Ecosyste.ms: Issues

An open API service for providing issue and pull request metadata for open source projects.

GitHub / robcarver17/pysystemtrade issues and pull requests

#101 - Multiple prices in arctic convert contract dates to strings

Issue - State: closed - Opened by maccumhaill over 6 years ago - 1 comment

#100 - Update Quandl future class for Korean bonds

Issue - State: closed - Opened by maccumhaill over 6 years ago - 1 comment

#99 - Futures.md : getting-and-storing-fx-data

Issue - State: closed - Opened by maccumhaill over 6 years ago - 3 comments

#98 - Update link in futures.md

Issue - State: closed - Opened by maccumhaill over 6 years ago - 1 comment

#97 - Can't iterate Config object, need to use hasattr

Pull Request - State: closed - Opened by tgibson11 over 6 years ago - 1 comment

#96 - advice for using pysystem trade for cross-sectional equity type strats

Issue - State: closed - Opened by js190 over 6 years ago - 1 comment

#95 - Possible bug getting instruments for rule

Pull Request - State: closed - Opened by tgibson11 over 6 years ago - 1 comment

#94 - Possible fix for issue #92 (not downloading all the necessary Quandl …

Pull Request - State: closed - Opened by tgibson11 over 6 years ago - 2 comments

#93 - Arctic dependency in requirements.txt

Issue - State: closed - Opened by bmoscon over 6 years ago - 2 comments

#92 - List of Quandl contracts to download may not include the held contract

Issue - State: closed - Opened by tgibson11 over 6 years ago - 6 comments

#91 - Fixed comment typo

Pull Request - State: closed - Opened by JoaoAparicio over 6 years ago

#90 - VIX data from Quandl doesn't include 'Last' column

Issue - State: closed - Opened by tgibson11 over 6 years ago - 3 comments

#89 - A few bug fixes in Quandl code

Pull Request - State: closed - Opened by tgibson11 over 6 years ago

#88 - Fixed capitalization error in sysinit instrument config csv file

Pull Request - State: closed - Opened by tgibson11 over 6 years ago

#87 - Added missing parentheses

Pull Request - State: closed - Opened by tgibson11 over 6 years ago - 1 comment

#86 - test_quandlprices not working

Issue - State: closed - Opened by cwengc over 6 years ago - 3 comments

#85 - Update introduction.md

Pull Request - State: closed - Opened by yabolgha over 6 years ago - 2 comments

#84 - Load expiry offset data from csv to MongoDB - was always loading zero

Pull Request - State: closed - Opened by tgibson11 over 6 years ago

#83 - error when using fixed weights and estimated fdm

Issue - State: closed - Opened by robooeko over 6 years ago - 1 comment

#82 - add git url to requirements for automatic install

Pull Request - State: closed - Opened by micheloosterhof over 6 years ago

#81 - pandas native forecast capping

Pull Request - State: closed - Opened by dcwtx over 6 years ago

#79 - Solution to Error in example1: asimpletradingrule.py

Issue - State: closed - Opened by Sdoof over 6 years ago - 2 comments

#78 - the print message for get_forecast_scalar (line 78) was erroring out

Pull Request - State: closed - Opened by wmom5 over 6 years ago - 1 comment

#77 - localised ignore of np divide by nan/0 error

Pull Request - State: closed - Opened by cmorgan over 6 years ago

#76 - fixing build-added some __init__ so all packages are included

Pull Request - State: closed - Opened by wmom5 over 6 years ago

#75 - workaround to get data files out of new data/futures/legacycsv directory

Pull Request - State: closed - Opened by dcwtx over 6 years ago - 1 comment

#74 - Value Error when getting combined forecast

Issue - State: closed - Opened by pauljherrera over 6 years ago - 3 comments

#73 - typo

Pull Request - State: closed - Opened by onursatici over 6 years ago - 2 comments

