BLD: backing out CCXT update, not enough time to test properly

catalyst/examples/mean_reversion_simple.py

@@ -37,7 +37,7 @@ def initialize(context):
     context.base_price = None
     context.current_day = None
 
-    context.RSI_OVERSOLD = 40
+    context.RSI_OVERSOLD = 50
     context.RSI_OVERBOUGHT = 65
     context.CANDLE_SIZE = '5T'
 
@@ -244,9 +244,24 @@ def analyze(context=None, perf=None):
 
 if __name__ == '__main__':
     # The execution mode: backtest or live
-    MODE = 'backtest'
+    live = True
 
-    if MODE == 'backtest':
+    if live:
+        run_algorithm(
+            capital_base=0.03,
+            initialize=initialize,
+            handle_data=handle_data,
+            analyze=analyze,
+            exchange_name='poloniex',
+            live=True,
+            algo_namespace=NAMESPACE,
+            base_currency='btc',
+            live_graph=False,
+            simulate_orders=False,
+            stats_output=None,
+        )
+
+    else:
         folder = os.path.join(
             tempfile.gettempdir(), 'catalyst', NAMESPACE
         )
@@ -271,18 +286,3 @@ if __name__ == '__main__':
             output=out
         )
         log.info('saved perf stats: {}'.format(out))
-
-    elif MODE == 'live':
-        run_algorithm(
-            capital_base=0.03,
-            initialize=initialize,
-            handle_data=handle_data,
-            analyze=analyze,
-            exchange_name='poloniex',
-            live=True,
-            algo_namespace=NAMESPACE,
-            base_currency='btc',
-            live_graph=False,
-            simulate_orders=False,
-            stats_output=None,
-        )

catalyst/exchange/ccxt/ccxt_exchange.py

@@ -681,7 +681,6 @@ class CCXT(Exchange):
             )
 
         side = 'buy' if amount > 0 else 'sell'
-
         if hasattr(self.api, 'amount_to_lots'):
             adj_amount = self.api.amount_to_lots(
                 symbol=symbol,

etc/python2.7-environment.yml

@@ -20,7 +20,7 @@ dependencies:
   - bcolz==0.12.1
   - bottleneck==1.2.1
   - chardet==3.0.4
-  - ccxt==1.10.560
+  - ccxt==1.10.283
   - click==6.7
   - contextlib2==0.5.5
   - cycler==0.10.0

etc/requirements.txt

@@ -81,6 +81,6 @@ empyrical==0.2.1
 tables==3.3.0
 
 #Catalyst dependencies
-ccxt==1.10.560
+ccxt==1.10.283
 boto3==1.4.8
 redo==1.6

tests/exchange/test_ccxt.py

@@ -3,6 +3,7 @@ from logbook import Logger
 
 from base import BaseExchangeTestCase
 from catalyst.exchange.ccxt.ccxt_exchange import CCXT
+from catalyst.exchange.exchange_execution import ExchangeLimitOrder
 from catalyst.exchange.utils.exchange_utils import get_exchange_auth
 from catalyst.finance.order import Order
 
@@ -27,7 +28,7 @@ class TestCCXT(BaseExchangeTestCase):
         asset = self.exchange.get_asset('neo_eth')
         order_id = self.exchange.order(
             asset=asset,
-            limit_price=0.07,
+            style=ExchangeLimitOrder(limit_price=0.7),
             amount=1,
         )
         log.info('order created {}'.format(order_id))