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• 2c2c861a8f WIP: Poloniex exchange - fix for multiple exchanges Victor Grau Serrat 2017-09-26 11:40:25 -06:00
• fef08d1433 Merge branch 'poloniex-exchange' into concurrent-exchanges Victor Grau Serrat 2017-09-26 10:53:56 -06:00
• cf20f78e55 WIP: Poloniex exchange - balances, candles & cancel Victor Grau Serrat 2017-09-25 22:01:04 -06:00
• 5d1bdee4a6 WIP: Poloniex exchange - generating symbols.json Victor Grau Serrat 2017-09-25 14:35:58 -06:00
• f60abcd636 WIP: Poloniex exchange class Victor Grau Serrat 2017-09-25 11:28:06 -06:00
• 4798fc75fb Housekeeping and documentation fredfortier 2017-09-25 12:18:22 -04:00
• d6996b1e93 Refinements and documentation. fredfortier 2017-09-23 04:49:13 -04:00
• bc65c10fc6 Implemented and tested the history() method in backtest mode. fredfortier 2017-09-22 23:17:38 -04:00
• 27f20a090a matplotlib imports inside init live_graph_clock (2) Victor Grau Serrat 2017-09-22 12:03:17 -06:00
• 75c2753b98 matplotlib imports inside init live_graph_clock Victor Grau Serrat 2017-09-22 11:59:57 -06:00
• a6b873508b Merge branch 'aws-symbols-json' into develop Victor Grau Serrat 2017-09-22 10:57:58 -06:00
• daf3c4d285 Autogeneration of symbols.json for bittrex Victor Grau Serrat 2017-09-22 10:55:49 -06:00
• 8cabb33372 Autogeneration of symbols.json for bitfinex Victor Grau Serrat 2017-09-22 09:54:51 -06:00
• ddecd6bb48 First working version with the backtest and live modes executing the same algorithm. fredfortier 2017-09-21 19:05:16 -04:00
• 2f8768bb06 Merged Victor's hack for the minute writer precision fredfortier 2017-09-21 16:36:10 -04:00
• df8ba90236 {exchange}/symbols.json moved to AWS Victor Grau Serrat 2017-09-21 12:43:29 -06:00
• 7f602d7fcc Update requirements.txt Victor 2017-09-21 11:27:35 -06:00
• 6baf4c2122 Merge branch 'master' into develop Victor Grau Serrat 2017-09-20 23:40:04 -06:00
• 1f56325895 fix price resolution in 1-minute data bundle: 8 decimal places 0.2.dev4 Victor Grau Serrat 2017-09-20 23:37:55 -06:00
• 7335810cc2 Defined the same commission model as with equities for now. We need to fix the data precision in the bundles. fredfortier 2017-09-21 01:17:10 -04:00
• 10a5b5412e Testing the same algo in live and backtest mode. Most of it works well. We need a commission model for the TradingPair currency type. fredfortier 2017-09-20 23:48:57 -04:00
• c5cbbce8e1 Merge branch 'master' into develop Victor Grau Serrat 2017-09-20 16:23:21 -06:00
• 7359cdc48f fix data.history error with tz-aware dataframe 0.2.dev3 Victor Grau Serrat 2017-09-20 16:20:57 -06:00
• 4e2d092123 Trying to fix an issue with periodical bars fredfortier 2017-09-20 18:00:08 -04:00
• 42566ca92c Merge branch 'master' of github.com:enigmampc/catalyst Victor Grau Serrat 2017-09-20 15:37:44 -06:00
• 09bf875d6c Merge branch 'develop': adds 1-min OHLCV data resolution, fractional coins and 9 decimals of price resolution Victor Grau Serrat 2017-09-20 15:20:30 -06:00
• b354837b83 Merge branch 'poloniex-1min-curate' into develop Victor Grau Serrat 2017-09-20 15:17:06 -06:00
• a1bc174740 Wrapping up 1min data for Poloniex in backtesting Victor Grau Serrat 2017-09-20 15:11:18 -06:00
• ea27346876 Merge pull request #34 from abnera/patch-1 Victor 2017-09-20 12:50:56 -06:00
• 81bd2d84f0 >=0.2.dev2 for catalyst, since we're in active dev and will change periodically Victor Grau Serrat 2017-09-20 12:47:31 -06:00
• 06f48cf158 Update to include python-dev Abner Ayala-Acevedo 2017-09-20 10:41:42 -07:00
