Commit Graph
268 Commits
Author SHA1 Message Date
fredfortier 2bbc0c00cc BLD: updating test algo 2017-11-02 20:44:16 -04:00
fredfortier 5e4ad9b338 BUG: accounting for daily historical bars with minute freq algo 2017-11-02 20:18:34 -04:00
fredfortier a9a422c892 DOC: updating the code docstrings 2017-11-01 23:10:31 -04:00
fredfortier 5b6bbacab0 DOC: updating the code docstrings 2017-11-01 21:31:51 -04:00
fredfortier 35677c553c BUG: fixed issues with data frequencies in data.history() which was particularly noticeable in live mode and minor adjustments around the commission model 2017-10-31 23:34:48 -04:00
fredfortier df357d2327 BUG: reduced the commission and slippage values to account for lower volume transactions. These models are still simple approximations. More work required to closely model exchange fees. (fixing previous commit) 2017-10-31 21:43:24 -04:00
fredfortier e6ff7ee4fc BUG: reduced the commission and slippage values to account for lower volume transactions. These models are still simple approximations. More work required to closely model exchange fees. 2017-10-31 21:40:12 -04:00
fredfortier 7ad047a432 BUG: fixed an issue with can_trade() 2017-10-31 19:20:39 -04:00
fredfortier c59d805717 Merge remote-tracking branch 'origin/develop' into develop 2017-10-30 21:18:03 -04:00
fredfortier 3394614ecf BUG: Fixes issue #47. Made improvements around auto-ingestion. 2017-10-30 21:17:53 -04:00
Victor Grau Serrat 9470771561 Merge branch 'master' into develop 2017-10-30 15:08:11 -06:00
fredfortier b9579ab4b4 Improved frequency support for data.history() in backtest, standardized class names, improved unit tests and working on new sample algo. 2017-10-27 00:53:19 -04:00
fredfortier c7632b57a6 Merge remote-tracking branch 'origin/develop' into develop 2017-10-27 00:30:36 -04:00
fredfortier da17e66961 Fixed major issue with sell orders 2017-10-27 00:30:26 -04:00
Victor Grau Serrat 5f8016c67e improving buy_btc_simple.py example 2017-10-26 14:08:47 -06:00
Victor Grau Serrat 9c3a9e233b Merge branch 'develop' of github.com:enigmampc/catalyst into develop 2017-10-26 12:55:32 -06:00
Victor Grau Serrat c43509c28e catching missing -x in ingest-exchange 2017-10-26 12:55:18 -06:00
fredfortier 0e0bfc82b5 Fixed issues in the prepare_chunk logic 2017-10-26 14:04:30 -04:00
fredfortier 2f660db511 Fixed an issue with daily chunks end date 2017-10-26 13:52:37 -04:00
fredfortier fdc5a30060 Added data validation unit tests and minor fixes to the get_candles method of Poloniex. 2017-10-26 02:33:17 -04:00
fredfortier bb1d96ed5d Merge remote-tracking branch 'origin/develop' into develop 2017-10-25 19:44:05 -04:00
fredfortier 59501905ab Poloniex get_candles fix and created a unit test to validate data. 2017-10-25 19:43:57 -04:00
Victor Grau Serrat 284c749bb5 Merge branch 'develop' of github.com:enigmampc/catalyst into develop 2017-10-24 21:58:47 -06:00
VictorandGitHub d7f5e73f84 Merge pull request #43 from reinka/develop
[MIG] Migrated buy_and_hodl and buy_low_sell_high to version 0.3 to work with Poloniex exchange
2017-10-24 21:58:22 -06:00
Victor Grau Serrat cde69da173 Merge branch 'develop' of github.com:enigmampc/catalyst into develop 2017-10-24 21:55:25 -06:00
Victor Grau Serrat bcc75f6b00 FIX: Poloniex 1min curator 2017-10-24 21:54:59 -06:00
fredfortier f179381b64 Small python 3 fixes 2017-10-24 23:41:37 -04:00
fredfortier 1cfe3b1bb2 Fixed issues in the prepare_chunk logic 2017-10-24 20:03:50 -04:00
fredfortier 1cc34a1485 Fixed urllib package for back compatibility 2017-10-24 19:01:30 -04:00
fredfortier aa2f2f3627 Filtered out starting dates before the calendar 2017-10-24 18:26:44 -04:00
fredfortier 7e373e2f9c Removing symbols.json in clean-exchange. 2017-10-24 18:02:58 -04:00
fredfortier 3a823ea457 Python3 adjustments 2017-10-24 15:47:15 -04:00
fredfortier 5394c1bc91 Fixed an issue with asset date in chunks 2017-10-24 14:23:47 -04:00
Victor Grau Serrat 4e833981e4 unit test for Bcolz writer expanded 2017-10-24 09:55:37 -06:00
Victor Grau Serrat 565e9a3cea Added param checking and help msg to clean bundle folders 2017-10-23 21:30:48 -06:00
fredfortier 3c10d19a7e Added method to clean bundle folders 2017-10-23 20:53:25 -04:00
fredfortier cf96e047cd Added method to clean bundle folders 2017-10-23 20:49:40 -04:00
fredfortier 6f6a8e1272 Merge remote-tracking branch 'origin/develop' into develop 2017-10-23 20:29:57 -04:00
fredfortier c2a02e7074 Fixed hash method to create sid numbers 2017-10-23 20:29:48 -04:00
Victor Grau Serrat 195469897c FIX: Windows path 2017-10-23 14:43:56 -06:00
fredfortier c7b422d465 Fix to work around empty bundles 2017-10-22 18:14:35 -04:00
Victor Grau Serrat 2e903fd42c FIX: bundle start_dt, empty auth, bundle_name_template->os.path.join 2017-10-21 22:56:22 -06:00
reinka 47a104b29c [MIG] Migrated to version 0.3 to work with Poloniex exchange. 2017-10-21 11:26:34 +02:00
fredfortier d248581523 Fixed an error message 2017-10-21 00:27:05 -04:00
fredfortier 48f6300e08 Optimized imports 2017-10-20 23:18:15 -04:00
Victor Grau Serrat 5d5ec6b9be DOC: jupyter notebook in beginner tutorial 2017-10-20 14:49:54 -06:00
Victor Grau Serrat 1b84023c5d Merge branch 'concurrent-exchanges' into develop 2017-10-20 13:42:26 -06:00
Victor Grau Serrat 97f3329c1b centralizing LOG_LEVEL 2017-10-20 13:41:33 -06:00
fredfortier 493fc95a20 Fixed an issue with historical data in live mode 2017-10-20 15:17:29 -04:00
Victor Grau Serrat bdeb344999 constants.py, WIP: system-wide log level 2017-10-20 13:08:55 -06:00