Commit Graph

  • 054c1b83db DOC: Catalyst Install Victor Grau Serrat 2017-10-19 23:34:26 -06:00
  • cb6432c395 docs: Catalyst Install Victor Grau Serrat 2017-10-19 23:32:55 -06:00
  • 946d24bd7a Refactoring related to auto-ingestion fredfortier 2017-10-19 23:23:37 -04:00
  • f29127d867 WIP: Install page Victor Grau Serrat 2017-10-19 18:06:11 -06:00
  • b1a247df6a gh-pages initial build: Installation (WIP) Victor Grau Serrat 2017-10-19 18:03:13 -06:00
  • 92d31d7680 Docs initial setup Victor Grau Serrat 2017-10-19 17:41:34 -06:00
  • 2e738182b2 Docs initial setup Victor Grau Serrat 2017-10-19 17:29:55 -06:00
  • 4f88d9fd4c gh-pages initial setup Victor Grau Serrat 2017-10-19 16:09:10 -06:00
  • 13a9aeeadc Cleaning up gh-pages Victor Grau Serrat 2017-10-19 16:02:24 -06:00
  • e75e136c1b Documentation first build Victor Grau Serrat 2017-10-19 15:49:01 -06:00
  • 2c91decc1b WIP: docs build Victor Grau Serrat 2017-10-19 15:31:43 -06:00
  • 09f27e5880 WIP: build docs Victor Grau Serrat 2017-10-19 14:45:32 -06:00
  • 2dd8f54148 WIP: build docs Victor Grau Serrat 2017-10-19 14:35:25 -06:00
  • 2d41f124f0 Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges fredfortier 2017-10-19 15:24:08 -04:00
  • 619eb3cfa4 Fixed an issue with data.history more recent than the server fredfortier 2017-10-19 15:24:00 -04:00
  • 331a31b25a WIP: docs build Victor Grau Serrat 2017-10-19 13:18:21 -06:00
  • 6f57660944 WIP: docs build Victor Grau Serrat 2017-10-19 12:55:42 -06:00
  • 1a97111ceb Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges fredfortier 2017-10-19 14:49:41 -04:00
  • 2502c9a2bb Minor fixes fredfortier 2017-10-19 14:49:32 -04:00
  • 675957b197 Open calendar starts on 2015-02-19 Victor Grau Serrat 2017-10-19 10:04:17 -06:00
  • 51172759d3 Fixed some issues and optimized data.history() in live mode fredfortier 2017-10-19 05:19:01 -04:00
  • 6097128d5c Fixed small issue with minute ingestion fredfortier 2017-10-18 23:45:42 -04:00
  • 5ccdd54274 Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges fredfortier 2017-10-18 23:26:31 -04:00
  • b3dcb7a9ad Fixed issue with overlapping chunks fredfortier 2017-10-18 23:26:24 -04:00
  • 8a6d0d7ca0 Catch NoData on Exchange + formatting of errors Victor Grau Serrat 2017-10-18 21:25:27 -06:00
  • e5f7c63ebd Fixed an issue with minute bundles fredfortier 2017-10-18 20:43:26 -04:00
  • 2e46323a9e Fixed an issue with minute bundles fredfortier 2017-10-18 20:30:24 -04:00
  • 874a4bb682 Fixed an issue with reader array size fredfortier 2017-10-18 18:33:37 -04:00
  • 339fa21c35 Fixed an issue with the backtest get_history_window method. fredfortier 2017-10-18 17:23:33 -04:00
  • 1c5822bce9 Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges fredfortier 2017-10-18 16:41:37 -04:00
  • b785c10036 Fixed misc issues with the bundle refactoring fredfortier 2017-10-18 16:41:29 -04:00
  • b69e78b27d fixes ingestion of 'minute,daily' parameter Victor Grau Serrat 2017-10-18 14:10:03 -06:00
  • 6486744c66 fix exchange_bundle: period month padded Victor Grau Serrat 2017-10-18 13:55:39 -06:00
  • 6f8fbc2b82 Fix issue with retrieving bundles fredfortier 2017-10-18 15:33:15 -04:00
  • 521484355a Minor fix to the bcolz writer fredfortier 2017-10-18 14:45:56 -04:00
  • 7147bfc51f Refactoring to use the updated bundles fredfortier 2017-10-18 14:36:25 -04:00
