Merge branch 'develop' into cloud

catalyst/exchange/ccxt/ccxt_exchange.py

@@ -1317,10 +1317,11 @@ def get_orderbook(self, asset, order_type='all', limit=None):
         order_types = ['bids', 'asks'] if order_type == 'all' else [order_type]
         result = dict(last_traded=from_ms_timestamp(order_book['timestamp']))
         for index, order_type in enumerate(order_types):
-            if limit is not None and index > limit - 1:
-                break
-
             result[order_type] = []
+
+            if limit is not None and len(order_book[order_type]) > limit:
+                order_book[order_type] = order_book[order_type][:limit]
+
             for entry in order_book[order_type]:
                 result[order_type].append(dict(
                     rate=float(entry[0]),

catalyst/exchange/utils/exchange_utils.py

@@ -713,6 +713,9 @@ def mixin_market_params(exchange_name, params, market):
             if 'lot' not in params:
                 params['lot'] = params['min_trade_size']
 
+    if 'active' in market:
+        params['trading_state'] = market['active']
+
 
 def group_assets_by_exchange(assets):
     exchange_assets = dict()

docs/source/index.rst

@@ -12,6 +12,7 @@ Table of Contents
    install
    beginner-tutorial
    live-trading
+   intervals
    example-algos
    utilities
    videos

docs/source/install.rst

@@ -66,26 +66,50 @@ main packages needed. To install MiniConda, you can follow these steps:
 
 Once either Conda or MiniConda has been set up you can install Catalyst:
 
-1. Download the file `python3.6-environment.yml 
-   <https://github.com/enigmampc/catalyst/blob/master/etc/python3.6-environment.yml>`_ 
-   (recommended) or `python2.7-environment.yml 
-   <https://github.com/enigmampc/catalyst/blob/master/etc/python2.7-environment.yml>`_ 
-   matching your Conda installation from step #1 above.
+1. Download the proper .yml file matching your Conda installation from
+   step #1 above.
+   To download, simply click on the 'Raw' button and save the file locally
+   to a folder you can remember. Make sure that the file gets saved with the
+   ``.yml`` extension, and nothing like a ``.txt`` file or anything else.
 
-     To download, simply click on the 'Raw' button and save the file locally 
-     to a folder you can remember. Make sure that the file gets saved with the
-     ``.yml`` extension, and nothing like a ``.txt`` file or anything else.
+   **Linux or MacOS:**
+   Download the file `python3.6-environment.yml
+   <https://github.com/enigmampc/catalyst/blob/master/etc/python3.6-environment.yml>`_
+   (recommended) or `python2.7-environment.yml
+   <https://github.com/enigmampc/catalyst/blob/master/etc/python2.7-environment.yml>`_
+
+   **Windows:**
+   Download the file `python3.6-environment-windows.yml
+   <https://github.com/enigmampc/catalyst/blob/master/etc/python3.6-environment-windows.yml>`_
+   (recommended) or `python2.7-environment.yml
+   <https://github.com/enigmampc/catalyst/blob/master/etc/python2.7-environment.yml>`_
 
 2. Open a Terminal window and enter [``cd/dir``] into the directory where you 
    saved the above ``.yml`` file.
 
+
 3. Install using this file. This step can take about 5-10 minutes to install.
 
+   **Linux or MacOS Python 3.6:**
+
    .. code-block:: bash
 
       conda env create -f python3.6-environment.yml
 
-  or
+   **Linux or MacOS Python 2.7:**
+
+   .. code-block:: bash
+
+      conda env create -f python2.7-environment.yml
+
+
+   **Windows Python 3.6:**
+
+   .. code-block:: bash
+
+      conda env create -f python3.6-environment-windows.yml
+
+   **Windows Python 2.7:**
 
    .. code-block:: bash
 

docs/source/releases.rst

@@ -1,6 +1,21 @@
 =============
 Release Notes
 =============
+Version 0.5.19
+^^^^^^^^^^^^^^
+**Release Date**: 2018-09-04
+
+Build
+~~~~~
+- 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.
+
+Bug Fixes
+~~~~~~~~~
+- Fixed the timeout handling in `get_candles` function :issue:`420`
+- Fixed the catalyst conda yml installation on windows :issue:`407`
 
