8223d06d98
BUG: Use empyrical patches for persisting issue #126
...
The referenced issue was addressed via importing a set of patches
for empyrical. However the same error occurs occasionally when calling
the empyrical functions inside "/catalyst/finance/risk/period.py".
This PR simply applies 2 of the same patches in period.py.
I have only experienced problems with cum_returns and max_drawdown
thus far, but it is likely the other patches may be needed.
2018-01-23 02:42:55 -08:00
78eb5d9d64
Update requirements_docs.txt
2018-01-12 09:00:44 -07:00
ff7d7c5256
Merge branch 'develop'
2018-01-10 13:33:35 -05:00
b60b50e99a
BUG: fixed python3 issue in run_algo
2018-01-10 13:31:54 -05:00
db37c9c6a7
BLD: updated sample algo
2018-01-09 16:57:57 -05:00
a49cb55821
BUG: fixed issue #147 related to python 3 compatibility
2018-01-09 11:32:44 -05:00
ac15413af8
DOC: updated release notes for version 0.4.4
2018-01-09 01:09:23 -05:00
141ee65c91
BLD: working on unit tests.
2018-01-09 01:08:57 -05:00
55d1fee82d
DOC: added an alpha warning message in response to issue #146
2018-01-08 17:01:58 -05:00
33f94b3ef9
BLD: for issue #144 , skipped cash verification when there are open orders.
2018-01-07 02:32:12 -05:00
30448a65c5
BLD: Housekeeping
2018-01-06 19:58:11 -05:00
9c33ee123c
BLD: Housekeeping
2018-01-06 19:51:41 -05:00
d88710501f
DOC: updated release notes in preparation for version 0.4.4.
2018-01-06 19:50:58 -05:00
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
5d9708901d
BUG: fixed issue #111 related to positions update after restoring algo state
2018-01-06 19:08:47 -05:00
13de3e69ef
BLD: refined CCXT error handlers
2018-01-05 22:22:04 -05:00
215de33c35
BUG: Fixed issue with updating positions after restoring the state of an algo
2018-01-05 02:46:11 -05:00
790ac22f8d
Merge branch 'develop'
2018-01-05 00:16:26 -05:00
4d8d1e33d0
DOC: updated release notes
2018-01-05 00:15:19 -05:00
595bd82234
BLD: improving unit tests
2018-01-05 00:13:18 -05:00
9515d10cef
DOC: updated release notes
2018-01-05 00:11:04 -05:00
56481bbbe0
BUG: rolled back run_algo functions splitting to quickly resolve issue #137 . We'll merge it more carefully in the next release.
2018-01-05 00:09:51 -05:00
79e4854973
BUG: fixed potential issue with refreshing the stats in live mode
2018-01-04 22:46:21 -05:00
b4e7629e8b
BLD: upgraded CCXT
2018-01-04 21:07:15 -05:00
a818d10d40
BLD: improving unit tests
2018-01-04 21:06:40 -05:00
bd4b0d2756
DOC: Fixed old release header
2018-01-04 02:46:10 -05:00
80e29b2aa4
Merge branch 'develop'
2018-01-04 02:15:35 -05:00
54ebfd6aad
DOC: updating release notes with new version number
2018-01-04 02:15:05 -05:00
606e2d5278
Merge branch 'develop'
2018-01-04 02:05:24 -05:00
194b96f5c1
BLD: fixed the log granularity
2018-01-04 02:04:36 -05:00
91dcd8d83b
BLD: fixed the log granularity
2018-01-04 02:04:13 -05:00
0396dee74d
Merge branch 'develop'
2018-01-04 01:55:39 -05:00
3045c5108a
BLD: backing out CCXT update, not enough time to test properly
2018-01-04 01:44:25 -05:00
9bb12eb781
BLD: adjusting sample algorithmns for validation
2018-01-03 22:59:07 -05:00
d64fe12751
DOC: 0.4.1 release notes
2018-01-03 22:58:40 -05:00
f5503ae717
BLD: upgraded CCXT
2018-01-03 22:58:19 -05:00
4c2a727cd7
BLD: adjusted the algo state data in live mode
2018-01-03 21:49:56 -05:00
0605fca115
BLD: tested issue #111
2018-01-03 20:20:19 -05:00
a60311b002
BUG: minor fixes from unit testing
2018-01-03 20:18:53 -05:00
bd2ee45664
BUG: created an empyrical patch for issue #126
2018-01-03 17:56:52 -05:00
89f7060a80
BUG: created an empyrical patch for issue #126
2018-01-03 17:01:23 -05:00
15d0337b34
BUG: fixed issue #133 with updating performance stats before handle_date after recent orders
2018-01-02 20:55:05 -05:00
8d4caa2a1a
Merge branch 'inevity-fixingestcsv' into develop
2018-01-01 21:49:51 -05:00
5aef794f97
Merge branch 'fixingestcsv' of https://github.com/inevity/catalyst into inevity-fixingestcsv
2018-01-01 21:49:42 -05:00
d01d8d5bbc
Merge branch 'caioaao-run-algo-and-fix-124' into develop
2018-01-01 21:48:57 -05:00
aaced362a0
Merge branch 'run-algo-and-fix-124' of https://github.com/caioaao/catalyst into caioaao-run-algo-and-fix-124
2018-01-01 21:48:46 -05:00
178801d3a7
Merge branch 'caioaao-signal-handling-only-on-main-thread' into develop
2018-01-01 21:47:43 -05:00
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
036aab07e1
Merge branch '7AC-master' into develop
2018-01-01 21:45:34 -05:00
e61017a86f
Merge branch 'caioaao-fix-live-trading' into develop
2018-01-01 21:13:29 -05:00
Cam Sweeney