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Project: catalyst
(GitHub Link)
catalyst-master
.github
ISSUE_TEMPLATE.md
AUTHORS
catalyst
utils
range.py
data.py
sqlite_utils.py
preprocess.py
algo_instance.py
cache.py
input_validation.py
pool.py
tradingcalendar.py
calendars
exchange_calendar_tsx.py
calendar_utils.py
exchange_calendar_lse.py
us_futures_calendar.py
exchange_calendar_nyse.py
exchange_calendar_cme.py
trading_calendar.py
exchange_calendar_cfe.py
us_holidays.py
__init__.py
_calendar_helpers.pyx
exchange_calendar_open.py
exchange_calendar_bmf.py
exchange_calendar_ice.py
serialization_utils.py
simfactory.py
math_utils.py
deprecate.py
numpy_utils.py
metautils.py
cli.py
api_support.py
factory.py
run_algo.py
date_utils.py
classproperty.py
sentinel.py
events.py
functional.py
sharedoc.py
pandas_utils.py
remote_utils.py
remote.py
dummy.py
__init__.py
argcheck.py
control_flow.py
security_list.py
final.py
paths.py
compat.py
memoize.py
context_tricks.py
enum.py
resources
security_lists
leveraged_etf_list
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20140923
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20131121
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20141226
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20150123
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20130916
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20120919
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20141119
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market_data
curate
__init__.py
poloniex.py
catalyst_warnings.py
examples
dual_moving_average.py
rsi_profit_target.py
buy_low_sell_high.py
buy_and_hodl.py
mean_reversion_simple.py
mean_reversion_simple_custom_fees.py
marketplace
github-research.py
mean_reversion_by_marketcap.py
portfolio_optimization.py
README.rst
talib_simple.py
simple_universe.py
__init__.py
buy_btc_simple.py
simple_loop.py
arbitrage_with_interface.py
gens
composites.py
sim_engine.pyx
__init__.py
utils.py
tradesimulation.py
dispatch.py
marketplace
marketplace_errors.py
utils
path_utils.py
bundle_utils.py
eth_utils.py
__init__.py
auth_utils.py
marketplace.py
contract_enigma_address.txt
contract_enigma_abi.json
terms_and_conditions.txt
__init__.py
contract_marketplace_address.txt
contract_marketplace_abi.json
sources
requests_csv.py
__init__.py
benchmark_source.py
test_source.py
algorithm.py
support
issue_274.py
issue_30.py
issue_236.py
ccxt_issue_1358.py
buy_and_sell_test.py
issue_216.py
binance_history.py
issue_126.py
issue_111.py
issue_55.py
history_multiple_assets.py
__init__.py
issue_420.py
issue_169.py
issue_323.py
issue_112.py
issue_227.py
issue_299.py
api.pyi
exchange
exchange_blotter.py
exchange_portfolio.py
exchange_bundle.py
exchange_data_portal.py
utils
test_utils.py
serialization_utils.py
datetime_utils.py
live_chart_utils.py
factory.py
bundle_utils.py
exchange_utils.py
__init__.py
stats_utils.py
exchange_pricing_loader.py
exchange_execution.py
ccxt
ccxt_exchange.py
__init__.py
exchange_bcolz.py
exchange_errors.py
exchange.py
exchange_algorithm.py
live_graph_clock.py
__init__.py
exchange_asset_finder.py
simple_clock.py
lib
_uint8window.pyx
_int64window.pyx
_factorize.pyx
adjusted_array.py
normalize.py
quantiles.py
_float64window.pyx
labelarray.py
_windowtemplate.pxi
__init__.py
adjustment.pyx
rank.pyx
_labelwindow.pyx
constants.py
api.py
data
session_bars.py
resample.py
continuous_future_reader.py
_equities.pyx
treasuries_can.py
_adjustments.pyx
history_loader.py
dispatch_bar_reader.py
_minute_bar_internal.pyx
minute_bars.py
_resample.pyx
__init__.py
data_portal.py
loader.py
bundles
yahoo.py
quandl.py
__init__.py
base_pricing.py
poloniex.py
core.py
base.py
bar_reader.py
treasuries.py
benchmarks.py
us_equity_pricing.py
__main__.py
_protocol.pyx
__init__.py
patches
stats.py
__init__.py
_version.py
errors.py
pipeline
engine.py
graph.py
pipeline.py
api_utils.py
expression.py
term.py
classifiers
__init__.py
classifier.py
sentinels.py
data
testing.py
equity_pricing.py
crypto_pricing.py
__init__.py
dataset.py
filters
filter.py
smoothing.py
__init__.py
downsample_helpers.py
common.py
__init__.py
factors
crypto
technical.py
__init__.py
events.py
equity
technical.py
statistical.py
__init__.py
__init__.py
factor.py
visualize.py
mixins.py
loaders
testing.py
equity_pricing_loader.py
blaze
events.py
__init__.py
utils.py
estimates.py
core.py
crypto_pricing_loader.py
frame.py
events.py
earnings_estimates.py
__init__.py
utils.py
synthetic.py
base.py
finance
trading.py
order.py
