BUG: accounting for daily historical bars with minute freq algo

catalyst/examples/simple_loop.py

@@ -16,26 +16,28 @@ def handle_data(context, data):
     price = data.current(context.asset, 'close')
     print('got price {price}'.format(price=price))
 
-    # prices = data.history(
-    #     context.asset,
-    #     fields='price',
-    #     bar_count=20,
-    #     frequency='1T'
-    # )
-    # rsi = talib.RSI(prices.values, timeperiod=14)[-1]
-    # print('got rsi: {}'.format(rsi))
-    pass
+    try:
+        prices = data.history(
+            context.asset,
+            fields='price',
+            bar_count=16,
+            frequency='1D'
+        )
+        rsi = talib.RSI(prices.values, timeperiod=14)[-1]
+        print('got rsi: {}'.format(rsi))
+    except Exception as e:
+        print(e)
 
 
 run_algorithm(
     capital_base=250,
     start=pd.to_datetime('2017-1-1', utc=True),
     end=pd.to_datetime('2017-10-22', utc=True),
-    data_frequency='daily',
+    data_frequency='minute',
     initialize=initialize,
     handle_data=handle_data,
     analyze=None,
-    exchange_name='poloniex',
+    exchange_name='bitfinex',
     algo_namespace='simple_loop',
     base_currency='btc'
 )