From 313db1def961fb5a97892730c4d68a11e2774ede Mon Sep 17 00:00:00 2001 From: fredfortier Date: Fri, 8 Dec 2017 15:22:53 -0500 Subject: [PATCH] BLD: improvements to stats output --- catalyst/exchange/exchange_algorithm.py | 1 + catalyst/exchange/stats_utils.py | 14 ++++++++++++++ 2 files changed, 15 insertions(+) diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py index 2ce0357f..5fd59188 100644 --- a/catalyst/exchange/exchange_algorithm.py +++ b/catalyst/exchange/exchange_algorithm.py @@ -671,6 +671,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase): except Exception as e: log.warn('unable to calculate performance: {}'.format(e)) + # Writing the stats output csv_bytes = None try: csv_bytes = stats_to_algo_folder( diff --git a/catalyst/exchange/stats_utils.py b/catalyst/exchange/stats_utils.py index b5a080dc..737ad608 100644 --- a/catalyst/exchange/stats_utils.py +++ b/catalyst/exchange/stats_utils.py @@ -336,6 +336,20 @@ def stats_to_s3(uri, stats, algo_namespace, recorded_cols=None, def stats_to_algo_folder(stats, algo_namespace, recorded_cols=None): + """ + Saves the performance stats to the algo local folder. + + Parameters + ---------- + stats: list[Object] + algo_namespace: str + recorded_cols: list[str] + + Returns + ------- + str + + """ bytes_to_write = get_csv_stats(stats, recorded_cols=recorded_cols) timestr = time.strftime('%Y%m%d')