Poloniex get_candles fix and created a unit test to validate data.

catalyst/examples/simple_loop.py

@@ -7,7 +7,7 @@ from catalyst.api import symbol
 
 def initialize(context):
     print('initializing')
-    context.asset = symbol('btc_usd')
+    context.asset = symbol('burst_btc')
 
 
 def handle_data(context, data):
@@ -20,7 +20,7 @@ def handle_data(context, data):
         context.asset,
         fields='price',
         bar_count=15,
-        frequency='1m'
+        frequency='1d'
     )
     rsi = talib.RSI(prices.values, timeperiod=14)[-1]
     print('got rsi: {}'.format(rsi))
@@ -35,7 +35,7 @@ run_algorithm(
     initialize=initialize,
     handle_data=handle_data,
     analyze=None,
-    exchange_name='bitfinex',
+    exchange_name='poloniex',
     algo_namespace='simple_loop',
     base_currency='btc'
 )

catalyst/exchange/exchange_bundle.py

@@ -391,11 +391,6 @@ class ExchangeBundle:
                     if data_frequency == 'minute':
                         period_start, period_end = get_month_start_end(dt)
 
-                        # TODO: redundant gate, we are already filtering dates
-                        if first_trading_dt > period_start:
-                            dt += timedelta(days=1)
-                            continue
-
                         asset_start_month, _ = get_month_start_end(
                             first_trading_dt
                         )
@@ -414,11 +409,6 @@ class ExchangeBundle:
                     elif data_frequency == 'daily':
                         period_start, period_end = get_year_start_end(dt)
 
-                        # TODO: redundant gate, we are already filtering dates
-                        if first_trading_dt > period_start:
-                            dt += timedelta(days=1)
-                            continue
-
                         asset_start_year, _ = get_year_start_end(
                             first_trading_dt
                         )

catalyst/exchange/poloniex/poloniex.py

@@ -186,7 +186,8 @@ class Poloniex(Exchange):
         '5m', '15m', '30m', '2h', '4h', '1D'
         """
 
-        # TODO: implement end_dt and start_dt filters
+        if end_dt is None:
+            end_dt = pd.Timestamp.utcnow()
 
         if (
                         data_frequency == '5m' or data_frequency == 'minute'):  # TODO: Polo does not have '1m'
@@ -212,8 +213,8 @@ class Poloniex(Exchange):
 
         for asset in asset_list:
 
-            end = int(time.time())
-            if (bar_count is None):
+            end = int(time.mktime(end_dt.timetuple()))
+            if bar_count is None:
                 start = end - 2 * frequency
             else:
                 start = end - bar_count * frequency

catalyst/exchange/stats_utils.py

@@ -49,3 +49,12 @@ def get_pretty_stats(stats_df, recorded_cols=None, num_rows=10):
         columns=columns,
         formatters=formatters
     )
+
+
+def df_to_string(df):
+    pd.set_option('display.expand_frame_repr', False)
+    pd.set_option('precision', 8)
+    pd.set_option('display.width', 1000)
+    pd.set_option('display.max_colwidth', 1000)
+
+    return df.to_string()