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Fix issue #28: buy_and_hodl.py example

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Victor Grau Serrat
2017-08-25 09:29:25 -06:00
parent b2e5b5f73d
commit 24fd0fa6f8
1 changed files with 12 additions and 9 deletions
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catalyst/examples/buy_and_hodl.py
+12 -9
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@@ -23,7 +23,6 @@ from catalyst.api import (
get_open_orders,
)
def initialize(context):
context.ASSET_NAME = 'USDT_BTC'
context.TARGET_HODL_RATIO = 0.8
@@ -42,8 +41,6 @@ def initialize(context):
def handle_data(context, data):
context.i += 1
print 'i:', context.i
starting_cash = context.portfolio.starting_cash
target_hodl_value = context.TARGET_HODL_RATIO * starting_cash
reserve_value = context.RESERVE_RATIO * starting_cash
@@ -73,6 +70,7 @@ def handle_data(context, data):
record(
price=price,
volume=data[context.asset].volume,
cash=cash,
starting_cash=context.portfolio.starting_cash,
leverage=context.account.leverage,
@@ -80,12 +78,13 @@ def handle_data(context, data):
def analyze(context=None, results=None):
import matplotlib.pyplot as plt
# Plot the portfolio and asset data.
ax1 = plt.subplot(511)
ax1 = plt.subplot(611)
results[['portfolio_value']].plot(ax=ax1)
ax1.set_ylabel('Portfolio Value (USD)')
ax2 = plt.subplot(512, sharex=ax1)
ax2 = plt.subplot(612, sharex=ax1)
ax2.set_ylabel('{asset} (USD)'.format(asset=context.ASSET_NAME))
(context.TICK_SIZE * results[['price']]).plot(ax=ax2)
@@ -101,11 +100,11 @@ def analyze(context=None, results=None):
color='g',
)
ax3 = plt.subplot(513, sharex=ax1)
ax3 = plt.subplot(613, sharex=ax1)
results[['leverage', 'alpha', 'beta']].plot(ax=ax3)
ax3.set_ylabel('Leverage ')
ax4 = plt.subplot(514, sharex=ax1)
ax4 = plt.subplot(614, sharex=ax1)
results[['starting_cash', 'cash']].plot(ax=ax4)
ax4.set_ylabel('Cash (USD)')
@@ -119,7 +118,7 @@ def analyze(context=None, results=None):
'benchmark_period_return',
]]
ax5 = plt.subplot(515, sharex=ax1)
ax5 = plt.subplot(615, sharex=ax1)
results[[
'treasury',
'algorithm',
@@ -127,8 +126,12 @@ def analyze(context=None, results=None):
]].plot(ax=ax5)
ax5.set_ylabel('Percent Change')
ax6 = plt.subplot(616, sharex=ax1)
results[['volume']].plot(ax=ax6)
ax6.set_ylabel('Volume (mCoins/5min)')
plt.legend(loc=3)
# Show the plot.
plt.gcf().set_size_inches(18, 8)
plt.show()
plt.show()