BLD: first rough test of CCXT in live trading

catalyst/examples/simple_loop.py

@@ -9,7 +9,7 @@ from catalyst.exchange.stats_utils import get_pretty_stats, \
 
 def initialize(context):
     print('initializing')
-    context.asset = symbol('neo_usd')
+    context.asset = symbol('neo_eth')
     context.base_price = None
 
 
@@ -19,17 +19,14 @@ def handle_data(context, data):
     price = data.current(context.asset, 'close')
     print('got price {price}'.format(price=price))
 
-    try:
-        prices = data.history(
-            context.asset,
-            fields='price',
-            bar_count=14,
-            frequency='15T'
-        )
-        rsi = talib.RSI(prices.values, timeperiod=14)[-1]
-        print('got rsi: {}'.format(rsi))
-    except Exception as e:
-        print(e)
+    prices = data.history(
+        context.asset,
+        fields='price',
+        bar_count=20,
+        frequency='15T'
+    )
+    rsi = talib.RSI(prices.values, timeperiod=14)[-1]
+    print('got rsi: {}'.format(rsi))
 
     # If base_price is not set, we use the current value. This is the
     # price at the first bar which we reference to calculate price_change.
@@ -110,24 +107,25 @@ def analyze(context, perf):
     pass
 
 
-run_algorithm(
-    capital_base=250,
-    start=pd.to_datetime('2017-11-1 0:00', utc=True),
-    end=pd.to_datetime('2017-11-10 23:59', utc=True),
-    data_frequency='daily',
-    initialize=initialize,
-    handle_data=handle_data,
-    analyze=analyze,
-    exchange_name='bitfinex',
-    algo_namespace='simple_loop',
-    base_currency='usd'
-)
 # run_algorithm(
+#     capital_base=250,
+#     start=pd.to_datetime('2017-11-1 0:00', utc=True),
+#     end=pd.to_datetime('2017-11-10 23:59', utc=True),
+#     data_frequency='daily',
 #     initialize=initialize,
 #     handle_data=handle_data,
-#     analyze=None,
-#     exchange_name='poloniex',
-#     live=True,
+#     analyze=analyze,
+#     exchange_name='bitfinex',
 #     algo_namespace='simple_loop',
-#     base_currency='eth',
-#     live_graph=False
+#     base_currency='usd'
+# )
+run_algorithm(
+    initialize=initialize,
+    handle_data=handle_data,
+    analyze=None,
+    exchange_name='binance',
+    live=True,
+    algo_namespace='simple_loop',
+    base_currency='eth',
+    live_graph=False,
+)