algorithmic-trading
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Sep 22, 2019 - Python
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Step 2: Describe your environment
- platform: Docker - latest build(Digest:sha256:3e8fe20bf6aaad9095e1ba0924ce2af3368cc55d1fe41ee
Hi,
I the documentation here it says: "Support for accessing multiple exchanges per algorithm, which opens the door to cross-exchange arbitrage opportunities."
Does catalyst really support multiple exchanges using the same algorithm? If so - how this can be done? (no documentation for it)
Thanks!
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Jun 9, 2020 - Go
Describe the bug
I tried to implement triple_barrier_events function. IT returned an error
KeyError: 'Passing list-likes to .loc or [] with any missing labels is no longer supported, see https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#deprecate-loc-reindex-listlike'
I can overcome the problem if I use pandas reindex function.
To Reproduce
Inside triple_b
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Feb 15, 2020
Problem Description
The function description documentation for alphalens.performance.factor_alpha_beta says "Compute the alpha (excess returns), alpha t-stat (alpha significance), and beta (market exposure) of a factor. "
The return documentation says "A list containing the alpha, beta, a t-stat(alpha) for the given factor and forward returns."
I am assuming "a t-stat" means "and t-sta
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Mar 1, 2020
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Jun 7, 2020 - Jupyter Notebook
Tried following the quickstart guide to run the application quickly but running into many software dependency issues. Have you considered dockerizing this application?
I have a background in this area, would be interested in contributing to the project to add that capability if you are open to incorporating this as a feature.
Let me know.
Add some unit tests
According last Travis build
https://travis-ci.org/ranaroussi/qtpylib/jobs/214950579
there's currently no unit tests maybe you should add some unit tests
to ensure that coding new feature doesn't break existing code
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Jun 8, 2020 - Python
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May 6, 2020 - Jupyter Notebook
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Jun 9, 2020 - Python
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May 25, 2020 - Python
Skill Set Challenge!
Hudson & Thames has provided the following skillset challenge to allow potential researchers to gauge if they have the required skil
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Jun 2, 2020 - Python
@tiingo is working on a financial statement API: https://api.tiingo.com/documentation/fundamentals
I think we should support this through the getFinancials function (which currently has no live implementations)
I'll get started on a PR, unless there are any objections
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Jan 11, 2020 - Python
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Feb 14, 2017 - Jupyter Notebook
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Jun 1, 2020 - Python
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Apr 27, 2020 - Python
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Aug 3, 2019 - Python
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Dec 31, 2019 - TypeScript
Took 58 days to hit the rook-ceph cluster issue again, and I figured I would leave this open until there's the next "days since last accident" event:
jay@home1:/opt/metalnetes$ k get po -n rook-ceph
NAME READY STATUS RESTARTS AGE
rook-ceph-mgr-a-68cb58b456-6m8df 1/1 Running 0 58d
rook-ceph-mon-
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May 27, 2020 - Python
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Jun 8, 2020 - Python
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Jun 26, 2018 - Jupyter Notebook
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Dec 9, 2019 - Rust
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The blaze loader exists to make it easy to register new pipeline datasets in zipline by reflecting information from various sources. We can automatically convert a tabular blaze expression (in a given format) to a Pipeline expression and register this with a pipeline loader (see
zipline.pipeline.loaders.blaze.from_blaze; however, this loader is not registered by default so you cannot use these d