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0.1.dev3
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Author SHA1 Message Date
Conner Fromknecht 7a34854422 Update README.rst 
Shell command for amending matplotlibrc, inspired by pyfolio
0.1.dev3 		2017-07-01 18:27:17 -07:00
Conner Fromknecht 39d90fa369 Updated example strategies 2017-07-01 18:27:17 -07:00
Conner Fromknecht ccbafd9db7 Update README.rst 2017-07-01 18:27:16 -07:00
Conner Fromknecht 3ea14af600 Convert Timestamp to UNIX time before fetching benchmark 2017-07-01 18:27:16 -07:00
Conner Fromknecht 59b7b1deb0 Expose poloniex data curation methods to load benchmark dynamically 2017-07-01 18:27:16 -07:00
Conner Fromknecht fa25e01b75 Update README.rst and examples 
Never stop hodling
 2017-07-01 18:27:16 -07:00
Conner Fromknecht 7311bf1681 Update README.rst 2017-07-01 18:27:16 -07:00
Conner Fromknecht 6536a478c6 Update README.rst 2017-07-01 18:27:16 -07:00
Conner Fromknecht ec276f60e3 Fixed bundle imports 2017-07-01 18:27:16 -07:00
Conner Fromknecht 38a4578f41 Update poloniex bundle URL 2017-07-01 18:27:16 -07:00
Conner Fromknecht 8f547acfae Changed package name to enigma-catalyst 2017-07-01 18:27:16 -07:00
Conner Fromknecht 639fb0f96f Remove get_calendar print 2017-07-01 18:27:16 -07:00
Conner Fromknecht 8fef0757d8 Updated examples 2017-07-01 18:27:16 -07:00
Conner Fromknecht 4b15df7806 Ingest poloniex data from remote tar 2017-07-01 18:27:15 -07:00
Conner Fromknecht bc9d60a8d7 Moved bundle download methods into catalyst/data/bundles/core 2017-07-01 18:27:15 -07:00
Conner Fromknecht 01a650f2a4 Improved Buy and Hodl example 2017-07-01 18:27:15 -07:00
Conner Fromknecht 4a977d8461 Update README.rst 2017-07-01 18:27:15 -07:00
Conner Fromknecht 2d26758fba General improvements 2017-07-01 18:26:57 -07:00
Conner Fromknecht db9ab0075b Initial BcolzFiveMinuteBarWriter/Reader 2017-06-23 18:49:19 -07:00
Conner Fromknecht b4b19a7555 USDT_BTC benchmark 
This commit:
 * Adds a crypto_benchmark that can create benchmarks for symbols found on POLO
 * Changes default trading calendars to OPEN
 * Properly computes daily bar data from five minute POLO bars
 * Allows trading of one hundredth of a coin, later we plan to integrate per the
   ratio of a full coin to its base denomination.
 2017-06-23 18:44:45 -07:00
Conner Fromknecht 9c03012aa4 Untold improvements 2017-06-22 20:50:07 -07:00
Conner Fromknecht 5fd860c79e Merge branch 'master' of https://github.com/enigmampc/catalyst 2017-06-21 11:43:52 -07:00
Conner Fromknecht cd2a9625ae Dual moving average for USDT_BTC 2017-06-21 11:41:11 -07:00
Conner Fromknecht 350c31229e Dual moving average for USDT_BTC 2017-06-21 10:59:20 -07:00
Conner Fromknecht 46aa5f0c02 Changed default bundle to poloniex and new crypto examples 2017-06-20 17:23:21 -07:00
Conner Fromknecht 7de0fb52b3 Working crypto data on NYSE calendar 2017-06-20 15:40:37 -07:00
Conner Fromknecht c4a7d21f8b NYSE -> OPEN calendar for (most) default calendars 
* Added extra bundle parameters for catalyst/poloniex bundles
 2017-06-20 14:18:15 -07:00
Victor Grau Serrat fdd7a5ab67 WIP: Poloniex bundle 2017-06-20 16:37:04 -04:00
Victor Grau Serrat 1ac38b254a WIP - curator: switch to requests, exception handling, dynamic currency list 2017-06-20 00:42:24 -04:00
Conner Fromknecht 7447b465ba Run curator 2017-06-19 14:43:10 -07:00
Conner Fromknecht 99efa7a9f3 Fixed catalyst tests except example tests 2017-06-19 14:43:10 -07:00
Guy Zyskind 30e0520693 pricing data 2017-06-19 14:43:10 -07:00
Conner Fromknecht fce97176d6 Changed zipline -> catalyst import paths 
* Updated cython build scripts
 * Updated setup.py to to install catalyst package
 * Updated momentum example to use catalyst package
 * catalyst executable now supports loading pipelines from multiple bundles
 2017-06-19 14:43:10 -07:00
Conner Fromknecht be2fe35583 Crypto integration + multiple pipeline bundles 2017-06-19 14:43:10 -07:00
Richard Frank 0840ea1bef DEV: Pin configparser version 
It's a recent (to zipline) requirement of flake8.
 2017-06-08 17:33:15 -04:00
Scott Sanderson 970428f133 Merge pull request #1834 from quantopian/multiple-output-factor-window-safe 
ENH: Match window_safe status of multi output factor with factor
 2017-06-08 08:36:26 -07:00
Scott Sanderson be4e1b975d TEST: Add test for window_safe propagation. 2017-06-08 10:59:56 -04:00
Ana Ruelas 02b72fe376 ENH: Match window_safe status of multi output factor with factor 2017-06-08 10:19:04 -04:00
swacad 246eed215f DOC: Add development guide .rst 2017-06-07 21:50:19 -04:00
Scott Sanderson 1e4a094fec Merge pull request #1833 from quantopian/labelarray-map 
Add support for relabeling classifiers.
 2017-06-07 17:57:18 -07:00
Scott Sanderson dd857aa4d7 MAINT: Make _sortable_sentinel a singleton. 2017-06-07 20:17:58 -04:00
Scott Sanderson 4cfbb12ab5 DOC: Fix typo in docstring. 2017-06-07 18:22:30 -04:00
Scott Sanderson 61feedbd16 TST: Add test for missing values in relabel. 2017-06-07 18:21:13 -04:00
Scott Sanderson 3b8a6b543e BUG: Fix NoneType comparisons in PY3. 2017-06-07 18:21:03 -04:00
Scott Sanderson 09cc54e08a ENH: Improve error message on bad return. 2017-06-07 17:07:19 -04:00
David Michalowicz 65cc403e5a Merge pull request #1822 from quantopian/var-and-cvar 
Add portfolio weights method to algorithms
 2017-06-07 16:35:04 -04:00
Andrew Daniels 18aa25efce Merge pull request #1619 from quantopian/end-date-default-int64-max 
MAINT: Define default end_date in assets.db as max int64, for clarity
 2017-06-07 15:55:27 -04:00
David Michalowicz 602a799a6b Fix weights calculation to use portfolio value as denominator 2017-06-07 15:46:45 -04:00
Scott Sanderson 709735de51 TEST: Test map returning None. 2017-06-07 15:28:15 -04:00
Scott Sanderson 3ed396b08c MAINT: s/NotImplementedError/TypeError. 2017-06-07 15:23:27 -04:00