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Author SHA1 Message Date
Frederic Fortier 94bb99da3b Error handling improvements 2017-08-19 23:45:33 -04:00
Frederic Fortier f66ef99202 Performance tracking improvements 2017-08-19 23:13:04 -04:00
Frederic Fortier 2c9c4b0d05 Error handling improvements 2017-08-19 19:25:06 -04:00
Frederic Fortier 1045dcd5bd Error handling improvements 2017-08-19 18:36:52 -04:00
Frederic Fortier e497fe76d7 Error handling improvements 2017-08-19 18:34:36 -04:00
Frederic Fortier 1fe8ee6577 Implemented get_history_window for exchange and bitfinex 2017-08-19 18:20:40 -04:00
Frederic Fortier 14047fde15 Working on history implementation and improving error handling. 2017-08-19 15:51:57 -04:00
Frederic Fortier 30e15a7b8b Improved performance tracking. 2017-08-18 16:02:08 -04:00
Frederic Fortier 37a07e03e5 Minor fixes 2017-08-18 02:03:00 -04:00
Frederic Fortier 51cda7b2d4 Implemented portfolio stats 2017-08-17 23:53:49 -04:00
Frederic Fortier 6f591305e3 Improved documentation formatting 2017-08-17 18:30:01 -04:00
Frederic Fortier d48373a75a Expanded on documentation 2017-08-17 16:13:04 -04:00
Frederic Fortier f7db6471ca Minor adjustments and draft documentation 2017-08-17 15:31:44 -04:00
Frederic Fortier 2c122f6356 First version which runs end-to-end. 2017-08-17 02:00:43 -04:00
Frederic Fortier 3949364d31 First version which runs end-to-end. 2017-08-17 01:40:03 -04:00
Frederic Fortier 55f898562c First version which runs end-to-end. 2017-08-17 01:20:46 -04:00
Frederic Fortier fade9758a8 Trying to run a live algo 2017-08-15 01:37:35 -04:00
Frederic Fortier 270175b6c4 Housekeeping 2017-08-14 20:12:01 -04:00
Frederic Fortier 4f1927bc34 Polishing live trading components 2017-08-14 18:37:40 -04:00
Frederic Fortier 05ae879c4f Got trading algorithm and related pieces 2017-08-14 18:37:40 -04:00
Frederic Fortier fcff8c7438 Implemented order operations 2017-08-14 18:37:40 -04:00
Frederic Fortier 383370f9d8 Code documentation and cleanup 2017-08-14 18:37:40 -04:00
Frederic Fortier 0b16cce71e Adding the first exchange (Bitfinex) and unit testing 2017-08-14 18:37:40 -04:00
Victor Grau Serrat 43e669d838 Merge branch 'rc-0.1.dev7' 2017-08-14 14:57:29 -04:00
Victor 92139dd500 Merge pull request #24 from rterbush/tz-localize 
Normalize timestamps before comparison.
 2017-08-14 14:42:19 -04:00
Victor Grau Serrat e22b2df45f fix issue #16 of empty files in /var/tmp; treasury data start 19990 2017-08-14 06:22:55 -04:00
Victor Grau Serrat 00f2063e21 OPEN cal start=2015-03-01, minor fixes for rc-0.1.dev7 2017-08-09 12:49:53 +02:00
Victor Grau Serrat 1f272f9ff8 asset_filter fix, revert old bundle paths, BaseBundle exception fix 2017-08-08 21:13:59 +02:00
Victor 10169734d2 Updated README 2017-08-02 01:44:47 +02:00
Randy Terbush 141e414466 Normalize timestamps before comparison. 2017-08-01 15:44:31 -06:00
Conner Fromknecht 3df274431e WIP: Integration of generic bundle and five minute bars 2017-07-21 04:10:58 -07:00
Conner Fromknecht e28459b19f Initial work on quandl bundle 2017-07-21 04:10:58 -07:00
Victor 7cf06909ce Update README.rst 2017-07-13 22:58:38 -04:00
Conner Fromknecht de8777d1c8 Further documentation of BaseBundle class and UI improvements 2017-07-13 16:12:32 -07:00
Conner Fromknecht 24141964bf CLI UI improvements 
* Customzed progressbar format and display information
 * Added new bar to BaseBundle and DailyBarWriter
 2017-07-13 16:12:32 -07:00
Conner Fromknecht cabea94973 WIP: Generic Data Bundles 
* Split up inheritance structure of Bundle classes
 2017-07-13 16:12:32 -07:00
Conner Fromknecht e8e2346c60 WIP: Five Minute bars and FiveMinuteSimulationClock 2017-07-13 16:12:32 -07:00
Conner Fromknecht 6e47f704b4 WIP: abstract bundle class for generalizing data curation 
Started PoloniexBundle to adapt current ingestion logic to new structure
 2017-07-13 16:12:32 -07:00
Guy Zyskind dd97526489 Merge pull request #4 from enigmampc/polo-curate-fixes 
Fixes formatting errors in catalyst/curate/poloniex.py
 2017-07-10 22:42:44 -07:00
Conner Fromknecht 6b4209e038 Indentation fixes 2017-07-10 20:11:45 -07:00
Conner Fromknecht 6f79f8b9b8 Fixes formatting errors in catalyst/curate/poloniex.py 2017-07-10 20:01:04 -07:00
Conner Fromknecht 22ad375a52 Added uninitialized time import to fix uncached benchmark fetching 2017-07-07 02:23:19 -07:00
Conner Fromknecht 07fb239d11 Update README.rst 2017-07-06 15:16:00 -07:00
Conner Fromknecht c4e53a7ceb Removed use of global variables from example strategies 2017-07-06 15:11:05 -07:00
Conner Fromknecht c4bbbb4732 Converted OHLCV columns to use uint64. Default tick size now 1/1000th of a coin 2017-07-06 15:06:35 -07:00
Conner Fromknecht 7576979003 Update README.rst 2017-07-03 16:29:41 -07:00
Conner Fromknecht ac70fb97d2 Update README.rst 2017-07-03 10:27:33 -07:00
Conner Fromknecht 52f68fbea6 Notes on default denomination, 1/10-th of full coin 2017-07-03 09:27:19 -07:00
Conner Fromknecht cbaccda564 Adjust examples plots to display price of full coin 2017-07-03 00:50:38 -07:00
Conner Fromknecht 0a0c96ba0c Update README.rst 
Shell command for amending matplotlibrc, inspired by pyfolio
 2017-07-01 18:27:17 -07:00