Commit Graph

  • 24fd0fa6f8 Fix issue #28: buy_and_hodl.py example Victor Grau Serrat 2017-08-25 09:29:25 -06:00
  • b2e5b5f73d Dropbox -> AWS switch for Poloniex bundle Victor Grau Serrat 2017-08-24 12:55:33 -06:00
  • 816b936737 Modified the cli to take additional parameters fredfortier 2017-08-24 12:42:45 -04:00
  • c0455eca7c Bug fixes fredfortier 2017-08-24 02:28:43 -04:00
  • 8527866b48 Computing daily stats for analyze fredfortier 2017-08-24 00:58:29 -04:00
  • 75385d034b Computing daily stats for analyze Frederic Fortier 2017-08-24 00:44:22 -04:00
  • 580c33c957 Improved daily performance tracking Frederic Fortier 2017-08-23 14:41:01 -04:00
  • c902949eb2 Improved daily performance tracking Frederic Fortier 2017-08-23 14:31:10 -04:00
  • a8763a589e Bug fixes Frederic Fortier 2017-08-23 00:09:57 -04:00
  • 05f1b0ae5e Bug fixes Frederic Fortier 2017-08-23 00:04:39 -04:00
  • a385732113 Bug fixes Frederic Fortier 2017-08-22 23:48:03 -04:00
  • 946954b308 Bug fixed in the sample algo Frederic Fortier 2017-08-22 15:33:42 -04:00
  • 8b81e66d57 Bug fixes and trying to cache minute data Frederic Fortier 2017-08-22 14:59:47 -04:00
  • a5ca8d0f15 Housekeeping and documentation Frederic Fortier 2017-08-21 15:03:50 -04:00
  • 069639a325 Bug fixes and housekeeping Frederic Fortier 2017-08-21 14:30:55 -04:00
  • 346780c3f0 Bug fixes Frederic Fortier 2017-08-21 00:16:34 -04:00
  • 886b2debe9 Saving portfolio and stats to keep state between runs Frederic Fortier 2017-08-20 18:50:38 -04:00
  • 4d6c0ca699 Using files for exchange connection and symbol map Frederic Fortier 2017-08-20 17:35:09 -04:00
  • 7fe2e5c929 Using files for exchange connection and symbol map Frederic Fortier 2017-08-20 17:34:04 -04:00
  • d3b06a083c Polishing the algorithm Frederic Fortier 2017-08-20 15:38:59 -04:00
  • ef40339058 Polishing error handling Frederic Fortier 2017-08-20 14:04:37 -04:00
  • 1a98ea1639 Trying to improve performance tracking Frederic Fortier 2017-08-20 01:40:11 -04:00
  • 9f96d5fbe4 Error handling improvements Frederic Fortier 2017-08-19 23:47:13 -04:00
  • 94bb99da3b Error handling improvements Frederic Fortier 2017-08-19 23:45:33 -04:00
  • f66ef99202 Performance tracking improvements Frederic Fortier 2017-08-19 23:13:04 -04:00
  • 2c9c4b0d05 Error handling improvements Frederic Fortier 2017-08-19 19:25:06 -04:00
  • 1045dcd5bd Error handling improvements Frederic Fortier 2017-08-19 18:36:52 -04:00
  • e497fe76d7 Error handling improvements Frederic Fortier 2017-08-19 18:34:36 -04:00
  • 1fe8ee6577 Implemented get_history_window for exchange and bitfinex Frederic Fortier 2017-08-19 18:20:40 -04:00
  • 14047fde15 Working on history implementation and improving error handling. Frederic Fortier 2017-08-19 15:51:57 -04:00
  • 30e15a7b8b Improved performance tracking. Frederic Fortier 2017-08-18 16:02:08 -04:00
  • 37a07e03e5 Minor fixes Frederic Fortier 2017-08-18 02:03:00 -04:00
  • 0ef8b341ca Merge branch 'develop' 0.1.dev8 Victor Grau Serrat 2017-08-17 23:13:04 -06:00
  • 753ca1db5a fix issue #27: create_writers=False except when bundling Victor Grau Serrat 2017-08-17 23:06:32 -06:00
  • 51cda7b2d4 Implemented portfolio stats Frederic Fortier 2017-08-17 23:53:49 -04:00
  • 6f591305e3 Improved documentation formatting Frederic Fortier 2017-08-17 18:30:01 -04:00
