Files
catalyst/index.html
T
2018-02-09 12:12:06 -05:00

439 lines
23 KiB
HTML

<!DOCTYPE html>
<!--[if IE 8]><html class="no-js lt-ie9" lang="en" > <![endif]-->
<!--[if gt IE 8]><!--> <html class="no-js" lang="en" > <!--<![endif]-->
<head>
<meta charset="utf-8">
<meta name="viewport" content="width=device-width, initial-scale=1.0">
<title>Overview &mdash; Catalyst 0.4 documentation</title>
<link rel="stylesheet" href="_static/css/theme.css" type="text/css" />
<link rel="top" title="Catalyst 0.4 documentation" href="#"/>
<link rel="next" title="Install" href="install.html"/>
<script src="_static/js/modernizr.min.js"></script>
</head>
<body class="wy-body-for-nav" role="document">
<div class="wy-grid-for-nav">
<nav data-toggle="wy-nav-shift" class="wy-nav-side">
<div class="wy-side-nav-search">
<a href="#" class="icon icon-home"> Catalyst
</a>
<div role="search">
<form id="rtd-search-form" class="wy-form" action="search.html" method="get">
<input type="text" name="q" placeholder="Search docs" />
<input type="hidden" name="check_keywords" value="yes" />
<input type="hidden" name="area" value="default" />
</form>
</div>
</div>
<div class="wy-menu wy-menu-vertical" data-spy="affix" role="navigation" aria-label="main navigation">
<ul>
<li class="toctree-l1"><a class="reference internal" href="install.html">Install</a><ul>
<li class="toctree-l2"><a class="reference internal" href="install.html#installing-with-conda">Installing with <code class="docutils literal"><span class="pre">conda</span></code></a><ul>
<li class="toctree-l3"><a class="reference internal" href="install.html#troubleshooting-conda-install">Troubleshooting <code class="docutils literal"><span class="pre">conda</span></code> Install</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="install.html#installing-with-pip">Installing with <code class="docutils literal"><span class="pre">pip</span></code></a><ul>
<li class="toctree-l3"><a class="reference internal" href="install.html#troubleshooting-pip-install">Troubleshooting <code class="docutils literal"><span class="pre">pip</span></code> Install</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="install.html#installing-with-pipenv">Installing with <code class="docutils literal"><span class="pre">pipenv</span></code></a></li>
<li class="toctree-l2"><a class="reference internal" href="install.html#gnu-linux-requirements">GNU/Linux Requirements</a><ul>
<li class="toctree-l3"><a class="reference internal" href="install.html#amazon-linux-ami-notes">Amazon Linux AMI Notes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="install.html#macos-requirements">MacOS Requirements</a><ul>
<li class="toctree-l3"><a class="reference internal" href="install.html#macos-virtualenv-conda-matplotlib">MacOS + virtualenv/conda + matplotlib</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="install.html#windows-requirements">Windows Requirements</a></li>
<li class="toctree-l2"><a class="reference internal" href="install.html#updating-catalyst">Updating Catalyst</a></li>
<li class="toctree-l2"><a class="reference internal" href="install.html#getting-help">Getting Help</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="beginner-tutorial.html">Catalyst Beginner Tutorial</a><ul>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#basics">Basics</a></li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#my-first-algorithm">My first algorithm</a></li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#ingesting-data">Ingesting data</a></li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#running-the-algorithm">Running the algorithm</a><ul>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#command-line-interface">Command line interface</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#access-to-previous-prices-using-history">Access to previous prices using <code class="docutils literal"><span class="pre">history</span></code></a><ul>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#working-example-dual-moving-average-cross-over">Working example: Dual Moving Average Cross-Over</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#jupyter-notebook">Jupyter Notebook</a><ul>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#install">Install</a></li>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#running-algorithms">Running Algorithms</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#next-steps">Next steps</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="live-trading.html">Live Trading</a><ul>
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#supported-exchanges">Supported Exchanges</a></li>
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#paper-trading-vs-live-trading-modes">Paper Trading vs Live Trading modes</a></li>
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#authentication">Authentication</a></li>
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#currency-symbols">Currency Symbols</a></li>
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#trading-an-algorithm">Trading an Algorithm</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="features.html">Features</a><ul>
<li class="toctree-l2"><a class="reference internal" href="features.html#current-functionality">Current Functionality</a></li>
<li class="toctree-l2"><a class="reference internal" href="features.html#upcoming-features">Upcoming features</a></li>
<li class="toctree-l2"><a class="reference internal" href="features.html#naming-convention">Naming Convention</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="example-algos.html">Example Algorithms</a><ul>
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#overview">Overview</a></li>
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#buy-btc-simple-algorithm">Buy BTC Simple Algorithm</a></li>
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#buy-and-hodl-algorithm">Buy and Hodl Algorithm</a></li>
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#dual-moving-average-crossover">Dual Moving Average Crossover</a></li>
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#mean-reversion-algorithm">Mean Reversion Algorithm</a></li>
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#simple-universe">Simple Universe</a></li>
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#portfolio-optimization">Portfolio Optimization</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="utilities.html">Utilities</a><ul>
<li class="toctree-l2"><a class="reference internal" href="utilities.html#output-to-csv-file">Output to CSV file</a></li>
<li class="toctree-l2"><a class="reference internal" href="utilities.html#extracting-market-data">Extracting market data</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="videos.html">Videos</a><ul>
<li class="toctree-l2"><a class="reference internal" href="videos.html#installation-macos">Installation: MacOS</a></li>
<li class="toctree-l2"><a class="reference internal" href="videos.html#installation-windows">Installation: Windows</a></li>
