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Frederic Fortier 417e522f89 DOC: updated release notes
2018-02-08 01:17:12 -05:00

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<div class="section" id="release-notes">
<h1>Release Notes<a class="headerlink" href="#release-notes" title="Permalink to this headline"></a></h1>
<div class="section" id="version-0-5-1">
<h2>Version 0.5.1<a class="headerlink" href="#version-0-5-1" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-02-07</p>
<div class="section" id="bug-fixes">
<h3>Bug Fixes<a class="headerlink" href="#bug-fixes" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed an issue with orders that stay open <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/211">#211</a></li>
<li>Fixed Jupyter issues <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/179">#179</a></li>
<li>Fetching multiple tickers in one call to minimize rate limit risks <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/174">#174</a></li>
<li>Improved live state presentation <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/171">#171</a></li>
</ul>
</div>
<div class="section" id="build">
<h3>Build<a class="headerlink" href="#build" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Introducing the Enigma Marketplace</li>
</ul>
</div>
</div>
<div class="section" id="version-0-4-7">
<h2>Version 0.4.7<a class="headerlink" href="#version-0-4-7" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-01-19</p>
<div class="section" id="id1">
<h3>Bug Fixes<a class="headerlink" href="#id1" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixing issue <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/137">#137</a> impacting the CLI</li>
</ul>
</div>
<div class="section" id="id2">
<h3>Build<a class="headerlink" href="#id2" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Implemented authentication aliases (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/60">#60</a>)</li>
</ul>
</div>
</div>
<div class="section" id="version-0-4-6">
<h2>Version 0.4.6<a class="headerlink" href="#version-0-4-6" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-01-18</p>
<div class="section" id="id3">
<h3>Bug Fixes<a class="headerlink" href="#id3" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed some Python3 issues</li>
<li>Reading the trade log to get executed order prices on exchanges like Binance (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/151">#151</a>)</li>
<li>Fixed issue with market order executing price (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/150">#150</a> and <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/111">#111</a>)</li>
<li>Implemented standardized symbol mapping (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/157">#157</a>)</li>
<li>Improved error handling for unsupported timeframes (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/159">#159</a>)</li>
<li>Using Bitfinex instead of Poloniex to fetch btc_usdt benchmark (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/161">#161</a>)</li>
</ul>
</div>
<div class="section" id="id4">
<h3>Build<a class="headerlink" href="#id4" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added a <cite>context.state</cite> dict to keep arbitrary state values between runs</li>
<li>Added ability to stop live algo at specified end date</li>
</ul>
</div>
</div>
<div class="section" id="version-0-4-5">
<h2>Version 0.4.5<a class="headerlink" href="#version-0-4-5" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-01-12</p>
<div class="section" id="id5">
<h3>Bug Fixes<a class="headerlink" href="#id5" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Improved order execution for exchanges supporting trade lists (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/151">#151</a>)</li>
<li>Fixed an issue where requesting history of multiple assets repeats values</li>
<li>Raising an error for order amounts smaller than exchange lots</li>
<li>Handling multiple req errors with tickers more gracefully (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/160">#160</a>)</li>
</ul>
</div>
</div>
<div class="section" id="version-0-4-4">
<h2>Version 0.4.4<a class="headerlink" href="#version-0-4-4" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-01-09</p>
<div class="section" id="id6">
<h3>Bug Fixes<a class="headerlink" href="#id6" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Removed redundant capital_base validation (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/142">#142</a>)</li>
<li>Fixed portfolio update issue with restored state (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/111">#111</a>)</li>
<li>Skipping cash validation where there are open orders (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/144">#144</a>)</li>
</ul>
</div>
</div>
<div class="section" id="version-0-4-3">
<h2>Version 0.4.3<a class="headerlink" href="#version-0-4-3" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-01-05</p>
<div class="section" id="id7">
<h3>Bug Fixes<a class="headerlink" href="#id7" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed CLI issue (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/137">#137</a>)</li>
<li>Upgraded CCXT</li>
</ul>
</div>
</div>
<div class="section" id="version-0-4-2">
<h2>Version 0.4.2<a class="headerlink" href="#version-0-4-2" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2018-01-03</p>
<div class="section" id="id8">
<h3>Bug Fixes<a class="headerlink" href="#id8" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed cash synchronization issue (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/133">#133</a>)</li>
<li>Fixed positions synchronization issue (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/132">#132</a>)</li>