  • d48373a75a Expanded on documentation Frederic Fortier 2017-08-17 16:13:04 -04:00
  • f7db6471ca Minor adjustments and draft documentation Frederic Fortier 2017-08-17 15:31:44 -04:00
  • 2c122f6356 First version which runs end-to-end. Frederic Fortier 2017-08-17 02:00:43 -04:00
  • 3949364d31 First version which runs end-to-end. Frederic Fortier 2017-08-17 01:40:03 -04:00
  • 55f898562c First version which runs end-to-end. Frederic Fortier 2017-08-17 01:20:46 -04:00
  • fade9758a8 Trying to run a live algo Frederic Fortier 2017-08-15 01:37:35 -04:00
  • 270175b6c4 Housekeeping Frederic Fortier 2017-08-14 20:12:01 -04:00
  • 4f1927bc34 Polishing live trading components Frederic Fortier 2017-08-14 18:37:36 -04:00
  • 05ae879c4f Got trading algorithm and related pieces Frederic Fortier 2017-08-14 12:09:13 -04:00
  • fcff8c7438 Implemented order operations Frederic Fortier 2017-08-14 10:04:14 -04:00
  • 383370f9d8 Code documentation and cleanup Frederic Fortier 2017-08-14 09:01:41 -04:00
  • 0b16cce71e Adding the first exchange (Bitfinex) and unit testing Frederic Fortier 2017-08-11 23:26:21 -04:00
  • 20a98a32ca Merge branch 'rc-0.1.dev7' 0.1.dev7 Victor Grau Serrat 2017-08-14 14:57:29 -04:00
  • 43e669d838 Merge branch 'rc-0.1.dev7' Victor Grau Serrat 2017-08-14 14:57:29 -04:00
  • 13d405b2b2 Merge pull request #24 from rterbush/tz-localize Victor 2017-08-14 14:42:19 -04:00
  • 92139dd500 Merge pull request #24 from rterbush/tz-localize Victor 2017-08-14 14:42:19 -04:00
  • a01bcd538a fix issue #16 of empty files in /var/tmp; treasury data start 19990 Victor Grau Serrat 2017-08-14 06:22:55 -04:00
  • e22b2df45f fix issue #16 of empty files in /var/tmp; treasury data start 19990 Victor Grau Serrat 2017-08-14 06:22:55 -04:00
  • 3c8f6958fd OPEN cal start=2015-03-01, minor fixes for rc-0.1.dev7 Victor Grau Serrat 2017-08-09 12:49:53 +02:00
  • 00f2063e21 OPEN cal start=2015-03-01, minor fixes for rc-0.1.dev7 Victor Grau Serrat 2017-08-09 12:49:53 +02:00
  • cafd79bd0f asset_filter fix, revert old bundle paths, BaseBundle exception fix Victor Grau Serrat 2017-08-08 21:13:59 +02:00
  • 1f272f9ff8 asset_filter fix, revert old bundle paths, BaseBundle exception fix Victor Grau Serrat 2017-08-08 21:13:59 +02:00
  • de79d962b7 Updated README Victor 2017-08-02 01:44:47 +02:00
  • 10169734d2 Updated README Victor 2017-08-02 01:44:47 +02:00
  • 5dd79609c6 Normalize timestamps before comparison. Randy Terbush 2017-08-01 15:44:31 -06:00
  • 141e414466 Normalize timestamps before comparison. Randy Terbush 2017-08-01 15:44:31 -06:00
  • 1dd8dbc4b4 dual_vwap: scale volume down by 1000 5-minute Conner Fromknecht 2017-07-26 03:33:49 -07:00
  • 6c6e171828 crypto_pricing_loader: removes debug statements Conner Fromknecht 2017-07-26 03:18:55 -07:00
  • 327d22207c bundles/data_portal: fixes spot price scaling Conner Fromknecht 2017-07-26 03:11:37 -07:00
  • 363e65099b bundles/core: revert to old bundle file paths Conner Fromknecht 2017-07-26 03:09:54 -07:00
  • 7de1e7c99e Separated 5 minute and daily examples Conner Fromknecht 2017-07-21 03:59:38 -07:00
  • 3df274431e WIP: Integration of generic bundle and five minute bars Conner Fromknecht 2017-07-19 11:38:32 -07:00
