Commit Graph

  • 12f0f4319b Merge branch 'develop' of github.com:enigmampc/catalyst into develop Victor Grau Serrat 2017-12-08 14:01:15 -07:00
  • 4c15f5efda BUG: _run() missing paper-trading params Victor Grau Serrat 2017-12-08 14:01:06 -07:00
  • ce61f49f27 Merge remote-tracking branch 'origin/develop' into develop fredfortier 2017-12-08 15:23:00 -05:00
  • 313db1def9 BLD: improvements to stats output fredfortier 2017-12-08 15:22:53 -05:00
  • 57f6a69e94 Merge branch 'develop' of github.com:enigmampc/catalyst into develop Victor Grau Serrat 2017-12-08 13:18:45 -07:00
  • ce085e01ec MAINT: PEP8 compliance Victor Grau Serrat 2017-12-08 13:18:24 -07:00
  • 89f9a1179e BLD: improvements to stats output fredfortier 2017-12-08 15:15:18 -05:00
  • eb5d55478d MAINT: added CCXT requirement to Conda yml environment Victor Grau Serrat 2017-12-07 23:04:54 -07:00
  • 1fe981f856 DOC: PEP8 simple_universe.py & added to example_algos.html Victor Grau Serrat 2017-12-07 22:42:44 -07:00
  • 0855391f77 Merge branch 'develop' of github.com:enigmampc/catalyst into develop Victor Grau Serrat 2017-12-07 22:32:28 -07:00
  • 619fbfc6ea DOC: PEP8 simple_universe.py & added to example_algos.html Victor Grau Serrat 2017-12-07 22:32:17 -07:00
  • b644c947e3 BUG: fixed issue with stats output fredfortier 2017-12-07 23:01:12 -05:00
  • 1c03d837cc BUG: fixed issue with stats output fredfortier 2017-12-07 22:26:01 -05:00
  • 2e7aabd973 BLD: tested stats with multiple assets fredfortier 2017-12-07 22:14:49 -05:00
  • 6147df5c6c Merge remote-tracking branch 'origin/develop' into develop fredfortier 2017-12-07 20:26:45 -05:00
  • 54dcc58ee8 BLD: improved stats display to better support multiple assets per algo fredfortier 2017-12-07 20:26:37 -05:00
  • ff94c735e8 Merge pull request #45 from abnera/patch-2 Victor 2017-12-07 17:11:05 -07:00
  • aa3f75390d Merge pull request #88 from cyzanfar/develop Victor 2017-12-07 16:52:19 -07:00
  • f4a1ad6e61 Merge pull request #70 from zie1ony/develop Victor 2017-12-07 16:49:33 -07:00
  • 87428b299f fixed requirements Frederic Fortier 2017-12-07 12:38:50 -08:00
  • 5b78f161a4 BLD: more live trading testing and added s3 stats output fredfortier 2017-12-07 00:20:27 -05:00
  • 9688d71e23 BLD: tested blotter changes with live trading fredfortier 2017-12-06 23:32:26 -05:00
  • 02875ef7ab Merge branch 'develop' of github.com:enigmampc/catalyst into develop cyzanfar 2017-12-06 18:02:17 -05:00
  • e42276affa BLD: making some adjustment to the blotter to improve paper trading fredfortier 2017-12-06 18:02:02 -05:00
  • f47aa13dd3 Python version 3 compatible cyzanfar 2017-12-06 17:58:42 -05:00
  • dcdf4f77db BLD: making some adjustment to the blotter to improve paper trading fredfortier 2017-12-05 22:08:30 -05:00
  • f279101393 TST: adapting zipline tests to catalyst: risk, events + data (WIP) Victor Grau Serrat 2017-12-04 23:06:06 -07:00
  • 96a27d083c BLD: more live trading tests and fixed related issues fredfortier 2017-12-03 00:04:15 -05:00
  • f995f451a7 BLD: some refactoring to simplify the integration logic and tested several algos fredfortier 2017-12-02 21:27:03 -05:00
  • a3838fc00f BLD: tested ccxt with manual data ingestion fredfortier 2017-12-02 20:20:57 -05:00
  • 4db8131397 BLD: paper trading adjustments fredfortier 2017-12-01 00:06:11 -05:00
  • 207bce6216 Merge remote-tracking branch 'origin/develop' into develop fredfortier 2017-11-30 23:16:16 -05:00
  • 8fb8b80a12 BLD: first rough test of CCXT in live trading fredfortier 2017-11-30 23:15:10 -05:00
