8fef0757d8
Updated examples
2017-07-01 18:27:16 -07:00
4b15df7806
Ingest poloniex data from remote tar
2017-07-01 18:27:15 -07:00
bc9d60a8d7
Moved bundle download methods into catalyst/data/bundles/core
2017-07-01 18:27:15 -07:00
01a650f2a4
Improved Buy and Hodl example
2017-07-01 18:27:15 -07:00
4a977d8461
Update README.rst
2017-07-01 18:27:15 -07:00
2d26758fba
General improvements
2017-07-01 18:26:57 -07:00
db9ab0075b
Initial BcolzFiveMinuteBarWriter/Reader
2017-06-23 18:49:19 -07:00
b4b19a7555
USDT_BTC benchmark
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This commit:
* Adds a crypto_benchmark that can create benchmarks for symbols found on POLO
* Changes default trading calendars to OPEN
* Properly computes daily bar data from five minute POLO bars
* Allows trading of one hundredth of a coin, later we plan to integrate per the
ratio of a full coin to its base denomination.
2017-06-23 18:44:45 -07:00
9c03012aa4
Untold improvements
2017-06-22 20:50:07 -07:00
5fd860c79e
Merge branch 'master' of https://github.com/enigmampc/catalyst
2017-06-21 11:43:52 -07:00
cd2a9625ae
Dual moving average for USDT_BTC
2017-06-21 11:41:11 -07:00
350c31229e
Dual moving average for USDT_BTC
2017-06-21 10:59:20 -07:00
46aa5f0c02
Changed default bundle to poloniex and new crypto examples
2017-06-20 17:23:21 -07:00
7de0fb52b3
Working crypto data on NYSE calendar
2017-06-20 15:40:37 -07:00
c4a7d21f8b
NYSE -> OPEN calendar for (most) default calendars
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* Added extra bundle parameters for catalyst/poloniex bundles
2017-06-20 14:18:15 -07:00
fdd7a5ab67
WIP: Poloniex bundle
2017-06-20 16:37:04 -04:00
1ac38b254a
WIP - curator: switch to requests, exception handling, dynamic currency list
2017-06-20 00:42:24 -04:00
7447b465ba
Run curator
2017-06-19 14:43:10 -07:00
99efa7a9f3
Fixed catalyst tests except example tests
2017-06-19 14:43:10 -07:00
30e0520693
pricing data
2017-06-19 14:43:10 -07:00
fce97176d6
Changed zipline -> catalyst import paths
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* Updated cython build scripts
* Updated setup.py to to install catalyst package
* Updated momentum example to use catalyst package
* catalyst executable now supports loading pipelines from multiple bundles
2017-06-19 14:43:10 -07:00
be2fe35583
Crypto integration + multiple pipeline bundles
2017-06-19 14:43:10 -07:00
0840ea1bef
DEV: Pin configparser version
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It's a recent (to zipline) requirement of flake8.
2017-06-08 17:33:15 -04:00
970428f133
Merge pull request #1834 from quantopian/multiple-output-factor-window-safe
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ENH: Match window_safe status of multi output factor with factor
2017-06-08 08:36:26 -07:00
be4e1b975d
TEST: Add test for window_safe propagation.
2017-06-08 10:59:56 -04:00
02b72fe376
ENH: Match window_safe status of multi output factor with factor
2017-06-08 10:19:04 -04:00
246eed215f
DOC: Add development guide .rst
2017-06-07 21:50:19 -04:00
1e4a094fec
Merge pull request #1833 from quantopian/labelarray-map
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Add support for relabeling classifiers.
2017-06-07 17:57:18 -07:00
dd857aa4d7
MAINT: Make _sortable_sentinel a singleton.
2017-06-07 20:17:58 -04:00
4cfbb12ab5
DOC: Fix typo in docstring.
2017-06-07 18:22:30 -04:00
61feedbd16
TST: Add test for missing values in relabel.
2017-06-07 18:21:13 -04:00
3b8a6b543e
BUG: Fix NoneType comparisons in PY3.
2017-06-07 18:21:03 -04:00
09cc54e08a
ENH: Improve error message on bad return.
2017-06-07 17:07:19 -04:00
65cc403e5a
Merge pull request #1822 from quantopian/var-and-cvar
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Add portfolio weights method to algorithms
2017-06-07 16:35:04 -04:00
18aa25efce
Merge pull request #1619 from quantopian/end-date-default-int64-max
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MAINT: Define default end_date in assets.db as max int64, for clarity
2017-06-07 15:55:27 -04:00
602a799a6b
Fix weights calculation to use portfolio value as denominator
2017-06-07 15:46:45 -04:00
709735de51
TEST: Test map returning None.
2017-06-07 15:28:15 -04:00
3ed396b08c
MAINT: s/NotImplementedError/TypeError.
2017-06-07 15:23:27 -04:00
cb7ee53111
BUG: fix assert_equal for tuple-keyed dictionaries
2017-06-07 14:50:13 -04:00
6bb31b2544
TEST: Test map ignores missing with None.
2017-06-07 14:16:17 -04:00
04a6736f36
MAINT: Define default end_date in assets.db as max int64, for clarity
2017-06-07 14:08:55 -04:00
5b9d5fecfb
ENH: Add relabel method to string classifiers.
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- Adds a `map` method to `LabelArray` that maps a unary function over
the categories of a LabelArray, shrinking the underyling codes if
possible.
- Adds a new `.relabel` method to string-dtype classifiers that maps a
unary function over the unique elements of the underlying LabelArray.
This is useful for things like cleaning noisy label data.
2017-06-07 13:14:12 -04:00
568bf0aa59
ENH: Add method for computing current portfolio weights
2017-06-07 13:13:14 -04:00
15a0b05681
MAINT: Add validator to validate_column.
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Who validates the validators?
2017-06-07 11:50:37 -04:00
ae97d97920
MAINT: Simplify ArrayPredicate.
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Just use `params` instead of custom `_init` and `_static_identity`.
2017-06-07 11:49:37 -04:00
5160b11bc1
TST: Updated modified time of market data in test_examples
2017-06-07 11:00:55 -04:00
1e2874385e
Merge pull request #1826 from quantopian/add-engine-docs
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Add engine docs
2017-06-06 11:21:57 -04:00
bb74a0e994
DOC: Include pipeline Term in documentations
2017-06-05 16:11:19 -04:00
a1fb90db03
DOC: Include all Factor methods in documentation
2017-06-05 16:10:47 -04:00
846744214f
DOC: Include PipelineEngine in documentation
2017-06-05 16:09:36 -04:00
Conner Fromknecht