 fredfortier
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86f892eade
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Unit tested a daily reader/writer based on the minute bundle
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2017-10-18 04:29:22 -04:00 |
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fredfortier
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188a4a3f3d
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Unit testing an issue with the daily loader
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2017-10-18 02:11:21 -04:00 |
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fredfortier
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1a4dfe8abb
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Fixed date range issues and issues retrieving the benchmark data
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2017-10-17 21:01:00 -04:00 |
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fredfortier
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4649b31d89
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Fixed issues with daily bundles
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2017-10-17 18:29:48 -04:00 |
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fredfortier
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105fee0fb9
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Fixes to the daily data
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2017-10-17 15:35:49 -04:00 |
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fredfortier
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9bdd8aba48
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Implemented daily data loader and related fixes
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2017-10-17 03:00:36 -04:00 |
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fredfortier
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1263fdd995
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Testing related adjustments
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2017-10-16 15:38:07 -04:00 |
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fredfortier
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1732b4a985
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Testing related adjustments
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2017-10-16 03:09:13 -04:00 |
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fredfortier
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403f951c77
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Added unit tests
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2017-10-15 05:11:44 -04:00 |
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fredfortier
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bdbaad1c91
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Improvements and fixes to the ingestion component
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2017-10-14 02:06:26 -04:00 |
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fredfortier
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c52653c84e
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Tested ingestion of minute data with a single market
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2017-10-13 21:00:47 -04:00 |
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fredfortier
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93f4d31399
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Unit tested ingestion of bundle chunks. This may not be stable yet.
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2017-10-13 16:29:43 -04:00 |
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fredfortier
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c658d15fcb
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Unit testing ingestion of bundles logic
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2017-10-13 00:50:25 -04:00 |
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fredfortier
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e1c2f40ab9
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Making some adjustments to the ingestion method after discussion with Victor
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2017-10-12 14:06:47 -04:00 |
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fredfortier
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4895bef392
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Bug fixes and housekeeping from ingestion testing
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2017-10-12 00:51:18 -04:00 |
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fredfortier
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c24918e2c8
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Bug fixes
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2017-10-11 22:05:29 -04:00 |
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fredfortier
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d3e33c44bf
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Reading data from bundles first and other fixes
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2017-10-11 00:13:22 -04:00 |
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fredfortier
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403be97143
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Integrating with history api
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2017-10-08 02:27:13 -04:00 |
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fredfortier
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3335ae0ea9
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Refactored the data portal to use the exchange bundles
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2017-10-08 01:13:47 -04:00 |
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fredfortier
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50f075792c
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Tested ingestion after refactoring
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2017-10-05 21:03:39 -04:00 |
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fredfortier
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874968bbbb
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Refactoring the exchange bundle for incremental loading
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2017-10-05 18:06:17 -04:00 |
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Victor Grau Serrat
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3b681d197d
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Purge 5-min implementation
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2017-09-28 11:03:47 -06:00 |
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fredfortier
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d6996b1e93
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Refinements and documentation.
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2017-09-23 04:49:13 -04:00 |
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fredfortier
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bc65c10fc6
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Implemented and tested the history() method in backtest mode.
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2017-09-22 23:17:38 -04:00 |
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fredfortier
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ddecd6bb48
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First working version with the backtest and live modes executing the same algorithm.
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2017-09-21 19:05:16 -04:00 |
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fredfortier
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10a5b5412e
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Testing the same algo in live and backtest mode. Most of it works well. We need a commission model for the TradingPair currency type.
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2017-09-20 23:48:57 -04:00 |
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fredfortier
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4e2d092123
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Trying to fix an issue with periodical bars
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2017-09-20 18:00:08 -04:00 |
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fredfortier
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3b655d466e
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Unit tested exchange loader extension and backtest data portal refactoring
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2017-09-20 05:11:54 -04:00 |
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fredfortier
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68546a0d8d
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Experimenting with simpler bundle and data portal approach (works in unit testing)
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2017-09-19 03:49:34 -04:00 |
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fredfortier
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b70ff3a740
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Bug fixes and working on unit tests for the data portal
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2017-09-18 22:19:27 -04:00 |
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fredfortier
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18bfaff7c9
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Trying to stabilize refactoring an last few commits (still unstable)
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2017-09-18 15:37:10 -04:00 |
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fredfortier
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555b7e95b5
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Working on adjusted the DataPortal class (unstable)
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2017-09-18 14:51:01 -04:00 |
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fredfortier
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c1d7022846
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Fixed issue with Bittrex order
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2017-09-01 10:39:49 -04:00 |
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fredfortier
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8b6a48633d
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Poloshing unit tests and finalizing Bittrex implementation
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2017-08-30 17:09:13 -04:00 |
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fredfortier
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d03ce37f6e
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Poloshing unit tests and finalizing Bittrex implementation
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2017-08-30 08:51:31 -04:00 |
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fredfortier
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c47e88c26f
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More unit testing and refactoring related to the Bittrex addition
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2017-08-29 16:05:38 -04:00 |
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fredfortier
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f4db9f7b1e
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Working on Bittrex implementation and unit tests
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2017-08-28 22:50:46 -04:00 |
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fredfortier
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1be39f97a1
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Refactoring to optimize multiple exchanges
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2017-08-28 16:19:03 -04:00 |
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fredfortier
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c01f2a39a4
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Initial work on bittrex implementation
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2017-08-28 00:27:10 -04:00 |
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fredfortier
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1cfcb1d96e
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Initial work on bittrex implementation
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2017-08-27 23:26:48 -04:00 |
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Conner Fromknecht
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2d26758fba
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General improvements
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2017-07-01 18:26:57 -07:00 |
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Conner Fromknecht
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99efa7a9f3
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Fixed catalyst tests except example tests
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2017-06-19 14:43:10 -07:00 |
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Scott Sanderson
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be4e1b975d
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TEST: Add test for window_safe propagation.
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2017-06-08 10:59:56 -04:00 |
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Scott Sanderson
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1e4a094fec
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Merge pull request #1833 from quantopian/labelarray-map
Add support for relabeling classifiers.
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2017-06-07 17:57:18 -07:00 |
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Scott Sanderson
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61feedbd16
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TST: Add test for missing values in relabel.
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2017-06-07 18:21:13 -04:00 |
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Scott Sanderson
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3b8a6b543e
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BUG: Fix NoneType comparisons in PY3.
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2017-06-07 18:21:03 -04:00 |
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Scott Sanderson
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09cc54e08a
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ENH: Improve error message on bad return.
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2017-06-07 17:07:19 -04:00 |
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David Michalowicz
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602a799a6b
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Fix weights calculation to use portfolio value as denominator
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2017-06-07 15:46:45 -04:00 |
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Scott Sanderson
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709735de51
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TEST: Test map returning None.
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2017-06-07 15:28:15 -04:00 |
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Scott Sanderson
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6bb31b2544
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TEST: Test map ignores missing with None.
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2017-06-07 14:16:17 -04:00 |
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