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Commits on May 20, 2014

• Update README.md

  

  Brandon Ogle

  committed
  796edec

Commits on Mar 12, 2014

• [Fixed] Roll Method Arithmetic is now working as expected, also Roll now returns BarData instead of dict

  

  Brandon Ogle

  committed
  7ef3687

Commits on Mar 5, 2014

• ITS ALIVE!! Aleph now has basic capabilities for live trading! (No Futures yet, only tested with mkt orders)

  

  Brandon Ogle

  committed
  fdacb36

Commits on Mar 3, 2014

• Began working on LiveBlotter to act as OMS for when live_execution is set to True

  

  Brandon Ogle

  committed
  67fd326

Commits on Feb 28, 2014

• Delete Futures_Trader.png

  

  Brandon Ogle

  committed
  fe45313

• Delete Roll Method Early Prototype.ipynb

  

  Brandon Ogle

  committed
  f39b14e

• [Bug Improvement] The bug in roll method that was preventing fluid roll over, is potentially fixed.

  

  Brandon Ogle

  committed
  329ffde

• [BUG] Fixed a small bug that prevented 'backtest mode' from running

  

  Brandon Ogle

  committed
  3110a8e

Commits on Feb 27, 2014

• [Feat] Algorithm can now be initialized with a Equity and/or Futures Portfolio loaded from IB.

  

  Brandon Ogle

  committed
  232f203

Commits on Feb 26, 2014

• [Feat] added initial support for live execution in aleph

  

  Brandon Ogle

  committed
  d7b7685

• [Deprecated] removed the old highly dysfunctional roll method that what hiding in tradesimulation

  

  Brandon Ogle

  committed
  df45d88

Commits on Feb 24, 2014

• Merge remote-tracking branch 'origin/master'

  

  Brandon Ogle

  committed
  3aceedd

• [Bug Fix] handle_futures leverage was always being implemented

  

  Brandon Ogle

  committed
  a2d8084

Commits on Feb 18, 2014

• Update README.md

  

  Brandon Ogle

  committed
  e0502a2

• [Feat] added Roll_Method Prototype, and notebook documenting the current progress of the project

  

  Brandon Ogle

  committed
  fac691c

Commits on Feb 4, 2014

• Removed unused imports from loader

  

  Erik Ness

  committed
  a103ae4

• Merged with get_orders revision

  

  Erik Ness

  committed
  f1049ed

• Got as far as a working performance tracker without margin logic

  

  Erik Ness

  committed
  59de006

Commits on Jan 30, 2014

• Added get_orders method

  

  Brandon Ogle

  committed
  74a1669

Commits on Jan 27, 2014

• Fixes for position tracking

  

  Erik Ness

  committed
  32cd471

Commits on Jan 24, 2014

• Updates to performance tracking so that futures are better understood (i.e. not passing everything around as a tuple for a sid and instead having the sid be the underlying and a new field called 'c…

  

  Erik Ness

  committed
  310ba25

Commits on Jan 9, 2014

• Merge branch 'master' of https://github.com/CarterBain/AlephNull

  

  Erik Ness

  committed
  8b6b39b

• Separated underlying (sid) and contract in the event yields for FuturesDatFrameSource.

  

  Erik Ness

  committed
  02b8530

• Added FuturesDataFrameSource to sources import

  

  Erik Ness

  committed
  19e8186

• Gave FuturesPerformancePeriod the ability to figure out most multipliers

  

  Erik Ness

  committed
  e55f68d

• [Feat] added additional nesting of BarData for futures contracts

  

  Brandon Ogle

  committed
  e48af71

Commits on Jan 7, 2014

• Merge remote-tracking branch 'origin/master'

  

  Brandon Ogle

  committed
  e9fa62d

• [Prototype] built a toy replica of aleph that takes a futures data source and implements a roll method where contracts are filtered before passed to handle_data. Furthermore the data can be referen…

  

  Brandon Ogle

  committed
  157f55e

• Merged changes

  

  Erik Ness

  committed
  0c0890d

• Added multiplier logic (with defaults as it is not that robust at the moment

  

  Erik Ness

  committed
  e3527e2

• PyCharm fixed some indenting

  

  Erik Ness

  committed
  68483dd

Commits on Jan 6, 2014

• Merge remote-tracking branch 'origin/master'

  

  Brandon Ogle

  committed
  7db7674

• [Fixed] Fixed generic leverage restrictions, and removed leverage variables from algo.__init__

  

  Brandon Ogle

  committed
  93cdfed

Commits on Jan 3, 2014

• Merge branch 'master' of https://github.com/CarterBain/AlephNull

  

  Erik Ness

  committed
  6518828

• One more zipline -> alephnull name change that snuck in there in some includelib module instead of standard include statements at the top of the file.

  

  Erik Ness

  committed
  fc44b94

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