#72 - ForecastCombineMaybeThreshold

Pull Request - State: closed - Opened by cmorgan almost 7 years ago

#71 - thresholding

Issue - State: closed - Opened by js190 almost 7 years ago - 5 comments

#70 - ValueError: shapes (1,) and (2,1) not aligned: 1 (dim 0) != 2 (dim 0)

Issue - State: closed - Opened by Theaxx almost 7 years ago - 5 comments

#69 - AttributeError: 'System' object has no attribute 'accounts'

Issue - State: closed - Opened by niekoloid almost 7 years ago - 2 comments

#68 - Correlation not working

Issue - State: closed - Opened by robcarver17 almost 7 years ago - 3 comments

#66 - Intro

Pull Request - State: closed - Opened by samuelsinayoko about 7 years ago

#65 - intraday data

Issue - State: closed - Opened by robcarver17 about 7 years ago - 1 comment

#63 - remove editor fluff and code formatting using Google YAPF

Pull Request - State: closed - Opened by cmorgan over 7 years ago - 1 comment

#62 - Questions: time frames, commissions

Issue - State: closed - Opened by MaxVocker over 7 years ago - 1 comment
Labels: enhancement

#61 - Need to check turnover calculation is correct

Issue - State: closed - Opened by robcarver17 over 7 years ago - 1 comment

#60 - add missing attrs

Pull Request - State: closed - Opened by cmorgan over 7 years ago - 3 comments

#59 - separate out the contraction it is, from the possessive its, and one …

Pull Request - State: closed - Opened by herrold over 7 years ago

#58 - typo clean up to conventional form 'either'

Pull Request - State: closed - Opened by herrold over 7 years ago - 1 comment

#57 - Correlations.py RuntimeWarning

Issue - State: closed - Opened by MountainCountry over 7 years ago - 4 comments

#56 - generatesystems.py

Issue - State: closed - Opened by MountainCountry over 7 years ago - 2 comments

#55 - Optimisation.py error

Issue - State: closed - Opened by MountainCountry over 7 years ago - 2 comments

#54 - several errors

Issue - State: closed - Opened by effath over 7 years ago - 3 comments

#53 - config inheritance and remove ignored dirs

Pull Request - State: closed - Opened by cmorgan over 7 years ago

#52 - file resolution doesn't work in interactive pycharm session

Issue - State: closed - Opened by robcarver17 over 7 years ago - 1 comment

#51 - Feature: progress bars

Issue - State: closed - Opened by robcarver17 over 7 years ago - 1 comment

#50 - add static tests

Pull Request - State: closed - Opened by cmorgan over 7 years ago

#49 - Continuous integration

Pull Request - State: closed - Opened by ehiggs over 7 years ago - 3 comments

#48 - P&L over weekends

Issue - State: closed - Opened by robcarver17 over 7 years ago - 1 comment

#46 - fix more pandas future warnings

Pull Request - State: closed - Opened by luoq over 7 years ago

#45 - fix test_algos.py

Pull Request - State: closed - Opened by cmorgan over 7 years ago

#44 - examples: remove duplicate code from notebooks.

Pull Request - State: closed - Opened by cmorgan over 7 years ago

#43 - Quality

Issue - State: closed - Opened by ghost over 7 years ago - 4 comments

#42 - Repost: AttributeError related to system.accounts

Issue - State: closed - Opened by eurekar over 7 years ago - 3 comments

#41 - fix some future warnings in pandas

Pull Request - State: closed - Opened by luoq over 7 years ago - 3 comments

#40 - AttributeError related to system.accounts

Issue - State: closed - Opened by eurekar over 7 years ago - 2 comments

#39 - Running Accounts stage snippet in the introduction

Issue - State: closed - Opened by eurekar over 7 years ago - 3 comments

#38 - AttributeError: 'System' object has no attribute 'accounts'

Issue - State: closed - Opened by eurekar over 7 years ago - 2 comments

#37 - Currency performance is different

Issue - State: closed - Opened by robcarver17 almost 8 years ago - 1 comment

#36 - Issues with install

Issue - State: closed - Opened by hnasser95 almost 8 years ago - 2 comments

#34 - Modified packaging to include all packages

Pull Request - State: closed - Opened by arvindchandra about 8 years ago

#33 - use_SR_costs: False yields error when using pandl_for_subsystem

Issue - State: closed - Opened by anthonywise about 8 years ago - 1 comment

#32 - Revert "fix some tests"

