Changed default bundle to poloniex and new crypto examples

This commit is contained in:
Conner Fromknecht
2017-06-20 17:23:21 -07:00
parent 7de0fb52b3
commit 46aa5f0c02
6 changed files with 43 additions and 48 deletions
+1 -1
View File
@@ -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
-36
View File
@@ -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)