BUG: for issue #227, made more mappings for hourly frequency

catalyst/examples/simple_loop.py

@@ -26,7 +26,7 @@ def handle_data(context, data):
         context.asset,
         fields='price',
         bar_count=20,
-        frequency='30T'
+        frequency='1H'
     )
     last_traded = prices.index[-1]
     log.info('last candle date: {}'.format(last_traded))
@@ -114,7 +114,7 @@ def analyze(context, perf):
 
 
 if __name__ == '__main__':
-    mode = 'backtest'
+    mode = 'live'
 
     if mode == 'backtest':
         run_algorithm(

catalyst/exchange/exchange.py

@@ -502,7 +502,7 @@ class Exchange:
 
         """
         freq, candle_size, unit, data_frequency = get_frequency(
-            frequency, data_frequency
+            frequency, data_frequency, supported_freqs=['T', 'D', 'H']
         )
         # The get_history method supports multiple asset
         candles = self.get_candles(
@@ -523,8 +523,9 @@ class Exchange:
                 field=field,
             )
 
+            delta_candle_size = candle_size * 60 if unit == 'H' else candle_size
             # Checking to make sure that the dates match
-            delta = get_delta(candle_size, data_frequency)
+            delta = get_delta(delta_candle_size, data_frequency)
             adj_end_dt = end_dt - delta
             last_traded = asset_series.index[-1]
 

catalyst/exchange/utils/datetime_utils.py

@@ -92,7 +92,7 @@ def get_periods_range(freq, start_dt=None, end_dt=None, periods=None):
         adj_periods = periods * unit_periods
 
         # TODO: standardize time aliases to avoid any mapping
-        unit = 'd' if unit == 'D' else 'm'
+        unit = 'd' if unit == 'D' else 'h' if unit == 'H' else 'm'
         delta = pd.Timedelta(adj_periods, unit)
 
         if start_dt is not None:
@@ -248,7 +248,7 @@ def get_year_start_end(dt, first_day=None, last_day=None):
     return year_start, year_end
 
 
-def get_frequency(freq, data_frequency=None):
+def get_frequency(freq, data_frequency=None, supported_freqs=['D', 'T']):
     """
     Get the frequency parameters.
 
@@ -305,9 +305,14 @@ def get_frequency(freq, data_frequency=None):
         data_frequency = 'minute'
 
     elif unit.lower() == 'h':
-        candle_size = candle_size * 60
-        alias = '{}T'.format(candle_size)
-        data_frequency = 'minute'
+        if 'H' in supported_freqs:
+            unit = 'H'
+            alias = '{}H'.format(candle_size)
+
+        else:
+            candle_size = candle_size * 60
+            alias = '{}T'.format(candle_size)
+            data_frequency = 'minute'
 
     else:
         raise InvalidHistoryFrequencyAlias(freq=freq)