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BLD: more live trading testing and added s3 stats output

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This commit is contained in:
fredfortier
2017-12-07 00:20:27 -05:00
parent 9688d71e23
commit 5b78f161a4
5 changed files with 39 additions and 23 deletions
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catalyst/exchange/exchange_algorithm.py
+16 -15
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@@ -625,6 +625,21 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
)
))
today = pd.to_datetime('today', utc=True)
daily_stats = self.prepare_period_stats(
start_dt=today,
end_dt=pd.Timestamp.utcnow()
)
save_algo_object(
algo_name=self.algo_namespace,
key=today.strftime('%Y-%m-%d'),
obj=daily_stats,
rel_path='daily_perf'
)
except Exception as e:
log.warn('unable to calculate performance: {}'.format(e))
try:
if self.stats_output is not None:
if 's3://' in self.stats_output:
stats_to_s3(
@@ -638,22 +653,8 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
raise ValueError(
'Only S3 stats output is supported for now.'
)
today = pd.to_datetime('today', utc=True)
daily_stats = self.prepare_period_stats(
start_dt=today,
end_dt=pd.Timestamp.utcnow()
)
save_algo_object(
algo_name=self.algo_namespace,
key=today.strftime('%Y-%m-%d'),
obj=daily_stats,
rel_path='daily_perf'
)
except Exception as e:
log.warn('unable to calculate performance: {}'.format(e))
log.warn('unable save stats: {}'.format(e))
# TODO: pickle does not seem to work in python 3
try:
save_algo_object(