Cam Sweeney
93ebbf8b1f
DOC: fix import and support python3 for beginner tutorial
...
The beginner tutorial Dual Moving Average example attempted to import
extract_transactions from the wrong location.
The tutorial and corresponding example also would fail using python3
due to indexing the view object returned via context.exchange.values()
2018-01-09 18:25:59 -08:00
Frederic Fortier
79e4854973
BUG: fixed potential issue with refreshing the stats in live mode
2018-01-04 22:46:21 -05:00
Frederic Fortier
91dcd8d83b
BLD: fixed the log granularity
2018-01-04 02:04:13 -05:00
Frederic Fortier
3045c5108a
BLD: backing out CCXT update, not enough time to test properly
2018-01-04 01:44:25 -05:00
Frederic Fortier
9bb12eb781
BLD: adjusting sample algorithmns for validation
2018-01-03 22:59:07 -05:00
Frederic Fortier
a60311b002
BUG: minor fixes from unit testing
2018-01-03 20:18:53 -05:00
Frederic Fortier
2e8dd3840b
BLD: retry refactoring for issue #121 , more testing required
2017-12-29 18:09:33 -05:00
Frederic Fortier
cd1f5ca97b
BLD: housekeeping, reorganizing files into smaller packages
2017-12-28 17:49:15 -05:00
Frederic Fortier
4740aebd7f
BLD: testing markets for each exchange
2017-12-14 15:42:39 -05:00
Victor Grau Serrat
94583c2684
DOC: updating docs - no stop orders on ccxt
2017-12-12 16:28:13 -07:00
Frederic Fortier
263a2ba547
merged from develop
2017-12-12 15:48:35 -05:00
Frederic Fortier
d41d9095a1
BLD: adjusted the example algorithms
2017-12-12 15:13:57 -05:00
Frederic Fortier
ddf0c480a0
BLD: testing each sample algo and fixing an issue with data.history
2017-12-12 14:43:06 -05:00
Frederic Fortier
7091546b2b
BUG: fixed a standardization issue with historical data in live mode
2017-12-12 14:19:10 -05:00
Frederic Fortier
f2e4637f29
BUG: trying to mitigate a date adjustment issue which occurs sometimes sometimes in live trading especially with Bitrrex at certain frequencies.
2017-12-12 13:34:18 -05:00
Frederic Fortier
552f4260b4
BLD: for issue #87 , added configurable slippage and commission
2017-12-11 22:34:46 -05:00
Victor Grau Serrat
60747082b6
DOC: added jupyter notebook in the examples
2017-12-11 15:46:55 -07:00
Victor and GitHub
1e00be4cf3
Update dual_vwap.py
2017-12-11 15:18:07 -07:00
Victor Grau Serrat
d40e9f1623
Merge branch 'master' into develop
2017-12-11 12:28:29 -07:00
Frederic Fortier
49aaaa8f26
BLD: Housekeeping
2017-12-10 01:24:39 -05:00
fredfortier
e41eca0d8a
BUG: fixed some issues with capital_base
2017-12-08 20:29:55 -05:00
fredfortier
6981669a68
BUG: adding capital_base to the interface
2017-12-08 18:26:42 -05:00
Victor Grau Serrat
ce085e01ec
MAINT: PEP8 compliance
2017-12-08 13:18:24 -07:00
Victor Grau Serrat
0855391f77
Merge branch 'develop' of github.com:enigmampc/catalyst into develop
2017-12-07 22:32:28 -07:00
Victor Grau Serrat
619fbfc6ea
DOC: PEP8 simple_universe.py & added to example_algos.html
2017-12-07 22:32:17 -07:00
fredfortier
2e7aabd973
BLD: tested stats with multiple assets
2017-12-07 22:14:49 -05:00
fredfortier
54dcc58ee8
BLD: improved stats display to better support multiple assets per algo
2017-12-07 20:26:37 -05:00
Victor and GitHub
ff94c735e8
Merge pull request #45 from abnera/patch-2
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Example: Simple Universe
2017-12-07 17:11:05 -07:00
fredfortier
5b78f161a4
BLD: more live trading testing and added s3 stats output
2017-12-07 00:20:27 -05:00
fredfortier
9688d71e23
BLD: tested blotter changes with live trading
2017-12-06 23:32:26 -05:00
fredfortier
e42276affa
BLD: making some adjustment to the blotter to improve paper trading
2017-12-06 18:02:02 -05:00
fredfortier
dcdf4f77db
BLD: making some adjustment to the blotter to improve paper trading
2017-12-05 22:08:30 -05:00
fredfortier
96a27d083c
BLD: more live trading tests and fixed related issues
2017-12-03 00:04:15 -05:00
fredfortier
4db8131397
BLD: paper trading adjustments
2017-12-01 00:06:11 -05:00
fredfortier
8fb8b80a12
BLD: first rough test of CCXT in live trading
2017-11-30 23:15:10 -05:00
fredfortier
7bbb6e0b42
BLD: tested creating orders and viewing open orders with CCXT
2017-11-30 20:18:16 -05:00
fredfortier
fc2c44a6b7
Merge remote-tracking branch 'origin/develop' into develop
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# Conflicts:
# catalyst/examples/mean_reversion_simple.py
2017-11-29 22:33:46 -05:00
fredfortier
4eb8a6eb0f
BLD: populating assets with help from CCXT
2017-11-29 22:31:44 -05:00
Victor Grau Serrat
7abd992d17
DOC: added portfolio_optimization example
2017-11-29 09:19:41 -07:00
Victor Grau Serrat
7cf4f84e89
DOC: documented 4 example algorithms
2017-11-28 12:35:50 -07:00
Victor Grau Serrat
b63199e4e1
DOC: adjusting example params to match video tutorial
2017-11-28 12:24:53 -07:00
Victor Grau Serrat
ffd1bc07cc
DOC: making example algos consistent with doc website
2017-11-28 11:22:41 -07:00
fredfortier
dfcfe5a370
merging from develop
2017-11-28 01:44:46 -05:00
fredfortier
803823eac0
merging from develop
2017-11-28 01:41:58 -05:00
Victor Grau Serrat
a52e201f86
DOC: improved dual_moving_average.py example algo
2017-11-27 21:10:17 -07:00
fredfortier
64c52c7a3c
BUG: fixed issue #72 with the buy_and_hodl sample algo
2017-11-27 18:44:50 -05:00
Victor Grau Serrat
c2821ab77b
DOC: added example_algo: Dual Moving Average Crossover
2017-11-27 15:43:57 -07:00
fredfortier
9397b3fd5a
BLD: testing simple universe with Bitfinex
2017-11-27 17:36:44 -05:00
fredfortier
2bb11db412
BLD: modified sample algo for testing
2017-11-27 17:28:13 -05:00
fredfortier
968e70b69b
BLD: implementing issue #65 , implemented custom exchange data
2017-11-25 07:43:20 -05:00
Cam Sweeney