 Version 0.5.18
 ^^^^^^^^^^^^^^

docs/source/utilities.rst

@@ -74,7 +74,6 @@ Simpler case for daily data
         record(price=price, volume=volume)
 
     def analyze(context=None, results=None):
-
         # Generate DataFrame with Price and Volume only
         data = results[['price','volume']]
 
@@ -114,35 +113,34 @@ More versatile case for minute data
         # Portfolio assets list
         context.asset = symbol('btc_usdt') # Bitcoin on Poloniex
 
-        # Creates a .CSV file with the same name as this script to store results
-        context.csvfile = open(os.path.splitext(
-                                          os.path.basename(__file__))[0]+'.csv', 'w+')
-        context.csvwriter = csv.writer(context.csvfile)
+        # Create an empty DataFrame to store results
+        context.pricing_data = pd.DataFrame()
 
     def handle_data(context, data):
         # Variables to record for a given asset: price and volume
         # Other options include 'open', 'high', 'open', 'close'
         # Please note that 'price' equals 'close'
-        date = context.blotter.current_dt      # current time in each iteration
-        price = data.current(context.asset, 'price')
-        volume = data.current(context.asset, 'volume')
+        current = data.history(context.asset, ['price', 'volume'], 1, '1T')
 
-        # Writes one line to CSV on each iteration with the chosen variables
-        context.csvwriter.writerow([date,price,volume])
+        # Append the current information to the pricing_data DataFrame
+        context.pricing_data = context.pricing_data.append(current)
 
     def analyze(context=None, results=None):
-        # Close open file properly at the end
-        context.csvfile.close()
-
-        # Bitcoin data is available from 2015-3-2. Dates vary for other tokens.
-        start = datetime(2017, 7, 30, 0, 0, 0, 0, pytz.utc)
-        end = datetime(2017, 7, 31, 0, 0, 0, 0, pytz.utc)
-        results = run_algorithm(initialize=initialize,
-                                handle_data=handle_data,
-                                analyze=analyze,
-                                start=start,
-                                end=end,
-                                exchange_name='poloniex',
-                                data_frequency='minute',
-                                quote_currency ='usdt',
-                                capital_base=10000 )
+        # Save pricing data to a CSV file
+        filename = os.path.splitext(os.path.basename(__file__))[0]
+        context.pricing_data.to_csv(filename + '.csv')
+
+    ''' Bitcoin data is available on Poloniex since 2015-3-1.
+         Dates vary for other tokens.
+    '''
+    start = datetime(2017, 7, 30, 0, 0, 0, 0, pytz.utc)
+    end = datetime(2017, 7, 31, 0, 0, 0, 0, pytz.utc)
+    results = run_algorithm(initialize=initialize,
+                            handle_data=handle_data,
+                            analyze=analyze,
+                            start=start,
+                            end=end,
+                            exchange_name='poloniex',
+                            data_frequency='minute',
+                            quote_currency ='usdt',
+                            capital_base=10000 )

etc/python2.7-environment.yml

@@ -4,12 +4,11 @@ channels:
 - conda-forge
 dependencies:
 - certifi=2016.2.28=py27_0
-- mkl=2017.0.3
-- numpy=1.13.1=py27_0
+- numpy=1.14.0
 - openssl=1.0.2l
 - pip=9.0.1=py27_1
 - python=2.7.13
-- scipy=0.19.1=np113py27_0
+- scipy=1.0.0
 - setuptools=36.4.0=py27_1
 - sqlite=3.13.0
 - tk=8.5.18
@@ -21,7 +20,7 @@ dependencies:
   - bcolz==0.12.1
   - bottleneck==1.2.1
   - chardet==3.0.4
-  - ccxt==1.12.131
+  - ccxt==1.17.94
 # The Enigma Data Marketplace requires Python3 because it depends on
 # web3, which requires Python3, as building its dependencies breaks in Python2
 #  - web3==4.0.0b7

etc/requirements_blaze.txt

@@ -6,8 +6,6 @@ partd==0.3.7
 locket==0.2.0
 cloudpickle==0.2.1
 itsdangerous==0.24
-flask==0.10.1
-flask-cors==2.1.2
 Jinja2==2.7.3
 MarkupSafe==1.0
 Werkzeug==0.10.4