  • b762689225 BLD: all exchange operations now implemented an unit tested with CCXT fredfortier 2017-11-30 22:45:52 -05:00
  • 7bbb6e0b42 BLD: tested creating orders and viewing open orders with CCXT fredfortier 2017-11-30 20:18:16 -05:00
  • c0d9a9dd63 DOC: fix video links to algos Victor Grau Serrat 2017-11-30 17:11:39 -07:00
  • b587804e3e DOC: fix video links to algos Victor Grau Serrat 2017-11-30 17:11:15 -07:00
  • 5660247da2 BLD: tested all public APIs with CCXT fredfortier 2017-11-30 17:08:13 -05:00
  • fc2c44a6b7 Merge remote-tracking branch 'origin/develop' into develop fredfortier 2017-11-29 22:33:46 -05:00
  • 4eb8a6eb0f BLD: populating assets with help from CCXT fredfortier 2017-11-29 22:31:44 -05:00
  • d0142f3bdd DOC: added portfolio_optimization to documented examples Victor Grau Serrat 2017-11-29 09:38:10 -07:00
  • c8eaa11f80 DOC: added portfolio_optimization to documented examples Victor Grau Serrat 2017-11-29 09:37:46 -07:00
  • 55a9d76b9b Merge branch 'master' into develop Victor Grau Serrat 2017-11-29 09:24:59 -07:00
  • 7abd992d17 DOC: added portfolio_optimization example Victor Grau Serrat 2017-11-29 09:19:41 -07:00
  • 5db535918a DOC: video - live trading Victor Grau Serrat 2017-11-28 16:44:35 -07:00
  • daeccaed36 DOC: video - live trading Victor Grau Serrat 2017-11-28 16:44:13 -07:00
  • 627bca78c7 DOC: documented 4 example algorithms Victor Grau Serrat 2017-11-28 12:45:21 -07:00
  • 25358a4077 Merge branch 'master' into develop Victor Grau Serrat 2017-11-28 12:44:19 -07:00
  • 7cf4f84e89 DOC: documented 4 example algorithms Victor Grau Serrat 2017-11-28 12:35:50 -07:00
  • b63199e4e1 DOC: adjusting example params to match video tutorial Victor Grau Serrat 2017-11-28 12:24:53 -07:00
  • 4af08be7e8 Merge branch 'develop' of github.com:enigmampc/catalyst into develop Victor Grau Serrat 2017-11-28 12:23:19 -07:00
  • 606148e19c DOC: Integrating with ccxt fredfortier 2017-11-28 13:42:58 -05:00
  • d38e560265 Merge branch 'master' into develop Victor Grau Serrat 2017-11-28 11:23:31 -07:00
  • ffd1bc07cc DOC: making example algos consistent with doc website Victor Grau Serrat 2017-11-28 11:22:41 -07:00
  • e82441a59c DOC: Updating release notes for 0.3.10 fredfortier 2017-11-28 02:04:12 -05:00
  • dfcfe5a370 merging from develop fredfortier 2017-11-28 01:44:46 -05:00
  • 803823eac0 merging from develop 0.3.10 fredfortier 2017-11-28 01:41:58 -05:00
  • 5a18e09730 Merge remote-tracking branch 'origin/develop' into develop fredfortier 2017-11-28 01:34:38 -05:00
  • dd41f8c006 BUG: fixed issue with daily frequency fredfortier 2017-11-28 01:34:17 -05:00
  • 7a2a4817fe BUG: missing parameters in log statements Victor Grau Serrat 2017-11-27 23:11:22 -07:00
  • 976cba7453 DOC: fixed date from 0.3.9 release Victor Grau Serrat 2017-11-27 22:03:35 -07:00
  • 105522e5ab DOC: fixed date from 0.3.9 release Victor Grau Serrat 2017-11-27 22:01:19 -07:00
  • a52e201f86 DOC: improved dual_moving_average.py example algo Victor Grau Serrat 2017-11-27 21:10:17 -07:00
  • d1faac0416 DOC: improved beginner tutorial Victor Grau Serrat 2017-11-27 21:07:57 -07:00
  • 697ff54125 Merge branch 'develop' of github.com:enigmampc/catalyst into develop Victor Grau Serrat 2017-11-27 21:07:15 -07:00
  • 4bcd34bd78 DOC: improved beginner tutorial Victor Grau Serrat 2017-11-27 21:07:03 -07:00
  • 64c52c7a3c BUG: fixed issue #72 with the buy_and_hodl sample algo fredfortier 2017-11-27 18:44:50 -05:00
  • 32d5960925 DOC: updating the documentation for release 0.3.9 fredfortier 2017-11-27 18:15:25 -05:00
