First version which runs end-to-end.

catalyst/examples/buy_and_hold_live.py

@@ -66,8 +66,6 @@ def handle_data(context, data):
         )
 
 
-start = datetime(2015, 3, 1, 0, 0, 0, 0, pytz.utc)
-end = datetime(2017, 6, 28, 0, 0, 0, 0, pytz.utc)
 exchange_conn = dict(
     name='bitfinex',
     key='',
@@ -77,8 +75,6 @@ exchange_conn = dict(
 run_algorithm(
     initialize=initialize,
     handle_data=handle_data,
-    start=start,
-    end=end,
     capital_base=100000,
     exchange_conn=exchange_conn,
     live=True

catalyst/exchange/bitfinex.py

@@ -292,7 +292,12 @@ class Bitfinex(Exchange):
 
     def get_single_spot_value(self, asset, field, data_frequency):
         symbol = self._get_v2_symbol(asset)
-        log.debug('fetching spot value for symbol {}'.format(symbol))
+        log.debug(
+            'fetching spot value {field} for symbol {symbol}'.format(
+                symbol=symbol,
+                field=field
+            )
+        )
 
         if data_frequency == 'minute':
             frequency = '1m'
@@ -378,6 +383,17 @@ class Bitfinex(Exchange):
         :func:`catalyst.api.order_value`
         :func:`catalyst.api.order_percent`
         """
+        log.debug(
+            'ordering {amount} {symbol} {style}'.format(
+                amount=amount,
+                symbol=asset.symbol,
+                style=style
+            )
+        )
+
+        if amount == 0:
+            log.warn('skipping order amount of 0')
+            return None
 
         is_buy = (amount > 0)
 
@@ -400,7 +416,7 @@ class Bitfinex(Exchange):
         exchange_symbol = self.get_symbol(asset)
         req = dict(
             symbol=exchange_symbol,
-            amount=str(float(amount)),
+            amount=str(float(abs(amount))),
             price=str(float(price)),
             side='buy' if is_buy else 'sell',
             type='exchange ' + order_type,  # TODO: support margin trades

catalyst/utils/run_algo.py

@@ -131,6 +131,10 @@ def _run(handle_data,
         else:
             click.echo(algotext)
 
+    if exchange is not None:
+        start = pd.Timestamp.utcnow()
+        end = start + pd.Timedelta('365', 'D')
+
     open_calendar = get_calendar('OPEN')
     if bundle is not None:
         bundles = bundle.split(',')
@@ -233,17 +237,13 @@ def _run(handle_data,
                 exchange=exchange,
                 asset_finder=env.asset_finder,
                 trading_calendar=open_calendar,
-                first_trading_day=start
+                first_trading_day=pd.to_datetime('today', utc=True)
             )
             choose_loader = None
         else:
             env = TradingEnvironment(environ=environ)
             choose_loader = None
 
-    if exchange:
-        start = pd.Timestamp.utcnow()
-        end = start + pd.Timedelta('1', 'D')
-
     TradingAlgorithmClass = (
         partial(ExchangeTradingAlgorithm, exchange=exchange)
         if exchange else TradingAlgorithm)
@@ -334,10 +334,10 @@ def load_extensions(default, extensions, strict, environ, reload=False):
             _loaded_extensions.add(ext)
 
 
-def run_algorithm(start,
-                  end,
-                  initialize,
+def run_algorithm(initialize,
                   capital_base,
+                  start=None,
+                  end=None,
                   handle_data=None,
                   before_trading_start=None,
                   analyze=None,