Commit Graph

5725 Commits

Author SHA1 Message Date
Frederic Fortier bd2ee45664 BUG: created an empyrical patch for issue #126 2018-01-03 17:56:52 -05:00
Frederic Fortier 89f7060a80 BUG: created an empyrical patch for issue #126 2018-01-03 17:01:23 -05:00
Frederic Fortier 15d0337b34 BUG: fixed issue #133 with updating performance stats before handle_date after recent orders 2018-01-02 20:55:05 -05:00
Frederic Fortier 8d4caa2a1a Merge branch 'inevity-fixingestcsv' into develop 2018-01-01 21:49:51 -05:00
Frederic Fortier 5aef794f97 Merge branch 'fixingestcsv' of https://github.com/inevity/catalyst into inevity-fixingestcsv 2018-01-01 21:49:42 -05:00
Frederic Fortier d01d8d5bbc Merge branch 'caioaao-run-algo-and-fix-124' into develop 2018-01-01 21:48:57 -05:00
Frederic Fortier aaced362a0 Merge branch 'run-algo-and-fix-124' of https://github.com/caioaao/catalyst into caioaao-run-algo-and-fix-124 2018-01-01 21:48:46 -05:00
Frederic Fortier 178801d3a7 Merge branch 'caioaao-signal-handling-only-on-main-thread' into develop 2018-01-01 21:47:43 -05:00
Frederic Fortier 6931dae8fd Merge branch 'signal-handling-only-on-main-thread' of https://github.com/caioaao/catalyst into caioaao-signal-handling-only-on-main-thread 2018-01-01 21:47:32 -05:00
Frederic Fortier 036aab07e1 Merge branch '7AC-master' into develop 2018-01-01 21:45:34 -05:00
Frederic Fortier e61017a86f Merge branch 'caioaao-fix-live-trading' into develop 2018-01-01 21:13:29 -05:00
Frederic Fortier 39065f9dfa Merge branch 'fix-live-trading' of https://github.com/caioaao/catalyst into caioaao-fix-live-trading 2018-01-01 21:13:19 -05:00
Frederic Fortier 6069673cdd Merge branch 'caioaao-fix-exchange-order' into develop 2018-01-01 21:11:11 -05:00
Frederic Fortier e3ad6558a5 Merge branch 'fix-exchange-order' of https://github.com/caioaao/catalyst into caioaao-fix-exchange-order 2018-01-01 21:09:40 -05:00
Caio Oliveira 74c10c45a0 Fix cleanup on retries
From redo docs:

> cleanup (callable): optional; called if one of retry_exceptions is caught. __No arguments are passed to the cleanup function__; if your cleanup requires arguments, consider using functools.partial or a lambda function.
2018-01-01 23:49:52 -02:00
Caio Oliveira 35fb862fa9 Fix exchange order 2018-01-01 21:36:35 -02:00
Caio Oliveira 8f9b1af729 Fix live trading bug
Error:
`AttributeError: 'ExchangeBlotter' object has no attribute 'retry_sleeptime'`
2018-01-01 20:21:11 -02:00
Giuseppe Valente 1e3a0dddf6 exchange: make sure last_entry is set to recompute end 2018-01-01 19:13:51 +01:00
Caio Oliveira e8c4a3636a Forgot one arg 2017-12-31 15:09:40 -02:00
Caio Oliveira 81eaa6426a remove skip init
no idea what's the downside, but should fix #124
2017-12-31 14:26:03 -02:00
Caio Oliveira 0a946e4200 bugfix on run algo 2017-12-31 14:25:46 -02:00
Caio Oliveira 0a9137fbf9 Stop trying to handle signals when inside thread
Plus exposed the code for exiting the algorithm.
2017-12-31 04:29:42 -02:00
Caio Oliveira 8a1d914ed9 💅 2017-12-30 14:09:13 -02:00
Caio Oliveira cf89e01a51 further splitting big functions 2017-12-30 14:05:21 -02:00
Caio Oliveira 3b10a59572 refactoring _run: first iteration
Split the juggernaut function into smaller functions and commented about some
possible issues
2017-12-30 13:54:15 -02:00
Frederic Fortier 4a904a0106 BLD: house keeping 2017-12-29 18:43:22 -05:00
Frederic Fortier 24d7f52d46 BLD: for issue #121, fixed typo 2017-12-29 18:36:59 -05:00
Frederic Fortier 8ab3382f47 BLD: for issue #121, refactored the data portal 2017-12-29 18:35:36 -05:00
Frederic Fortier 2bd54202ce BLD: for issue #121, added retry for get and cancel orders 2017-12-29 18:15:20 -05:00
Frederic Fortier 2e8dd3840b BLD: retry refactoring for issue #121, more testing required 2017-12-29 18:09:33 -05:00
Frederic Fortier b1f49d3c8d BLD: trying redo for retrying calls as suggesting in issue #121 2017-12-29 16:14:26 -05:00
Frederic Fortier 8e232ac5ef BLD: Live chart refactoring 2017-12-29 15:54:44 -05:00
Frederic Fortier ac2f0bbbf8 BLD: Removing old exchange implementations 2017-12-28 17:51:59 -05:00
Frederic Fortier cd1f5ca97b BLD: housekeeping, reorganizing files into smaller packages 2017-12-28 17:49:15 -05:00
Frederic Fortier 44614a75c2 BLD: working around a pipeline issue 2017-12-27 00:30:23 -05:00
Frederic Fortier 8c028e75a0 BLD: saving the cumulative_performance only which seems sufficient to keep the algo state. more testing required. 2017-12-26 20:43:54 -05:00
Frederic Fortier 3a7128ad4f BLD: improved serialization of portfolio data 2017-12-26 19:46:26 -05:00
Frederic Fortier 869ef8ec87 BLD: refinements to positions synchronization in live mode 2017-12-25 06:54:06 -05:00
Frederic Fortier 683f24b24f BLD: added pointer for issue #114 2017-12-24 01:37:52 -05:00
Frederic Fortier 332a3d41e3 BLD: improved portfolio synchronization in live trading to handle situations where positions in the exchange are less than tracked by the algo 2017-12-24 00:26:24 -05:00
Frederic Fortier e9714cfb32 BLD: improved saving algo state 2017-12-23 21:42:04 -05:00
Baul 0408899998 BUG: fix the ingest_csv 2017-12-23 16:21:58 +08:00
Frederic Fortier 67bd5c8f6a BLD: improvements following unit tests 2017-12-22 15:45:23 -05:00
Frederic Fortier 662af595cb BUG: fixed an issue with bad s3 dependency 2017-12-21 21:22:03 -05:00
Frederic Fortier 555b1d817e BUG: fixed deprecation issue 2017-12-21 01:27:06 -05:00
Frederic Fortier d289a1cba5 BUG: fixed issue retrying failed orders 2017-12-21 01:24:39 -05:00
Frederic Fortier 3b16bf7538 BLD: completed unit tests for validating bundles against OHLCV data on each exchange 2017-12-20 16:04:01 -05:00
Frederic Fortier 55262eeb46 BLD: working on bundle unit tests 2017-12-20 15:03:42 -05:00
Frederic Fortier 5d8d14640c Merge branch 'vonpupp-feature/doc_pipenv_install' into develop 2017-12-19 18:01:21 -05:00
Albert De La Fuente Vigliotti 99db2ca46d Specify python2 2017-12-19 18:24:43 -02:00