BLD: tested issue #111

This commit is contained in:
Frederic Fortier
2018-01-03 20:20:19 -05:00
parent a60311b002
commit 0605fca115
2 changed files with 37 additions and 16 deletions
+3
View File
@@ -196,6 +196,9 @@ def prepare_stats(stats, recorded_cols=list()):
if recorded_cols is not None:
for column in recorded_cols[:]:
value = row_data[column]
if isinstance(value, pd.Series):
value = value.to_dict()
if type(value) is dict:
for asset in value:
if not isinstance(asset, TradingPair):
+34 -16
View File
@@ -2,33 +2,51 @@ from catalyst import run_algorithm
from catalyst.api import order, record, symbol
import pandas as pd
from catalyst.exchange.utils.stats_utils import get_pretty_stats
def initialize(context):
context.asset = symbol('btc_usdt')
context.assets = [symbol('eth_btc'), symbol('eth_usdt')]
def handle_data(context, data):
order(context.asset, 1)
order(context.assets[0], 1)
price = data.current(context.asset, 'price')
record(btc=price)
prices = data.current(context.assets, 'price')
record(price=prices)
pass
def analyze(context, perf):
stats = get_pretty_stats(perf)
print(stats)
pass
if __name__ == '__main__':
run_algorithm(
capital_base=1000,
data_frequency='daily',
initialize=initialize,
handle_data=handle_data,
exchange_name='poloniex',
algo_namespace='buy_btc_polo_jh',
base_currency='usd',
analyze=analyze,
start=pd.to_datetime('2017-01-01', utc=True),
end=pd.to_datetime('2017-12-25', utc=True),
)
live = True
if live:
run_algorithm(
capital_base=0.01,
initialize=initialize,
handle_data=handle_data,
exchange_name='poloniex',
algo_namespace='buy_btc_polo_jh',
base_currency='btc',
analyze=analyze,
live=True,
simulate_orders=True,
)
else:
run_algorithm(
capital_base=1000,
data_frequency='daily',
initialize=initialize,
handle_data=handle_data,
exchange_name='poloniex',
algo_namespace='buy_btc_polo_jh',
base_currency='usd',
analyze=analyze,
start=pd.to_datetime('2017-01-01', utc=True),
end=pd.to_datetime('2017-12-25', utc=True),
)