BLD: created a new sample algo for instructional materials. Fixed some minor issues in the process.

This commit is contained in:
fredfortier
2017-11-09 17:09:55 -05:00
parent a85b6c798a
commit 1103947af0
11 changed files with 708 additions and 125 deletions
+5 -5
View File
@@ -7,7 +7,7 @@ from catalyst.api import symbol
def initialize(context):
print('initializing')
context.asset = symbol('eth_btc')
context.asset = symbol('swift_btc')
def handle_data(context, data):
@@ -20,8 +20,8 @@ def handle_data(context, data):
prices = data.history(
context.asset,
fields='price',
bar_count=16,
frequency='60T'
bar_count=15,
frequency='1D'
)
rsi = talib.RSI(prices.values, timeperiod=14)[-1]
print('got rsi: {}'.format(rsi))
@@ -31,13 +31,13 @@ def handle_data(context, data):
run_algorithm(
capital_base=250,
start=pd.to_datetime('2016-6-1', utc=True),
start=pd.to_datetime('2015-4-1', utc=True),
end=pd.to_datetime('2017-11-1', utc=True),
data_frequency='daily',
initialize=initialize,
handle_data=handle_data,
analyze=None,
exchange_name='bitfinex',
exchange_name='bittrex',
algo_namespace='simple_loop',
base_currency='btc'
)