• 05a69cfc92 Added environment.yml for simpler conda installation Abner Ayala-Acevedo 2017-09-20 10:16:29 -07:00
• 36c2564bb0 splitting plot styles: dark for live, default for backtesting Victor Grau Serrat 2017-09-20 11:05:09 -06:00
• 91e71c5e38 WIP: bundling 1min data Victor Grau Serrat 2017-09-20 09:15:39 -06:00
• 3b655d466e Unit tested exchange loader extension and backtest data portal refactoring fredfortier 2017-09-20 05:11:54 -04:00
• 68546a0d8d Experimenting with simpler bundle and data portal approach (works in unit testing) fredfortier 2017-09-19 03:49:34 -04:00
• b70ff3a740 Bug fixes and working on unit tests for the data portal fredfortier 2017-09-18 22:19:27 -04:00
• 18bfaff7c9 Trying to stabilize refactoring an last few commits (still unstable) fredfortier 2017-09-18 15:37:10 -04:00
• 555b7e95b5 Working on adjusted the DataPortal class (unstable) fredfortier 2017-09-18 14:51:01 -04:00
• 1d6336afda Splitting the exchange_algorithm class to allow access to the symbol() method in backtesting mode fredfortier 2017-09-18 14:48:24 -04:00
• 394777217d Splitting the exchange_algorithm class to allow access to the symbol() method in backtesting mode fredfortier 2017-09-18 13:56:30 -04:00
• e761433d06 Merge branch 'poloniex-1min-curate' of github.com:enigmampc/catalyst into poloniex-1min-curate Victor Grau Serrat 2017-09-18 09:45:12 -06:00
• 6fddb92563 WIP: trades to disk - no append/no ingestion Victor Grau Serrat 2017-07-21 16:22:29 -04:00
• 4a4277d9d1 WIP: curating 1min Poloniex data - no append Victor Grau Serrat 2017-07-20 01:37:55 -04:00
• 3361b09ac2 Merge branch 'fractional-coins' into develop Victor Grau Serrat 2017-09-15 16:06:30 -06:00
• 5a345a3abb Documentation and cleanup from meeting with Victor fredfortier 2017-09-15 18:00:15 -04:00
• 01eefd67e0 ingestion switch to create_writers when ingesting locally Victor Grau Serrat 2017-09-15 10:51:04 -06:00
• d124125258 WIP: trades to disk - no append/no ingestion Victor Grau Serrat 2017-07-21 16:22:29 -04:00
• 72e07e242f WIP: curating 1min Poloniex data - no append Victor Grau Serrat 2017-07-20 01:37:55 -04:00
• c3897cfa5a ENH: wrapping up asset min_trade_size for fractional coinsup to 1/100000000th of a coin Victor Grau Serrat 2017-09-14 15:22:51 -06:00
• e5a137f205 ENH: Bound trade amount with asset specific min trade size Andrew Campbell 2017-07-21 18:05:32 -05:00
• 48143d3212 WIP: Fixes 1/1000 price issue in history, and works with full coins. Requires matching-version 'catalyst ingest' Victor Grau Serrat 2017-09-13 17:22:11 -06:00
• ff0dc5cff9 Polishing the sample arbitrage algo fredfortier 2017-09-12 14:25:04 -04:00
• 41d9bbca1b Adjustments to the sample arbitrage algo fredfortier 2017-09-11 18:20:28 -04:00
• 3e2a8dd78b Adjustments to the sample arbitrage algo fredfortier 2017-09-11 18:03:58 -04:00
• 7e280aeb5c Working on multiple exchanges and a sample algo for arbitrage fredfortier 2017-09-10 20:20:34 -04:00
• 36881b03e2 Working on multi-exchange implementation (not fully tested) fredfortier 2017-09-07 23:54:11 -04:00
• ad2d0e9253 Fixed path issue with obsolete branch 0.2.dev2 fredfortier 2017-09-07 14:26:55 -04:00
• 8850657f26 Fixed path issue with obsolete branch fredfortier 2017-09-07 14:26:55 -04:00
• 6e6c62533b Fixes to the graph timeline axis fredfortier 2017-09-05 11:15:34 -04:00
• 6a98a937dd Minor fix in the graph logic fredfortier 2017-09-05 01:15:40 -04:00
• c4900af088 Minor fix in the graph logic fredfortier 2017-09-05 00:58:11 -04:00
• 6e3017010f Added the initial version of a live graph fredfortier 2017-09-05 00:51:38 -04:00
• 7247b761d5 Fixed an issue with failed orders fredfortier 2017-09-04 11:33:21 -04:00
• a58e3522a9 Improved handling of insufficient funds on bittrex fredfortier 2017-09-04 11:30:32 -04:00
• ad95369028 Improved handling of insufficient funds on bittrex fredfortier 2017-09-04 11:23:40 -04:00
• d64f5275ef Merge branch 'develop' 0.2.dev1 Victor Grau Serrat 2017-09-03 11:46:57 -06:00
• 4f4f6c050b Merge branch 'exchange-trading' into develop Victor Grau Serrat 2017-09-03 11:44:15 -06:00
• fdd6b62963 Removing run_algorithm() from examples fredfortier 2017-09-03 13:25:47 -04:00
• bcb5fd2b14 Optimizing algorithm initialization fredfortier 2017-09-03 13:05:18 -04:00
• c5e1945558 fix command line run for exchange-trading Victor Grau Serrat 2017-09-01 22:35:24 -06:00
• 11144d83b8 Fixed issue with defining the exchange in run_algo fredfortier 2017-09-01 11:34:38 -04:00
• 85c2e9db4f Merge branch 'exchange-trading' of github.com:enigmampc/catalyst into exchange-trading Victor Grau Serrat 2017-09-01 09:28:48 -06:00
• 817cb07bee minor fix reference-currency -> base-currency Victor Grau Serrat 2017-09-01 09:24:34 -06:00
• 8054d1d520 Fixed issue with spot price on Bittrex fredfortier 2017-09-01 11:17:43 -04:00
• c1d7022846 Fixed issue with Bittrex order fredfortier 2017-09-01 10:39:49 -04:00
• 8f3c440bac Created wiki documentation fredfortier 2017-08-31 14:14:54 -04:00
• a785607d8f Fixed a bug with sell orders and added documentation fredfortier 2017-08-31 13:15:43 -04:00
• 6e166383ed Fixed bug with order execution fredfortier 2017-08-31 12:47:09 -04:00
• 1696c39912 Bug fix in symbol loader fredfortier 2017-08-31 12:34:08 -04:00
• d79fdca561 Bug fix in symbol loader fredfortier 2017-08-31 12:22:04 -04:00
• 8b6a48633d Poloshing unit tests and finalizing Bittrex implementation fredfortier 2017-08-30 17:09:13 -04:00
• d03ce37f6e Poloshing unit tests and finalizing Bittrex implementation fredfortier 2017-08-30 08:51:31 -04:00
• c47e88c26f More unit testing and refactoring related to the Bittrex addition fredfortier 2017-08-29 16:05:38 -04:00
• f4db9f7b1e Working on Bittrex implementation and unit tests fredfortier 2017-08-28 22:50:46 -04:00
• 753881bade Bug fixes and polishing stats fredfortier 2017-08-28 22:00:31 -04:00
• 1be39f97a1 Refactoring to optimize multiple exchanges fredfortier 2017-08-28 16:19:03 -04:00
• 49bfd32341 Merge branch 'develop' 0.1.dev9 Victor Grau Serrat 2017-08-28 13:20:20 -06:00
• 01473e5146 Fixes 1000 scaling price issue Victor Grau Serrat 2017-08-28 13:15:31 -06:00
• 16f9ab3ba5 Retrieve cryptobenchmark from bundle, instead of Polo Victor Grau Serrat 2017-08-28 12:20:54 -06:00
• b4755111a9 Extended Asset to create TradingPair allowing us to store leverage value fredfortier 2017-08-28 11:25:01 -04:00
• cf54806843 Extended Asset to create TradingPair allowing us to store leverage value fredfortier 2017-08-28 10:25:46 -04:00
• c01f2a39a4 Initial work on bittrex implementation fredfortier 2017-08-28 00:27:10 -04:00
• 1cfcb1d96e Initial work on bittrex implementation fredfortier 2017-08-27 23:26:48 -04:00
• c40fd98022 Adjusted common files fredfortier 2017-08-27 18:06:48 -04:00
• b8d442cf89 Creating a clean branch for live trading fredfortier 2017-08-27 15:19:13 -04:00
• d1e779b85e Refactoring exchanges live-trading fredfortier 2017-08-26 14:31:09 -04:00
• 9bd966d627 Merged develop changes fredfortier 2017-08-26 14:09:59 -04:00
• eda8c8ce11 Fixes after rebasing to develop fredfortier 2017-08-26 13:41:27 -04:00
• 3a44a3cc1f Date fix for treasury_data, starts 1990-01-02 Victor Grau Serrat 2017-08-25 12:44:43 -06:00