BLD: completed rebasing

This commit is contained in:
Frederic Fortier
2018-02-27 00:21:22 -05:00
parent 478579ed8c
commit 704c93dac9
3 changed files with 14 additions and 11 deletions
+10 -8
View File
@@ -4,8 +4,14 @@ from collections import defaultdict
import ccxt
import pandas as pd
import six
from catalyst.algorithm import MarketOrder
from catalyst.assets._assets import TradingPair
from ccxt import InvalidOrder, NetworkError, \
ExchangeError
from logbook import Logger
from redo import retry
from six import string_types
from catalyst.algorithm import MarketOrder
from catalyst.constants import LOG_LEVEL
from catalyst.exchange.exchange import Exchange
from catalyst.exchange.exchange_bundle import ExchangeBundle
@@ -19,13 +25,9 @@ from catalyst.exchange.utils.ccxt_utils import get_exchange_config
from catalyst.exchange.utils.datetime_utils import from_ms_timestamp, \
get_epoch, \
get_periods_range
from catalyst.exchange.utils.exchange_utils import get_catalyst_symbol
from catalyst.finance.order import Order, ORDER_STATUS
from catalyst.finance.transaction import Transaction
from ccxt import InvalidOrder, NetworkError, \
ExchangeError
from logbook import Logger
from redo import retry
from six import string_types
log = Logger('CCXT', level=LOG_LEVEL)
@@ -488,8 +490,8 @@ class CCXT(Exchange):
params['taker'] = 0.002
elif 'maker' in market and 'taker' in market \
and market['maker'] is not None \
and market['taker'] is not None:
and market['maker'] is not None \
and market['taker'] is not None:
params['maker'] = market['maker']
params['taker'] = market['taker']
+1 -1
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@@ -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
@@ -19,7 +20,6 @@ from catalyst.exchange.utils.datetime_utils import get_delta, \
get_periods, get_start_dt, get_frequency
from catalyst.exchange.utils.exchange_utils import \
resample_history_df, has_bundle
from logbook import Logger
log = Logger('Exchange', level=LOG_LEVEL)
+3 -2
View File
@@ -18,9 +18,11 @@ from datetime import timedelta
from os import listdir
from os.path import isfile, join, exists
import catalyst.protocol as zp
import logbook
import pandas as pd
from redo import retry
import catalyst.protocol as zp
from catalyst.algorithm import TradingAlgorithm
from catalyst.constants import LOG_LEVEL
from catalyst.exchange.exchange_blotter import ExchangeBlotter
@@ -50,7 +52,6 @@ from catalyst.utils.api_support import api_method
from catalyst.utils.input_validation import error_keywords, ensure_upper_case
from catalyst.utils.math_utils import round_nearest
from catalyst.utils.preprocess import preprocess
from redo import retry
log = logbook.Logger('exchange_algorithm', level=LOG_LEVEL)