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 |
|