Fixed issues with daily bundles

This commit is contained in:
fredfortier
2017-10-17 18:29:48 -04:00
parent d21cc36bef
commit 4649b31d89
5 changed files with 108 additions and 179 deletions
+6 -5
View File
@@ -7,7 +7,7 @@ from catalyst.api import symbol
def initialize(context):
print('initializing')
context.asset = symbol('gno_btc')
context.asset = symbol('etc_btc')
def handle_data(context, data):
@@ -19,18 +19,19 @@ def handle_data(context, data):
prices = data.history(
context.asset,
fields='price',
bar_count=50,
frequency='1m'
bar_count=15,
frequency='1d'
)
rsi = talib.RSI(prices.values, timeperiod=14)[-1]
print('got rsi: {}'.format(rsi))
pass
run_algorithm(
capital_base=250,
start=pd.to_datetime('2017-9-5', utc=True),
start=pd.to_datetime('2017-9-01', utc=True),
end=pd.to_datetime('2017-9-30', utc=True),
data_frequency='minute',
data_frequency='daily',
initialize=initialize,
handle_data=handle_data,
analyze=None,