722cb0011f
Added uninitialized time import to fix uncached benchmark fetching
2017-07-07 02:23:19 -07:00
f352a7104c
Update README.rst
2017-07-06 15:16:00 -07:00
7c8924f3ad
Removed use of global variables from example strategies
2017-07-06 15:11:05 -07:00
c0d0bc33d2
Converted OHLCV columns to use uint64. Default tick size now 1/1000th of a coin
2017-07-06 15:06:35 -07:00
d9762e8646
Update README.rst
2017-07-03 16:29:41 -07:00
19d372fd18
Update README.rst
2017-07-03 10:27:33 -07:00
4e333b4f34
Notes on default denomination, 1/10-th of full coin
2017-07-03 09:27:19 -07:00
821b067e75
Adjust examples plots to display price of full coin
2017-07-03 00:50:38 -07:00
7a34854422
Update README.rst
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Shell command for amending matplotlibrc, inspired by pyfolio
2017-07-01 18:27:17 -07:00
39d90fa369
Updated example strategies
2017-07-01 18:27:17 -07:00
ccbafd9db7
Update README.rst
2017-07-01 18:27:16 -07:00
3ea14af600
Convert Timestamp to UNIX time before fetching benchmark
2017-07-01 18:27:16 -07:00
59b7b1deb0
Expose poloniex data curation methods to load benchmark dynamically
2017-07-01 18:27:16 -07:00
fa25e01b75
Update README.rst and examples
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Never stop hodling
2017-07-01 18:27:16 -07:00
7311bf1681
Update README.rst
2017-07-01 18:27:16 -07:00
6536a478c6
Update README.rst
2017-07-01 18:27:16 -07:00
ec276f60e3
Fixed bundle imports
2017-07-01 18:27:16 -07:00
38a4578f41
Update poloniex bundle URL
2017-07-01 18:27:16 -07:00
8f547acfae
Changed package name to enigma-catalyst
2017-07-01 18:27:16 -07:00
639fb0f96f
Remove get_calendar print
2017-07-01 18:27:16 -07:00
8fef0757d8
Updated examples
2017-07-01 18:27:16 -07:00
4b15df7806
Ingest poloniex data from remote tar
2017-07-01 18:27:15 -07:00
bc9d60a8d7
Moved bundle download methods into catalyst/data/bundles/core
2017-07-01 18:27:15 -07:00
01a650f2a4
Improved Buy and Hodl example
2017-07-01 18:27:15 -07:00
4a977d8461
Update README.rst
2017-07-01 18:27:15 -07:00
2d26758fba
General improvements
2017-07-01 18:26:57 -07:00
db9ab0075b
Initial BcolzFiveMinuteBarWriter/Reader
2017-06-23 18:49:19 -07:00
b4b19a7555
USDT_BTC benchmark
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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
9c03012aa4
Untold improvements
2017-06-22 20:50:07 -07:00
5fd860c79e
Merge branch 'master' of https://github.com/enigmampc/catalyst
2017-06-21 11:43:52 -07:00
cd2a9625ae
Dual moving average for USDT_BTC
2017-06-21 11:41:11 -07:00
350c31229e
Dual moving average for USDT_BTC
2017-06-21 10:59:20 -07:00
46aa5f0c02
Changed default bundle to poloniex and new crypto examples
2017-06-20 17:23:21 -07:00
7de0fb52b3
Working crypto data on NYSE calendar
2017-06-20 15:40:37 -07:00
c4a7d21f8b
NYSE -> OPEN calendar for (most) default calendars
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* Added extra bundle parameters for catalyst/poloniex bundles
2017-06-20 14:18:15 -07:00
fdd7a5ab67
WIP: Poloniex bundle
2017-06-20 16:37:04 -04:00
1ac38b254a
WIP - curator: switch to requests, exception handling, dynamic currency list
2017-06-20 00:42:24 -04:00
7447b465ba
Run curator
2017-06-19 14:43:10 -07:00
99efa7a9f3
Fixed catalyst tests except example tests
2017-06-19 14:43:10 -07:00
30e0520693
pricing data
2017-06-19 14:43:10 -07:00
fce97176d6
Changed zipline -> catalyst import paths
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* 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
be2fe35583
Crypto integration + multiple pipeline bundles
2017-06-19 14:43:10 -07:00
0840ea1bef
DEV: Pin configparser version
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It's a recent (to zipline) requirement of flake8.
2017-06-08 17:33:15 -04:00
970428f133
Merge pull request #1834 from quantopian/multiple-output-factor-window-safe
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ENH: Match window_safe status of multi output factor with factor
2017-06-08 08:36:26 -07:00
be4e1b975d
TEST: Add test for window_safe propagation.
2017-06-08 10:59:56 -04:00
02b72fe376
ENH: Match window_safe status of multi output factor with factor
2017-06-08 10:19:04 -04:00
246eed215f
DOC: Add development guide .rst
2017-06-07 21:50:19 -04:00
1e4a094fec
Merge pull request #1833 from quantopian/labelarray-map
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Add support for relabeling classifiers.
2017-06-07 17:57:18 -07:00
dd857aa4d7
MAINT: Make _sortable_sentinel a singleton.
2017-06-07 20:17:58 -04:00
4cfbb12ab5
DOC: Fix typo in docstring.
2017-06-07 18:22:30 -04:00
Conner Fromknecht