<li>Patched empyrical to resolve a np.log1p issue (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/126">#126</a>)</li>
<li>Fixed a paper trading issue (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/124">#124</a>)</li>
<li>Fixed a commission issue (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/104">#104</a>)</li>
<li>Fixed a poloniex specific issue in live trading (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/103">#103</a>)</li>
</ul>
</div>
<div class="section" id="id9">
<h3>Build<a class="headerlink" href="#id9" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Caching CCXT market info to limit round-trips (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/99">#99</a>)</li>
<li>Tentative support for Pipeline (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/96">#96</a>)</li>
</ul>
</div>
</div>
<div class="section" id="version-0-4-0">
<h2>Version 0.4.0<a class="headerlink" href="#version-0-4-0" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-12-12</p>
<div class="section" id="id10">
<h3>Bug Fixes<a class="headerlink" href="#id10" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Changed Poloniex interface (should solve <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/95">#95</a> and <a class="reference external" href="https://github.com/enigmampc/catalyst/issues/94">#94</a>)</li>
<li>Solved issue with overriding commission and slippage (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/87">#87</a>)</li>
<li>Fixed inefficiency with Bittrex current prices (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/76">#76</a>)</li>
</ul>
</div>
<div class="section" id="id11">
<h3>Build<a class="headerlink" href="#id11" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Integrated with CCXT</li>
<li>Added paper trading capability (<cite>simulate_orders=True</cite> param in live mode)</li>
<li>More granular commissions (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/82">#82</a>)</li>
<li>Added market orders in live mode (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/81">#81</a>)</li>
</ul>
</div>
<div class="section" id="version-0-3-10">
<h3>Version 0.3.10<a class="headerlink" href="#version-0-3-10" title="Permalink to this headline"></a></h3>
<p><strong>Release Date</strong>: 2017-11-28</p>
</div>
<div class="section" id="id12">
<h3>Bug Fixes<a class="headerlink" href="#id12" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed issue with fetching assets with daily frequency</li>
</ul>
</div>
</div>
<div class="section" id="version-0-3-9">
<h2>Version 0.3.9<a class="headerlink" href="#version-0-3-9" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-28</p>
<div class="section" id="id13">
<h3>Bug Fixes<a class="headerlink" href="#id13" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed sortino warning issues (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/77">#77</a>)</li>
<li>Adjusted computation of last candle of data.history (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/71">#71</a>)</li>
</ul>
</div>
<div class="section" id="id14">
<h3>Build<a class="headerlink" href="#id14" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added capital_base parameter to live mode to limit cash (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/79">#79</a>)</li>
<li>Added support for csv ingestion (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/65">#65</a>)</li>
<li>Improved cash display in running stats (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/80">#80</a>)</li>
</ul>
</div>
</div>
<div class="section" id="version-0-3-8">
<h2>Version 0.3.8<a class="headerlink" href="#version-0-3-8" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-14</p>
<div class="section" id="id15">
<h3>Bug Fixes<a class="headerlink" href="#id15" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed a warning filter issue introduced with the latest release</li>
</ul>
</div>
</div>
<div class="section" id="version-0-3-7">
<h2>Version 0.3.7<a class="headerlink" href="#version-0-3-7" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-14</p>
<div class="section" id="id16">
<h3>Bug Fixes<a class="headerlink" href="#id16" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed an SSL cert issue (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/64">#64</a>)</li>
<li>Fixed cumulative stats warnings (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/63">#63</a>)</li>
<li>Disabled auto-ingestion because of unresolved caching issues (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/47">#47</a>)</li>
<li>Standardized live-trading stats (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/61">#61</a>)</li>
</ul>
</div>
<div class="section" id="id17">
<h3>Build<a class="headerlink" href="#id17" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added a mean-reversion sample algo</li>
<li>Added minutely stats in the analyze() function (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/62">#62</a>)</li>
<li>Added specificity to some error messages</li>
</ul>
</div>
</div>
<div class="section" id="version-0-3-6">
<h2>Version 0.3.6<a class="headerlink" href="#version-0-3-6" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-4</p>
<div class="section" id="id18">
<h3>Bug Fixes<a class="headerlink" href="#id18" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed an issue with single bar data.history() (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/55">#55</a>)</li>
</ul>
</div>
</div>
<div class="section" id="version-0-3-5">
<h2>Version 0.3.5<a class="headerlink" href="#version-0-3-5" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-4</p>
<div class="section" id="id19">
<h3>Bug Fixes<a class="headerlink" href="#id19" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added workaround for: KeyError: Timestamp error (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/53">#53</a>)</li>
</ul>
</div>
</div>
<div class="section" id="version-0-3-4">
<h2>Version 0.3.4<a class="headerlink" href="#version-0-3-4" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-11-2</p>
<div class="section" id="id20">
<h3>Bug Fixes<a class="headerlink" href="#id20" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed issue with auto-ingestion of minute data (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/47">#47</a>)</li>
<li>Fixed issue with sell orders in backtesting</li>
<li>Fixed data frequency issues with data.history() in backtesting</li>
<li>Fixed an issue with can_trade()</li>
<li>Reduced the commission and slippage values to account for lower volume
transactions</li>
</ul>
</div>
<div class="section" id="id21">
<h3>Build<a class="headerlink" href="#id21" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added more unit tests</li>
</ul>
</div>
<div class="section" id="documentation">
<h3>Documentation<a class="headerlink" href="#documentation" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Improved installation notes for Windows C++ compiler and Conda</li>
<li>Addition of
<a class="reference external" href="https://enigmampc.github.io/catalyst/jupyter.html">Jupyter Notebook guide</a></li>
<li>Addition of
<a class="reference external" href="https://enigmampc.github.io/catalyst/live-trading.html">Live Trading page</a></li>
<li>Addition of
<a class="reference external" href="https://enigmampc.github.io/catalyst/videos.html">Videos page</a></li>
<li>Addition of
<a class="reference external" href="https://enigmampc.github.io/catalyst/resources.html">Resources page</a></li>
<li>Addition of <a class="reference external" href="https://enigmampc.github.io/catalyst/development-guidelines.html">Development Guidelines</a></li>
<li>Addition of
<a class="reference external" href="https://enigmampc.github.io/catalyst/releases.html">Release Notes</a></li>
<li>Updated code docstrings</li>
</ul>
</div>
</div>
<div class="section" id="version-0-3-3">
<h2>Version 0.3.3<a class="headerlink" href="#version-0-3-3" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-10-26</p>
<div class="section" id="id23">
<h3>Bug Fixes<a class="headerlink" href="#id23" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fix missing -x in ingest-exchange</li>
<li>Fix issue with daily chunks end date (data bundles)</li>
<li>Fix issue in the prepare_chunk logic (data bundles)</li>
</ul>
</div>
<div class="section" id="id24">
<h3>Build<a class="headerlink" href="#id24" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Added data validation unit tests</li>
</ul>
</div>
</div>
<div class="section" id="version-0-3-2">
<h2>Version 0.3.2<a class="headerlink" href="#version-0-3-2" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-10-25</p>
<div class="section" id="id25">
<h3>Bug Fixes<a class="headerlink" href="#id25" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fix to work with empty data bundles</li>
<li>Fix Windows path of <code class="docutils literal"><span class="pre">$HOME/.catalyst</span></code> folder</li>
<li>Fix <code class="docutils literal"><span class="pre">etc/python2.7-environment.yml</span></code> for Windows Conda install</li>
<li>Fix hash method to create sid numbers compatible across platforms</li>
<li>Fix an issue with asset date in chunks</li>
</ul>
</div>
<div class="section" id="id26">
<h3>Build<a class="headerlink" href="#id26" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Python3 adjustments</li>
<li>Added method to clean bundle folders, and remove symbols.json</li>
<li>Implemented and improved unit tests</li>
</ul>
</div>
</div>
<div class="section" id="version-0-3-1">
<h2>Version 0.3.1<a class="headerlink" href="#version-0-3-1" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-10-22</p>
<div class="section" id="id27">
<h3>Bug Fixes<a class="headerlink" href="#id27" title="Permalink to this headline"></a></h3>
<ul class="simple">
<li>Fixed OS-dependent path issue in data bundle</li>
<li>Changed handling of empty <code class="docutils literal"><span class="pre">auth.json</span></code>, instead of throwing an error for
missing file</li>
<li>Updated <code class="docutils literal"><span class="pre">etc/python2.7-environment.yml</span></code> to work with Catalyst version 0.3</li>
<li>Updated <code class="docutils literal"><span class="pre">catalyst/examples/buy_and_hodl.py</span></code> and
<code class="docutils literal"><span class="pre">catalyst/examples/buy_low_sell_high.py</span></code> to work with Catalyst version 0.3</li>
</ul>
</div>
</div>
<div class="section" id="version-0-3">
<h2>Version 0.3<a class="headerlink" href="#version-0-3" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-10-20</p>
<ul class="simple">
<li>Standardized live and backtesting syntax</li>
<li>Added a repository for historical data</li>
<li>Added supported for multiple exchanges per algorithm</li>
<li>Added a standardized dictionary of symbols for each exchange</li>
<li>Added auto-ingestion of bundle data while backtesting</li>
<li>Bug fixes</li>
</ul>
</div>
<div class="section" id="version-0-2-dev5">
<h2>Version 0.2.dev5<a class="headerlink" href="#version-0-2-dev5" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-10-03</p>
<ul class="simple">
<li>Fixes bug in data.history function that was formatting &#8216;volume&#8217; data as
integers, now they are returned as floats with up to 9 decimals of precision.
