BUG: fixed issues with data frequencies in data.history() which was particularly noticeable in live mode and minor adjustments around the commission model

catalyst/examples/simple_loop.py

@@ -1,13 +1,13 @@
 import talib
-
 import pandas as pd
+
 from catalyst import run_algorithm
 from catalyst.api import symbol
 
 
 def initialize(context):
     print('initializing')
-    context.asset = symbol('burst_btc')
+    context.asset = symbol('eth_btc')
 
 
 def handle_data(context, data):
@@ -16,22 +16,22 @@ def handle_data(context, data):
     price = data.current(context.asset, 'close')
     print('got price {price}'.format(price=price))
 
-    prices = data.history(
-        context.asset,
-        fields='price',
-        bar_count=15,
-        frequency='1d'
-    )
-    rsi = talib.RSI(prices.values, timeperiod=14)[-1]
-    print('got rsi: {}'.format(rsi))
+    # prices = data.history(
+    #     context.asset,
+    #     fields='price',
+    #     bar_count=20,
+    #     frequency='1T'
+    # )
+    # rsi = talib.RSI(prices.values, timeperiod=14)[-1]
+    # print('got rsi: {}'.format(rsi))
     pass
 
 
 run_algorithm(
     capital_base=250,
-    start=pd.to_datetime('2017-08-01', utc=True),
-    end=pd.to_datetime('2017-9-30', utc=True),
-    data_frequency='minute',
+    start=pd.to_datetime('2017-1-1', utc=True),
+    end=pd.to_datetime('2017-10-22', utc=True),
+    data_frequency='daily',
     initialize=initialize,
     handle_data=handle_data,
     analyze=None,
@@ -43,7 +43,7 @@ run_algorithm(
 #     initialize=initialize,
 #     handle_data=handle_data,
 #     analyze=None,
-#     exchange_name='bitfinex',
+#     exchange_name='bittrex',
 #     live=True,
 #     algo_namespace='simple_loop',
 #     base_currency='eth',