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