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

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• 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!

I recently tried using the Intra-Bar MicroStructural Features using the MicrostructuralFeaturesGenerator class. I found that it takes a very long time to process even on 2-3 month of tick data. Finally, after some exploration of the code behind I came to understand that the entropy feature function excluding Shannon's Entropy function takes the most amount of time.
The entropy features contain on

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

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.

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

Skill Set Challenge!

Hudson & Thames has provided the following skillset challenge to allow potential researchers to gauge if they have the required skil

@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

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-