  • 1c143eb9ea DOC: 0.3.9 release notes fredfortier 2017-11-27 17:55:56 -05:00
  • 1da4ccfb8c Merge remote-tracking branch 'origin/master' fredfortier 2017-11-27 17:55:32 -05:00
  • a61b22b821 DOC: 0.3.9 release notes fredfortier 2017-11-27 17:55:22 -05:00
  • d07e0edd88 DOC: 0.3.9 release notes fredfortier 2017-11-27 17:54:34 -05:00
  • c2821ab77b DOC: added example_algo: Dual Moving Average Crossover Victor Grau Serrat 2017-11-27 15:43:57 -07:00
  • 1696db930d Merge branch 'develop' 0.3.9 fredfortier 2017-11-27 17:37:15 -05:00
  • 9397b3fd5a BLD: testing simple universe with Bitfinex fredfortier 2017-11-27 17:36:44 -05:00
  • 2bb11db412 BLD: modified sample algo for testing fredfortier 2017-11-27 17:28:13 -05:00
  • c2f3e00d99 BUG: Adding back missing constants fredfortier 2017-11-27 17:27:43 -05:00
  • 292fe66d3f Merge remote-tracking branch 'origin/develop' into develop fredfortier 2017-11-27 17:17:05 -05:00
  • ba46015bae BLD: completed implementation of issue #65, support for custom exchange data fredfortier 2017-11-27 17:16:44 -05:00
  • 12d5915c8e ENH: DEBUG level can be easily overriden from the local environment Victor Grau Serrat 2017-11-27 15:02:13 -07:00
  • c6fe45371c ENH: removed default for --capital_base in backtesting Victor Grau Serrat 2017-11-27 13:20:00 -07:00
  • 2fdb4dd0bd Decode poloniex_api.query with utf-8 Maciek 2017-11-27 20:59:47 +11:00
  • 968e70b69b BLD: implementing issue #65, implemented custom exchange data fredfortier 2017-11-25 07:43:20 -05:00
  • 6a7c47f3a9 BLD: implementing issue #65, adding local symbols definition fredfortier 2017-11-24 01:58:33 -05:00
  • 7daf295e63 BLD: refactoring to decrease reliance on the Exchange in preparation to support ad-hoc CSV bundles fredfortier 2017-11-23 22:11:23 -05:00
  • 7dddc0a85f BUG: fixed issue #80 but updated performance stats immediately after registering transactions in live mode fredfortier 2017-11-22 21:11:16 -05:00
  • 32523d474d Merge remote-tracking branch 'origin/develop' into develop fredfortier 2017-11-22 16:03:29 -05:00
  • 841acf0203 BLD: implemented issue #79, using the capital_base parameter to override the amount of base currency available for trading fredfortier 2017-11-22 16:03:21 -05:00
  • a6f982e2b8 DOC: remake of beginner tutorial Victor Grau Serrat 2017-11-21 22:54:31 -07:00
  • b4ab1a5375 DOC: remake of beginner tutorial Victor Grau Serrat 2017-11-21 22:53:50 -07:00
  • 3ec9853b75 BUG: in relation to issue #77, catching the remaining warnings fredfortier 2017-11-21 20:42:44 -05:00
  • c1d140a831 BUG: fixed issue #77, a sortino warning prevents analyze() from completing fredfortier 2017-11-21 15:55:56 -05:00
  • 02dc4d6a30 BUG: made some live-trading adjustments related to issue #71 fredfortier 2017-11-21 13:56:05 -05:00
  • 0d366a350d BUG: fixed #75, adjusted the ruturn value of run_algorithm to support minute stats. fredfortier 2017-11-20 21:53:48 -05:00
  • 1e8b0c36a1 BUG: fixed #74, a problematic scenario when retrieving the history of multiple assets. fredfortier 2017-11-20 20:00:48 -05:00
  • 0af592a5f4 BUG: fixed issue #71 with the last candle of a resampled set fredfortier 2017-11-20 17:52:29 -05:00
  • c2fb5b71af DOC: videos: +3rd_install, +backtest Victor Grau Serrat 2017-11-20 09:32:34 -07:00
  • 86b2a5c772 DOC: videos: +3rd_install, +backtest Victor Grau Serrat 2017-11-20 09:31:47 -07:00
  • eff88170b5 DOC: mean_reversion_simple algo added Victor Grau Serrat 2017-11-20 09:15:18 -07:00
  • 9cfd50dc4f DOC: mean_reversion_simple.py minor edits, and added to doc website Victor Grau Serrat 2017-11-20 09:12:43 -07:00