Pull Request - State: closed - Opened by cmorgan about 8 years ago

#31 - Error after recent changes to algos.py

Issue - State: closed - Opened by mikevk about 8 years ago - 1 comment

#30 - fyi - pandas - ewma changed in 0.18

Issue - State: closed - Opened by dcwtx about 8 years ago - 3 comments

#29 - fix some tests

Pull Request - State: closed - Opened by cmorgan about 8 years ago - 1 comment

#28 - autopep8 -a -i -r .

Pull Request - State: closed - Opened by cmorgan about 8 years ago

#27 - start fix of test_Accounting

Pull Request - State: closed - Opened by cmorgan about 8 years ago

#25 - Data Update plus script for backadjusting futures

Issue - State: closed - Opened by ghost about 8 years ago - 15 comments

#24 - RuntimeWarning: Mean of empty slice

Issue - State: closed - Opened by burakbayramli over 8 years ago - 3 comments

#23 - drawdown function in pdutils.py crashing Python

Issue - State: closed - Opened by anthonywise over 8 years ago - 2 comments

#22 - system.rawdata.daily_denominator_price() retrieving wrong price?

Issue - State: closed - Opened by anthonywise over 8 years ago - 2 comments

#21 - possible issue with base_capital not being assigned

Issue - State: closed - Opened by JMW100 over 8 years ago - 1 comment

#20 - Instrument Weights Examples

Issue - State: closed - Opened by robooeko over 8 years ago - 6 comments

#19 - Crash if no rules are cheap enough for an instrument

Issue - State: closed - Opened by quant1729 over 8 years ago - 2 comments

#18 - get_actual_position yields attribute error

Issue - State: closed - Opened by anthonywise over 8 years ago - 3 comments

#17 - Problem with asimpletradingrule.py

Issue - State: closed - Opened by burakbayramli over 8 years ago - 1 comment

#16 - Instrument weights with non pooled scalars

Issue - State: closed - Opened by robooeko over 8 years ago - 9 comments

#15 - Maybe use concurrent.futures for speed?

Issue - State: closed - Opened by chrism2671 over 8 years ago - 2 comments
Labels: enhancement

#14 - systems.basesystem

Issue - State: closed - Opened by ghost over 8 years ago - 7 comments

#13 - Fix up install_requires.

Pull Request - State: closed - Opened by ehiggs over 8 years ago - 1 comment

#12 - get_raw_cost_data in csvdata invalid type

Issue - State: closed - Opened by quant1729 over 8 years ago - 1 comment

#11 - AttributeError: 'BlockManager' object has no attribute 'index'

Issue - State: closed - Opened by ghost over 8 years ago - 2 comments

#10 - breakout method

Issue - State: closed - Opened by ghost over 8 years ago - 3 comments

#9 - KeyError: 'private'

Issue - State: closed - Opened by ghost over 8 years ago - 2 comments

#8 - Phantom costs

Issue - State: closed - Opened by robcarver17 over 8 years ago - 3 comments

#7 - ForecastCombine

Issue - State: closed - Opened by ghost over 8 years ago - 1 comment

#6 - Capital and position sizing

Issue - State: closed - Opened by tzaavi over 8 years ago - 1 comment

#5 - get_instrument_price

Issue - State: closed - Opened by ghost over 8 years ago - 1 comment

#4 - Position time series contains values on weekend

Issue - State: closed - Opened by tzaavi over 8 years ago - 2 comments

#3 - add examples and notebooks, fix doctests

Pull Request - State: closed - Opened by cmorgan over 8 years ago

#2 - Fix tests

Pull Request - State: closed - Opened by cmorgan over 8 years ago

#1 - autopep8 -i -r -a .

Pull Request - State: closed - Opened by cmorgan almost 9 years ago