From 05c8957c90c40d997bb98c2beec8be51c553d50e Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Fri, 12 Jan 2018 00:48:53 -0500
Subject: [PATCH] BUG: fixed issue with history of multiple assets

---
 catalyst/exchange/ccxt/ccxt_exchange.py     |  4 +-
 catalyst/support/history_multiple_assets.py | 50 +++++++++++++++++++++
 2 files changed, 52 insertions(+), 2 deletions(-)
 create mode 100644 catalyst/support/history_multiple_assets.py

diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index ed3b2b24..bade7221 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -382,9 +382,9 @@ class CCXT(Exchange):
             ms = int(delta.total_seconds()) * 1000
 
         candles = dict()
-        for asset in assets:
+        for index, asset in enumerate(assets):
             ohlcvs = self.api.fetch_ohlcv(
-                symbol=symbols[0],
+                symbol=symbols[index],
                 timeframe=timeframe,
                 since=ms,
                 limit=bar_count,
diff --git a/catalyst/support/history_multiple_assets.py b/catalyst/support/history_multiple_assets.py
new file mode 100644
index 00000000..804ae58f
--- /dev/null
+++ b/catalyst/support/history_multiple_assets.py
@@ -0,0 +1,50 @@
+import pandas as pd
+
+from catalyst import run_algorithm
+from catalyst.api import symbol
+
+
+def initialize(context):
+    context.asset1 = symbol('fct_btc')
+    context.asset2 = symbol('btc_usdt')
+    context.coins = [context.asset1, context.asset2]
+
+
+def handle_data(context, data):
+    df = data.history(context.coins,
+                      'close',
+                      bar_count=10,
+                      frequency='5T',
+                      )
+    print(df)
+    print(data.current(context.asset1, 'close'))
+    print(data.current(context.asset2, 'close'))
+    exit(0)
+
+
+if __name__ == '__main__':
+    LIVE = True
+    if LIVE:
+        run_algorithm(
+            capital_base=1,
+            initialize=initialize,
+            handle_data=handle_data,
+            exchange_name='poloniex',
+            algo_namespace='test_multi_assets',
+            base_currency='usdt',
+            live=True,
+            simulate_orders=True,
+        )
+    else:
+        run_algorithm(
+            capital_base=1,
+            data_frequency='minute',
+            initialize=initialize,
+            handle_data=handle_data,
+            exchange_name='poloniex',
+            algo_namespace='test_multi_assets',
+            base_currency='usdt',
+            live=False,
+            start=pd.to_datetime('2017-12-1', utc=True),
+            end=pd.to_datetime('2017-12-1', utc=True),
+        )