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5,204 Commits 16 Branches 39 Tags
75385d034bc70e858c54f42c2dffe9c35d00a142
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Author SHA1 Message Date
Frederic Fortier 75385d034b Computing daily stats for analyze 2017-08-24 00:44:22 -04:00
Frederic Fortier 580c33c957 Improved daily performance tracking 2017-08-23 14:41:01 -04:00
Frederic Fortier c902949eb2 Improved daily performance tracking 2017-08-23 14:31:10 -04:00
Frederic Fortier a8763a589e Bug fixes 2017-08-23 00:09:57 -04:00
Frederic Fortier 05f1b0ae5e Bug fixes 2017-08-23 00:04:39 -04:00
Frederic Fortier a385732113 Bug fixes 2017-08-22 23:48:03 -04:00
Frederic Fortier 946954b308 Bug fixed in the sample algo 2017-08-22 15:33:42 -04:00
Frederic Fortier 8b81e66d57 Bug fixes and trying to cache minute data 2017-08-22 14:59:47 -04:00
Frederic Fortier a5ca8d0f15 Housekeeping and documentation 2017-08-21 15:03:50 -04:00
Frederic Fortier 069639a325 Bug fixes and housekeeping 2017-08-21 14:30:55 -04:00
Frederic Fortier 346780c3f0 Bug fixes 2017-08-21 00:16:34 -04:00
Frederic Fortier 886b2debe9 Saving portfolio and stats to keep state between runs 2017-08-20 18:50:38 -04:00
Frederic Fortier 4d6c0ca699 Using files for exchange connection and symbol map 2017-08-20 17:35:09 -04:00
Frederic Fortier 7fe2e5c929 Using files for exchange connection and symbol map 2017-08-20 17:34:04 -04:00
Frederic Fortier d3b06a083c Polishing the algorithm 2017-08-20 15:38:59 -04:00
Frederic Fortier ef40339058 Polishing error handling 2017-08-20 14:04:37 -04:00
Frederic Fortier 1a98ea1639 Trying to improve performance tracking 2017-08-20 01:40:11 -04:00
Frederic Fortier 9f96d5fbe4 Error handling improvements 2017-08-19 23:47:13 -04:00
Frederic Fortier 94bb99da3b Error handling improvements 2017-08-19 23:45:33 -04:00
Frederic Fortier f66ef99202 Performance tracking improvements 2017-08-19 23:13:04 -04:00
Frederic Fortier 2c9c4b0d05 Error handling improvements 2017-08-19 19:25:06 -04:00
Frederic Fortier 1045dcd5bd Error handling improvements 2017-08-19 18:36:52 -04:00
Frederic Fortier e497fe76d7 Error handling improvements 2017-08-19 18:34:36 -04:00
Frederic Fortier 1fe8ee6577 Implemented get_history_window for exchange and bitfinex 2017-08-19 18:20:40 -04:00
Frederic Fortier 14047fde15 Working on history implementation and improving error handling. 2017-08-19 15:51:57 -04:00
Frederic Fortier 30e15a7b8b Improved performance tracking. 2017-08-18 16:02:08 -04:00
Frederic Fortier 37a07e03e5 Minor fixes 2017-08-18 02:03:00 -04:00
Frederic Fortier 51cda7b2d4 Implemented portfolio stats 2017-08-17 23:53:49 -04:00
Frederic Fortier 6f591305e3 Improved documentation formatting 2017-08-17 18:30:01 -04:00
Frederic Fortier d48373a75a Expanded on documentation 2017-08-17 16:13:04 -04:00
Frederic Fortier f7db6471ca Minor adjustments and draft documentation 2017-08-17 15:31:44 -04:00
Frederic Fortier 2c122f6356 First version which runs end-to-end. 2017-08-17 02:00:43 -04:00
Frederic Fortier 3949364d31 First version which runs end-to-end. 2017-08-17 01:40:03 -04:00
Frederic Fortier 55f898562c First version which runs end-to-end. 2017-08-17 01:20:46 -04:00
Frederic Fortier fade9758a8 Trying to run a live algo 2017-08-15 01:37:35 -04:00
Frederic Fortier 270175b6c4 Housekeeping 2017-08-14 20:12:01 -04:00
Frederic Fortier 4f1927bc34 Polishing live trading components 2017-08-14 18:37:40 -04:00
Frederic Fortier 05ae879c4f Got trading algorithm and related pieces 2017-08-14 18:37:40 -04:00
Frederic Fortier fcff8c7438 Implemented order operations 2017-08-14 18:37:40 -04:00
Frederic Fortier 383370f9d8 Code documentation and cleanup 2017-08-14 18:37:40 -04:00
Frederic Fortier 0b16cce71e Adding the first exchange (Bitfinex) and unit testing 2017-08-14 18:37:40 -04:00
Victor Grau Serrat 43e669d838 Merge branch 'rc-0.1.dev7' 2017-08-14 14:57:29 -04:00
Victor 92139dd500 Merge pull request #24 from rterbush/tz-localize 
Normalize timestamps before comparison.
 2017-08-14 14:42:19 -04:00
Victor Grau Serrat e22b2df45f fix issue #16 of empty files in /var/tmp; treasury data start 19990 2017-08-14 06:22:55 -04:00
Victor Grau Serrat 00f2063e21 OPEN cal start=2015-03-01, minor fixes for rc-0.1.dev7 2017-08-09 12:49:53 +02:00
Victor Grau Serrat 1f272f9ff8 asset_filter fix, revert old bundle paths, BaseBundle exception fix 2017-08-08 21:13:59 +02:00
Victor 10169734d2 Updated README 2017-08-02 01:44:47 +02:00
Randy Terbush 141e414466 Normalize timestamps before comparison. 2017-08-01 15:44:31 -06:00
Conner Fromknecht 3df274431e WIP: Integration of generic bundle and five minute bars 2017-07-21 04:10:58 -07:00
Conner Fromknecht e28459b19f Initial work on quandl bundle 2017-07-21 04:10:58 -07:00