<li class="toctree-l2"><a class="reference internal" href="videos.html#backtesting-a-strategy">Backtesting a Strategy</a></li>
<li class="toctree-l2"><a class="reference internal" href="videos.html#live-trading-a-strategy">Live Trading a Strategy</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="resources.html">Resources</a><ul>
<li class="toctree-l2"><a class="reference internal" href="resources.html#related-3rd-party-apis">Related 3rd Party APIs</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="development-guidelines.html">Development Guidelines</a><ul>
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#creating-a-development-environment">Creating a Development Environment</a></li>
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#development-with-docker">Development with Docker</a></li>
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#git-branching-structure">Git Branching Structure</a></li>
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#contributing-to-the-docs">Contributing to the Docs</a></li>
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#commit-messages">Commit messages</a></li>
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#formatting-docstrings">Formatting Docstrings</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="releases.html">Release Notes</a><ul>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-5-3">Version 0.5.3</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#bug-fixes">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-5-2">Version 0.5.2</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id1">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-5-1">Version 0.5.1</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#build">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-7">Version 0.4.7</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id3">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id4">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-6">Version 0.4.6</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id5">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id6">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-5">Version 0.4.5</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id7">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-4">Version 0.4.4</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id8">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-3">Version 0.4.3</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id9">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-2">Version 0.4.2</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id10">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id11">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-0">Version 0.4.0</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id12">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id13">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#version-0-3-10">Version 0.3.10</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id14">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-9">Version 0.3.9</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id15">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id16">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-8">Version 0.3.8</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id17">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-7">Version 0.3.7</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id18">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id19">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-6">Version 0.3.6</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id20">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-5">Version 0.3.5</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id21">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-4">Version 0.3.4</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id22">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id23">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#documentation">Documentation</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-3">Version 0.3.3</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id25">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id26">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-2">Version 0.3.2</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id27">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id28">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-1">Version 0.3.1</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id29">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3">Version 0.3</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev5">Version 0.2.dev5</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev4">Version 0.2.dev4</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev3">Version 0.2.dev3</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev2">Version 0.2.dev2</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev1">Version 0.2.dev1</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-1-dev9">Version 0.1.dev9</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-1-dev8">Version 0.1.dev8</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-1-dev7">Version 0.1.dev7</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-1-dev6">Version 0.1.dev6</a></li>
</ul>
</li>
</ul>
</div>
&nbsp;
</nav>
<section data-toggle="wy-nav-shift" class="wy-nav-content-wrap">
<nav class="wy-nav-top" role="navigation" aria-label="top navigation">
<i data-toggle="wy-nav-top" class="fa fa-bars"></i>
<a href="#">Catalyst</a>
</nav>
<div class="wy-nav-content">
<div class="rst-content">
<div role="navigation" aria-label="breadcrumbs navigation">
<ul class="wy-breadcrumbs">
<li><a href="#">Docs</a> &raquo;</li>
<li>Overview</li>
<li class="wy-breadcrumbs-aside">
<a href="_sources/index.txt" rel="nofollow"> View page source</a>
</li>
</ul>
<hr/>
</div>
<div role="main" class="document">
<a class="reference external image-reference" href="https://enigmampc.github.io/catalyst"><img alt="Enigma | Catalyst" class="align-center" src="https://s3.amazonaws.com/enigmaco-docs/enigma-catalyst.png" /></a>
<p><a class="reference external" href="https://pypi.python.org/pypi/enigma-catalyst"><img alt="version tag" src="https://img.shields.io/pypi/v/enigma-catalyst.svg" /></a>
<a class="reference external" href="https://pypi.python.org/pypi/enigma-catalyst"><img alt="version status" src="https://img.shields.io/pypi/pyversions/enigma-catalyst.svg" /></a>
<a class="reference external" href="https://discordapp.com/invite/SJK32GY"><img alt="discord" src="https://img.shields.io/badge/discord-join%20chat-green.svg" /></a>
<a class="reference external" href="https://twitter.com/enigmampc"><img alt="twitter" src="https://img.shields.io/twitter/follow/enigmampc.svg?style=social&amp;label=Follow&amp;style=flat-square" /></a></p>
<div class="line-block">
<div class="line"><br /></div>
</div>
<p>Catalyst is an algorithmic trading library for crypto-assets written in Python.
