b4e0c6d2bb
Update README.rst
2017-07-01 18:27:16 -07:00
e3b7601f37
Convert Timestamp to UNIX time before fetching benchmark
2017-07-01 18:27:16 -07:00
d2d297d348
Expose poloniex data curation methods to load benchmark dynamically
2017-07-01 18:27:16 -07:00
8134b96ac3
Update README.rst and examples
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Never stop hodling
2017-07-01 18:27:16 -07:00
4a62f5f366
Update README.rst
2017-07-01 18:27:16 -07:00
0989919044
Update README.rst
2017-07-01 18:27:16 -07:00
21dcbccbe3
Fixed bundle imports
2017-07-01 18:27:16 -07:00
cd8af67068
Update poloniex bundle URL
2017-07-01 18:27:16 -07:00
fb2afaff36
Changed package name to enigma-catalyst
2017-07-01 18:27:16 -07:00
5ab98dbfd9
Remove get_calendar print
2017-07-01 18:27:16 -07:00
b55458f9c5
Updated examples
2017-07-01 18:27:16 -07:00
06e672a75e
Ingest poloniex data from remote tar
2017-07-01 18:27:15 -07:00
84afcf68ef
Moved bundle download methods into catalyst/data/bundles/core
2017-07-01 18:27:15 -07:00
4667f31b20
Improved Buy and Hodl example
2017-07-01 18:27:15 -07:00
18228dcd8e
Update README.rst
2017-07-01 18:27:15 -07:00
bb17c171e5
General improvements
2017-07-01 18:26:57 -07:00
0982998288
Initial BcolzFiveMinuteBarWriter/Reader
2017-06-23 18:49:19 -07:00
0f96bbb182
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
de839654fd
Untold improvements
2017-06-22 20:50:07 -07:00
daeef1759e
Merge branch 'master' of https://github.com/enigmampc/catalyst
2017-06-21 11:43:52 -07:00
05462dd6e2
Dual moving average for USDT_BTC
2017-06-21 11:41:11 -07:00
bb9bf3bc9f
Dual moving average for USDT_BTC
2017-06-21 10:59:20 -07:00
53d1c7d7c3
Changed default bundle to poloniex and new crypto examples
2017-06-20 17:23:21 -07:00
d509dfb9a1
Working crypto data on NYSE calendar
2017-06-20 15:40:37 -07:00
cd3d996892
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
3b6a293019
WIP: Poloniex bundle
2017-06-20 16:37:04 -04:00
a0da21e6ea
WIP - curator: switch to requests, exception handling, dynamic currency list
2017-06-20 00:42:24 -04:00
2b8b14bb9b
Run curator
2017-06-19 14:43:10 -07:00
2770648acb
Fixed catalyst tests except example tests
2017-06-19 14:43:10 -07:00
0ff32b38d7
pricing data
2017-06-19 14:43:10 -07:00
a38a35d664
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
f6ceeb8be1
Crypto integration + multiple pipeline bundles
2017-06-19 14:43:10 -07:00
753004647b
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
0fa6c37b68
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
78c2404e55
TEST: Add test for window_safe propagation.
2017-06-08 10:59:56 -04:00
c8c626e15a
ENH: Match window_safe status of multi output factor with factor
2017-06-08 10:19:04 -04:00
2590afc6e8
DOC: Add development guide .rst
2017-06-07 21:50:19 -04:00
885698d50b
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
ec2ec49914
MAINT: Make _sortable_sentinel a singleton.
2017-06-07 20:17:58 -04:00
609ae752d0
DOC: Fix typo in docstring.
2017-06-07 18:22:30 -04:00
8a042937d9
TST: Add test for missing values in relabel.
2017-06-07 18:21:13 -04:00
cbe52cea88
BUG: Fix NoneType comparisons in PY3.
2017-06-07 18:21:03 -04:00
e49f4c6149
ENH: Improve error message on bad return.
2017-06-07 17:07:19 -04:00
011915d4fc
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
b5e01d99ef
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
49a7b78b2e
Fix weights calculation to use portfolio value as denominator
2017-06-07 15:46:45 -04:00
ad10349992
TEST: Test map returning None.
2017-06-07 15:28:15 -04:00
a579485825
MAINT: s/NotImplementedError/TypeError.
2017-06-07 15:23:27 -04:00
e47a21318c
BUG: fix assert_equal for tuple-keyed dictionaries
2017-06-07 14:50:13 -04:00
cfe4df8f2b
TEST: Test map ignores missing with None.
2017-06-07 14:16:17 -04:00
Conner Fromknecht