Remove some 5-minute data and added example of extension.py.

catalyst/examples/buy_low_sell_high_neo_with_interface.py

@@ -144,28 +144,31 @@ def handle_data(context, data):
 
 def analyze(context, stats):
     log.info('the daily stats:\n{}'.format(get_pretty_stats(stats)))
+
     pass
 
 
-# run_algorithm(
-#     initialize=initialize,
-#     handle_data=handle_data,
-#     analyze=analyze,
-#     exchange_name='bittrex,bitfinex',
-#     live=True,
-#     algo_namespace=algo_namespace,
-#     base_currency='btc',
-#     live_graph=False
-# )
 run_algorithm(
-    capital_base=250,
-    start=pd.to_datetime('2017-09-08', utc=True),
-    end=pd.to_datetime('2017-09-15', utc=True),
-    data_frequency='minute',
     initialize=initialize,
     handle_data=handle_data,
     analyze=analyze,
     exchange_name='bitfinex',
+    live=True,
     algo_namespace=algo_namespace,
-    base_currency='btc'
+    base_currency='btc',
+    live_graph=False
 )
+
+# Backtest
+# run_algorithm(
+#     capital_base=250,
+#     start=pd.to_datetime('2017-09-08', utc=True),
+#     end=pd.to_datetime('2017-09-15', utc=True),
+#     data_frequency='minute',
+#     initialize=initialize,
+#     handle_data=handle_data,
+#     analyze=analyze,
+#     exchange_name='bitfinex',
+#     algo_namespace=algo_namespace,
+#     base_currency='btc'
+# )

catalyst/exchange/bittrex/extensions-example.py

@@ -0,0 +1,7 @@
+from catalyst.data.bundles import register
+from catalyst.exchange.exchange_bundle import exchange_bundle
+
+symbols = (
+    'neo_btc',
+)
+register('exchange_bitfinex', exchange_bundle('bitfinex', symbols))

catalyst/exchange/data_portal_exchange.py

@@ -282,14 +282,6 @@ class DataPortalExchangeBacktest(DataPortalExchangeBase):
             except IOError:
                 self.daily_bar_readers[exchange_name] = None
 
-            try:
-                self.five_minute_bar_readers[exchange_name] = \
-                    BcolzFiveMinuteBarReader(
-                        five_minute_path(name, time_folder),
-                    )
-            except IOError:
-                self.five_minute_bar_readers[exchange_name] = None
-
             try:
                 self.minute_bar_readers[exchange_name] = \
                     BcolzMinuteBarReader(
@@ -351,8 +343,6 @@ class DataPortalExchangeBacktest(DataPortalExchangeBase):
         """
         if data_frequency == 'minute':
             reader = self.minute_bar_readers[exchange_name]
-        elif data_frequency == '5-minute':
-            reader = self.five_minute_bar_readers[exchange_name]
         elif data_frequency == 'daily':
             reader = self.daily_bar_readers[exchange_name]
         else:

catalyst/exchange/exchange_bundle.py

@@ -47,10 +47,6 @@ def process_bar_data(exchange, assets, writer, data_frequency,
         delta_periods = delta.total_seconds() / 60
         frequency = '1m'
 
-    elif data_frequency == '5-minute':
-        delta_periods = delta.total_seconds() / 60 / 5
-        frequency = '5m'
-
     elif data_frequency == 'daily':
         delta_periods = delta.total_seconds() / 60 / 60 / 24
         frequency = '1d'
@@ -295,17 +291,8 @@ def exchange_bundle(exchange_name, symbols=None, start=None, end=None,
         #         start=start,
         #         end=end
         #     )
-        #
-        # if five_minute_bar_writer is not None:
-        #     process_bar_data(
-        #         exchange=exchange,
-        #         assets=assets,
-        #         writer=five_minute_bar_writer,
-        #         data_frequency='5-minute',
-        #         show_progress=show_progress,
-        #         start=start,
-        #         end=end
-        #     )
+
+        # TODO: delete 5-minute writer everywhere
 
         if minute_bar_writer is not None:
             process_bar_data(