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https://github.com/wassname/catalyst.git
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Fixed issues with daily bundles
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@@ -7,7 +7,7 @@ from catalyst.api import symbol
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def initialize(context):
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print('initializing')
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context.asset = symbol('gno_btc')
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context.asset = symbol('etc_btc')
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def handle_data(context, data):
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@@ -19,18 +19,19 @@ def handle_data(context, data):
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prices = data.history(
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context.asset,
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fields='price',
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bar_count=50,
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frequency='1m'
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bar_count=15,
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frequency='1d'
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)
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rsi = talib.RSI(prices.values, timeperiod=14)[-1]
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print('got rsi: {}'.format(rsi))
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pass
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run_algorithm(
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capital_base=250,
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start=pd.to_datetime('2017-9-5', utc=True),
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start=pd.to_datetime('2017-9-01', utc=True),
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end=pd.to_datetime('2017-9-30', utc=True),
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data_frequency='minute',
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data_frequency='daily',
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initialize=initialize,
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handle_data=handle_data,
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analyze=None,
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