BLD: Housekeeping

catalyst/examples/mean_reversion_simple.py

@@ -38,8 +38,8 @@ def initialize(context):
     context.base_price = None
     context.current_day = None
 
-    context.RSI_OVERSOLD = 65
-    context.RSI_OVERBOUGHT = 82
+    context.RSI_OVERSOLD = 30
+    context.RSI_OVERBOUGHT = 80
     context.CANDLE_SIZE = '5T'
 
     context.start_time = time.time()
@@ -98,9 +98,10 @@ def handle_data(context, data):
     # a parameter of the analyze() function for further analysis.
 
     record(
-        volume=(context.market, current['volume']),
-        price_change=(context.market, price_change),
-        rsi=(context.market, rsi[-1]),
+        volume=current['volume'],
+        price=price,
+        price_change=price_change,
+        rsi=rsi[-1],
         cash=cash
     )
     # We are trying to avoid over-trading by limiting our trades to
@@ -108,6 +109,7 @@ def handle_data(context, data):
     if context.traded_today:
         return
 
+    # TODO: retest with open orders
     # Since we are using limit orders, some orders may not execute immediately
     # we wait until all orders are executed before considering more trades.
     orders = get_open_orders(context.market)

catalyst/exchange/bitfinex/bitfinex.py

@@ -30,15 +30,17 @@ from catalyst.protocol import Account
 
 # Trying to account for REST api instability
 # https://stackoverflow.com/questions/15431044/can-i-set-max-retries-for-requests-request
+from catalyst.utils.deprecate import deprecated
+
 requests.adapters.DEFAULT_RETRIES = 20
 
 BITFINEX_URL = 'https://api.bitfinex.com'
 
-
 log = Logger('Bitfinex', level=LOG_LEVEL)
 warning_logger = Logger('AlgoWarning')
 
 
+@deprecated
 class Bitfinex(Exchange):
     def __init__(self, key, secret, base_currency, portfolio=None):
         self.url = BITFINEX_URL
@@ -666,11 +668,11 @@ class Bitfinex(Exchange):
         """
         url = ('{url}/v2/candles/trade:1D:{symbol}/hist?start={start}'
                '&end={end}').format(
-                    url=self.url,
-                    symbol=symbol_v2,
-                    start=startmonth - 3600 * 24 * 31 * 1000,
-                    end=min(startmonth + 3600 * 24 * 31 * 1000,
-                            int(time.time() * 1000)))
+            url=self.url,
+            symbol=symbol_v2,
+            start=startmonth - 3600 * 24 * 31 * 1000,
+            end=min(startmonth + 3600 * 24 * 31 * 1000,
+                    int(time.time() * 1000)))
 
         try:
             self.ask_request()

catalyst/exchange/bittrex/bittrex.py

@@ -19,12 +19,14 @@ from catalyst.finance.execution import LimitOrder, StopLimitOrder
 from catalyst.finance.order import Order, ORDER_STATUS
 
 # TODO: consider using this: https://github.com/mondeja/bittrex_v2
+from catalyst.utils.deprecate import deprecated
 
 log = Logger('Bittrex', level=LOG_LEVEL)
 
 URL2 = 'https://bittrex.com/Api/v2.0'
 
 
+@deprecated
 class Bittrex(Exchange):
     def __init__(self, key, secret, base_currency, portfolio=None):
         self.api = Bittrex_api(key=key, secret=secret)

catalyst/exchange/poloniex/poloniex.py

@@ -28,10 +28,12 @@ from catalyst.exchange.poloniex.poloniex_api import Poloniex_api
 from catalyst.finance.order import Order, ORDER_STATUS
 from catalyst.finance.transaction import Transaction
 from catalyst.protocol import Account
+from catalyst.utils.deprecate import deprecated
 
 log = Logger('Poloniex', level=LOG_LEVEL)
 
 
+@deprecated
 class Poloniex(Exchange):
     def __init__(self, key, secret, base_currency, portfolio=None):
         self.api = Poloniex_api(key=key, secret=secret)
@@ -292,8 +294,8 @@ class Poloniex(Exchange):
         """
         exchange_symbol = self.get_symbol(asset)
 
-        if(isinstance(style, ExchangeLimitOrder)
-           or isinstance(style, ExchangeStopLimitOrder)):
+        if (isinstance(style, ExchangeLimitOrder)
+                or isinstance(style, ExchangeStopLimitOrder)):
             if isinstance(style, ExchangeStopLimitOrder):
                 log.warn('{} will ignore the stop price'.format(self.name))
 

tests/exchange/test_bitfinex.py

@@ -4,10 +4,12 @@ from base import BaseExchangeTestCase
 from catalyst.exchange.bitfinex.bitfinex import Bitfinex
 from catalyst.exchange.exchange_utils import get_exchange_auth
 from catalyst.finance.execution import (LimitOrder)
+from catalyst.utils.deprecate import deprecated
 
 log = Logger('test_bitfinex')
 
 
+@deprecated
 class TestBitfinex(BaseExchangeTestCase):
     @classmethod
     def setup(self):

tests/exchange/test_bittrex.py

@@ -4,10 +4,12 @@ from catalyst.finance.order import Order
 from base import BaseExchangeTestCase
 from logbook import Logger
 from catalyst.exchange.exchange_utils import get_exchange_auth
+from catalyst.utils.deprecate import deprecated
 
 log = Logger('test_bittrex')
 
 
+@deprecated
 class TestBittrex(BaseExchangeTestCase):
     @classmethod
     def setup(self):

tests/exchange/test_poloniex.py

@@ -4,11 +4,14 @@ from base import BaseExchangeTestCase
 from logbook import Logger
 from catalyst.exchange.exchange_utils import get_exchange_auth
 import pandas as pd
+
+from catalyst.utils.deprecate import deprecated
 from test_utils import output_df
 
 log = Logger('test_poloniex')
 
 
+@deprecated
 class TestPoloniex(BaseExchangeTestCase):
     @classmethod
     def setup(self):