diff --git a/catalyst/examples/buy_low_sell_high_live.py b/catalyst/examples/buy_low_sell_high_live.py index e3469079..78f2f78a 100644 --- a/catalyst/examples/buy_low_sell_high_live.py +++ b/catalyst/examples/buy_low_sell_high_live.py @@ -22,7 +22,7 @@ def initialize(context): context.TARGET_POSITIONS = 5000 context.PROFIT_TARGET = 0.1 - context.SLIPPAGE_ALLOWED = 0.02 + context.SLIPPAGE_ALLOWED = 0.05 context.retry_check_open_orders = 10 context.retry_update_portfolio = 10 diff --git a/catalyst/exchange/algorithm_exchange.py b/catalyst/exchange/algorithm_exchange.py index c9515b5c..9b797278 100644 --- a/catalyst/exchange/algorithm_exchange.py +++ b/catalyst/exchange/algorithm_exchange.py @@ -69,7 +69,7 @@ class ExchangeTradingAlgorithm(TradingAlgorithm): self.stats_minutes = 5 super(self.__class__, self).__init__(*args, **kwargs) - self._create_minute_writer() + # self._create_minute_writer() signal.signal(signal.SIGINT, self.signal_handler) diff --git a/catalyst/exchange/bittrex/bittrex.py b/catalyst/exchange/bittrex/bittrex.py index 1971ae38..2ac974d4 100644 --- a/catalyst/exchange/bittrex/bittrex.py +++ b/catalyst/exchange/bittrex/bittrex.py @@ -25,6 +25,9 @@ class Bittrex(Exchange): self.base_currency = base_currency self._portfolio = portfolio + self.minute_writer=None + self.minute_reader=None + self.assets = dict() self.load_assets() @@ -257,7 +260,7 @@ class Bittrex(Exchange): ordered_candles = list(reversed(candles)) if bar_count is None: - ohlc_map[asset] = ohlc_from_candle(ordered_candles[-1]) + ohlc_map[asset] = ohlc_from_candle(ordered_candles[0]) else: ohlc_bars = [] for candle in ordered_candles[:bar_count]: