 Frederic Fortier
|
51126fd7ae
|
BLD: improved the bundle test suite and related adjustments
|
2018-01-18 17:09:37 -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
|
968e70b69b
|
BLD: implementing issue #65, implemented custom exchange data
|
2017-11-25 07:43:20 -05:00 |
|
|
fredfortier
|
6a7c47f3a9
|
BLD: implementing issue #65, adding local symbols definition
|
2017-11-24 01:58:33 -05:00 |
|
|
fredfortier
|
0af592a5f4
|
BUG: fixed issue #71 with the last candle of a resampled set
|
2017-11-20 17:52:29 -05:00 |
|
|
fredfortier
|
3fa88a3e56
|
BLD: misc housekeeping
|
2017-11-16 16:55:40 -05:00 |
|
|
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
|
d02c6d8ce9
|
BLD: optimize imports
|
2017-11-03 21:04:16 -04:00 |
|
|
fredfortier
|
b476024612
|
BUG: work around for issue #53 and possibly fixed issue #47
|
2017-11-03 20:59:26 -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
|
3394614ecf
|
BUG: Fixes issue #47. Made improvements around auto-ingestion.
|
2017-10-30 21:17:53 -04:00 |
|
|
fredfortier
|
b9579ab4b4
|
Improved frequency support for data.history() in backtest, standardized class names, improved unit tests and working on new sample algo.
|
2017-10-27 00:53:19 -04:00 |
|
|
fredfortier
|
fdc5a30060
|
Added data validation unit tests and minor fixes to the get_candles method of Poloniex.
|
2017-10-26 02:33:17 -04:00 |
|
|
fredfortier
|
59501905ab
|
Poloniex get_candles fix and created a unit test to validate data.
|
2017-10-25 19:43:57 -04:00 |
|
|
Victor Grau Serrat
|
7eb184d946
|
exchange unit tests
|
2017-10-24 17:44:18 -06:00 |
|
|
fredfortier
|
aa2f2f3627
|
Filtered out starting dates before the calendar
|
2017-10-24 18:26:44 -04:00 |
|
|
fredfortier
|
2e6d7d28ba
|
Fixed an issue with the bar reader.
|
2017-10-24 16:00:56 -04:00 |
|
|
fredfortier
|
4daba6cfb4
|
Added unit test
|
2017-10-24 15:46:14 -04:00 |
|
|
Victor Grau Serrat
|
fa018e2e0c
|
more bcolz unit tests
|
2017-10-24 13:42:53 -06:00 |
|
|
fredfortier
|
f918fc97bc
|
Fix an issue with data.history() in backtest mode
|
2017-10-20 13:36:39 -04:00 |
|
|
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 |
|
|
fredfortier
|
2502c9a2bb
|
Minor fixes
|
2017-10-19 14:49:32 -04:00 |
|
|
fredfortier
|
6097128d5c
|
Fixed small issue with minute ingestion
|
2017-10-18 23:45:42 -04:00 |
|
|
fredfortier
|
2e46323a9e
|
Fixed an issue with minute bundles
|
2017-10-18 20:30:24 -04:00 |
|
|
fredfortier
|
b785c10036
|
Fixed misc issues with the bundle refactoring
|
2017-10-18 16:41:29 -04:00 |
|
|
fredfortier
|
6f8fbc2b82
|
Fix issue with retrieving bundles
|
2017-10-18 15:33:15 -04:00 |
|
|
fredfortier
|
521484355a
|
Minor fix to the bcolz writer
|
2017-10-18 14:45:56 -04:00 |
|
|
fredfortier
|
7147bfc51f
|
Refactoring to use the updated bundles
|
2017-10-18 14:36:25 -04:00 |
|
|
fredfortier
|
b357a0656a
|
Added a modified bcolz writer / reader
|
2017-10-18 13:58:37 -04:00 |
|
|
fredfortier
|
86f892eade
|
Unit tested a daily reader/writer based on the minute bundle
|
2017-10-18 04:29:22 -04:00 |
|
|
fredfortier
|
188a4a3f3d
|
Unit testing an issue with the daily loader
|
2017-10-18 02:11:21 -04:00 |
|
|
fredfortier
|
1a4dfe8abb
|
Fixed date range issues and issues retrieving the benchmark data
|
2017-10-17 21:01:00 -04:00 |
|
|
fredfortier
|
4649b31d89
|
Fixed issues with daily bundles
|
2017-10-17 18:29:48 -04:00 |
|
|
fredfortier
|
105fee0fb9
|
Fixes to the daily data
|
2017-10-17 15:35:49 -04:00 |
|
|
fredfortier
|
9bdd8aba48
|
Implemented daily data loader and related fixes
|
2017-10-17 03:00:36 -04:00 |
|
|
fredfortier
|
1263fdd995
|
Testing related adjustments
|
2017-10-16 15:38:07 -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
|
4895bef392
|
Bug fixes and housekeeping from ingestion testing
|
2017-10-12 00:51:18 -04:00 |
|
|
fredfortier
|
c24918e2c8
|
Bug fixes
|
2017-10-11 22:05:29 -04:00 |
|
|
fredfortier
|
d3e33c44bf
|
Reading data from bundles first and other fixes
|
2017-10-11 00:13:22 -04:00 |
|