commission.py
cancel_policy.py
risk
period.py
report.py
cumulative.py
risk.py
__init__.py
shared.py
slippage.py
blotter.py
controls.py
constants.py
transaction.py
__init__.py
asset_restrictions.py
execution.py
performance
period.py
position.py
__init__.py
tracker.py
position_tracker.py
test_algorithms.py
assets
continuous_futures.pyx
_assets.pyx
roll_finder.py
__init__.py
asset_db_migrations.py
asset_writer.py
assets.py
futures.py
synthetic.py
asset_db_schema.py
protocol.py
testing
slippage.py
__init__.py
fixtures.py
core.py
predicates.py
.coveragerc
vagrant_init.sh
LICENSE
appveyor.yml
versioneer.py
.gitattributes
Dockerfile-dev
.dir-locals.el
README.rst
setup.py
Vagrantfile
setup.cfg
.travis.yml
tests
test_labelarray.py
utils
test_sentinel.py
test_argcheck.py
test_cache.py
daily_bar_writer.py
test_date_utils.py
test_pandas_utils.py
test_numpy_utils.py
test_metautils.py
test_sharedoc.py
test_math_utils.py
test_final.py
__init__.py
test_preprocess.py
resources
quandl_samples
metadata-2.csv.gz
ZEN.csv.gz
BRK_A.csv.gz
rebuild_samples.py
AAPL.csv.gz
metadata-1.csv.gz
MSFT.csv.gz
calendars
yahoo_samples
IBM.adjustments.gz
IBM.csv.gz
AAPL.csv.gz
MSFT.adjustments.gz
rebuild_samples
MSFT.csv.gz
AAPL.adjustments.gz
pipeline_inputs
BRK-A.csv
MSFT.csv
generate.py
AAPL.csv
rebuild_example_data
__init__.py
fetcher_inputs
fetcher_test_data.py
__init__.py
calendars
test_ice_calendar.py
test_nyse_calendar.py
test_trading_calendar.py
test_calendar_dispatcher.py
test_cme_calendar.py
__init__.py
test_cfe_calendar.py
test_panel_bar_reader.py
test_assets.py
test_algorithm.py
test_api_shim.py
marketplace
test_marketplace.py
__init__.py
test_exception_handling.py
test_history.py
exchange
test_server_bundle.py
test_utils.py
test_suites
test_suite_algo.py
test_suite_exchange.py
test_suite_bundle.py
__init__.py
test_bcolz.py
test_exchange_utils.py
test_bundle.py
test_ccxt.py
__init__.py
test_data_portal.py
base.py
risk
annotation_utils.py
__init__.py
test_risk_period.py
test_risk_cumulative.py
test_security_list.py
test_finance.py
test_memoize.py
test_continuous_futures.py
test_clock.py
test_fetcher.py
test_testing.py
data
test_resample.py
test_us_equity_pricing.py
__init__.py
bundles
test_yahoo.py
__init__.py
test_quandl.py
test_core.py
test_minute_bars.py
test_dispatch_bar_reader.py
test_restrictions.py
__init__.py
test_execution_styles.py
test_perf_tracking.py
history
generate_csvs.py
test_data_portal.py
pipeline
test_slice.py
test_blaze.py
test_events.py
test_downsampling.py
test_frameload.py
test_numerical_expression.py
test_statistical.py
test_quarters_estimates.py
test_adjustment.py
test_engine.py
test_adjusted_array.py
test_column.py
__init__.py
test_classifier.py
test_pipeline.py
test_term.py
test_us_equity_pricing_loader.py
test_pipeline_algo.py
test_technical.py
test_filter.py
test_factor.py
test_alias.py
base.py
test_benchmark.py
finance
test_blotter.py
test_slippage.py
test_transaction.py
test_cancel_policy.py
__init__.py
test_commissions.py
test_examples.py
test_tradesimulation.py
test_bar_data.py
events
test_events.py
test_events_cme.py
test_events_nyse.py
conda
alembic
meta.yaml
build.sh
bld.bat
0_sortedcontainers
meta.yaml
build.sh
bld.bat
bcolz
meta.yaml
build.sh
bld.bat
empyrical
meta.yaml
build.sh
bld.bat
ta-lib
meta.yaml
build.sh
bld.bat
intervaltree
meta.yaml
build.sh
bld.bat
lru-dict
meta.yaml
build.sh
bld.bat
README.md
cyordereddict
meta.yaml
build.sh
bld.bat
1_setuptools_scm
meta.yaml
build.sh
bld.bat
logbook
meta.yaml
build.sh
bld.bat
zipline
meta.yaml
build.sh
bld.bat
ci
appveyor
run_with_env.cmd
install.ps1
vcvars64.bat
make_conda_packages.py
Dockerfile
etc
create_authors_file.sh
conda_build_matrix.py
docker_cmd.sh
requirements_docs.txt
python2.7-environment.yml
ordered_pip.sh
python3.6-environment-windows.yml
python3.6-environment.yml
requirements_talib.txt
requirements.txt
git-hooks
pre-commit
requirements_blaze.txt
goodies.txt
gen_type_stubs.py
rebuild-cython.sh
requirements_dev.txt
.gitignore
docs
Makefile
source
install.rst
unit-tests.rst
utilities.rst
intervals.rst
live-trading.rst
example-algos.rst
features.rst
whatsnew
0.7.0.txt
1.1.0.txt
1.0.2.txt
0.8.4.txt
1.0.0.txt
0.9.0.txt
0.8.0.txt
skeleton.txt
1.1.1.txt
0.6.1.txt
0.8.3.txt
1.0.1.txt
videos.rst
dev-doc-message.txt
appendix.rst
development-guidelines.rst
releases.rst
bundles.rst
release-process.rst
index.rst
conf.py
beginner-tutorial.rst
resources.rst
tutorial_files
make.bat
deploy.py
CNAME
notebooks
live-trading-blueprint.md
.gitignore
.dockerignore
MANIFEST.in