  • b357a0656a Added a modified bcolz writer / reader fredfortier 2017-10-18 13:58:37 -04:00
  • 86f892eade Unit tested a daily reader/writer based on the minute bundle fredfortier 2017-10-18 04:29:22 -04:00
  • 188a4a3f3d Unit testing an issue with the daily loader fredfortier 2017-10-18 02:11:21 -04:00
  • fb32e1ce5d Fixing DailyBarReader for volume to 0 instead of NaN Victor Grau Serrat 2017-10-17 23:16:49 -06:00
  • 733f2c3433 Fixed an issue with writer retry fredfortier 2017-10-18 00:18:07 -04:00
  • 74fd4a6a0f Trying to fix an issue with merging new candles in get_history() fredfortier 2017-10-18 00:04:55 -04:00
  • 1a4dfe8abb Fixed date range issues and issues retrieving the benchmark data fredfortier 2017-10-17 21:01:00 -04:00
  • 6c17bbf0c9 Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges fredfortier 2017-10-17 18:31:38 -04:00
  • 4649b31d89 Fixed issues with daily bundles fredfortier 2017-10-17 18:29:48 -04:00
  • ead6769ea2 retrieve benchmark from ExchangeBundle Victor Grau Serrat 2017-10-17 15:39:20 -06:00
  • d21cc36bef Fixes a start date issue fredfortier 2017-10-17 16:49:04 -04:00
  • 105fee0fb9 Fixes to the daily data fredfortier 2017-10-17 15:35:49 -04:00
  • a4389ffea4 download symbols.json when older than 1 day Victor Grau Serrat 2017-10-17 10:17:35 -06:00
  • 989ffc57f1 Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges fredfortier 2017-10-17 03:00:45 -04:00
  • 9bdd8aba48 Implemented daily data loader and related fixes fredfortier 2017-10-17 03:00:36 -04:00
  • dadf7bd108 Merge branch 'concurrent-exchanges' of github.com:enigmampc/catalyst into concurrent-exchanges Victor Grau Serrat 2017-10-16 22:35:57 -06:00
  • e98d10c41b Fix floats for volume in data.history Victor Grau Serrat 2017-10-03 09:11:59 -06:00
  • 1263fdd995 Testing related adjustments fredfortier 2017-10-16 15:38:07 -04:00
  • 1732b4a985 Testing related adjustments fredfortier 2017-10-16 03:09:13 -04:00
  • 403f951c77 Added unit tests fredfortier 2017-10-15 05:11:44 -04:00
  • bdbaad1c91 Improvements and fixes to the ingestion component fredfortier 2017-10-14 02:06:26 -04:00
  • c52653c84e Tested ingestion of minute data with a single market fredfortier 2017-10-13 21:00:47 -04:00
  • 93f4d31399 Unit tested ingestion of bundle chunks. This may not be stable yet. fredfortier 2017-10-13 16:29:43 -04:00
  • c658d15fcb Unit testing ingestion of bundles logic fredfortier 2017-10-13 00:50:25 -04:00
  • e1c2f40ab9 Making some adjustments to the ingestion method after discussion with Victor fredfortier 2017-10-12 14:06:47 -04:00
  • 1a87d5a0c0 Making errors more verbose and user-friendly Victor Grau Serrat 2017-10-12 09:15:45 -06:00
  • 1dcfd169fa FIX: Raising Exceptions without traceback Victor Grau Serrat 2017-10-11 23:40:06 -06:00
  • 1c7fd19652 FIX: Raising Exceptions without traceback Victor Grau Serrat 2017-10-11 23:33:12 -06:00
  • c67cbedfbf FIX: Raising Exceptions without traceback Victor Grau Serrat 2017-10-11 23:31:08 -06:00
  • 73378962aa Bug fixes and housekeeping from ingestion testing fredfortier 2017-10-12 01:24:21 -04:00
  • 4895bef392 Bug fixes and housekeeping from ingestion testing fredfortier 2017-10-12 00:51:18 -04:00
  • 3f9b44f3e4 Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges fredfortier 2017-10-11 22:05:37 -04:00
  • c24918e2c8 Bug fixes fredfortier 2017-10-11 22:05:29 -04:00
