From 5de67a5a61149ac4b95a7782e1b712a6570540b8 Mon Sep 17 00:00:00 2001 From: Frederic Fortier Date: Tue, 27 Feb 2018 20:00:04 -0500 Subject: [PATCH] BLD: fixed some issues with the scripts --- catalyst/exchange/ccxt/ccxt_exchange.py | 6 +++++- catalyst/exchange/exchange.py | 1 + catalyst/exchange/exchange_bundle.py | 16 ++++++++-------- 3 files changed, 14 insertions(+), 9 deletions(-) diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py index 38991673..ec69cf19 100644 --- a/catalyst/exchange/ccxt/ccxt_exchange.py +++ b/catalyst/exchange/ccxt/ccxt_exchange.py @@ -4,6 +4,9 @@ from collections import defaultdict import ccxt import pandas as pd import six +from catalyst.assets._assets import TradingPair +from redo import retry + from catalyst.algorithm import MarketOrder from catalyst.constants import LOG_LEVEL from catalyst.exchange.exchange import Exchange @@ -11,7 +14,8 @@ from catalyst.exchange.exchange_bundle import ExchangeBundle from catalyst.exchange.exchange_errors import InvalidHistoryFrequencyError, \ ExchangeSymbolsNotFound, ExchangeRequestError, InvalidOrderStyle, \ UnsupportedHistoryFrequencyError, \ - ExchangeNotFoundError, CreateOrderError, InvalidHistoryTimeframeError + ExchangeNotFoundError, CreateOrderError, InvalidHistoryTimeframeError, \ + MarketsNotFoundError, InvalidMarketError from catalyst.exchange.exchange_execution import ExchangeLimitOrder from catalyst.exchange.utils.ccxt_utils import get_exchange_config from catalyst.exchange.utils.datetime_utils import from_ms_timestamp, \ diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py index ae3cb48e..28dfdbfe 100644 --- a/catalyst/exchange/exchange.py +++ b/catalyst/exchange/exchange.py @@ -5,6 +5,7 @@ from time import sleep import numpy as np import pandas as pd +from logbook import Logger from catalyst.constants import LOG_LEVEL from catalyst.data.data_portal import BASE_FIELDS diff --git a/catalyst/exchange/exchange_bundle.py b/catalyst/exchange/exchange_bundle.py index 343e38bb..1acb7087 100644 --- a/catalyst/exchange/exchange_bundle.py +++ b/catalyst/exchange/exchange_bundle.py @@ -1,3 +1,4 @@ +import copy import os import shutil from datetime import timedelta @@ -5,12 +6,15 @@ from functools import partial from itertools import chain from operator import is_not -import copy import numpy as np import pandas as pd import pytz -from catalyst import get_calendar from catalyst.assets._assets import TradingPair +from logbook import Logger +from pytz import UTC +from six import itervalues + +from catalyst import get_calendar from catalyst.constants import DATE_TIME_FORMAT, AUTO_INGEST from catalyst.constants import LOG_LEVEL from catalyst.data.minute_bars import BcolzMinuteOverlappingData, \ @@ -23,15 +27,11 @@ from catalyst.exchange.exchange_errors import EmptyValuesInBundleError, \ PricingDataNotLoadedError, DataCorruptionError, PricingDataValueError from catalyst.exchange.utils.bundle_utils import range_in_bundle, \ get_bcolz_chunk, get_df_from_arrays, get_assets -from catalyst.exchange.utils.datetime_utils import get_delta, get_start_dt, \ +from catalyst.exchange.utils.datetime_utils import get_start_dt, \ get_period_label, get_month_start_end, get_year_start_end -from catalyst.exchange.utils.exchange_utils import get_exchange_folder, \ - get_catalyst_symbol +from catalyst.exchange.utils.exchange_utils import get_exchange_folder from catalyst.utils.cli import maybe_show_progress from catalyst.utils.paths import ensure_directory -from logbook import Logger -from pytz import UTC -from six import itervalues log = Logger('exchange_bundle', level=LOG_LEVEL)