catalyst/docs/source/releases.rst

=============
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 <https://enigmampc.github.io/catalyst/jupyter.html>`_
- Addition of
  `Live Trading page <https://enigmampc.github.io/catalyst/live-trading.html>`_
- Addition of
  `Videos page <https://enigmampc.github.io/catalyst/videos.html>`_
- Addition of
  `Resources page <https://enigmampc.github.io/catalyst/resources.html>`_
- Addition of `Development Guidelines
  <https://enigmampc.github.io/catalyst/development-guidelines.html>`_
- Addition of
  `Release Notes <https://enigmampc.github.io/catalyst/releases.html>`_
- 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