Release Notes¶

Version 0.5.1¶

Release Date: 2018-02-07

Bug Fixes¶

Fixed an issue with orders that stay open #211
Fixed Jupyter issues #179
Fetching multiple tickers in one call to minimize rate limit risks #174
Improved live state presentation #171

Build¶

Introducing the Enigma Marketplace

Version 0.4.7¶

Release Date: 2018-01-19

Bug Fixes¶

Fixing issue #137 impacting the CLI

Build¶

Implemented authentication aliases (#60)

Version 0.4.6¶

Release Date: 2018-01-18

Bug Fixes¶

Fixed some Python3 issues
Reading the trade log to get executed order prices on exchanges like Binance (#151)
Fixed issue with market order executing price (#150 and #111)
Implemented standardized symbol mapping (#157)
Improved error handling for unsupported timeframes (#159)
Using Bitfinex instead of Poloniex to fetch btc_usdt benchmark (#161)

Build¶

Added a context.state dict to keep arbitrary state values between runs
Added ability to stop live algo at specified end date

Version 0.4.5¶

Release Date: 2018-01-12

Bug Fixes¶

Improved order execution for exchanges supporting trade lists (#151)
Fixed an issue where requesting history of multiple assets repeats values
Raising an error for order amounts smaller than exchange lots
Handling multiple req errors with tickers more gracefully (#160)

Version 0.4.4¶

Release Date: 2018-01-09

Bug Fixes¶

Removed redundant capital_base validation (#142)
Fixed portfolio update issue with restored state (#111)
Skipping cash validation where there are open orders (#144)

Version 0.4.3¶

Release Date: 2018-01-05

Bug Fixes¶

Fixed CLI issue (#137)
Upgraded CCXT

Version 0.4.2¶

Release Date: 2018-01-03

Bug Fixes¶

Fixed cash synchronization issue (#133)
Fixed positions synchronization issue (#132)
Patched empyrical to resolve a np.log1p issue (#126)
Fixed a paper trading issue (#124)
Fixed a commission issue (#104)
Fixed a poloniex specific issue in live trading (#103)

Build¶

Caching CCXT market info to limit round-trips (#99)
Tentative support for Pipeline (#96)

Version 0.4.0¶

Release Date: 2017-12-12

Bug Fixes¶

Changed Poloniex interface (should solve #95 and #94)
Solved issue with overriding commission and slippage (#87)
Fixed inefficiency with Bittrex current prices (#76)

Build¶

Integrated with CCXT
Added paper trading capability (simulate_orders=True param in live mode)
More granular commissions (#82)
Added market orders in live mode (#81)

Version 0.3.10¶

Release Date: 2017-11-28

Bug Fixes¶

Fixed issue with fetching assets with daily frequency

Version 0.3.9¶

Release Date: 2017-11-28

Bug Fixes¶

Fixed sortino warning issues (#77)
Adjusted computation of last candle of data.history (#71)

Build¶

Added capital_base parameter to live mode to limit cash (#79)
Added support for csv ingestion (#65)
Improved cash display in running stats (#80)

Version 0.3.8¶

Release Date: 2017-11-14

Bug Fixes¶

Fixed a warning filter issue introduced with the latest release

Version 0.3.7¶

Release Date: 2017-11-14

Bug Fixes¶

Fixed an SSL cert issue (#64)
Fixed cumulative stats warnings (#63)
Disabled auto-ingestion because of unresolved caching issues (#47)
Standardized live-trading stats (#61)

Build¶

Added a mean-reversion sample algo
Added minutely stats in the analyze() function (#62)
Added specificity to some error messages

Version 0.3.6¶

Release Date: 2017-11-4

Bug Fixes¶

Fixed an issue with single bar data.history() (#55)

Version 0.3.5¶

Release Date: 2017-11-4

Bug Fixes¶

Added workaround for: KeyError: Timestamp error (#53)

Version 0.3.4¶

Release Date: 2017-11-2

Bug Fixes¶

Fixed issue with auto-ingestion of minute data (#47)
Fixed issue with sell orders in backtesting
Fixed data frequency issues with data.history() in backtesting
Fixed an issue with can_trade()
Reduced the commission and slippage values to account for lower volume transactions

