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Victor Grau Serrat 1019a7ec51 DOC: Release Notes
2017-10-31 12:13:31 -06:00

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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-0-3-3">
<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="bug-fixes">
<h3>Bug Fixes<a class="headerlink" href="#bug-fixes" 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="build">
<h3>Build<a class="headerlink" href="#build" 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="id1">
<h3>Bug Fixes<a class="headerlink" href="#id1" 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="id2">
<h3>Build<a class="headerlink" href="#id2" 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="id3">
<h3>Bug Fixes<a class="headerlink" href="#id3" 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>
</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>
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