 Victor Grau Serrat
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c67cbedfbf
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FIX: Raising Exceptions without traceback
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2017-10-11 23:31:08 -06:00 |
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Victor Grau Serrat
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01aeb88e8f
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Raising Exceptions without traceback
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2017-10-11 17:05:27 -06:00 |
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fredfortier
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c33bab673f
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Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges
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2017-10-11 00:13:34 -04:00 |
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fredfortier
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d3e33c44bf
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Reading data from bundles first and other fixes
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2017-10-11 00:13:22 -04:00 |
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Victor Grau Serrat
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de409efd3e
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API uses Catalyst naming convention
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2017-10-10 14:22:49 -06:00 |
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fredfortier
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83af12c52c
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Added exchange get_history method which merge historical bars from the Catalyst and exchange APIs
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2017-10-09 16:23:02 -04:00 |
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fredfortier
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8811aa669a
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Naive integration with the consolidated exchanges api (minor fix)
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2017-10-09 14:52:59 -04:00 |
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fredfortier
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4f80ebee57
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Naive integration with the consolidated exchanges api
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2017-10-09 14:50:51 -04:00 |
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fredfortier
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403be97143
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Integrating with history api
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2017-10-08 02:27:13 -04:00 |
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fredfortier
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16cdc196b0
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Minor fixes after merging
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2017-10-08 01:18:40 -04:00 |
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fredfortier
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1d79e88312
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Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges
# Conflicts:
# catalyst/exchange/bundle_utils.py
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2017-10-08 01:15:47 -04:00 |
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fredfortier
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3335ae0ea9
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Refactored the data portal to use the exchange bundles
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2017-10-08 01:13:47 -04:00 |
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Victor Grau Serrat
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a1cf00e6fe
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updated symbols.json for 3 exchanges: end_daily, end_minute
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2017-10-06 21:03:31 -06:00 |
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fredfortier
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0cc9d839d0
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Optimize the existing data filter to filter by asset.
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2017-10-06 15:13:40 -04:00 |
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fredfortier
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a004a01cdb
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Skipping data chunks if they already exist (fix)
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2017-10-06 14:33:05 -04:00 |
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fredfortier
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04fc7855d5
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Skipping data chunks if they already exist
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2017-10-06 14:29:25 -04:00 |
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fredfortier
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50f075792c
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Tested ingestion after refactoring
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2017-10-05 21:03:39 -04:00 |
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Victor Grau Serrat
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14f8c25c89
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get_history against AWS API
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2017-10-05 17:28:19 -06:00 |
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fredfortier
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874968bbbb
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Refactoring the exchange bundle for incremental loading
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2017-10-05 18:06:17 -04:00 |
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fredfortier
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751608c8ab
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Mocking Victor's history API service
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2017-10-04 22:35:07 -04:00 |
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Victor Grau Serrat
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e11ecf9d78
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Added 'live' mode to CLI instead of option to 'run'
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2017-09-29 13:38:58 -06:00 |
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Victor Grau Serrat
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b45339692f
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poloniex autogeneration of symbols.json with optional sourcing of start_date
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2017-09-28 16:14:27 -06:00 |
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Victor Grau Serrat
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336f062794
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poloniex autogeneration of symbols.json with cached start_date
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2017-09-28 14:42:47 -06:00 |
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Victor Grau Serrat
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6d8b8307a1
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bitfinex autogeneration of symbols.json with optional sourcing of start_date
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2017-09-28 14:14:34 -06:00 |
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Victor Grau Serrat
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3b681d197d
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Purge 5-min implementation
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2017-09-28 11:03:47 -06:00 |
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Victor Grau Serrat
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15fa98420d
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Catching bitfinex Error: No JSON object could be decoded
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2017-09-28 09:14:22 -06:00 |
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fredfortier
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9dfefec13c
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Merge branch 'concurrent-exchanges' of github.com:enigmampc/catalyst into concurrent-exchanges
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2017-09-27 17:31:44 -04:00 |
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fredfortier
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6bfe0eecd2
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Remove some 5-minute data and added example of extension.py.
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2017-09-27 17:27:40 -04:00 |
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Victor Grau Serrat
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3362dbf95c
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WIP: Poloniex exchange - placing orders, executing transactions
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2017-09-27 14:31:15 -06:00 |
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Victor Grau Serrat
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1d0faf693d
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WIP: Poloniex exchange - create order
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2017-09-26 15:36:14 -06:00 |
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Victor Grau Serrat
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87ecf6114d
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adding min_trade_size in TradingPair
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2017-09-26 13:32:23 -06:00 |
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Victor Grau Serrat
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2c2c861a8f
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WIP: Poloniex exchange - fix for multiple exchanges
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2017-09-26 11:40:25 -06:00 |
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Victor Grau Serrat
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fef08d1433
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Merge branch 'poloniex-exchange' into concurrent-exchanges
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2017-09-26 10:53:56 -06:00 |
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Victor Grau Serrat
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cf20f78e55
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WIP: Poloniex exchange - balances, candles & cancel
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2017-09-25 22:01:04 -06:00 |
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Victor Grau Serrat
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5d1bdee4a6
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WIP: Poloniex exchange - generating symbols.json
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2017-09-25 14:35:58 -06:00 |
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Victor Grau Serrat
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f60abcd636
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WIP: Poloniex exchange class
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2017-09-25 11:28:06 -06:00 |
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fredfortier
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4798fc75fb
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Housekeeping and documentation
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2017-09-25 12:18:22 -04:00 |
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fredfortier
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d6996b1e93
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Refinements and documentation.
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2017-09-23 04:49:13 -04:00 |
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fredfortier
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bc65c10fc6
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Implemented and tested the history() method in backtest mode.
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2017-09-22 23:17:38 -04:00 |
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Victor Grau Serrat
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27f20a090a
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matplotlib imports inside init live_graph_clock (2)
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2017-09-22 12:03:17 -06:00 |
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Victor Grau Serrat
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75c2753b98
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matplotlib imports inside init live_graph_clock
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2017-09-22 11:59:57 -06:00 |
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Victor Grau Serrat
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a6b873508b
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Merge branch 'aws-symbols-json' into develop
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2017-09-22 10:57:58 -06:00 |
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Victor Grau Serrat
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daf3c4d285
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Autogeneration of symbols.json for bittrex
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2017-09-22 10:55:49 -06:00 |
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Victor Grau Serrat
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8cabb33372
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Autogeneration of symbols.json for bitfinex
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2017-09-22 09:54:51 -06:00 |
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fredfortier
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ddecd6bb48
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First working version with the backtest and live modes executing the same algorithm.
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2017-09-21 19:05:16 -04:00 |
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fredfortier
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2f8768bb06
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Merged Victor's hack for the minute writer precision
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2017-09-21 16:36:10 -04:00 |
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Victor Grau Serrat
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df8ba90236
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{exchange}/symbols.json moved to AWS
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2017-09-21 12:43:29 -06:00 |
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Victor Grau Serrat
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6baf4c2122
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Merge branch 'master' into develop
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2017-09-20 23:40:04 -06:00 |
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Victor Grau Serrat
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1f56325895
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fix price resolution in 1-minute data bundle: 8 decimal places
0.2.dev4
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2017-09-20 23:37:55 -06:00 |
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fredfortier
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7335810cc2
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Defined the same commission model as with equities for now. We need to fix the data precision in the bundles.
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2017-09-21 01:17:10 -04:00 |
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