Commit Graph

5170 Commits

Author SHA1 Message Date
Frederic Fortier fade9758a8 Trying to run a live algo 2017-08-15 01:37:35 -04:00
Frederic Fortier 270175b6c4 Housekeeping 2017-08-14 20:12:01 -04:00
Frederic Fortier 4f1927bc34 Polishing live trading components 2017-08-14 18:37:40 -04:00
Frederic Fortier 05ae879c4f Got trading algorithm and related pieces 2017-08-14 18:37:40 -04:00
Frederic Fortier fcff8c7438 Implemented order operations 2017-08-14 18:37:40 -04:00
Frederic Fortier 383370f9d8 Code documentation and cleanup 2017-08-14 18:37:40 -04:00
Frederic Fortier 0b16cce71e Adding the first exchange (Bitfinex) and unit testing 2017-08-14 18:37:40 -04:00
Victor Grau Serrat 43e669d838 Merge branch 'rc-0.1.dev7' 2017-08-14 14:57:29 -04:00
Victor 92139dd500 Merge pull request #24 from rterbush/tz-localize
Normalize timestamps before comparison.
2017-08-14 14:42:19 -04:00
Victor Grau Serrat e22b2df45f fix issue #16 of empty files in /var/tmp; treasury data start 19990 2017-08-14 06:22:55 -04:00
Victor Grau Serrat 00f2063e21 OPEN cal start=2015-03-01, minor fixes for rc-0.1.dev7 2017-08-09 12:49:53 +02:00
Victor Grau Serrat 1f272f9ff8 asset_filter fix, revert old bundle paths, BaseBundle exception fix 2017-08-08 21:13:59 +02:00
Victor 10169734d2 Updated README 2017-08-02 01:44:47 +02:00
Randy Terbush 141e414466 Normalize timestamps before comparison. 2017-08-01 15:44:31 -06:00
Conner Fromknecht 3df274431e WIP: Integration of generic bundle and five minute bars 2017-07-21 04:10:58 -07:00
Conner Fromknecht e28459b19f Initial work on quandl bundle 2017-07-21 04:10:58 -07:00
Victor 7cf06909ce Update README.rst 2017-07-13 22:58:38 -04:00
Conner Fromknecht de8777d1c8 Further documentation of BaseBundle class and UI improvements 2017-07-13 16:12:32 -07:00
Conner Fromknecht 24141964bf CLI UI improvements
* Customzed progressbar format and display information
 * Added new bar to BaseBundle and DailyBarWriter
2017-07-13 16:12:32 -07:00
Conner Fromknecht cabea94973 WIP: Generic Data Bundles
* Split up inheritance structure of Bundle classes
2017-07-13 16:12:32 -07:00
Conner Fromknecht e8e2346c60 WIP: Five Minute bars and FiveMinuteSimulationClock 2017-07-13 16:12:32 -07:00
Conner Fromknecht 6e47f704b4 WIP: abstract bundle class for generalizing data curation
Started PoloniexBundle to adapt current ingestion logic to new structure
2017-07-13 16:12:32 -07:00
Guy Zyskind dd97526489 Merge pull request #4 from enigmampc/polo-curate-fixes
Fixes formatting errors in catalyst/curate/poloniex.py
2017-07-10 22:42:44 -07:00
Conner Fromknecht 6b4209e038 Indentation fixes 2017-07-10 20:11:45 -07:00
Conner Fromknecht 6f79f8b9b8 Fixes formatting errors in catalyst/curate/poloniex.py 2017-07-10 20:01:04 -07:00
Conner Fromknecht 22ad375a52 Added uninitialized time import to fix uncached benchmark fetching 2017-07-07 02:23:19 -07:00
Conner Fromknecht 07fb239d11 Update README.rst 2017-07-06 15:16:00 -07:00
Conner Fromknecht c4e53a7ceb Removed use of global variables from example strategies 2017-07-06 15:11:05 -07:00
Conner Fromknecht c4bbbb4732 Converted OHLCV columns to use uint64. Default tick size now 1/1000th of a coin 2017-07-06 15:06:35 -07:00
Conner Fromknecht 7576979003 Update README.rst 2017-07-03 16:29:41 -07:00
Conner Fromknecht ac70fb97d2 Update README.rst 2017-07-03 10:27:33 -07:00
Conner Fromknecht 52f68fbea6 Notes on default denomination, 1/10-th of full coin 2017-07-03 09:27:19 -07:00
Conner Fromknecht cbaccda564 Adjust examples plots to display price of full coin 2017-07-03 00:50:38 -07:00
Conner Fromknecht 0a0c96ba0c Update README.rst
Shell command for amending matplotlibrc, inspired by pyfolio
2017-07-01 18:27:17 -07:00
Conner Fromknecht 671f6febfe Updated example strategies 2017-07-01 18:27:17 -07:00
Conner Fromknecht b4e0c6d2bb Update README.rst 2017-07-01 18:27:16 -07:00
Conner Fromknecht e3b7601f37 Convert Timestamp to UNIX time before fetching benchmark 2017-07-01 18:27:16 -07:00
Conner Fromknecht d2d297d348 Expose poloniex data curation methods to load benchmark dynamically 2017-07-01 18:27:16 -07:00
Conner Fromknecht 8134b96ac3 Update README.rst and examples
Never stop hodling
2017-07-01 18:27:16 -07:00
Conner Fromknecht 4a62f5f366 Update README.rst 2017-07-01 18:27:16 -07:00
Conner Fromknecht 0989919044 Update README.rst 2017-07-01 18:27:16 -07:00
Conner Fromknecht 21dcbccbe3 Fixed bundle imports 2017-07-01 18:27:16 -07:00
Conner Fromknecht cd8af67068 Update poloniex bundle URL 2017-07-01 18:27:16 -07:00
Conner Fromknecht fb2afaff36 Changed package name to enigma-catalyst 2017-07-01 18:27:16 -07:00
Conner Fromknecht 5ab98dbfd9 Remove get_calendar print 2017-07-01 18:27:16 -07:00
Conner Fromknecht b55458f9c5 Updated examples 2017-07-01 18:27:16 -07:00
Conner Fromknecht 06e672a75e Ingest poloniex data from remote tar 2017-07-01 18:27:15 -07:00
Conner Fromknecht 84afcf68ef Moved bundle download methods into catalyst/data/bundles/core 2017-07-01 18:27:15 -07:00
Conner Fromknecht 4667f31b20 Improved Buy and Hodl example 2017-07-01 18:27:15 -07:00
Conner Fromknecht 18228dcd8e Update README.rst 2017-07-01 18:27:15 -07:00