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10 changed files with 99 additions and 34 deletions
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@@ -5,6 +5,7 @@
|version tag| |version tag|
|version status| |version status|
|forum|
|discord| |discord|
|twitter| |twitter|
@@ -22,9 +23,11 @@ visit `enigma.co <https://www.enigma.co>`_ to learn more about Catalyst.
Catalyst builds on top of the well-established Catalyst builds on top of the well-established
`Zipline <https://github.com/quantopian/zipline>`_ project. We did our best to `Zipline <https://github.com/quantopian/zipline>`_ project. We did our best to
minimize structural changes to the general API to maximize compatibility with minimize structural changes to the general API to maximize compatibility with
existing trading algorithms, developer knowledge, and tutorials. Join us on existing trading algorithms, developer knowledge, and tutorials. Join us on the
`Discord <https://discord.gg/SJK32GY>`_ where we have a *#catalyst_dev* channel `Catalyst Forum <https://catalyst.enigma.co/>`_ for questions around Catalyst,
for questions around Catalyst, algorithmic trading and technical support. algorithmic trading and technical support. We also have a
`Discord <https://discord.gg/SJK32GY>`_ group with the *#catalyst_dev* and
*#catalyst_setup* dedicated channels.
Overview Overview
======== ========
@@ -60,6 +63,9 @@ Go to our `Documentation Website <https://enigmampc.github.io/catalyst/>`_.
.. |version status| image:: https://img.shields.io/pypi/pyversions/enigma-catalyst.svg .. |version status| image:: https://img.shields.io/pypi/pyversions/enigma-catalyst.svg
:target: https://pypi.python.org/pypi/enigma-catalyst :target: https://pypi.python.org/pypi/enigma-catalyst
.. |forum| image:: https://img.shields.io/badge/forum-join-green.svg
:target: https://catalyst.enigma.co/
.. |discord| image:: https://img.shields.io/badge/discord-join%20chat-green.svg .. |discord| image:: https://img.shields.io/badge/discord-join%20chat-green.svg
:target: https://discordapp.com/invite/SJK32GY :target: https://discordapp.com/invite/SJK32GY
+8 -3
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@@ -630,23 +630,28 @@ cdef class TradingPair(Asset):
and whose second element is a tuple of all the attributes that should and whose second element is a tuple of all the attributes that should
be serialized/deserialized during pickling. be serialized/deserialized during pickling.
""" """
#TODO: make sure that all fields set there # added arguments for catalyst
return (self.__class__, (self.symbol, return (self.__class__, (self.symbol,
self.exchange, self.exchange,
self.start_date, self.start_date,
self.asset_name, self.asset_name,
self.sid, self.sid,
self.leverage, self.leverage,
self.end_daily,
self.end_minute,
self.end_date, self.end_date,
self.exchange_symbol,
self.first_traded, self.first_traded,
self.auto_close_date, self.auto_close_date,
self.exchange_full, self.exchange_full,
self.min_trade_size, self.min_trade_size,
self.max_trade_size, self.max_trade_size,
self.maker,
self.taker,
self.lot, self.lot,
self.decimals, self.decimals,
self.taker, self.trading_state,
self.maker)) self.data_source))
def make_asset_array(int size, Asset asset): def make_asset_array(int size, Asset asset):
cdef np.ndarray out = np.empty([size], dtype=object) cdef np.ndarray out = np.empty([size], dtype=object)
+19 -4
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@@ -1,4 +1,5 @@
import abc import abc
import datetime
import numpy as np import numpy as np
import pandas as pd import pandas as pd
@@ -300,20 +301,34 @@ class DataPortalExchangeBacktest(DataPortalExchangeBase):
) )
adj_bar_count = candle_size * bar_count adj_bar_count = candle_size * bar_count
if data_frequency == 'minute' and adj_data_frequency == 'daily': if data_frequency == "minute":
end_dt = end_dt.floor('1D') # for minute frequency always request data until the
# current minute (do not include the current minute)
last_dt_for_series = end_dt - datetime.timedelta(minutes=1)
# read the minute bundles for daily frequency to
# support last partial candle
# TODO: optimize this by applying this logic only for the last day
if adj_data_frequency == 'daily':
adj_data_frequency = 'minute'
adj_bar_count = adj_bar_count * 1440
else: # data_frequency == "daily":
last_dt_for_series = end_dt
series = bundle.get_history_window_series_and_load( series = bundle.get_history_window_series_and_load(
assets=assets, assets=assets,
end_dt=end_dt, end_dt=last_dt_for_series,
bar_count=adj_bar_count, bar_count=adj_bar_count,
field=field, field=field,
data_frequency=adj_data_frequency, data_frequency=adj_data_frequency,
algo_end_dt=self._last_available_session, algo_end_dt=self._last_available_session,
) )