  • 01aeb88e8f Raising Exceptions without traceback Victor Grau Serrat 2017-10-11 17:05:27 -06:00
  • c33bab673f Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges fredfortier 2017-10-11 00:13:34 -04:00
  • d3e33c44bf Reading data from bundles first and other fixes fredfortier 2017-10-11 00:13:22 -04:00
  • de409efd3e API uses Catalyst naming convention Victor Grau Serrat 2017-10-10 14:22:49 -06:00
  • 83af12c52c Added exchange get_history method which merge historical bars from the Catalyst and exchange APIs fredfortier 2017-10-09 16:23:02 -04:00
  • 8811aa669a Naive integration with the consolidated exchanges api (minor fix) fredfortier 2017-10-09 14:52:59 -04:00
  • 4f80ebee57 Naive integration with the consolidated exchanges api fredfortier 2017-10-09 14:50:51 -04:00
  • 403be97143 Integrating with history api fredfortier 2017-10-08 02:27:13 -04:00
  • 16cdc196b0 Minor fixes after merging fredfortier 2017-10-08 01:18:40 -04:00
  • 1d79e88312 Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges fredfortier 2017-10-08 01:15:47 -04:00
  • 3335ae0ea9 Refactored the data portal to use the exchange bundles fredfortier 2017-10-08 01:13:47 -04:00
  • a1cf00e6fe updated symbols.json for 3 exchanges: end_daily, end_minute Victor Grau Serrat 2017-10-06 21:03:31 -06:00
  • 0cc9d839d0 Optimize the existing data filter to filter by asset. fredfortier 2017-10-06 15:13:40 -04:00
  • a004a01cdb Skipping data chunks if they already exist (fix) fredfortier 2017-10-06 14:33:05 -04:00
  • 04fc7855d5 Skipping data chunks if they already exist fredfortier 2017-10-06 14:29:25 -04:00
  • 50f075792c Tested ingestion after refactoring fredfortier 2017-10-05 21:03:39 -04:00
  • 14f8c25c89 get_history against AWS API Victor Grau Serrat 2017-10-05 17:28:19 -06:00
  • 874968bbbb Refactoring the exchange bundle for incremental loading fredfortier 2017-10-05 18:06:17 -04:00
  • 751608c8ab Mocking Victor's history API service fredfortier 2017-10-04 22:35:07 -04:00
  • 8b141a0c28 Fix floats for volume in data.history 0.2.dev5 Victor Grau Serrat 2017-10-03 09:11:59 -06:00
  • e11ecf9d78 Added 'live' mode to CLI instead of option to 'run' Victor Grau Serrat 2017-09-29 13:38:58 -06:00
  • b45339692f poloniex autogeneration of symbols.json with optional sourcing of start_date Victor Grau Serrat 2017-09-28 16:14:27 -06:00
  • 336f062794 poloniex autogeneration of symbols.json with cached start_date Victor Grau Serrat 2017-09-28 14:42:47 -06:00
  • 6d8b8307a1 bitfinex autogeneration of symbols.json with optional sourcing of start_date Victor Grau Serrat 2017-09-28 14:14:34 -06:00
  • 3b681d197d Purge 5-min implementation Victor Grau Serrat 2017-09-28 11:03:47 -06:00
  • 15fa98420d Catching bitfinex Error: No JSON object could be decoded Victor Grau Serrat 2017-09-28 09:14:22 -06:00
  • 9dfefec13c Merge branch 'concurrent-exchanges' of github.com:enigmampc/catalyst into concurrent-exchanges fredfortier 2017-09-27 17:31:44 -04:00
  • 6bfe0eecd2 Remove some 5-minute data and added example of extension.py. fredfortier 2017-09-27 17:27:40 -04:00
  • 3362dbf95c WIP: Poloniex exchange - placing orders, executing transactions Victor Grau Serrat 2017-09-27 14:31:15 -06:00
  • 1d0faf693d WIP: Poloniex exchange - create order Victor Grau Serrat 2017-09-26 15:36:14 -06:00
  • 87ecf6114d adding min_trade_size in TradingPair Victor Grau Serrat 2017-09-26 13:32:23 -06:00