Commit Graph

5838 Commits

Author SHA1 Message Date
Frederic Fortier 8ff8e6458e BUG: fixed stats output issue #171 by adding orders and transactions in the header 2018-01-25 17:43:00 -05:00
Frederic Fortier 7d24433a42 Merge remote-tracking branch 'origin/develop' into develop 2018-01-25 17:41:02 -05:00
Frederic Fortier 7ae23e2340 BLD: conditionally fetching single or multi tickers for performance reasons 2018-01-25 17:40:45 -05:00
Avishai Weingarten c6dfd502d2 fix for click.echo
added sys.stdout to click.echo to prevent errors on jupyter
2018-01-25 16:02:44 +02:00
Frederic Fortier 0aa8c91577 BLD: for issue #174, re-implemented the fetch_tickers approach 2018-01-24 22:43:08 -05:00
Frederic Fortier c09f53449a BUG: fixed issue #176 with ignoring ticker errors instead of raising 2018-01-24 22:26:20 -05:00
Frederic Fortier f34a66e9c6 BUG: trying to fix issue #178 with Binance lot sizes 2018-01-24 21:54:05 -05:00
Frederic Fortier e8f98825e0 Merge branch 'treethought-empyrical-errors' into develop 2018-01-24 00:31:59 -05:00
Frederic Fortier 5619f6f451 Merge branch 'empyrical-errors' of https://github.com/treethought/catalyst into treethought-empyrical-errors 2018-01-24 00:31:49 -05:00
Cam Sweeney 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
Frederic Fortier b47884a504 BLD: code formatting 2018-01-22 17:27:59 -05:00
Frederic Fortier 575ac4a36d BLD: updated release notes for release 0.4.7 2018-01-19 18:17:07 -05:00
Frederic Fortier db07ac0abb Merge remote-tracking branch 'origin/develop' into develop 2018-01-19 18:13:03 -05:00
Frederic Fortier a754497d65 BLD: completed implementation of issue #60, authentication aliases 2018-01-19 18:12:54 -05:00
Victor Grau Serrat d669419d18 DOC: updating references to catalyst 2018-01-19 14:55:40 -07:00
Frederic Fortier 04a1513e73 DOC: updated CCXT dependency 2018-01-18 23:09:27 -05:00
Frederic Fortier 03d2c0e306 DOC: updated release notes for 0.4.6 2018-01-18 23:09:04 -05:00
Frederic Fortier 853707dfb2 BLD: updated CCXT and temporarily fixed symbol mapping issue 2018-01-18 21:57:11 -05:00
Frederic Fortier 540dd97dbf BLD: fixed benchmark loader 2018-01-18 19:36:54 -05:00
Frederic Fortier 9f372828b4 BLD: fixed benchmark loader 2018-01-18 19:30:16 -05:00
Frederic Fortier 6a929b6e25 BLD: updating example algos for testing 2018-01-18 19:26:33 -05:00
Frederic Fortier 45f278ab15 Merge remote-tracking branch 'origin/develop' into develop 2018-01-18 19:26:14 -05:00
Frederic Fortier a58fa21234 BLD: fixed benchmark loader 2018-01-18 19:26:07 -05:00
Victor Grau Serrat c8d6e07179 DOC: added update instructions (#156) 2018-01-18 17:02:21 -07:00
Frederic Fortier fdfc3f2ec3 Merge remote-tracking branch 'origin/develop' into develop 2018-01-18 18:58:21 -05:00
Frederic Fortier 3a321eb195 BLD: housekeeping and adjustments 2018-01-18 18:58:14 -05:00
Victor Grau Serrat d21eb3b946 DOC: improved documentation of paper trading mode (#168) 2018-01-18 16:29:09 -07:00
Frederic Fortier 439b5404ae BLD: cleanup and minor adjustments to get_candles() in live mode 2018-01-18 18:06:10 -05:00
Frederic Fortier 821f60897f BUG: troubleshooting issue #169 2018-01-18 18:05:14 -05:00
Frederic Fortier 5ff935723f Merge remote-tracking branch 'origin/develop' into develop 2018-01-18 17:09:43 -05:00
Frederic Fortier 51126fd7ae BLD: improved the bundle test suite and related adjustments 2018-01-18 17:09:37 -05:00
Victor Grau Serrat fec6a159e6 Merge branch 'develop' of github.com:enigmampc/catalyst into develop 2018-01-18 13:10:12 -07:00
Victor Grau Serrat eee9a07f54 DOC: updated timeframe of upcoming features 2018-01-18 13:10:06 -07:00
Frederic Fortier 563fc433d5 BUG: fixed issue with number of superfluous candles at the beginning of bundle history 2018-01-18 15:08:12 -05:00
Frederic Fortier 53a54fde7c Merge remote-tracking branch 'origin/develop' into develop 2018-01-18 14:25:07 -05:00
Frederic Fortier b0f2202b54 BUG: fixed bundle test suite 2018-01-18 14:08:11 -05:00
Victor Grau Serrat cf6c3bb76b BUG: switched benchmark from Poloniex to Bitfinex (#161) 2018-01-18 11:05:21 -07:00
Frederic Fortier 772640e098 BUG: fixed an issue with balancing transactions 2018-01-18 00:05:56 -05:00
Victor Grau Serrat 52d4ced37c BLD: live mode accepts end parameter, when algo finishes 2018-01-16 23:40:18 -07:00
Victor Grau Serrat 3ed44f72ad BLD: preservation of context.state dict between runs 2018-01-16 23:00:53 -07:00
Frederic Fortier 7569f7eb7c BUG: fixed issue #120 with currency substitution 2018-01-15 23:19:18 -05:00
Frederic Fortier 6d28e289c4 Merge remote-tracking branch 'origin/develop' into develop 2018-01-15 23:03:11 -05:00
Frederic Fortier 22154f2337 DOC: code documentation 2018-01-15 23:03:01 -05:00
Victor Grau Serrat 5314d3e1f8 Merge branch 'develop' of github.com:enigmampc/catalyst into develop 2018-01-13 06:17:02 -07:00
Victor Grau Serrat bb16975400 DOC: typo in link 2018-01-13 06:16:40 -07:00
Frederic Fortier 0ce624e6f6 BUG: removing computation of partial order for now to avoid a calculation issue 2018-01-12 22:00:10 -05:00
Frederic Fortier 50dc322230 BLD: minor adjustments and updated release notes 2018-01-12 19:53:26 -05:00
Frederic Fortier fb36435231 BLD: added subfolder to stats exports 2018-01-12 19:52:53 -05:00
Frederic Fortier e688783931 BLD: added auth alias to support more than one api token per exchange 2018-01-12 19:35:32 -05:00
Frederic Fortier 2f3dbeedcd Merge branch 'bfeeser-bfeeser_handle_ticker_errors' into develop 2018-01-12 18:08:45 -05:00