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Refactoring the exchange bundle for incremental loading

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This commit is contained in:
fredfortier
2017-10-05 18:06:17 -04:00
parent 751608c8ab
commit 874968bbbb
11 changed files with 429 additions and 391 deletions
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catalyst/examples/buy_low_sell_high_neo_with_interface.py
+17 -17
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@@ -148,27 +148,27 @@ def analyze(context, stats):
pass
run_algorithm(
initialize=initialize,
handle_data=handle_data,
analyze=analyze,
exchange_name='bitfinex',
live=True,
algo_namespace=algo_namespace,
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',
# 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'
)