BUG: troubleshooting and minor fixes

catalyst/examples/mean_reversion_simple.py

@@ -244,7 +244,7 @@ def analyze(context=None, perf=None):
 
 if __name__ == '__main__':
     # The execution mode: backtest or live
-    live = False
+    live = True
 
     if live:
         run_algorithm(
@@ -257,7 +257,7 @@ if __name__ == '__main__':
             algo_namespace=NAMESPACE,
             base_currency='btc',
             live_graph=False,
-            simulate_orders=False,
+            simulate_orders=True,
             stats_output=None,
         )
 

catalyst/exchange/utils/exchange_utils.py

@@ -129,7 +129,10 @@ def get_exchange_symbols(exchange_name, is_local=False, environ=None):
     if not is_local and (not os.path.isfile(filename) or pd.Timedelta(
                 pd.Timestamp('now', tz='UTC') - last_modified_time(
                 filename)).days > 1):
-        download_exchange_symbols(exchange_name, environ)
+        try:
+            download_exchange_symbols(exchange_name, environ)
+        except Exception as e:
+            pass
 
     if os.path.isfile(filename):
         with open(filename) as data_file:

catalyst/support/issue_111.py

@@ -0,0 +1,44 @@
+from logbook import Logger
+
+from catalyst import run_algorithm
+from catalyst.api import order_target_percent
+
+NAMESPACE = 'goose7'
+log = Logger(NAMESPACE)
+
+from catalyst.api import record, symbol
+
+
+def initialize(context):
+    context.asset = symbol('trx_btc')
+
+
+def handle_data(context, data):
+    price = data.current(context.asset, 'price')
+    record(btc=price)
+
+    # Only ordering if it does not have any position to avoid trying some
+    # tiny orders with the leftover btc
+    pos_amount = context.portfolio.positions[context.asset].amount
+    if pos_amount > 0:
+        return
+
+    # Adding a limit price to workaround an issue with performance
+    # calculations of market orders
+    order_target_percent(
+        context.asset, 1, limit_price=price * 1.01
+    )
+
+
+if __name__ == '__main__':
+    run_algorithm(
+        capital_base=0.003,
+        initialize=initialize,
+        handle_data=handle_data,
+        exchange_name='binance',
+        live=True,
+        algo_namespace=NAMESPACE,
+        base_currency='btc',
+        live_graph=False,
+        simulate_orders=False,
+    )

catalyst/support/issue_112.py

@@ -0,0 +1,44 @@
+import pandas as pd
+
+from catalyst import run_algorithm
+from catalyst.api import symbol
+
+
+def initialize(context):
+    context.asset = symbol('btc_usdt')
+
+
+def handle_data(context, data):
+    df = data.history(context.asset,
+                      'close',
+                      bar_count=10,
+                      frequency='5T',
+                      )
+
+
+if __name__ == '__main__':
+    LIVE = True
+    if LIVE:
+        run_algorithm(
+            capital_base=1,
+            initialize=initialize,
+            handle_data=handle_data,
+            exchange_name='poloniex',
+            algo_namespace='test_algo',
+            base_currency='usdt',
+            live=True,
+            simulate_orders=True,
+        )
+    else:
+        run_algorithm(
+            capital_base=1,
+            data_frequency='minute',
+            initialize=initialize,
+            handle_data=handle_data,
+            exchange_name='poloniex',
+            algo_namespace='test_algo',
+            base_currency='usdt',
+            live=False,
+            start=pd.to_datetime('2017-12-1', utc=True),
+            end=pd.to_datetime('2017-12-1', utc=True),
+        )