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Author SHA1 Message Date
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
Victor Grau Serrat fb32e1ce5d Fixing DailyBarReader for volume to 0 instead of NaN 2017-10-17 23:16:49 -06:00
fredfortier 733f2c3433 Fixed an issue with writer retry 2017-10-18 00:18:07 -04:00
fredfortier 74fd4a6a0f Trying to fix an issue with merging new candles in get_history() 2017-10-18 00:04:55 -04:00
fredfortier 1a4dfe8abb Fixed date range issues and issues retrieving the benchmark data 2017-10-17 21:01:00 -04:00
fredfortier 6c17bbf0c9 Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges 
# Conflicts:
#	catalyst/exchange/exchange_bundle.py
 2017-10-17 18:31:38 -04:00
fredfortier 4649b31d89 Fixed issues with daily bundles 2017-10-17 18:29:48 -04:00
Victor Grau Serrat ead6769ea2 retrieve benchmark from ExchangeBundle 2017-10-17 15:39:20 -06:00
fredfortier d21cc36bef Fixes a start date issue 2017-10-17 16:49:04 -04:00
fredfortier 105fee0fb9 Fixes to the daily data 2017-10-17 15:35:49 -04:00
Victor Grau Serrat a4389ffea4 download symbols.json when older than 1 day 2017-10-17 10:17:35 -06:00
fredfortier 989ffc57f1 Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges 2017-10-17 03:00:45 -04:00
fredfortier 9bdd8aba48 Implemented daily data loader and related fixes 2017-10-17 03:00:36 -04:00
Victor Grau Serrat dadf7bd108 Merge branch 'concurrent-exchanges' of github.com:enigmampc/catalyst into concurrent-exchanges 2017-10-16 22:35:57 -06:00
Victor Grau Serrat e98d10c41b Fix floats for volume in data.history 2017-10-16 22:29:33 -06:00
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 403f951c77 Added unit tests 2017-10-15 05:11:44 -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
Victor Grau Serrat 1a87d5a0c0 Making errors more verbose and user-friendly 2017-10-12 09:15:45 -06:00
Victor Grau Serrat 1dcfd169fa FIX: Raising Exceptions without traceback 2017-10-11 23:40:06 -06:00
Victor Grau Serrat 1c7fd19652 FIX: Raising Exceptions without traceback 2017-10-11 23:33:12 -06:00
Victor Grau Serrat c67cbedfbf FIX: Raising Exceptions without traceback 2017-10-11 23:31:08 -06:00
fredfortier 73378962aa Bug fixes and housekeeping from ingestion testing 2017-10-12 01:24:21 -04:00
fredfortier 4895bef392 Bug fixes and housekeeping from ingestion testing 2017-10-12 00:51:18 -04:00
fredfortier 3f9b44f3e4 Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges 2017-10-11 22:05:37 -04:00
fredfortier c24918e2c8 Bug fixes 2017-10-11 22:05:29 -04:00
Victor Grau Serrat 01aeb88e8f Raising Exceptions without traceback 2017-10-11 17:05:27 -06:00
fredfortier c33bab673f Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges 2017-10-11 00:13:34 -04:00
fredfortier d3e33c44bf Reading data from bundles first and other fixes 2017-10-11 00:13:22 -04:00
Victor Grau Serrat de409efd3e API uses Catalyst naming convention 2017-10-10 14:22:49 -06:00
fredfortier 83af12c52c Added exchange get_history method which merge historical bars from the Catalyst and exchange APIs 2017-10-09 16:23:02 -04:00
fredfortier 8811aa669a Naive integration with the consolidated exchanges api (minor fix) 2017-10-09 14:52:59 -04:00
fredfortier 4f80ebee57 Naive integration with the consolidated exchanges api 2017-10-09 14:50:51 -04:00
fredfortier 403be97143 Integrating with history api 2017-10-08 02:27:13 -04:00
fredfortier 16cdc196b0 Minor fixes after merging 2017-10-08 01:18:40 -04:00
fredfortier 1d79e88312 Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges 
# Conflicts:
#	catalyst/exchange/bundle_utils.py
 2017-10-08 01:15:47 -04:00
fredfortier 3335ae0ea9 Refactored the data portal to use the exchange bundles 2017-10-08 01:13:47 -04:00
Victor Grau Serrat a1cf00e6fe updated symbols.json for 3 exchanges: end_daily, end_minute 2017-10-06 21:03:31 -06:00
fredfortier 0cc9d839d0 Optimize the existing data filter to filter by asset. 2017-10-06 15:13:40 -04:00
fredfortier a004a01cdb Skipping data chunks if they already exist (fix) 2017-10-06 14:33:05 -04:00
fredfortier 04fc7855d5 Skipping data chunks if they already exist 2017-10-06 14:29:25 -04:00
fredfortier 50f075792c Tested ingestion after refactoring 2017-10-05 21:03:39 -04:00
Victor Grau Serrat 14f8c25c89 get_history against AWS API 2017-10-05 17:28:19 -06:00
fredfortier 874968bbbb Refactoring the exchange bundle for incremental loading 2017-10-05 18:06:17 -04:00