start_dt = get_start_dt(end_dt, adj_bar_count, adj_data_frequency) start_dt = get_start_dt(last_dt_for_series, adj_bar_count,
adj_data_frequency, False)
df = resample_history_df(pd.DataFrame(series), freq, field, start_dt) df = resample_history_df(pd.DataFrame(series), freq, field, start_dt)
return df return df
def get_exchange_spot_value(self, def get_exchange_spot_value(self,
@@ -1 +1 @@
0x39a54f480d922a58c963de8091a6c9afc69db2cf 0xf0ee6b27b759c9893ce4f094b49ad28fd15a23e4
@@ -1 +1 @@
0xa2b37c6cd52f60fd4eb46ca59fafcf22d081aebc 0xa64927358a82254be92eb1f1cb01de68d1787004
+28 -17
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@@ -20,7 +20,6 @@ from requests_toolbelt.multipart.decoder import \
from catalyst.constants import ( from catalyst.constants import (
LOG_LEVEL, AUTH_SERVER, ETH_REMOTE_NODE, MARKETPLACE_CONTRACT, LOG_LEVEL, AUTH_SERVER, ETH_REMOTE_NODE, MARKETPLACE_CONTRACT,
MARKETPLACE_CONTRACT_ABI, ENIGMA_CONTRACT, ENIGMA_CONTRACT_ABI) MARKETPLACE_CONTRACT_ABI, ENIGMA_CONTRACT, ENIGMA_CONTRACT_ABI)
from catalyst.utils.cli import maybe_show_progress
from catalyst.exchange.utils.stats_utils import set_print_settings from catalyst.exchange.utils.stats_utils import set_print_settings
from catalyst.marketplace.marketplace_errors import ( from catalyst.marketplace.marketplace_errors import (
MarketplacePubAddressEmpty, MarketplaceDatasetNotFound, MarketplacePubAddressEmpty, MarketplaceDatasetNotFound,
@@ -70,7 +69,10 @@ class Marketplace:
contract_url.info().get_content_charset()).strip()) contract_url.info().get_content_charset()).strip())
abi_url = urllib.urlopen(MARKETPLACE_CONTRACT_ABI) abi_url = urllib.urlopen(MARKETPLACE_CONTRACT_ABI)
abi = json.load(abi_url) abi_url = abi_url.read().decode(
abi_url.info().get_content_charset())
abi = json.loads(abi_url)
self.mkt_contract = self.web3.eth.contract( self.mkt_contract = self.web3.eth.contract(
self.mkt_contract_address, self.mkt_contract_address,
@@ -84,7 +86,10 @@ class Marketplace:
contract_url.info().get_content_charset()).strip()) contract_url.info().get_content_charset()).strip())
abi_url = urllib.urlopen(ENIGMA_CONTRACT_ABI) abi_url = urllib.urlopen(ENIGMA_CONTRACT_ABI)
abi = json.load(abi_url) abi_url = abi_url.read().decode(
abi_url.info().get_content_charset())
abi = json.loads(abi_url)
self.eng_contract = self.web3.eth.contract( self.eng_contract = self.web3.eth.contract(
self.eng_contract_address, self.eng_contract_address,
@@ -518,7 +523,7 @@ class Marketplace:
# iter(decoder.parts), # iter(decoder.parts),
# True, # True,
# label='Processing files') as part: # label='Processing files') as part:
counter = 0 counter = 1
for part in decoder.parts: for part in decoder.parts:
log.info("Processing file {} of {}".format( log.info("Processing file {} of {}".format(
counter, len(decoder.parts))) counter, len(decoder.parts)))
@@ -638,7 +643,7 @@ class Marketplace:
def register(self): def register(self):
while True: while True:
desc = input('Enter the name of the dataset to register: ') desc = input('Enter the name of the dataset to register: ')
dataset = desc.lower() dataset = desc.lower().strip()
provider_info = self.mkt_contract.functions.getDataProviderInfo( provider_info = self.mkt_contract.functions.getDataProviderInfo(
Web3.toHex(dataset) Web3.toHex(dataset)
).call() ).call()
@@ -778,26 +783,32 @@ class Marketplace:
else: else:
key, secret = get_key_secret(provider_info[0], match['wallet']) key, secret = get_key_secret(provider_info[0], match['wallet'])
headers = get_signed_headers(dataset, key, secret)
filenames = glob.glob(os.path.join(datadir, '*.csv')) filenames = glob.glob(os.path.join(datadir, '*.csv'))
if not filenames: if not filenames:
raise MarketplaceNoCSVFiles(datadir=datadir) raise MarketplaceNoCSVFiles(datadir=datadir)
files = [] files = []
for file in filenames: for idx, file in enumerate(filenames):
log.info('Uploading file {} of {}: {}'.format(
idx+1, len(filenames), file))
files = []
files.append(('file', open(file, 'rb'))) files.append(('file', open(file, 'rb')))
r = requests.post('{}/marketplace/publish'.format(AUTH_SERVER), headers = get_signed_headers(dataset, key, secret)
files=files, r = requests.post('{}/marketplace/publish'.format(AUTH_SERVER),
headers=headers) files=files,
headers=headers)
if r.status_code != 200: if r.status_code != 200:
raise MarketplaceHTTPRequest(request='upload file', raise MarketplaceHTTPRequest(request='upload file',
error=r.status_code) error=r.status_code)
if 'error' in r.json(): if 'error' in r.json():
raise MarketplaceHTTPRequest(request='upload file', raise MarketplaceHTTPRequest(request='upload file',
error=r.json()['error']) error=r.json()['error'])
print('Dataset {} uploaded successfully.'.format(dataset)) log.info('File processed successfully.')
