Release Date: 2018-11-11
- Upgraded the redo lib version :issue:`494`
- Added the ability to disable the alpha warning :issue:`493`
- Memoized the call to the get_exchnage_folder() function :issue:`500`
- Upgraded the requests lib
Release Date: 2018-09-13
- Utilize the trading_state attribute of the TradingPair object - in live and paper trading ONLY :issue:`460`
- Introduced a first WIP version for running backtest strategies on a remote server
Release Date: 2018-09-04
- Upgraded CCXT version to 1.17.94
- Added the get_orderbook function to the API.
- Aligned the data.current to crypto OHLCV left labeling.
- Added the support for live trading in Huobi Pro, OKEx, HitBTC and KuCoin.
- Fixed the timeout handling in get_candles function :issue:`420`
- Fixed the catalyst conda yml installation on windows :issue:`407`
Release Date: 2018-07-22
- The parameter of the set_slippage API function was updated from spread to slippage to better describe its purpose in the fixed slippage model.
Release Date: 2018-07-19
- Reverted the start date of the trading clock to 2015-03-01. This should be addressed after the entire data is acquired :issue:`408`
Release Date: 2018-07-19
- Enabled the get_orderbook function in live and paper trading.
- Utilized unit tests and added travis CI integration.
- Updated the trading calender start date to 2013-04-01.
- Terms and conditions were added to the marketplace.
- Fixed a bug in the filled order amount calculation at live mode :issue:`384`
- Fixed an issue with the order creation procedure for exchanges that do not support fetchMyTrades method :issue:`404`
Release Date: 2018-07-02
- Add support for Binance historical data.
- Fixed a bug preventing ingestion from a csv if specifying an unsupported exchange.
- Fixed issues with installing catalyst using pip.
Release Date: 2018-06-21
- Utilized cancel_order in paper mode and fixed minor issues in live mode :issue:`95`, :issue:`346`
- Added a retry mechanism to the handling of an order request timeout :issue:`350`, :issue:`356`
- Docker image file was utilized :issue:`366`
- Fixed the ordered_pip script used for the development environment installation :issue:`351`
- Fixed bugs in the get_order function :issue:`367` :issue:`372`
- Updated the observed portfolio balance :issue:`373`
Release Date: 2018-06-07
- Added functions to marketplace client to get withdraw amount entitled to and to withdraw ENG as well.
- Updates to handle web3 upgrade on the marketplace.
- Pull request :issue:`334`.
- Raise error when trying to ingest non existing data.
Release Date: 2018-05-23
- Renamed the base_currency parameter of run_algorithm to quote_currency for alignment with the Forex trading terminology.
- Improved the commissions calculations in live mode - documented at Live trading
- Fixed an issue preventing trading on Gdax with several positions :issue:`299`
Release Date: 2018-05-09
- Added missing start_date argument on live mode when running on cli :issue:`330`
- Updated the start and end arguments used on cli in live mode to include time information in addition to the date.
Release Date: 2018-05-09
- Added order creation exception handling according to the ccxt manual :issue:`315`
- Rounded up the filled amount to avoid unclosed orders :issue:`309`
- Correct the retry of the fetch trades method in case of a timeout :issue:`321`
- Fixed the extra history candles fetch in live mode :issue:`323`
- Fixed the marketplace list function :issue:`327`
- Added the ability to set a future start_date on live mode :issue:`318`
Release Date: 2018-04-24
- Added explanation describing the storing of the algorithm state in live mode :issue:`224`
- Addition of Api Reference
- Lowered order size limit to fit all supported exchanges :issue:`296`
- Added a graceful finish to a live run with a specified end date :issue:`302`
- Added commissions to daily_stats Dataframe :issue:`304`
- Fixed an issue regarding str_btc on Poloniex :issue:`307`
- Fixed the last candle returned in backtest in minute mode to be partial (as in live mode) :issue:`266`
- Upgraded CCXT version to 1.12.131
- Updated Data Marketplace to enable submitting several files in a publish command.
- Improved Data Marketplace ingestion.
Release Date: 2018-03-29
- Fix proper release of Data Marketplace on mainnet.
