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BUG: fixed issues with data frequencies in data.history() which was particularly noticeable in live mode and minor adjustments around the commission model
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@@ -126,9 +126,9 @@ class TestExchangeBundle:
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# data_frequency = 'daily'
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# include_symbols = 'neo_btc,bch_btc,eth_btc'
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exchange_name = 'bittrex'
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exchange_name = 'poloniex'
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data_frequency = 'daily'
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include_symbols = 'wings_eth'
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include_symbols = 'eth_btc'
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start = pd.to_datetime('2017-1-1', utc=True)
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end = pd.to_datetime('2017-10-16', utc=True)
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@@ -140,10 +140,10 @@ class TestExchangeBundle:
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log.info('ingesting exchange bundle {}'.format(exchange_name))
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exchange_bundle.ingest(
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data_frequency=data_frequency,
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include_symbols=None,
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include_symbols=include_symbols,
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exclude_symbols=None,
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start=None,
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end=None,
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start=start,
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end=end,
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show_progress=True
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)
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@@ -342,7 +342,7 @@ class TestExchangeBundle:
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assets=assets,
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end_dt=end_dt,
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bar_count=bar_count,
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data_frequency='minute'
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freq='1T'
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)
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start_dt = get_start_dt(end_dt, bar_count, data_frequency)
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@@ -392,7 +392,7 @@ class TestExchangeBundle:
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start_dt=start_dt,
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end_dt=end_dt,
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bar_count=bar_count,
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data_frequency=data_frequency
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freq='1T'
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)
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writer = bundle.get_writer(start_dt, end_dt, data_frequency)
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@@ -437,7 +437,7 @@ class TestExchangeBundle:
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exchange = get_exchange(exchange_name)
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bundle = ExchangeBundle(exchange)
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asset = exchange.get_asset('xmr_btc')
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asset = exchange.get_asset('eth_btc')
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path = get_bcolz_chunk(
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exchange_name=exchange.name,
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