diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py index bb2d35a3..0b96a7ed 100644 --- a/catalyst/examples/mean_reversion_simple.py +++ b/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, - ) diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py index 4d6667b1..f1107ade 100644 --- a/catalyst/exchange/ccxt/ccxt_exchange.py +++ b/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, diff --git a/etc/python2.7-environment.yml b/etc/python2.7-environment.yml index 7bbe2ab6..b8b62360 100644 --- a/etc/python2.7-environment.yml +++ b/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 diff --git a/etc/requirements.txt b/etc/requirements.txt index eade9b9c..cc009908 100644 --- a/etc/requirements.txt +++ b/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 diff --git a/tests/exchange/test_ccxt.py b/tests/exchange/test_ccxt.py index b60e7d96..7be111d1 100644 --- a/tests/exchange/test_ccxt.py +++ b/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))