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

This commit is contained in:
fredfortier
2017-10-31 23:34:48 -04:00
parent df357d2327
commit 35677c553c
15 changed files with 398 additions and 145 deletions
+8 -8
View File
@@ -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,