============= Release Notes ============= 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