Testing related adjustments

This commit is contained in:
fredfortier
2017-10-16 03:09:13 -04:00
parent 403f951c77
commit 1732b4a985
12 changed files with 257 additions and 229 deletions
+12 -2
View File
@@ -1,4 +1,5 @@
import pandas as pd
import talib
from catalyst import run_algorithm
from catalyst.api import symbol
@@ -15,11 +16,20 @@ def handle_data(context, data):
price = data.current(context.asset, 'close')
print('got price {price}'.format(price=price))
prices = data.history(
context.asset,
fields='price',
bar_count=50,
frequency='1m'
)
rsi = talib.RSI(prices.values, timeperiod=14)[-1]
print('got rsi: {}'.format(rsi))
run_algorithm(
capital_base=250,
start=pd.to_datetime('2017-5-1', utc=True),
end=pd.to_datetime('2017-5-31', utc=True),
start=pd.to_datetime('2017-9-5', utc=True),
end=pd.to_datetime('2017-9-30', utc=True),
data_frequency='minute',
initialize=initialize,
handle_data=handle_data,