mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-22 12:40:30 +08:00
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+2
-2
@@ -1,11 +1,11 @@
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|||||||
#
|
#
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||||||
# Dockerfile for an image with the currently checked out version of catalyst installed. To build:
|
# Dockerfile for an image with the currently checked out version of catalyst installed. To build:
|
||||||
#
|
#
|
||||||
# docker build -t quantopian/catalyst .
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# docker build -t enigmampc/catalyst .
|
||||||
#
|
#
|
||||||
# To run the container:
|
# To run the container:
|
||||||
#
|
#
|
||||||
# docker run -v /path/to/your/notebooks:/projects -v ~/.catalyst:/root/.catalyst -p 8888:8888/tcp --name catalyst -it quantopian/catalyst
|
# docker run -v /path/to/your/notebooks:/projects -v ~/.catalyst:/root/.catalyst -p 8888:8888/tcp --name catalyst -it enigmampc/catalyst
|
||||||
#
|
#
|
||||||
# To access Jupyter when running docker locally (you may need to add NAT rules):
|
# To access Jupyter when running docker locally (you may need to add NAT rules):
|
||||||
#
|
#
|
||||||
|
|||||||
+5
-5
@@ -1,15 +1,15 @@
|
|||||||
#
|
#
|
||||||
# Dockerfile for an image with the currently checked out version of catalyst installed. To build:
|
# Dockerfile for an image with the currently checked out version of catalyst installed. To build:
|
||||||
#
|
#
|
||||||
# docker build -t quantopian/catalystdev -f Dockerfile-dev .
|
# docker build -t enigmampc/catalystdev -f Dockerfile-dev .
|
||||||
#
|
#
|
||||||
# Note: the dev build requires a quantopian/catalyst image, which you can build as follows:
|
# Note: the dev build requires a enigmampc/catalyst image, which you can build as follows:
|
||||||
#
|
#
|
||||||
# docker build -t quantopian/catalyst -f Dockerfile .
|
# docker build -t enigmampc/catalyst -f Dockerfile .
|
||||||
#
|
#
|
||||||
# To run the container:
|
# To run the container:
|
||||||
#
|
#
|
||||||
# docker run -v /path/to/your/notebooks:/projects -v ~/.catalyst:/root/.catalyst -p 8888:8888/tcp --name catalystdev -it quantopian/catalystdev
|
# docker run -v /path/to/your/notebooks:/projects -v ~/.catalyst:/root/.catalyst -p 8888:8888/tcp --name catalystdev -it enigmampc/catalystdev
|
||||||
#
|
#
|
||||||
# To access Jupyter when running docker locally (you may need to add NAT rules):
|
# To access Jupyter when running docker locally (you may need to add NAT rules):
|
||||||
#
|
#
|
||||||
@@ -25,7 +25,7 @@
|
|||||||
#
|
#
|
||||||
# docker exec -it catalystdev catalyst run -f /projects/my_algo.py --start 2015-1-1 --end 2016-1-1 /projects/result.pickle
|
# docker exec -it catalystdev catalyst run -f /projects/my_algo.py --start 2015-1-1 --end 2016-1-1 /projects/result.pickle
|
||||||
#
|
#
|
||||||
FROM quantopian/catalyst
|
FROM enigmampc/catalyst
|
||||||
|
|
||||||
WORKDIR /catalyst
|
WORKDIR /catalyst
|
||||||
|
|
||||||
|
|||||||
+9
-3
@@ -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
|
||||||
========
|
========
|
||||||
@@ -61,6 +64,9 @@ 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
|
||||||
|
|
||||||
|
|||||||
@@ -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)
|
||||||
|
|||||||
@@ -24,8 +24,7 @@ AUTO_INGEST = False
|
|||||||
|
|
||||||
AUTH_SERVER = 'https://data.enigma.co'
|
AUTH_SERVER = 'https://data.enigma.co'
|
||||||
|
|
||||||
# TODO: switch to mainnet
|
ETH_REMOTE_NODE = 'https://mainnet.infura.io'
|
||||||
ETH_REMOTE_NODE = 'https://rinkeby.infura.io/'
|
|
||||||
|
|
||||||
MARKETPLACE_CONTRACT = 'https://raw.githubusercontent.com/enigmampc/' \
|
MARKETPLACE_CONTRACT = 'https://raw.githubusercontent.com/enigmampc/' \
|
||||||
'catalyst/master/catalyst/marketplace/' \
|
'catalyst/master/catalyst/marketplace/' \
|
||||||
@@ -35,7 +34,6 @@ MARKETPLACE_CONTRACT_ABI = 'https://raw.githubusercontent.com/enigmampc/' \
|
|||||||
'catalyst/master/catalyst/marketplace/' \
|
'catalyst/master/catalyst/marketplace/' \
|
||||||
'contract_marketplace_abi.json'
|
'contract_marketplace_abi.json'
|
||||||
|
|
||||||
# TODO: switch to mainnet
|
|
||||||
ENIGMA_CONTRACT = 'https://raw.githubusercontent.com/enigmampc/' \
|
ENIGMA_CONTRACT = 'https://raw.githubusercontent.com/enigmampc/' \
|
||||||
'catalyst/master/catalyst/marketplace/' \
|
'catalyst/master/catalyst/marketplace/' \
|
||||||
'contract_enigma_address.txt'
|
'contract_enigma_address.txt'
|
||||||
|
|||||||
@@ -1 +1 @@
|
|||||||
0x39a54f480d922a58c963de8091a6c9afc69db2cf
|
0xf0ee6b27b759c9893ce4f094b49ad28fd15a23e4
|
||||||
@@ -1 +1 @@
|
|||||||
0xa2b37c6cd52f60fd4eb46ca59fafcf22d081aebc
|
0xa64927358a82254be92eb1f1cb01de68d1787004
|
||||||
@@ -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))
|
||||||
|
|||||||
@@ -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'),
|
||||||
|
|||||||
@@ -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
|
||||||
|
|||||||
@@ -2,6 +2,30 @@
|
|||||||
Release Notes
|
Release Notes
|
||||||
=============
|
=============
|
||||||
|
|
||||||
|
Version 0.5.8
|
||||||
|
^^^^^^^^^^^^^
|
||||||
|
**Release Date**: 2018-03-29
|
||||||
|
|
||||||
|
Bug Fixes
|
||||||
|
~~~~~~~~~
|
||||||
|
- Fix proper release of Data Marketplace 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
|
||||||
|
~~~~~~~~~
|
||||||
|
- Added arguments to the ``reduce`` function in tha Asset class :issue:`214`,
|
||||||
|
:issue:`287`
|
||||||
|
|
||||||
Version 0.5.6
|
Version 0.5.6
|
||||||
^^^^^^^^^^^^^
|
^^^^^^^^^^^^^
|
||||||
**Release Date**: 2018-03-22
|
**Release Date**: 2018-03-22
|
||||||
@@ -9,9 +33,9 @@ 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.
|
||||||
|
|
||||||
|
|||||||
Reference in New Issue
Block a user