Commit Graph

60 Commits

Author SHA1 Message Date
Victor Grau Serrat 5d5ec6b9be DOC: jupyter notebook in beginner tutorial 2017-10-20 14:49:54 -06:00
fredfortier f918fc97bc Fix an issue with data.history() in backtest mode 2017-10-20 13:36:39 -04:00
fredfortier 18e19bb1ae Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges 2017-10-20 13:17:10 -04:00
fredfortier f72074876d Misc small fixes 2017-10-20 13:17:02 -04:00
Victor Grau Serrat 5fd4ca33d3 DOC: beginner tutorial 2017-10-20 10:14:31 -06:00
fredfortier 946d24bd7a Refactoring related to auto-ingestion 2017-10-19 23:23:37 -04:00
fredfortier 619eb3cfa4 Fixed an issue with data.history more recent than the server 2017-10-19 15:24:00 -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
fredfortier 93f4d31399 Unit tested ingestion of bundle chunks. This may not be stable yet. 2017-10-13 16:29:43 -04:00
fredfortier c658d15fcb Unit testing ingestion of bundles logic 2017-10-13 00:50:25 -04:00
fredfortier e1c2f40ab9 Making some adjustments to the ingestion method after discussion with Victor 2017-10-12 14:06:47 -04:00
fredfortier d3e33c44bf Reading data from bundles first and other fixes 2017-10-11 00:13:22 -04:00
fredfortier 874968bbbb Refactoring the exchange bundle for incremental loading 2017-10-05 18:06:17 -04:00
fredfortier 6bfe0eecd2 Remove some 5-minute data and added example of extension.py. 2017-09-27 17:27:40 -04:00
fredfortier 4798fc75fb Housekeeping and documentation 2017-09-25 12:18:22 -04:00
fredfortier bc65c10fc6 Implemented and tested the history() method in backtest mode. 2017-09-22 23:17:38 -04:00
fredfortier ddecd6bb48 First working version with the backtest and live modes executing the same algorithm. 2017-09-21 19:05:16 -04:00
fredfortier 10a5b5412e Testing the same algo in live and backtest mode. Most of it works well. We need a commission model for the TradingPair currency type. 2017-09-20 23:48:57 -04:00
fredfortier 5a345a3abb Documentation and cleanup from meeting with Victor 2017-09-15 18:00:15 -04:00
fredfortier ff0dc5cff9 Polishing the sample arbitrage algo 2017-09-12 14:25:04 -04:00
fredfortier 41d9bbca1b Adjustments to the sample arbitrage algo 2017-09-11 18:20:28 -04:00
fredfortier 3e2a8dd78b Adjustments to the sample arbitrage algo 2017-09-11 18:03:58 -04:00
fredfortier 7e280aeb5c Working on multiple exchanges and a sample algo for arbitrage 2017-09-10 20:20:34 -04:00
fredfortier fdd6b62963 Removing run_algorithm() from examples 2017-09-03 13:25:47 -04:00
fredfortier bcb5fd2b14 Optimizing algorithm initialization 2017-09-03 13:05:18 -04:00
Victor Grau Serrat 85c2e9db4f Merge branch 'exchange-trading' of github.com:enigmampc/catalyst into exchange-trading 2017-09-01 09:28:48 -06:00
Victor Grau Serrat 817cb07bee minor fix reference-currency -> base-currency 2017-09-01 09:24:34 -06:00
fredfortier 8054d1d520 Fixed issue with spot price on Bittrex 2017-09-01 11:17:43 -04:00
fredfortier 8f3c440bac Created wiki documentation 2017-08-31 14:14:54 -04:00
fredfortier a785607d8f Fixed a bug with sell orders and added documentation 2017-08-31 13:15:43 -04:00
fredfortier 753881bade Bug fixes and polishing stats 2017-08-28 22:00:31 -04:00
fredfortier b8d442cf89 Creating a clean branch for live trading 2017-08-27 15:19:13 -04:00
Victor Grau Serrat 24fd0fa6f8 Fix issue #28: buy_and_hodl.py example 2017-08-25 09:29:25 -06:00
Conner Fromknecht c494ac64ca WIP: Integration of generic bundle and five minute bars 2017-07-21 04:10:58 -07:00
Conner Fromknecht 7c8924f3ad Removed use of global variables from example strategies 2017-07-06 15:11:05 -07:00
Conner Fromknecht 4e333b4f34 Notes on default denomination, 1/10-th of full coin 2017-07-03 09:27:19 -07:00
Conner Fromknecht 821b067e75 Adjust examples plots to display price of full coin 2017-07-03 00:50:38 -07:00
Conner Fromknecht 39d90fa369 Updated example strategies 2017-07-01 18:27:17 -07:00
Conner Fromknecht fa25e01b75 Update README.rst and examples
Never stop hodling
2017-07-01 18:27:16 -07:00
Conner Fromknecht 8fef0757d8 Updated examples 2017-07-01 18:27:16 -07:00
Conner Fromknecht 01a650f2a4 Improved Buy and Hodl example 2017-07-01 18:27:15 -07:00
Conner Fromknecht 2d26758fba General improvements 2017-07-01 18:26:57 -07:00