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6,057 Commits 16 Branches 39 Tags
0.5.4
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64 Commits

Author SHA1 Message Date
Victor Grau Serrat cf6c3bb76b BUG: switched benchmark from Poloniex to Bitfinex (#161) 2018-01-18 11:05:21 -07:00
Cam Sweeney 050fda1bdb MAINT: Convert dictionary .values() to list for python3 2018-01-11 10:36:44 -08:00
Frederic Fortier 141ee65c91 BLD: working on unit tests. 2018-01-09 01:08:57 -05:00
Frederic Fortier cd1f5ca97b BLD: housekeeping, reorganizing files into smaller packages 2017-12-28 17:49:15 -05:00
Victor Grau Serrat ce085e01ec MAINT: PEP8 compliance 2017-12-08 13:18:24 -07:00
fredfortier 8fb8b80a12 BLD: first rough test of CCXT in live trading 2017-11-30 23:15:10 -05:00
fredfortier 02dc4d6a30 BUG: made some live-trading adjustments related to issue #71 2017-11-21 13:56:05 -05:00
Victor Grau Serrat 1b84023c5d Merge branch 'concurrent-exchanges' into develop 2017-10-20 13:42:26 -06:00
Victor Grau Serrat 97f3329c1b centralizing LOG_LEVEL 2017-10-20 13:41:33 -06:00
Victor Grau Serrat 52e1de954f Resolving conflicts between branches 2017-10-20 12:15:58 -06:00
fredfortier f72074876d Misc small fixes 2017-10-20 13:17:02 -04:00
fredfortier 946d24bd7a Refactoring related to auto-ingestion 2017-10-19 23:23:37 -04:00
Victor Grau Serrat fb32e1ce5d Fixing DailyBarReader for volume to 0 instead of NaN 2017-10-17 23:16:49 -06:00
fredfortier 1a4dfe8abb Fixed date range issues and issues retrieving the benchmark data 2017-10-17 21:01:00 -04:00
Victor Grau Serrat ead6769ea2 retrieve benchmark from ExchangeBundle 2017-10-17 15:39:20 -06:00
Victor Grau Serrat e98d10c41b Fix floats for volume in data.history 2017-10-16 22:29:33 -06:00
fredfortier 874968bbbb Refactoring the exchange bundle for incremental loading 2017-10-05 18:06:17 -04:00
Victor Grau Serrat 8b141a0c28 Fix floats for volume in data.history 2017-10-03 09:11:59 -06:00
Victor Grau Serrat 3b681d197d Purge 5-min implementation 2017-09-28 11:03:47 -06:00
Victor Grau Serrat fef08d1433 Merge branch 'poloniex-exchange' into concurrent-exchanges 2017-09-26 10:53:56 -06:00
fredfortier 2f8768bb06 Merged Victor's hack for the minute writer precision 2017-09-21 16:36:10 -04:00
Victor Grau Serrat 1f56325895 fix price resolution in 1-minute data bundle: 8 decimal places 2017-09-20 23:37:55 -06:00
Victor Grau Serrat 7359cdc48f fix data.history error with tz-aware dataframe 2017-09-20 16:20:57 -06:00
Victor Grau Serrat a1bc174740 Wrapping up 1min data for Poloniex in backtesting 2017-09-20 15:11:18 -06:00
Victor Grau Serrat 3361b09ac2 Merge branch 'fractional-coins' into develop 2017-09-15 16:06:30 -06:00
fredfortier 5a345a3abb Documentation and cleanup from meeting with Victor 2017-09-15 18:00:15 -04:00
Victor Grau Serrat 01eefd67e0 ingestion switch to create_writers when ingesting locally 2017-09-15 10:51:04 -06:00
Victor Grau Serrat c3897cfa5a ENH: wrapping up asset min_trade_size for fractional coinsup to 1/100000000th of a coin 2017-09-14 15:22:51 -06:00
Victor Grau Serrat 48143d3212 WIP: Fixes 1/1000 price issue in history, and works with full coins. Requires matching-version 'catalyst ingest' 2017-09-13 17:22:11 -06:00
Victor Grau Serrat 01473e5146 Fixes 1000 scaling price issue 2017-08-28 13:15:31 -06:00
Victor Grau Serrat 16f9ab3ba5 Retrieve cryptobenchmark from bundle, instead of Polo 2017-08-28 12:20:54 -06:00
Victor Grau Serrat 3a44a3cc1f Date fix for treasury_data, starts 1990-01-02 2017-08-25 12:44:43 -06:00
Victor Grau Serrat b2e5b5f73d Dropbox -> AWS switch for Poloniex bundle 2017-08-24 12:55:33 -06:00
Victor Grau Serrat 753ca1db5a fix issue #27: create_writers=False except when bundling 2017-08-17 23:06:32 -06:00
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
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
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
Conner Fromknecht 722cb0011f Added uninitialized time import to fix uncached benchmark fetching 2017-07-07 02:23:19 -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 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