============= Release Notes ============= Version 0.5.8 ^^^^^^^^^^^^^ **Release Date**: 2018-03-29 Bug Fixes ~~~~~~~~~ - Fix proper release of Data Marketplace on mainnet. Version 0.5.7 ^^^^^^^^^^^^^ **Release Date**: 2018-03-29 Build ~~~~~ - Data Marketplace deployed on mainnet. - Added progress indicators for publishing data, and made the data publishing synchronous to provide feedback to the publisher. Bug Fixes ~~~~~~~~~ - Added arguments to the ``reduce`` function in tha Asset class :issue:`214`, :issue:`287` Version 0.5.6 ^^^^^^^^^^^^^ **Release Date**: 2018-03-22 Build ~~~~~ - Data Marketplace: ensures compatibility across wallets, now fully supporting ``ledger``, ``trezor``, ``keystore``, ``private key``. Partial support for ``metamask`` (includes sign_msg, but not sign_tx). Current support for ``Digital Bitbox`` is unknown, but believed to be supported. - Data Marketplace: Switched online provider from MyEtherWallet to MyCrypto. - Data Marketplace: Added progress indicator for data ingestion. Bug Fixes ~~~~~~~~~ - Changed benchmark to be constant, so it doesn't ingest data at all. Temporary fix for :issue:`271`, :issue:`285` Version 0.5.5 ^^^^^^^^^^^^^ **Release Date**: 2018-03-19 Bug Fixes ~~~~~~~~~ - Fixed an issue with the data history in daily frequency :issue:`274` - Fix hourly frequency issues :issue:`227` and :issue:`114` Version 0.5.4 ^^^^^^^^^^^^^ **Release Date**: 2018-03-14 Build ~~~~~ - Switched Data Marketplace from Ropstein testnet to Rinkeby testnet after incorporating changes resulting from the marketplace contract audit - Several usability improvements of the Data Marketplace that make the `--dataset` parameter optional. If it is not included in the command line, will list available datasets, and let you choose interactively. Bug Fixes ~~~~~~~~~ - Fix Binance requirement of symbol to be included in the cancelled order :issue:`204` - Fix `notenoughcasherror` when an open order is filled minutes later :issue:`237` - Properly handle of empty candles received from exchanges :issue:`236` - Added a function to reduce open orders amount from calculated target/amount for target orders :issue:`243` - Fix missing file in live trading mode on date change :issue:`252`, :issue:`253` - Upgraded Data Marketplace to Web3==4.0.0b11, which was breaking some functionality from prior version 4.0.0b7 :issue:`257` - Always request more data to avoid empty bars and always give the exact bar number :issue:`260` Documentation ~~~~~~~~~~~~~ - PyCharm documentation :issue:`195` - Added TA-Lib troubleshooting instructions - Added instructions on how to create a Conda environment for Python 3.6, and updated Visual C++ instructions for Windows and Python 3 - Linking example algorithms in the documentation to their sources Version 0.5.3 ^^^^^^^^^^^^^ **Release Date**: 2018-02-09 Bug Fixes ~~~~~~~~~ - Fixed an issue with last candle in backtesting :issue:`219` Version 0.5.2 ^^^^^^^^^^^^^ **Release Date**: 2018-02-08 Bug Fixes ~~~~~~~~~ - Fixed an issue with live candle values :issue:`216` and :issue:`199` Version 0.5.1 ^^^^^^^^^^^^^ **Release Date**: 2018-02-07 Bug Fixes ~~~~~~~~~ - Fixed an issue with orders that stay open :issue:`211` - Fixed Jupyter issues :issue:`179` - Fetching multiple tickers in one call to minimize rate limit risks :issue:`174` - Improved live state presentation :issue:`171` Build ~~~~~ - Introducing the Enigma Marketplace Version 0.4.7 ^^^^^^^^^^^^^ **Release Date**: 2018-01-19 Bug Fixes ~~~~~~~~~ - Fixing issue :issue:`137` impacting the CLI Build ~~~~~ - Implemented authentication aliases (:issue:`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 (:issue:`151`) - Fixed issue with market order executing price (:issue:`150` and :issue:`111`) - Implemented standardized symbol mapping (:issue:`157`) - Improved error handling for unsupported timeframes (:issue:`159`) - Using Bitfinex instead of Poloniex to fetch btc_usdt benchmark (:issue:`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 (:issue:`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 (:issue:`160`) Version 0.4.4 ^^^^^^^^^^^^^ **Release Date**: 2018-01-09 Bug Fixes ~~~~~~~~~ - Removed redundant capital_base validation (:issue:`142`) - Fixed portfolio update issue with restored state (:issue:`111`) - Skipping cash validation where there are open orders (:issue:`144`) Version 0.4.3 ^^^^^^^^^^^^^ **Release Date**: 2018-01-05 Bug Fixes ~~~~~~~~~ - Fixed CLI issue (:issue:`137`) - Upgraded CCXT Version 0.4.2 ^^^^^^^^^^^^^ **Release Date**: 2018-01-03 Bug Fixes ~~~~~~~~~ - Fixed cash synchronization issue (:issue:`133`) - Fixed positions synchronization issue (:issue:`132`) - Patched empyrical to resolve a np.log1p issue (:issue:`126`) - Fixed a paper trading issue (:issue:`124`) - Fixed a commission issue (:issue:`104`) - Fixed a poloniex specific issue in live trading (:issue:`103`) Build ~~~~~ - Caching CCXT market info to limit round-trips (:issue:`99`) - Tentative support for Pipeline (:issue:`96`) Version 0.4.0 ^^^^^^^^^^^^^ **Release Date**: 2017-12-12 Bug Fixes ~~~~~~~~~ - Changed Poloniex interface (should solve :issue:`95` and :issue:`94`) - Solved issue with overriding commission and slippage (:issue:`87`) - Fixed inefficiency with Bittrex current prices (:issue:`76`) Build ~~~~~ - Integrated with CCXT - Added paper trading capability (`simulate_orders=True` param in live mode) - More granular commissions (:issue:`82`) - Added market orders in live mode (:issue:`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 (:issue:`77`) - Adjusted computation of last candle of data.history (:issue:`71`) Build ~~~~~ - Added capital_base parameter to live mode to limit cash (:issue:`79`) - Added support for csv ingestion (:issue:`65`) - Improved cash display in running stats (:issue:`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 (:issue:`64`) - Fixed cumulative stats warnings (:issue:`63`) - Disabled auto-ingestion because of unresolved caching issues (:issue:`47`) - Standardized live-trading stats (:issue:`61`) Build ~~~~~ - Added a mean-reversion sample algo - Added minutely stats in the analyze() function (:issue:`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() (:issue:`55`) Version 0.3.5 ^^^^^^^^^^^^^ **Release Date**: 2017-11-4 Bug Fixes ~~~~~~~~~ - Added workaround for: KeyError: Timestamp error (:issue:`53`) Version 0.3.4 ^^^^^^^^^^^^^ **Release Date**: 2017-11-2 Bug Fixes ~~~~~~~~~ - Fixed issue with auto-ingestion of minute data (:issue:`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 (:issue:`27`) Version 0.1.dev7 ^^^^^^^^^^^^^^^^ - Fixes issues in empty benchmark (:issue:`16`) - Fixes issue of normalizing timestamps before comparison (:issue:`24`) - Generic data bundles - CLI UI improvements Version 0.1.dev6 ^^^^^^^^^^^^^^^^ **Release Date**: 2017-07-13 - Initial public release