Build¶

Added more unit tests

Documentation¶

Improved installation notes for Windows C++ compiler and Conda
Addition of Jupyter Notebook guide
Addition of Live Trading page
Addition of Videos page
Addition of Resources page
Addition of Development Guidelines
Addition of Release Notes
Updated code docstrings

Version 0.3.3¶

Release Date: 2017-10-26

Bug Fixes¶

Fix missing -x in ingest-exchange
Fix issue with daily chunks end date (data bundles)
Fix issue in the prepare_chunk logic (data bundles)

Build¶

Added data validation unit tests

Version 0.3.2¶

Release Date: 2017-10-25

Bug Fixes¶

Fix to work with empty data bundles
Fix Windows path of $HOME/.catalyst folder
Fix etc/python2.7-environment.yml for Windows Conda install
Fix hash method to create sid numbers compatible across platforms
Fix an issue with asset date in chunks

Build¶

Python3 adjustments
Added method to clean bundle folders, and remove symbols.json
Implemented and improved unit tests

Version 0.3.1¶

Release Date: 2017-10-22

Bug Fixes¶

Fixed OS-dependent path issue in data bundle
Changed handling of empty auth.json, instead of throwing an error for missing file
Updated etc/python2.7-environment.yml to work with Catalyst version 0.3
Updated catalyst/examples/buy_and_hodl.py and catalyst/examples/buy_low_sell_high.py to work with Catalyst version 0.3

Version 0.3¶

Release Date: 2017-10-20

Standardized live and backtesting syntax
Added a repository for historical data
Added supported for multiple exchanges per algorithm
Added a standardized dictionary of symbols for each exchange
Added auto-ingestion of bundle data while backtesting
Bug fixes

Version 0.2.dev5¶

Release Date: 2017-10-03

Fixes bug in data.history function that was formatting ‘volume’ data as integers, now they are returned as floats with up to 9 decimals of precision. Data bundles redone.

Version 0.2.dev4¶

Release Date: 2017-09-20

Fixes bug in the pricing resolution of 1-minute data, now set to 8 decimal places. Pricing resolution of daily data remains set to 9 decimal places.
The current data bundle takes 340MB compressed for download, and 460MB uncompressed on disk for Catalyst to use.

Version 0.2.dev3¶

Release Date: 2017-09-20

1-minute resolution OHLCV data bundle for backtesting from Poloniex exchange
Implementation of trading of fractional crypto assets (i.e. 0.01 BTC)
Minimum trade size of a coin can be configured on a per-coin basis, defaults to 0.00000001 in backtesting (most exchanges set the minimum trade to larger amounts, which will impact live trading)
Increased pricing resolution from 3 to 9 decimal places
The current data bundle takes 40MB compressed for download, and 99MB uncompressed on disk for Catalyst to use.

Version 0.2.dev2¶

Release Date: 2017-09-07

Fix path issue

Version 0.2.dev1¶

Release Date: 2017-09-03

Implementation of live trading:
- Comprehensive trading functionality against exchanges Bitfinex and Bittrex.
- Support for all trading pairs available on each exchange.
- Multiple algorithms can trade simultaneously against a single exchange using the same account.
- Each algorithm has a persisted state (i.e. algorithm can be stopped and restarted preserving the state without data loss) that tracks all open orders, executed transactions and portfolio positions.
Minute by minute portfolio performance metrics.
- Daily summary performance statistics compatible with pyfolio, a Python library for performance and risk analysis of financial portfolios

Version 0.1.dev9¶

Release Date: 2017-08-28

Retrieval of crypto benchmark from bundle, instead of hitting Poloniex exchange directly
Change of bundle storage provider from Dropbox to AWS
Fix issue with 1/1000 scaling issue of prices in bundle

Version 0.1.dev8¶

Release Date: 2017-08-18

Fixes issue in the creation of bundles (#27)

Version 0.1.dev7¶

Fixes issues in empty benchmark (#16)
Fixes issue of normalizing timestamps before comparison (#24)
Generic data bundles
CLI UI improvements

Version 0.1.dev6¶

Release Date: 2017-07-13

Initial public release