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DOC: updated examples/buy_and_hodl.py. Added Example Algos and Utilities pages to the documentation
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@@ -16,7 +16,6 @@
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# limitations under the License.
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import pandas as pd
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from catalyst import run_algorithm
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from catalyst.api import (
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order_target_value,
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symbol,
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@@ -27,15 +26,10 @@ from catalyst.api import (
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def initialize(context):
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context.ASSET_NAME = 'BTC_USDT'
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context.ASSET_NAME = 'btc_usdt'
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context.TARGET_HODL_RATIO = 0.8
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context.RESERVE_RATIO = 1.0 - context.TARGET_HODL_RATIO
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# For all trading pairs in the poloniex bundle, the default denomination
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# currently supported by Catalyst is 1/1000th of a full coin. Use this
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# constant to scale the price of up to that of a full coin if desired.
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context.TICK_SIZE = 1000.0
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context.is_buying = True
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context.asset = symbol(context.ASSET_NAME)
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@@ -91,7 +85,7 @@ def analyze(context=None, results=None):
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ax2 = plt.subplot(612, sharex=ax1)
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ax2.set_ylabel('{asset} (USD)'.format(asset=context.ASSET_NAME))
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(context.TICK_SIZE * results[['price']]).plot(ax=ax2)
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results[['price']].plot(ax=ax2)
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trans = results.ix[[t != [] for t in results.transactions]]
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buys = trans.ix[
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@@ -99,7 +93,7 @@ def analyze(context=None, results=None):
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]
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ax2.plot(
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buys.index,
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context.TICK_SIZE * results.price[buys.index],
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results.price[buys.index],
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'^',
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markersize=10,
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color='g',
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@@ -141,15 +135,3 @@ def analyze(context=None, results=None):
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plt.gcf().set_size_inches(18, 8)
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plt.show()
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run_algorithm(
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capital_base=10000,
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data_frequency='minute',
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initialize=initialize,
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handle_data=handle_data,
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analyze=analyze,
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exchange_name='poloniex',
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base_currency='usd',
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start=pd.to_datetime('2017-10-1', utc=True),
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end=pd.to_datetime('2017-11-10', utc=True),
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)
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