Merge branch 'develop'

README.rst

@@ -15,7 +15,7 @@ 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's performance. Catalyst also supports
-live-trading of crypto-assets starting with three exchanges (Bitfinex, Bittrex, 
+live-trading of crypto-assets starting with four exchanges (Binance, 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 `catalystcrypto.io <https://www.catalystcrypto.io>`_ to learn more about Catalyst.
@@ -38,7 +38,7 @@ Overview
    provided.
 -  Support for several of the top crypto-exchanges by trading volume:
    `Bitfinex <https://www.bitfinex.com>`_, `Bittrex <http://www.bittrex.com>`_,
-   and `Poloniex <https://www.poloniex.com>`_. 
+   `Poloniex <https://www.poloniex.com>`_ and `Binance <https://www.binance.com/>`_.
 -  Secure: You and only you have access to each exchange API keys for your accounts.
 -  Input of historical pricing data of all crypto-assets by exchange, 
    with daily and minute resolution. See 

catalyst/__main__.py

@@ -586,7 +586,7 @@ def ingest_exchange(ctx, exchange_name, data_frequency, start, end,
 
     if exchange_name is None:
         ctx.fail("must specify an exchange name '-x'")
-    if exchange_name not in EXCHANGE_NAMES:
+    if not csv and exchange_name not in EXCHANGE_NAMES:
         ctx.fail(
             "ingest-exchange does not support {}, "
             "please choose exchange from: {}".format(

catalyst/exchange/utils/bundle_utils.py

@@ -17,7 +17,7 @@
 from catalyst.data.bundles.core import download_without_progress
 from catalyst.exchange.utils.exchange_utils import get_exchange_bundles_folder
 
-EXCHANGE_NAMES = ['bitfinex', 'bittrex', 'poloniex']
+EXCHANGE_NAMES = ['bitfinex', 'bittrex', 'poloniex', 'binance']
 API_URL = 'http://data.enigma.co/api/v1'
 
 

docs/source/beginner-tutorial.rst

@@ -241,9 +241,9 @@ the available options:
                                         is '-' the perf will be written to stdout.
                                         [default: -]
         --print-algo / --no-print-algo  Print the algorithm to stdout.
-        -x, --exchange-name [poloniex|bitfinex|bittrex]
+        -x, --exchange-name [poloniex|bitfinex|bittrex|binance]
                                         The name of the targeted exchange
-                                        (supported: bitfinex, bittrex, poloniex).
+                                        (supported: binance, bitfinex, bittrex, poloniex).
         -n, --algo-namespace TEXT       A label assigned to the algorithm for data
                                         storage purposes.
         -c, --quote-currency TEXT        The quote currency used to calculate

docs/source/features.rst

@@ -10,10 +10,10 @@ Current Functionality
 * Backtesting and live-trading modes to run your trading algorithms, with a 
   seamless transition between the two.
 * Paper trading simulates order in live-trading mode.
-* Support for 3 exchanges: Bitfinex, Bittrex and Poloniex in both modes 
+* Support for four exchanges: Binance, Bitfinex, Bittrex and Poloniex in both modes
   (backtesting and live-trading). Historical data for backtesting is provided 
-  with daily resolution for all three exchanges, and minute resolution for 
-  Bitfinex and Poloniex. No minute-resolution data is currently available for 
+  with daily resolution for all four exchanges, and minute resolution for
+  Binance, Bitfinex and Poloniex. No minute-resolution data is currently available for
   Bittrex. Refer to 
   `Catalyst Market Coverage <https://www.enigma.co/catalyst/status>`_ for 
   details.

docs/source/live-trading.rst

@@ -12,13 +12,13 @@ The most supported exchanges are as follows:
 
 The exchanges available for backtesting are fully supported in live mode:
 
+- Binance, id = ``binance``
 - Bitfinex, id = ``bitfinex``
 - Bittrex, id = ``bittrex``
 - Poloniex, id = ``poloniex``
 
-Additionally, we have successfully tested in live mode the following exchanges :
+Additionally, we have successfully tested in live mode the following exchanges:
 
