 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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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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fredfortier
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10a5b5412e
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Testing the same algo in live and backtest mode. Most of it works well. We need a commission model for the TradingPair currency type.
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2017-09-20 23:48:57 -04:00 |
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fredfortier
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4e2d092123
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Trying to fix an issue with periodical bars
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2017-09-20 18:00:08 -04:00 |
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fredfortier
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3b655d466e
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Unit tested exchange loader extension and backtest data portal refactoring
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2017-09-20 05:11:54 -04:00 |
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fredfortier
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68546a0d8d
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Experimenting with simpler bundle and data portal approach (works in unit testing)
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2017-09-19 03:49:34 -04:00 |
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fredfortier
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b70ff3a740
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Bug fixes and working on unit tests for the data portal
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2017-09-18 22:19:27 -04:00 |
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fredfortier
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18bfaff7c9
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Trying to stabilize refactoring an last few commits (still unstable)
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2017-09-18 15:37:10 -04:00 |
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fredfortier
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555b7e95b5
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Working on adjusted the DataPortal class (unstable)
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2017-09-18 14:51:01 -04:00 |
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fredfortier
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1d6336afda
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Splitting the exchange_algorithm class to allow access to the symbol() method in backtesting mode
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2017-09-18 14:48:24 -04:00 |
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fredfortier
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394777217d
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Splitting the exchange_algorithm class to allow access to the symbol() method in backtesting mode
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2017-09-18 13:56:30 -04:00 |
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fredfortier
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5a345a3abb
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Documentation and cleanup from meeting with Victor
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2017-09-15 18:00:15 -04:00 |
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fredfortier
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ff0dc5cff9
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Polishing the sample arbitrage algo
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2017-09-12 14:25:04 -04:00 |
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fredfortier
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41d9bbca1b
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Adjustments to the sample arbitrage algo
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2017-09-11 18:20:28 -04:00 |
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fredfortier
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3e2a8dd78b
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Adjustments to the sample arbitrage algo
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2017-09-11 18:03:58 -04:00 |
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fredfortier
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7e280aeb5c
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Working on multiple exchanges and a sample algo for arbitrage
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2017-09-10 20:20:34 -04:00 |
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fredfortier
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36881b03e2
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Working on multi-exchange implementation (not fully tested)
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2017-09-07 23:54:11 -04:00 |
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fredfortier
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8850657f26
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Fixed path issue with obsolete branch
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2017-09-07 14:26:55 -04:00 |
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fredfortier
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6e6c62533b
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Fixes to the graph timeline axis
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2017-09-05 11:15:34 -04:00 |
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fredfortier
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6a98a937dd
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Minor fix in the graph logic
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2017-09-05 01:15:40 -04:00 |
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fredfortier
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c4900af088
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Minor fix in the graph logic
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2017-09-05 00:58:11 -04:00 |
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fredfortier
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6e3017010f
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Added the initial version of a live graph
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2017-09-05 00:51:38 -04:00 |
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fredfortier
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7247b761d5
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Fixed an issue with failed orders
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2017-09-04 11:33:21 -04:00 |
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fredfortier
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a58e3522a9
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Improved handling of insufficient funds on bittrex
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2017-09-04 11:30:32 -04:00 |
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fredfortier
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ad95369028
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Improved handling of insufficient funds on bittrex
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2017-09-04 11:23:40 -04:00 |
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Victor Grau Serrat
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4f4f6c050b
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Merge branch 'exchange-trading' into develop
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2017-09-03 11:44:15 -06:00 |
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fredfortier
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fdd6b62963
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Removing run_algorithm() from examples
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2017-09-03 13:25:47 -04:00 |
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fredfortier
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bcb5fd2b14
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Optimizing algorithm initialization
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2017-09-03 13:05:18 -04:00 |
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Victor Grau Serrat
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c5e1945558
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fix command line run for exchange-trading
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2017-09-01 22:35:24 -06:00 |
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fredfortier
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11144d83b8
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Fixed issue with defining the exchange in run_algo
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2017-09-01 11:34:38 -04:00 |
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Victor Grau Serrat
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85c2e9db4f
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Merge branch 'exchange-trading' of github.com:enigmampc/catalyst into exchange-trading
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2017-09-01 09:28:48 -06:00 |
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Victor Grau Serrat
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817cb07bee
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minor fix reference-currency -> base-currency
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2017-09-01 09:24:34 -06:00 |
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fredfortier
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8054d1d520
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Fixed issue with spot price on Bittrex
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2017-09-01 11:17:43 -04:00 |
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fredfortier
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c1d7022846
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Fixed issue with Bittrex order
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2017-09-01 10:39:49 -04:00 |
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fredfortier
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8f3c440bac
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Created wiki documentation
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2017-08-31 14:14:54 -04:00 |
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fredfortier
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a785607d8f
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Fixed a bug with sell orders and added documentation
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2017-08-31 13:15:43 -04:00 |
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fredfortier
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6e166383ed
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Fixed bug with order execution
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2017-08-31 12:47:09 -04:00 |
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fredfortier
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1696c39912
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Bug fix in symbol loader
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2017-08-31 12:34:08 -04:00 |
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fredfortier
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d79fdca561
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Bug fix in symbol loader
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2017-08-31 12:22:04 -04:00 |
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fredfortier
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8b6a48633d
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Poloshing unit tests and finalizing Bittrex implementation
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2017-08-30 17:09:13 -04:00 |
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fredfortier
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d03ce37f6e
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Poloshing unit tests and finalizing Bittrex implementation
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2017-08-30 08:51:31 -04:00 |
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fredfortier
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c47e88c26f
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More unit testing and refactoring related to the Bittrex addition
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2017-08-29 16:05:38 -04:00 |
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fredfortier
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f4db9f7b1e
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Working on Bittrex implementation and unit tests
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2017-08-28 22:50:46 -04:00 |
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fredfortier
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753881bade
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Bug fixes and polishing stats
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2017-08-28 22:00:31 -04:00 |
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fredfortier
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1be39f97a1
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Refactoring to optimize multiple exchanges
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2017-08-28 16:19:03 -04:00 |
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Victor Grau Serrat
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01473e5146
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Fixes 1000 scaling price issue
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2017-08-28 13:15:31 -06:00 |
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Victor Grau Serrat
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16f9ab3ba5
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Retrieve cryptobenchmark from bundle, instead of Polo
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2017-08-28 12:20:54 -06:00 |
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fredfortier
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b4755111a9
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Extended Asset to create TradingPair allowing us to store leverage value
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2017-08-28 11:25:01 -04:00 |
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fredfortier
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cf54806843
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Extended Asset to create TradingPair allowing us to store leverage value
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2017-08-28 10:25:46 -04:00 |
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