From 388535b09c64c95f565397b2736b8576a7c73cab Mon Sep 17 00:00:00 2001 From: Victor Grau Serrat Date: Thu, 22 Feb 2018 22:09:51 -0700 Subject: [PATCH] BUG: reverts changed introduced in 00f232e2d7426b8593295ee3e4e6488a39a4866b --- catalyst/examples/dual_moving_average.py | 39 +++++++++--------------- 1 file changed, 14 insertions(+), 25 deletions(-) diff --git a/catalyst/examples/dual_moving_average.py b/catalyst/examples/dual_moving_average.py index 88a6fad5..f11e6b77 100644 --- a/catalyst/examples/dual_moving_average.py +++ b/catalyst/examples/dual_moving_average.py @@ -19,8 +19,8 @@ def initialize(context): def handle_data(context, data): # define the windows for the moving averages - short_window = 2 - long_window = 5 + short_window = 50 + long_window = 200 # Skip as many bars as long_window to properly compute the average context.i += 1 @@ -149,27 +149,16 @@ def analyze(context, perf): if __name__ == '__main__': + run_algorithm( - capital_base=1000, - data_frequency='minute', - initialize=initialize, - handle_data=handle_data, - analyze=analyze, - exchange_name='bitfinex', - algo_namespace=NAMESPACE, - base_currency='usd', - simulate_orders=True, - live=True, - ) - # run_algorithm( - # capital_base=1000, - # data_frequency='minute', - # initialize=initialize, - # handle_data=handle_data, - # analyze=analyze, - # exchange_name='bitfinex', - # algo_namespace=NAMESPACE, - # base_currency='usd', - # start=pd.to_datetime('2017-9-22', utc=True), - # end=pd.to_datetime('2017-9-23', utc=True), - # ) + capital_base=1000, + data_frequency='minute', + initialize=initialize, + handle_data=handle_data, + analyze=analyze, + exchange_name='bitfinex', + algo_namespace=NAMESPACE, + base_currency='usd', + start=pd.to_datetime('2017-9-22', utc=True), + end=pd.to_datetime('2017-9-23', utc=True), + )