From 7da72fe9cb6067363915ceafefc8ade0458337e0 Mon Sep 17 00:00:00 2001 From: fredfortier Date: Sat, 4 Nov 2017 16:22:10 -0400 Subject: [PATCH] BUG: working on issue #55 --- catalyst/support/issue_55.py | 42 ++++++++++++++++++++++++++++++++++++ 1 file changed, 42 insertions(+) create mode 100644 catalyst/support/issue_55.py diff --git a/catalyst/support/issue_55.py b/catalyst/support/issue_55.py new file mode 100644 index 00000000..bd17af90 --- /dev/null +++ b/catalyst/support/issue_55.py @@ -0,0 +1,42 @@ +import talib +import pandas as pd + +from catalyst import run_algorithm +from catalyst.api import symbol + + +def initialize(context): + print('initializing') + context.asset = symbol('xcp_btc') + + +def handle_data(context, data): + print('handling bar: {}'.format(data.current_dt)) + + price = data.current(context.asset, 'close') + print('got price {price}'.format(price=price)) + + try: + prices = data.history( + context.asset, + fields='price', + bar_count=1, + frequency='1D' + ) + print('got {} price entries'.format(len(prices))) + except Exception as e: + print(e) + + +run_algorithm( + capital_base=1, + start=pd.to_datetime('2015-3-2', utc=True), + end=pd.to_datetime('2017-8-31', utc=True), + data_frequency='daily', + initialize=initialize, + handle_data=handle_data, + analyze=None, + exchange_name='poloniex', + algo_namespace='issue_55', + base_currency='btc' +)