-- Binance, id = ``binance``
 - GDAX, id = ``gdax``
 
 As Catalyst is currently in Alpha and in under active development, you are 

docs/source/releases.rst

@@ -2,6 +2,20 @@
 Release Notes
 =============
 
+Version 0.5.15
+^^^^^^^^^^^^^^
+**Release Date**: 2018-07-02
+
+Build
+~~~~~
+- Add support for Binance historical data.
+
+Bug Fixes
+~~~~~~~~~
+- Fixed a bug preventing ingestion from a csv if specifying an unsupported
+  exchange.
+- Fixed issues with installing catalyst using pip.
+
 Version 0.5.14
 ^^^^^^^^^^^^^^
 **Release Date**: 2018-06-21

etc/requirements.txt

@@ -1,7 +1,7 @@
 # Incompatible with earlier PIP versions
 pip>=7.1.0
 # bcolz fails to install if this is not in the build_requires.
-setuptools>36.0
+setuptools==38.5.1
 
 # Logging
 Logbook==0.12.5
@@ -11,78 +11,80 @@ Logbook==0.12.5
 pytz==2016.4
 
 # FF: Upgraded numpy because of errors with version 1.11
-numpy==1.13.1
+numpy==1.14.0
 
 # for pandas-datareader
-requests-file==1.4.1
+requests-file==1.4.3
 
 # scipy and pandas are required for statsmodels,
 # statsmodels in turn is required for some pandas packages
-scipy==0.17.1
+scipy==1.0.0
 pandas==0.19.2
-pandas-datareader==0.2.1
+pandas-datareader==0.6.0
 # Needed for parts of pandas.stats
-patsy==0.4.0
-statsmodels==0.6.1
+patsy==0.5.0
+statsmodels==0.8.0
 
-python-dateutil==2.4.2
-six==1.10.0
+python-dateutil==2.7.3
+six==1.11.0
 
 # For fetching remote data
-requests==2.9.1
+requests==2.18.4
 
-Cython==0.25.2
+Cython==0.27.3
 
 # faster OrderedDict
-cyordereddict==0.2.2
+cyordereddict==1.0.0
 
 # faster array ops.
-bottleneck==1.0.0
+bottleneck==1.2.1
 
-contextlib2==0.4.0
+contextlib2==0.5.5
 
 # networkx requires decorator
-decorator==4.0.0
+decorator==4.3.0
 
 # Graph algorithms used by catalyst.pipeline
-networkx==1.9.1
+networkx==2.1
 
 # NumericalExpression pipeline terms.
-numexpr==2.6.1
+numexpr==2.6.4
 
 # On disk storage format for pipeline data.
 bcolz==1.2.1
 
 # Command line interface helper
-click==4.0.0
+click==6.7
 
 # FUNctional programming utilities
-toolz==0.8.2
-multipledispatch==0.4.8
+toolz==0.9.0
+multipledispatch==0.4.9
 
 # for alembic
-MarkupSafe==0.23
-Mako==1.0.1
+MarkupSafe==1.0
+Mako==1.0.7
 # Asset writer and finder
-sqlalchemy==1.0.8
+sqlalchemy==1.2.2
 # For asset db management
-alembic==0.7.7
+alembic==0.9.7
 
 # for intervaltree
-sortedcontainers==1.4.4
+sortedcontainers==1.5.9
 intervaltree==2.1.0
 
 # for caching
-lru-dict==1.1.4
+lru-dict==1.1.6
 
 # For financial risk calculations
 empyrical==0.2.1
 
-tables==3.3.0
+tables==3.4.2
+
+certifi==2018.1.18
 
 #Catalyst dependencies
 ccxt==1.12.131
-boto3==1.4.8
+boto3==1.5.27
 redo==1.6
-web3==4.0.0b11; python_version > '3.4'
+web3==4.2.1; python_version > '3.4'
 requests-toolbelt==0.8.0

setup.py

@@ -316,7 +316,8 @@ def setup_requirements(requirements_path, module_names, strict_bounds,
         'Topic :: Scientific/Engineering :: Information Analysis',
         'Topic :: System :: Distributed Computing',
     ],
-    install_requires=install_requires(conda_format=conda_build),
+    install_requires=install_requires(strict_bounds=True,
+                                      conda_format=conda_build),
     extras_require=extras_requires(conda_format=conda_build),
     **conditional_arguments
 )