Data bundles redone.</li>
</ul>
</div>
<div class="section" id="version-0-2-dev4">
<h2>Version 0.2.dev4<a class="headerlink" href="#version-0-2-dev4" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-09-20</p>
<ul class="simple">
<li>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.</li>
<li>The current data bundle takes 340MB compressed for download, and 460MB
uncompressed on disk for Catalyst to use.</li>
</ul>
</div>
<div class="section" id="version-0-2-dev3">
<h2>Version 0.2.dev3<a class="headerlink" href="#version-0-2-dev3" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-09-20</p>
<ul class="simple">
<li>1-minute resolution OHLCV data bundle for backtesting from Poloniex exchange</li>
<li>Implementation of trading of fractional crypto assets (i.e. 0.01 BTC)</li>
<li>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)</li>
<li>Increased pricing resolution from 3 to 9 decimal places</li>
<li>The current data bundle takes 40MB compressed for download, and 99MB
uncompressed on disk for Catalyst to use.</li>
</ul>
</div>
<div class="section" id="version-0-2-dev2">
<h2>Version 0.2.dev2<a class="headerlink" href="#version-0-2-dev2" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-09-07</p>
<ul class="simple">
<li>Fix path issue</li>
</ul>
</div>
<div class="section" id="version-0-2-dev1">
<h2>Version 0.2.dev1<a class="headerlink" href="#version-0-2-dev1" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-09-03</p>
<ul class="simple">
<li>Implementation of live trading:<ul>
<li>Comprehensive trading functionality against exchanges Bitfinex and Bittrex.</li>
<li>Support for all trading pairs available on each exchange.</li>
<li>Multiple algorithms can trade simultaneously against a single exchange
using the same account.</li>
<li>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.</li>
</ul>
</li>
<li>Minute by minute portfolio performance metrics.<ul>
<li>Daily summary performance statistics compatible with pyfolio, a Python
library for performance and risk analysis of financial portfolios</li>
</ul>
</li>
</ul>
</div>
<div class="section" id="version-0-1-dev9">
<h2>Version 0.1.dev9<a class="headerlink" href="#version-0-1-dev9" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-08-28</p>
<ul class="simple">
<li>Retrieval of crypto benchmark from bundle, instead of hitting Poloniex
exchange directly</li>
<li>Change of bundle storage provider from Dropbox to AWS</li>
<li>Fix issue with 1/1000 scaling issue of prices in bundle</li>
</ul>
</div>
<div class="section" id="version-0-1-dev8">
<h2>Version 0.1.dev8<a class="headerlink" href="#version-0-1-dev8" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-08-18</p>
<ul class="simple">
<li>Fixes issue in the creation of bundles (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/27">#27</a>)</li>
</ul>
</div>
<div class="section" id="version-0-1-dev7">
<h2>Version 0.1.dev7<a class="headerlink" href="#version-0-1-dev7" title="Permalink to this headline"></a></h2>
<ul class="simple">
<li>Fixes issues in empty benchmark (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/16">#16</a>)</li>
<li>Fixes issue of normalizing timestamps before comparison (<a class="reference external" href="https://github.com/enigmampc/catalyst/issues/24">#24</a>)</li>
<li>Generic data bundles</li>
<li>CLI UI improvements</li>
</ul>
</div>
<div class="section" id="version-0-1-dev6">
<h2>Version 0.1.dev6<a class="headerlink" href="#version-0-1-dev6" title="Permalink to this headline"></a></h2>
<p><strong>Release Date</strong>: 2017-07-13</p>
<ul class="simple">
<li>Initial public release</li>
</ul>
</div>
</div>
</div>
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