty files in /var/tmp; treasury data start 19990
2017-08-14 06:22:55 -04:00
Victor Grau Serrat
3c8f6958fd
OPEN cal start=2015-03-01, minor fixes for rc-0.1.dev7
2017-08-09 12:49:53 +02:00
Randy Terbush
5dd79609c6
Normalize timestamps before comparison.
2017-08-01 15:44:31 -06:00
Conner Fromknecht
c494ac64ca
WIP: Integration of generic bundle and five minute bars
2017-07-21 04:10:58 -07:00
Conner Fromknecht
722cb0011f
Added uninitialized time import to fix uncached benchmark fetching
2017-07-07 02:23:19 -07:00
Conner Fromknecht
3ea14af600
Convert Timestamp to UNIX time before fetching benchmark
2017-07-01 18:27:16 -07:00
Conner Fromknecht
59b7b1deb0
Expose poloniex data curation methods to load benchmark dynamically
2017-07-01 18:27:16 -07:00
Conner Fromknecht
2d26758fba
General improvements
2017-07-01 18:26:57 -07:00
Conner Fromknecht
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
Conner Fromknecht
9c03012aa4
Untold improvements
2017-06-22 20:50:07 -07:00
Conner Fromknecht
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