Changed default bundle to poloniex and new crypto examples

catalyst/__main__.py

@@ -138,7 +138,7 @@ def ipython_only(option):
 @click.option(
     '-b',
     '--bundle',
-    default='quantopian-quandl',
+    default='poloniex',
     metavar='BUNDLE-NAME',
     show_default=True,
     help='The data bundle to use for the simulation.',
@@ -285,7 +285,7 @@ def catalyst_magic(line, cell=None):
 @click.option(
     '-b',
     '--bundle',
-    default='quantopian-quandl',
+    default='poloniex',
     metavar='BUNDLE-NAME',
     show_default=True,
     help='The data bundle to ingest.',
@@ -317,7 +317,7 @@ def ingest(bundle, assets_version, show_progress):
 @click.option(
     '-b',
     '--bundle',
-    default='quantopian-quandl',
+    default='poloniex',
     metavar='BUNDLE-NAME',
     show_default=True,
     help='The data bundle to clean.',

catalyst/data/bundles/poloniex.py

@@ -99,7 +99,7 @@ def poloniex_cryptoassets(symbols, start=None, end=None):
                 df['date']=pd.to_datetime(df['date'], utc=True, unit='s')
                 df.set_index('date', inplace=True)
 
-                df = df.resample('D').mean()
+                #df = df.resample('D').mean()
                 df = df.loc[df.index.isin(calendar.schedule.index)]
 
                 # the start date is the date of the first trade and

catalyst/data/bundles/quandl.py

@@ -407,39 +407,3 @@ def quantopian_quandl_bundle(environ,
 
 
 register_calendar_alias("QUANDL", "NYSE")
-
-CATALYST_URL = (
-    'https://s3.amazonaws.com/quantopian-public-zipline-data/quandl'
-)
-
-
-@bundles.register(
-    'catalyst',
-    calendar_name='NYSE',
-    minutes_per_day=390,
-    create_writers=False,
-)
-def catalyst_bundle(environ,
-                    asset_db_writer,
-                    minute_bar_writer,
-                    daily_bar_writer,
-                    adjustment_writer,
-                    calendar,
-                    start_session,
-                    end_session,
-                    cache,
-                    show_progress,
-                    output_dir):
-    if show_progress:
-        data = download_with_progress(
-            CATALYST_URL,
-            chunk_size=ONE_MEGABYTE,
-            label="Downloading Bundle: catalyst",
-        )
-    else:
-        data = download_without_progress(CATALYST_URL)
-
-    with tarfile.open('r', fileobj=data) as tar:
-        if show_progress:
-            print("Writing data to %s." % output_dir)
-        tar.extractall(output_dir)

catalyst/examples/buybtc.py

@@ -14,7 +14,12 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-from catalyst.api import order, record, symbol
+from catalyst.api import (
+    order_target_percent,
+    record,
+    symbol,
+    get_open_orders,
+)
 
 
 def initialize(context):
@@ -22,8 +27,13 @@ def initialize(context):
 
 
 def handle_data(context, data):
-    order(context.asset, 10)
-    record(USDT_BTC=data.current(context.asset, 'price'))
+    if context.asset not in get_open_orders() and data.can_trade(context.asset):
+        order_target_percent(context.asset, 1.0)
+
+    record(
+        USDT_BTC=data.current(context.asset, 'price'),
+        leverage=context.account.leverage,
+    )
 
 
 # Note: this function can be removed if running
@@ -31,12 +41,15 @@ def handle_data(context, data):
 def analyze(context=None, results=None):
     import matplotlib.pyplot as plt
     # Plot the portfolio and asset data.
-    ax1 = plt.subplot(211)
+    ax1 = plt.subplot(311)
     results.portfolio_value.plot(ax=ax1)
     ax1.set_ylabel('Portfolio value (USD)')
-    ax2 = plt.subplot(212, sharex=ax1)
+    ax2 = plt.subplot(312, sharex=ax1)
     results.USDT_BTC.plot(ax=ax2)
     ax2.set_ylabel('USDT_BTC price (USD)')
+    ax3 = plt.subplot(313, sharex=ax1)
+    results.leverage.plot(ax=ax3)
+    ax3.set_ylabel('Leverage (USD)')
 
     # Show the plot.
     plt.gcf().set_size_inches(18, 8)

catalyst/examples/momentum_pipeline.py

@@ -13,7 +13,7 @@ from catalyst.api import (
     symbol,
 )
 from catalyst.pipeline import Pipeline
-from catalyst.pipeline.factors.equity import RSI
+from catalyst.pipeline.factors.crypto import RSI
 
 
 def make_pipeline():
@@ -35,7 +35,10 @@ def rebalance(context, data):
     longs = all_assets[pipeline_data.longs]
     shorts = all_assets[pipeline_data.shorts]
 
-    record(universe_size=len(all_assets))
+    record(
+        universe_size=len(all_assets),
+        leverage=context.account.leverage,
+    )
 
     # Build a 2x-leveraged, equal-weight, long-short portfolio.
     one_third = 1.0 / 3.0
@@ -67,6 +70,21 @@ def initialize(context):
 def before_trading_start(context, data):
     context.pipeline_data = pipeline_output('my_pipeline')
 
+def analyze(context=None, results=None):
+    import matplotlib.pyplot as plt
+
+    ax1 = plt.subplot(311)
+    results.portfolio_value.plot(ax=ax1)
+    ax1.set_ylabel('Portfolio value (USD)')
+    ax2 = plt.subplot(312, sharex=ax1)
+    results.universe_size.plot(ax=ax2)
+    ax2.set_ylabel('Universe Size')
+    ax3 = plt.subplot(313, sharex=ax1)
+    results.leverage.plot(ax=ax3)
+    ax3.set_ylabel('Leverage (USD)')
+
+    plt.gcf().set_size_inches(18, 8)
+    plt.show()
 
 def _test_args():
     """

catalyst/utils/run_algo.py

@@ -164,7 +164,7 @@ def _run(handle_data,
                 bundle_timestamp,
             )
 
-            if b == 'catalyst':
+            if b == 'poloniex':
                 return CryptoPricingLoader(
                            bundle_data.equity_daily_bar_reader,
                            CryptoPricing,