  • 6c3e35c542 Five minute bar handle_data and pipline data Conner Fromknecht 2017-07-21 03:11:44 -07:00
  • e28459b19f Initial work on quandl bundle Conner Fromknecht 2017-07-14 01:50:16 -07:00
  • 64890d4d4e Five minute simulation data working Conner Fromknecht 2017-07-20 18:53:21 -07:00
  • c494ac64ca WIP: Integration of generic bundle and five minute bars Conner Fromknecht 2017-07-19 11:38:32 -07:00
  • 0f6ee33495 Initial work on quandl bundle Conner Fromknecht 2017-07-14 01:50:16 -07:00
  • 7cf06909ce Update README.rst Victor 2017-07-13 22:58:38 -04:00
  • bee39da221 Update README.rst Victor 2017-07-13 22:58:38 -04:00
  • de8777d1c8 Further documentation of BaseBundle class and UI improvements Conner Fromknecht 2017-07-13 15:59:50 -07:00
  • bfffdc681f Further documentation of BaseBundle class and UI improvements Conner Fromknecht 2017-07-13 15:59:50 -07:00
  • 24141964bf CLI UI improvements Conner Fromknecht 2017-07-13 03:15:25 -07:00
  • f0050f2e2f CLI UI improvements Conner Fromknecht 2017-07-13 03:15:25 -07:00
  • cabea94973 WIP: Generic Data Bundles Conner Fromknecht 2017-07-13 01:34:55 -07:00
  • 64cd22b1c4 WIP: Generic Data Bundles Conner Fromknecht 2017-07-13 01:34:55 -07:00
  • e8e2346c60 WIP: Five Minute bars and FiveMinuteSimulationClock Conner Fromknecht 2017-07-11 13:20:19 -07:00
  • 826ad061f6 WIP: Five Minute bars and FiveMinuteSimulationClock Conner Fromknecht 2017-07-11 13:20:19 -07:00
  • 6e47f704b4 WIP: abstract bundle class for generalizing data curation Conner Fromknecht 2017-07-11 04:10:28 -07:00
  • aeb6c01272 WIP: abstract bundle class for generalizing data curation Conner Fromknecht 2017-07-11 04:10:28 -07:00
  • dd97526489 Merge pull request #4 from enigmampc/polo-curate-fixes Guy Zyskind 2017-07-10 22:42:44 -07:00
  • a245218e34 Merge pull request #4 from enigmampc/polo-curate-fixes 0.1.dev6 Guy Zyskind 2017-07-10 22:42:44 -07:00
  • 6b4209e038 Indentation fixes Conner Fromknecht 2017-07-10 20:11:45 -07:00
  • fe3a9870aa Indentation fixes Conner Fromknecht 2017-07-10 20:11:45 -07:00
  • 6f79f8b9b8 Fixes formatting errors in catalyst/curate/poloniex.py Conner Fromknecht 2017-07-10 20:01:04 -07:00
  • 24229561f1 Fixes formatting errors in catalyst/curate/poloniex.py Conner Fromknecht 2017-07-10 20:01:04 -07:00
  • 22ad375a52 Added uninitialized time import to fix uncached benchmark fetching Conner Fromknecht 2017-07-07 02:23:19 -07:00
  • 722cb0011f Added uninitialized time import to fix uncached benchmark fetching 0.1.dev5 Conner Fromknecht 2017-07-07 02:23:19 -07:00
  • 07fb239d11 Update README.rst Conner Fromknecht 2017-07-06 15:16:00 -07:00
  • f352a7104c Update README.rst 0.1.dev4 Conner Fromknecht 2017-07-06 15:16:00 -07:00
  • c4e53a7ceb Removed use of global variables from example strategies Conner Fromknecht 2017-07-06 15:11:05 -07:00
  • 7c8924f3ad Removed use of global variables from example strategies Conner Fromknecht 2017-07-06 15:11:05 -07:00
  • c4bbbb4732 Converted OHLCV columns to use uint64. Default tick size now 1/1000th of a coin Conner Fromknecht 2017-07-06 15:01:08 -07:00
  • c0d0bc33d2 Converted OHLCV columns to use uint64. Default tick size now 1/1000th of a coin Conner Fromknecht 2017-07-06 15:01:08 -07:00
  • 7576979003 Update README.rst Conner Fromknecht 2017-07-03 16:29:41 -07:00