It allows trading strategies to be easily expressed and backtested against
historical data (with daily and minute resolution), providing analytics and
insights regarding a particular strategy&#8217;s performance. Catalyst also supports
live-trading of crypto-assets starting with three exchanges (Bitfinex, Bittrex,
and Poloniex) with more being added over time. Catalyst empowers users to share
and curate data and build profitable, data-driven investment strategies. Please
visit <a class="reference external" href="https://www.enigma.co">enigma.co</a> to learn more about Catalyst.</p>
<p>Catalyst builds on top of the well-established
<a class="reference external" href="https://github.com/quantopian/zipline">Zipline</a> project. We did our best to
minimize structural changes to the general API to maximize compatibility with
existing trading algorithms, developer knowledge, and tutorials. Join us on
<a class="reference external" href="https://discord.gg/SJK32GY">Discord</a> where we have a <em>#catalyst_dev</em> channel
for questions around Catalyst, algorithmic trading and technical support.</p>
<div class="section" id="overview">
<h1>Overview<a class="headerlink" href="#overview" title="Permalink to this headline"></a></h1>
<ul class="simple">
<li>Ease of use: Catalyst tries to get out of your way so that you can
focus on algorithm development. See
<a class="reference external" href="https://github.com/enigmampc/catalyst/tree/master/catalyst/examples">examples of trading strategies</a>
provided.</li>
<li>Support for several of the top crypto-exchanges by trading volume:
<a class="reference external" href="https://www.bitfinex.com">Bitfinex</a>, <a class="reference external" href="http://www.bittrex.com">Bittrex</a>,
and <a class="reference external" href="https://www.poloniex.com">Poloniex</a>.</li>
<li>Secure: You and only you have access to each exchange API keys for your accounts.</li>
<li>Input of historical pricing data of all crypto-assets by exchange,
with daily and minute resolution. See
<a class="reference external" href="https://www.enigma.co/catalyst/status">Catalyst Market Coverage Overview</a>.</li>
<li>Backtesting and live-trading functionality, with a seamless transition
between the two modes.</li>
<li>Output of performance statistics are based on Pandas DataFrames to
integrate nicely into the existing PyData eco-system.</li>
<li>Statistic and machine learning libraries like matplotlib, scipy,
statsmodels, and sklearn support development, analysis, and
visualization of state-of-the-art trading systems.</li>
<li>Addition of Bitcoin price (btc_usdt) as a benchmark for comparing
performance across trading algorithms.</li>
</ul>
<p>Go to our <a class="reference external" href="https://enigmampc.github.io/catalyst/">Documentation Website</a>.</p>
<div class="line-block">
<div class="line"><br /></div>
<div class="line"><br /></div>
</div>
<div class="section" id="table-of-contents">
<h2>Table of Contents<a class="headerlink" href="#table-of-contents" title="Permalink to this headline"></a></h2>
<div class="toctree-wrapper compound">
<ul>
<li class="toctree-l1"><a class="reference internal" href="install.html">Install</a></li>
<li class="toctree-l1"><a class="reference internal" href="beginner-tutorial.html">Catalyst Beginner Tutorial</a></li>
<li class="toctree-l1"><a class="reference internal" href="live-trading.html">Live Trading</a></li>
<li class="toctree-l1"><a class="reference internal" href="features.html">Features</a></li>
<li class="toctree-l1"><a class="reference internal" href="example-algos.html">Example Algorithms</a></li>
<li class="toctree-l1"><a class="reference internal" href="utilities.html">Utilities</a></li>
<li class="toctree-l1"><a class="reference internal" href="videos.html">Videos</a></li>
<li class="toctree-l1"><a class="reference internal" href="resources.html">Resources</a></li>
<li class="toctree-l1"><a class="reference internal" href="development-guidelines.html">Development Guidelines</a></li>
<li class="toctree-l1"><a class="reference internal" href="releases.html">Release Notes</a></li>
</ul>
</div>
</div>
</div>
</div>
<footer>
<div class="rst-footer-buttons" role="navigation" aria-label="footer navigation">
<a href="install.html" class="btn btn-neutral float-right" title="Install" accesskey="n">Next <span class="fa fa-arrow-circle-right"></span></a>
</div>
<hr/>
<div role="contentinfo">
<p>
&copy; Copyright 2018, Enigma MPC, Inc..
</p>
</div>
Built with <a href="http://sphinx-doc.org/">Sphinx</a> using a <a href="https://github.com/snide/sphinx_rtd_theme">theme</a> provided by <a href="https://readthedocs.org">Read the Docs</a>.
</footer>
</div>
</div>
</section>
</div>
<script type="text/javascript">
var DOCUMENTATION_OPTIONS = {
URL_ROOT:'./',
VERSION:'0.4',
COLLAPSE_INDEX:false,
FILE_SUFFIX:'.html',
HAS_SOURCE: true
};
</script>
<script type="text/javascript" src="_static/jquery.js"></script>
<script type="text/javascript" src="_static/underscore.js"></script>
<script type="text/javascript" src="_static/doctools.js"></script>
<script type="text/javascript" src="_static/js/theme.js"></script>
<script type="text/javascript">
jQuery(function () {
SphinxRtdTheme.StickyNav.enable();
});
</script>
</body>
</html>