print('\nDataset {} uploaded and processed successfully.'.format(
dataset))
+1 -1
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@@ -123,7 +123,7 @@ def get_signed_headers(ds_name, key, secret):
------- -------
""" """
nonce = str(int(time.time())) nonce = str(int(time.time() * 1000))
signature = hmac.new( signature = hmac.new(
secret.encode('utf-8'), secret.encode('utf-8'),
+4
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@@ -562,6 +562,10 @@ If after following the instructions above, and going through the
*Troubleshooting* sections, you still experience problems installing Catalyst, *Troubleshooting* sections, you still experience problems installing Catalyst,
you can seek additional help through the following channels: you can seek additional help through the following channels:
- Join our `Catalyst Forum <https://catalyst.enigma.co/>`_, and browse a variety
of topics and conversations around common issues that others face when using
Catalyst, and how to resolve them. And join the conversation!
- Join our `Discord community <https://discord.gg/SJK32GY>`_, and head over - Join our `Discord community <https://discord.gg/SJK32GY>`_, and head over
the #catalyst_dev channel where many other users (as well as the project the #catalyst_dev channel where many other users (as well as the project
developers) hang out, and can assist you with your particular issue. The developers) hang out, and can assist you with your particular issue. The
+26 -3
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@@ -2,6 +2,29 @@
Release Notes Release Notes
============= =============
Version 0.5.8
^^^^^^^^^^^^^
**Release Date**: 2018-03-29
Bug Fixes
~~~~~~~~~
- Fix Data Marketplace release on mainnet
Version 0.5.7
^^^^^^^^^^^^^
**Release Date**: 2018-03-29
Build
~~~~~
- Data Marketplace deployed on mainnet.
- Added progress indicators for publishing data, and made the data publishing
synchronous to provide feedback to the publisher.
Bug Fixes
~~~~~~~~~
- fixes in storing and loading the state :issue:`214`,
:issue:`287`
Version 0.5.6 Version 0.5.6
^^^^^^^^^^^^^ ^^^^^^^^^^^^^
**Release Date**: 2018-03-22 **Release Date**: 2018-03-22
@@ -9,9 +32,9 @@ Version 0.5.6
Build Build
~~~~~ ~~~~~
- Data Marketplace: ensures compatibility across wallets, now fully supporting - Data Marketplace: ensures compatibility across wallets, now fully supporting
`ledger`, `trezor`, `keystore`, `private key`. Partial support for `metamask` ``ledger``, ``trezor``, ``keystore``, ``private key``. Partial support for
(includes sign_msg, but not sign_tx). Current support for `Digital Bitbox` is ``metamask`` (includes sign_msg, but not sign_tx). Current support for
unknown. ``Digital Bitbox`` is unknown, but believed to be supported.
- Data Marketplace: Switched online provider from MyEtherWallet to MyCrypto. - Data Marketplace: Switched online provider from MyEtherWallet to MyCrypto.
- Data Marketplace: Added progress indicator for data ingestion. - Data Marketplace: Added progress indicator for data ingestion.
+2 -1
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@@ -5,6 +5,7 @@ channels:
dependencies: dependencies:
- certifi=2016.2.28=py27_0 - certifi=2016.2.28=py27_0
- mkl=2017.0.3 - mkl=2017.0.3
- matplotlib=2.1.2=py36_0
- numpy=1.13.1=py27_0 - numpy=1.13.1=py27_0
- openssl=1.0.2l - openssl=1.0.2l
- pip=9.0.1=py27_1 - pip=9.0.1=py27_1
@@ -39,7 +40,7 @@ dependencies:
- lru-dict==1.1.6 - lru-dict==1.1.6
- mako==1.0.7 - mako==1.0.7
- markupsafe==1.0 - markupsafe==1.0
- matplotlib==2.1.2 - matplotlib==2.1.0
- multipledispatch==0.4.9 - multipledispatch==0.4.9
- networkx==2.0 - networkx==2.0
- numexpr==2.6.4 - numexpr==2.6.4