Working on adjusted the DataPortal class (unstable)

catalyst/exchange/exchange_algorithm.py

@@ -96,11 +96,15 @@ class ExchangeTradingAlgorithmBase(TradingAlgorithm):
             if self._symbol_lookup_date is not None \
             else self.sim_params.end_session
 
-        exchange = self.exchanges[exchange_name]
+        if exchange_name is None:
+            exchange = self.exchanges.values()[0]
+        else:
+            exchange = self.exchanges[exchange_name]
+
         return self.asset_finder.lookup_symbol(
-            symbol_str,
-            as_of_date=_lookup_date,
-            exchange=exchange
+            symbol=symbol_str,
+            exchange=exchange,
+            as_of_date=_lookup_date
         )
 
 

catalyst/utils/run_algo.py

@@ -38,7 +38,7 @@ from catalyst.utils.factory import create_simulation_parameters
 import catalyst.utils.paths as pth
 
 from catalyst.exchange.algorithm_exchange import ExchangeTradingAlgorithm
-from catalyst.exchange.data_portal_exchange import DataPortalExchange
+from catalyst.exchange.data_portal_exchange import DataPortalExchangeLive
 from catalyst.exchange.bitfinex.bitfinex import Bitfinex
 from catalyst.exchange.asset_finder_exchange import AssetFinderExchange
 from catalyst.exchange.exchange_portfolio import ExchangePortfolio
@@ -209,7 +209,7 @@ def _run(handle_data,
         )
         env.asset_finder = AssetFinderExchange()
 
-        data = DataPortalExchange(
+        data = DataPortalExchangeLive(
             exchanges=exchanges,
             asset_finder=env.asset_finder,
             trading_calendar=open_calendar,

tests/exchange/test_bitfinex.py

@@ -14,7 +14,7 @@ log = Logger('test_bitfinex')
 class BitfinexTestCase(BaseExchangeTestCase):
     @classmethod
     def setup(self):
-        print ('creating bitfinex object')
+        log.info('creating bitfinex object')
         auth = get_exchange_auth('bitfinex')
         self.exchange = Bitfinex(
             key=auth['key'],

tests/exchange/test_data_portal.py

@@ -0,0 +1,55 @@
+import pandas as pd
+from catalyst import get_calendar
+from logbook import Logger
+
+from catalyst.exchange.asset_finder_exchange import AssetFinderExchange
+from catalyst.exchange.bitfinex.bitfinex import Bitfinex
+from catalyst.exchange.bittrex.bittrex import Bittrex
+from catalyst.exchange.data_portal_exchange import DataPortalExchangeBacktest, \
+    DataPortalExchangeLive
+from catalyst.exchange.exchange_utils import get_exchange_auth
+
+log = Logger('test_bitfinex')
+
+
+class ExchangeDataPortalTestCase:
+    @classmethod
+    def setup(self):
+        log.info('creating bitfinex exchange')
+        auth_bitfinex = get_exchange_auth('bitfinex')
+        bitfinex = Bitfinex(
+            key=auth_bitfinex['key'],
+            secret=auth_bitfinex['secret'],
+            base_currency='usd'
+        )
+
+        log.info('creating bittrex exchange')
+        auth_bitfinex = get_exchange_auth('bittrex')
+        bittrex = Bittrex(
+            key=auth_bitfinex['key'],
+            secret=auth_bitfinex['secret'],
+            base_currency='usd'
+        )
+
+        open_calendar = get_calendar('OPEN')
+        asset_finder = AssetFinderExchange()
+        self.data_portal_live = DataPortalExchangeLive(
+            exchanges=dict(bitfinex=bitfinex, bittrex=bittrex),
+            asset_finder=asset_finder,
+            trading_calendar=open_calendar,
+            first_trading_day=pd.to_datetime('today', utc=True)
+        )
+
+    def test_history_window_live(self):
+        pass
+
+    def test_spot_value_live(self):
+        asset_finder = self.data_portal_live.asset_finder
+
+        now = pd.Timestamp.utcnow()
+        assets = [
+            asset_finder.lookup_symbol('eth_usd',now,)
+        ]
+        value = self.data_portal_live.get_spot_value(
+            assets, field, dt, data_frequency)
+        pass