- Fix Data Marketplace release on mainnet
Release Date: 2018-03-29
- Data Marketplace deployed on mainnet.
- Added progress indicators for publishing data, and made the data publishing synchronous to provide feedback to the publisher.
- Fixes in storing and loading the state :issue:`214`, :issue:`287`
Release Date: 2018-03-22
- Data Marketplace: ensures compatibility across wallets, now fully supporting
ledger,trezor,keystore,private key. Partial support formetamask(includes sign_msg, but not sign_tx). Current support forDigital Bitboxis unknown, but believed to be supported. - Data Marketplace: Switched online provider from MyEtherWallet to MyCrypto.
- Data Marketplace: Added progress indicator for data ingestion.
- Changed benchmark to be constant, so it doesn't ingest data at all. Temporary fix for :issue:`271`, :issue:`285`
Release Date: 2018-03-19
- Fixed an issue with the data history in daily frequency :issue:`274`
- Fix hourly frequency issues :issue:`227` and :issue:`114`
Release Date: 2018-03-14
- 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.
- 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`
- 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
Release Date: 2018-02-09
- Fixed an issue with last candle in backtesting :issue:`219`
Release Date: 2018-02-08
- Fixed an issue with live candle values :issue:`216` and :issue:`199`
Release Date: 2018-02-07
- 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`
- Introducing the Enigma Marketplace
Release Date: 2018-01-19
- Fixing issue :issue:`137` impacting the CLI
- Implemented authentication aliases (:issue:`60`)
Release Date: 2018-01-18
- 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`)
- Added a context.state dict to keep arbitrary state values between runs
- Added ability to stop live algo at specified end date
Release Date: 2018-01-12
- 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`)
Release Date: 2018-01-09
- 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`)
Release Date: 2018-01-05
- Fixed CLI issue (:issue:`137`)
- Upgraded CCXT
Release Date: 2018-01-03
- 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`)
- Caching CCXT market info to limit round-trips (:issue:`99`)
- Tentative support for Pipeline (:issue:`96`)
Release Date: 2017-12-12
- 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`)
- 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`)
Release Date: 2017-11-28
- Fixed issue with fetching assets with daily frequency
Release Date: 2017-11-28
- Fixed sortino warning issues (:issue:`77`)
- Adjusted computation of last candle of data.history (:issue:`71`)
- 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`)
Release Date: 2017-11-14
- Fixed a warning filter issue introduced with the latest release
Release Date: 2017-11-14
- 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`)
- Added a mean-reversion sample algo
- Added minutely stats in the analyze() function (:issue:`62`)
- Added specificity to some error messages
Release Date: 2017-11-4
- Fixed an issue with single bar data.history() (:issue:`55`)
Release Date: 2017-11-4
- Added workaround for: KeyError: Timestamp error (:issue:`53`)
Release Date: 2017-11-2
- 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
- Added more unit tests
- 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
Release Date: 2017-10-26
- Fix missing -x in ingest-exchange
- Fix issue with daily chunks end date (data bundles)
- Fix issue in the prepare_chunk logic (data bundles)
- Added data validation unit tests
Release Date: 2017-10-25
- Fix to work with empty data bundles
- Fix Windows path of
$HOME/.catalystfolder - Fix
etc/python2.7-environment.ymlfor Windows Conda install - Fix hash method to create sid numbers compatible across platforms
- Fix an issue with asset date in chunks
- Python3 adjustments
- Added method to clean bundle folders, and remove symbols.json
- Implemented and improved unit tests
Release Date: 2017-10-22
- 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.ymlto work with Catalyst version 0.3 - Updated
catalyst/examples/buy_and_hodl.pyandcatalyst/examples/buy_low_sell_high.pyto work with Catalyst 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
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.
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.
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.
Release Date: 2017-09-07
- Fix path issue
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
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
Release Date: 2017-08-18
- Fixes issue in the creation of bundles (:issue:`27`)
- Fixes issues in empty benchmark (:issue:`16`)
- Fixes issue of normalizing timestamps before comparison (:issue:`24`)
- Generic data bundles
- CLI UI improvements
Release Date: 2017-07-13
- Initial public release