Commit Graph

41 Commits

Author SHA1 Message Date
Frederic Fortier 869ef8ec87 BLD: refinements to positions synchronization in live mode 2017-12-25 06:54:06 -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 b93f9c10d3 BLD: unit tests for historical data 2017-12-15 18:59:13 -05:00
Frederic Fortier f2e4637f29 BUG: trying to mitigate a date adjustment issue which occurs sometimes sometimes in live trading especially with Bitrrex at certain frequencies. 2017-12-12 13:34:18 -05:00
fredfortier e41eca0d8a BUG: fixed some issues with capital_base 2017-12-08 20:29:55 -05:00
Victor Grau Serrat ce085e01ec MAINT: PEP8 compliance 2017-12-08 13:18:24 -07:00
fredfortier dcdf4f77db BLD: making some adjustment to the blotter to improve paper trading 2017-12-05 22:08:30 -05:00
fredfortier 5660247da2 BLD: tested all public APIs with CCXT 2017-11-30 17:08:13 -05:00
fredfortier ba46015bae BLD: completed implementation of issue #65, support for custom exchange data 2017-11-27 17:16:44 -05:00
fredfortier 0d366a350d BUG: fixed #75, adjusted the ruturn value of run_algorithm to support minute stats. 2017-11-20 21:53:48 -05:00
fredfortier 631cbcd352 BLD: Working on the sample algo for intro videos. Made auto-ingestion configurable. 2017-11-09 19:56:57 -05:00
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 3a823ea457 Python3 adjustments 2017-10-24 15:47:15 -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
fredfortier 48f6300e08 Optimized imports 2017-10-20 23:18:15 -04:00
Victor Grau Serrat 8a6d0d7ca0 Catch NoData on Exchange + formatting of errors 2017-10-18 21:25:27 -06:00
fredfortier b785c10036 Fixed misc issues with the bundle refactoring 2017-10-18 16:41:29 -04:00
fredfortier 74fd4a6a0f Trying to fix an issue with merging new candles in get_history() 2017-10-18 00:04:55 -04:00
fredfortier 1a4dfe8abb Fixed date range issues and issues retrieving the benchmark data 2017-10-17 21:01:00 -04:00
fredfortier 1263fdd995 Testing related adjustments 2017-10-16 15:38:07 -04:00
fredfortier c52653c84e Tested ingestion of minute data with a single market 2017-10-13 21:00:47 -04:00
Victor Grau Serrat 1a87d5a0c0 Making errors more verbose and user-friendly 2017-10-12 09:15:45 -06:00
Victor Grau Serrat 1dcfd169fa FIX: Raising Exceptions without traceback 2017-10-11 23:40:06 -06:00
Victor Grau Serrat 1c7fd19652 FIX: Raising Exceptions without traceback 2017-10-11 23:33:12 -06:00
Victor Grau Serrat c67cbedfbf FIX: Raising Exceptions without traceback 2017-10-11 23:31:08 -06:00
fredfortier 4895bef392 Bug fixes and housekeeping from ingestion testing 2017-10-12 00:51:18 -04:00
fredfortier 3f9b44f3e4 Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges 2017-10-11 22:05:37 -04:00
fredfortier c24918e2c8 Bug fixes 2017-10-11 22:05:29 -04:00
Victor Grau Serrat 01aeb88e8f Raising Exceptions without traceback 2017-10-11 17:05:27 -06:00
Victor Grau Serrat 3362dbf95c WIP: Poloniex exchange - placing orders, executing transactions 2017-09-27 14:31:15 -06:00
fredfortier bc65c10fc6 Implemented and tested the history() method in backtest mode. 2017-09-22 23:17:38 -04:00
fredfortier 3b655d466e Unit tested exchange loader extension and backtest data portal refactoring 2017-09-20 05:11:54 -04:00
fredfortier 7e280aeb5c Working on multiple exchanges and a sample algo for arbitrage 2017-09-10 20:20:34 -04:00
fredfortier 36881b03e2 Working on multi-exchange implementation (not fully tested) 2017-09-07 23:54:11 -04:00
fredfortier d03ce37f6e Poloshing unit tests and finalizing Bittrex implementation 2017-08-30 08:51:31 -04:00
fredfortier c47e88c26f More unit testing and refactoring related to the Bittrex addition 2017-08-29 16:05:38 -04:00
fredfortier f4db9f7b1e Working on Bittrex implementation and unit tests 2017-08-28 22:50:46 -04:00
fredfortier 753881bade Bug fixes and polishing stats 2017-08-28 22:00:31 -04:00
fredfortier 1be39f97a1 Refactoring to optimize multiple exchanges 2017-08-28 16:19:03 -04:00
fredfortier b4755111a9 Extended Asset to create TradingPair allowing us to store leverage value 2017-08-28 11:25:01 -04:00
fredfortier b8d442cf89 Creating a clean branch for live trading 2017-08-27 15:19:13 -04:00