Frederic Fortier

I have not identified this issue yet: > Setting a commission on my algorithm made it go from a bad algorithm to one that returns 200x on backtest I'm sharing...

@caioaao I'm still trying to find the error. I can confirm that commissions get calculated correctly whenever Zipline calls: `commission.calculate(order, txn)` including here: `catalyst/finance/blotter.py:371`. When I pull the list of...

Yes, that's how other exchanges work as well. When you make a limit order, you potentially add liquidity to the order book, but you are only rewarded if someone takes...

Great point! We like the level of activity of the CCXT project. We respect their development team. This is a decision which we hope will allow our platform to stay...

Oh nice! We'd certainly appreciate that! Let me get back to you in a few days. In a nutshell, the Catalyst API is similar to the Quantopian Zipline API. We...

I agree that this is an important feature.

I saw your note on issue #73 . Were you able to run minute data through pyfolio or did you have to resample it first?

> You can give a target length when generating a new bcolz ctable or carray. I'm creating a ctable from a DataFrame and the number of files is an issue...

I was able to resolve my issue by converting the numpy dtypes in the source DataFrame like so: http://danielhnyk.cz/numpy-pandas-reducing-dtype-size/. Now, converting to/from ctable is an order of magnitude faster and...

Given this recommendation: "The most promising one that I'm aware of is Quandl's WIKI dataset, which contains a couple thousand assets and includes dividends and splits." in relation to its...