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0.1.dev7
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Author SHA1 Message Date
Victor Grau Serrat 20a98a32ca Merge branch 'rc-0.1.dev7' 0.1.dev7 2017-08-14 14:57:29 -04:00
Victor 13d405b2b2 Merge pull request #24 from rterbush/tz-localize 
Normalize timestamps before comparison.
 2017-08-14 14:42:19 -04:00
Victor Grau Serrat a01bcd538a fix issue #16 of empty files in /var/tmp; treasury data start 19990 2017-08-14 06:22:55 -04:00
Victor Grau Serrat 3c8f6958fd OPEN cal start=2015-03-01, minor fixes for rc-0.1.dev7 2017-08-09 12:49:53 +02:00
Victor Grau Serrat cafd79bd0f asset_filter fix, revert old bundle paths, BaseBundle exception fix 2017-08-08 21:13:59 +02:00
Victor de79d962b7 Updated README 2017-08-02 01:44:47 +02:00
Randy Terbush 5dd79609c6 Normalize timestamps before comparison. 2017-08-01 15:44:31 -06:00
Conner Fromknecht c494ac64ca WIP: Integration of generic bundle and five minute bars 2017-07-21 04:10:58 -07:00
Conner Fromknecht 0f6ee33495 Initial work on quandl bundle 2017-07-21 04:10:58 -07:00
Victor bee39da221 Update README.rst 2017-07-13 22:58:38 -04:00
Conner Fromknecht bfffdc681f Further documentation of BaseBundle class and UI improvements 2017-07-13 16:12:32 -07:00
Conner Fromknecht f0050f2e2f 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 64cd22b1c4 WIP: Generic Data Bundles 
* Split up inheritance structure of Bundle classes
 2017-07-13 16:12:32 -07:00
Conner Fromknecht 826ad061f6 WIP: Five Minute bars and FiveMinuteSimulationClock 2017-07-13 16:12:32 -07:00
Conner Fromknecht aeb6c01272 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 a245218e34 Merge pull request #4 from enigmampc/polo-curate-fixes 
Fixes formatting errors in catalyst/curate/poloniex.py
0.1.dev6 		2017-07-10 22:42:44 -07:00
Conner Fromknecht fe3a9870aa Indentation fixes 2017-07-10 20:11:45 -07:00
Conner Fromknecht 24229561f1 Fixes formatting errors in catalyst/curate/poloniex.py 2017-07-10 20:01:04 -07:00
Conner Fromknecht 722cb0011f Added uninitialized time import to fix uncached benchmark fetching 0.1.dev5 2017-07-07 02:23:19 -07:00
Conner Fromknecht f352a7104c Update README.rst 0.1.dev4 2017-07-06 15:16:00 -07:00
Conner Fromknecht 7c8924f3ad Removed use of global variables from example strategies 2017-07-06 15:11:05 -07:00
Conner Fromknecht c0d0bc33d2 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 d9762e8646 Update README.rst 2017-07-03 16:29:41 -07:00
Conner Fromknecht 19d372fd18 Update README.rst 2017-07-03 10:27:33 -07:00
Conner Fromknecht 4e333b4f34 Notes on default denomination, 1/10-th of full coin 2017-07-03 09:27:19 -07:00
Conner Fromknecht 821b067e75 Adjust examples plots to display price of full coin 2017-07-03 00:50:38 -07:00
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