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Fixed issue with defining the exchange in run_algo

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This commit is contained in:
fredfortier
2017-09-01 11:34:38 -04:00
parent 85c2e9db4f
commit 11144d83b8
1 changed files with 36 additions and 37 deletions
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catalyst/utils/run_algo.py
+36 -37
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@@ -144,10 +144,43 @@ def _run(handle_data,
else:
click.echo(algotext)
if exchange is not None:
mode = 'live' if live else 'backtest'
log.info('running algo in {mode} mode'.format(mode=mode))
if live and exchange is not None:
exchange_name = exchange
start = pd.Timestamp.utcnow()
end = start + timedelta(minutes=1439)
portfolio = get_algo_object(
algo_name=algo_namespace,
key='portfolio_{}'.format(exchange_name),
environ=environ
)
if portfolio is None:
portfolio = ExchangePortfolio(
start_date=pd.Timestamp.utcnow()
)
exchange_auth = get_exchange_auth(exchange_name)
if exchange_name == 'bitfinex':
exchange = Bitfinex(
key=exchange_auth['key'],
secret=exchange_auth['secret'],
base_currency=base_currency,
portfolio=portfolio
)
elif exchange_name == 'bittrex':
exchange = Bittrex(
key=exchange_auth['key'],
secret=exchange_auth['secret'],
base_currency=base_currency,
portfolio=portfolio
)
else:
raise NotImplementedError(
'exchange not supported: %s' % exchange_name)
open_calendar = get_calendar('OPEN')
sim_params = create_simulation_parameters(
start=start,
@@ -464,12 +497,9 @@ def run_algorithm(initialize,
--------
catalyst.data.bundles.bundles : The available data bundles.
"""
mode = 'live' if live else 'backtest'
log.info('running algo in {mode} mode'.format(mode=mode))
load_extensions(default_extension, extensions, strict_extensions, environ)
exchange = None
if mode == 'backtest':
if not live:
non_none_data = valfilter(bool, {
'data': data is not None,
'bundle': bundle is not None,
@@ -488,37 +518,6 @@ def run_algorithm(initialize,
raise ValueError(
'cannot specify `bundle_timestamp` without passing `bundle`',
)
else:
if exchange_name is not None:
portfolio = get_algo_object(
algo_name=algo_namespace,
key='portfolio_{}'.format(exchange_name),
environ=environ
)
if portfolio is None:
portfolio = ExchangePortfolio(
start_date=pd.Timestamp.utcnow()
)
exchange_auth = get_exchange_auth(exchange_name)
if exchange_name == 'bitfinex':
exchange = Bitfinex(
key=exchange_auth['key'],
secret=exchange_auth['secret'],
base_currency=base_currency,
portfolio=portfolio
)
elif exchange_name == 'bittrex':
exchange = Bittrex(
key=exchange_auth['key'],
secret=exchange_auth['secret'],
base_currency=base_currency,
portfolio=portfolio
)
else:
raise NotImplementedError(
'exchange not supported: %s' % exchange_name)
return _run(
handle_data=handle_data,
initialize=initialize,
@@ -539,7 +538,7 @@ def run_algorithm(initialize,
local_namespace=False,
environ=environ,
live=live,
exchange=exchange,
exchange=exchange_name,
algo_namespace=algo_namespace,
base_currency=base_currency
)