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

tests/exchange/test_bitfinex.py

@@ -8,7 +8,7 @@ from catalyst.finance.execution import (LimitOrder)
 log = Logger('test_bitfinex')
 
 
-class TestBitfinexTestCase(BaseExchangeTestCase):
+class TestBitfinex(BaseExchangeTestCase):
     @classmethod
     def setup(self):
         log.info('creating bitfinex object')
@@ -48,7 +48,7 @@ class TestBitfinexTestCase(BaseExchangeTestCase):
     def test_get_candles(self):
         log.info('retrieving candles')
         ohlcv_neo = self.exchange.get_candles(
-            data_frequency='1m',
+            freq='1T',
             assets=self.exchange.get_asset('neo_btc')
         )
         pass

tests/exchange/test_bittrex.py

@@ -52,13 +52,13 @@ class TestBittrex(BaseExchangeTestCase):
     def test_get_candles(self):
         log.info('retrieving candles')
         ohlcv_neo = self.exchange.get_candles(
-            data_frequency='5m',
+            freq='5T',
             assets=self.exchange.get_asset('neo_btc'),
             bar_count=20,
             end_dt=pd.to_datetime('2017-10-20', utc=True)
         )
         ohlcv_neo_ubq = self.exchange.get_candles(
-            data_frequency='1d',
+            freq='1D',
             assets=[
                 self.exchange.get_asset('neo_btc'),
                 self.exchange.get_asset('ubq_btc')

tests/exchange/test_bundle.py

@@ -126,9 +126,9 @@ class TestExchangeBundle:
         # data_frequency = 'daily'
         # include_symbols = 'neo_btc,bch_btc,eth_btc'
 
-        exchange_name = 'bittrex'
+        exchange_name = 'poloniex'
         data_frequency = 'daily'
-        include_symbols = 'wings_eth'
+        include_symbols = 'eth_btc'
 
         start = pd.to_datetime('2017-1-1', utc=True)
         end = pd.to_datetime('2017-10-16', utc=True)
@@ -140,10 +140,10 @@ class TestExchangeBundle:
         log.info('ingesting exchange bundle {}'.format(exchange_name))
         exchange_bundle.ingest(
             data_frequency=data_frequency,
-            include_symbols=None,
+            include_symbols=include_symbols,
             exclude_symbols=None,
-            start=None,
-            end=None,
+            start=start,
+            end=end,
             show_progress=True
         )
 
@@ -342,7 +342,7 @@ class TestExchangeBundle:
             assets=assets,
             end_dt=end_dt,
             bar_count=bar_count,
-            data_frequency='minute'
+            freq='1T'
         )
         start_dt = get_start_dt(end_dt, bar_count, data_frequency)
 
@@ -392,7 +392,7 @@ class TestExchangeBundle:
             start_dt=start_dt,
             end_dt=end_dt,
             bar_count=bar_count,
-            data_frequency=data_frequency
+            freq='1T'
         )
 
         writer = bundle.get_writer(start_dt, end_dt, data_frequency)
@@ -437,7 +437,7 @@ class TestExchangeBundle:
 
         exchange = get_exchange(exchange_name)
         bundle = ExchangeBundle(exchange)
-        asset = exchange.get_asset('xmr_btc')
+        asset = exchange.get_asset('eth_btc')
 
         path = get_bcolz_chunk(
             exchange_name=exchange.name,

tests/exchange/test_poloniex.py

@@ -8,7 +8,7 @@ from catalyst.exchange.exchange_utils import get_exchange_auth
 log = Logger('test_poloniex')
 
 
-class TestPoloniexTestCase(BaseExchangeTestCase):
+class TestPoloniex(BaseExchangeTestCase):
     @classmethod
     def setup(self):
         print ('creating poloniex object')
@@ -52,11 +52,11 @@ class TestPoloniexTestCase(BaseExchangeTestCase):
     def test_get_candles(self):
         log.info('retrieving candles')
         ohlcv_neo = self.exchange.get_candles(
-            data_frequency='5m',
-            assets=self.exchange.get_asset('neos_btc')
+            freq='5T',
+            assets=self.exchange.get_asset('eth_btc')
         )
         ohlcv_neo_ubq = self.exchange.get_candles(
-            data_frequency='5m',
+            freq='5T',
             assets=[
                 self.exchange.get_asset('neos_btc'),
                 self.exchange.get_asset('via_btc')