Fixed issues in the prepare_chunk logic

This commit is contained in:
fredfortier
2017-10-24 20:03:50 -04:00
parent 1cc34a1485
commit 1cfe3b1bb2
2 changed files with 60 additions and 34 deletions
+2 -2
View File
@@ -20,7 +20,7 @@ def handle_data(context, data):
context.asset,
fields='price',
bar_count=15,
frequency='1d'
frequency='1m'
)
rsi = talib.RSI(prices.values, timeperiod=14)[-1]
print('got rsi: {}'.format(rsi))
@@ -31,7 +31,7 @@ run_algorithm(
capital_base=250,
start=pd.to_datetime('2017-08-01', utc=True),
end=pd.to_datetime('2017-9-30', utc=True),
data_frequency='daily',
data_frequency='minute',
initialize=initialize,
handle_data=handle_data,
analyze=None,