From 1dd8dbc4b465bee121816fd71f116dea10b707b4 Mon Sep 17 00:00:00 2001 From: Conner Fromknecht Date: Wed, 26 Jul 2017 03:33:49 -0700 Subject: [PATCH] dual_vwap: scale volume down by 1000 --- catalyst/examples/buy_and_hodl.5min.py | 2 +- catalyst/examples/buy_and_hodl.py | 2 +- catalyst/examples/dual_vwap.5min.py | 2 +- catalyst/examples/dual_vwap.py | 2 +- 4 files changed, 4 insertions(+), 4 deletions(-) diff --git a/catalyst/examples/buy_and_hodl.5min.py b/catalyst/examples/buy_and_hodl.5min.py index 5e6fed5f..a4fbd03c 100644 --- a/catalyst/examples/buy_and_hodl.5min.py +++ b/catalyst/examples/buy_and_hodl.5min.py @@ -133,7 +133,7 @@ def analyze(context=None, results=None): ax5.set_ylabel('Percent Change') ax6 = plt.subplot(616, sharex=ax1) - results[['volume']].plot(ax=ax6) + (results[['volume']] / context.TICK_SIZE).plot(ax=ax6) ax6.set_ylabel('Volume (mCoins/5min)') plt.legend(loc=3) diff --git a/catalyst/examples/buy_and_hodl.py b/catalyst/examples/buy_and_hodl.py index 2b4ebbc0..60fa3031 100644 --- a/catalyst/examples/buy_and_hodl.py +++ b/catalyst/examples/buy_and_hodl.py @@ -129,7 +129,7 @@ def analyze(context=None, results=None): ax5.set_ylabel('Percent Change') ax6 = plt.subplot(616, sharex=ax1) - results[['volume']].plot(ax=ax6) + (results[['volume']] / context.TICK_SIZE).plot(ax=ax6) ax6.set_ylabel('Volume (mCoins/5min)') plt.legend(loc=3) diff --git a/catalyst/examples/dual_vwap.5min.py b/catalyst/examples/dual_vwap.5min.py index bf90c493..37f1f559 100644 --- a/catalyst/examples/dual_vwap.5min.py +++ b/catalyst/examples/dual_vwap.5min.py @@ -179,7 +179,7 @@ def analyze(context=None, results=None): ax5.set_ylabel('Percent Change') ax6 = plt.subplot(616, sharex=ax1) - results[['volume']].plot(ax=ax6) + (results[['volume']] / context.TICK_SIZE).plot(ax=ax6) ax6.set_ylabel('Volume (mBTC/day)') plt.legend(loc=3) diff --git a/catalyst/examples/dual_vwap.py b/catalyst/examples/dual_vwap.py index 18a32584..5360ae30 100644 --- a/catalyst/examples/dual_vwap.py +++ b/catalyst/examples/dual_vwap.py @@ -178,7 +178,7 @@ def analyze(context=None, results=None): ax5.set_ylabel('Percent Change') ax6 = plt.subplot(616, sharex=ax1) - results[['volume']].plot(ax=ax6) + (results[['volume']] / context.TICK_SIZE).plot(ax=ax6) ax6.set_ylabel('Volume (mBTC/day)') plt.legend(loc=3)