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Bug fixed in the sample algo

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This commit is contained in:
Frederic Fortier
2017-08-22 15:33:42 -04:00
parent 8b81e66d57
commit 946954b308
1 changed files with 6 additions and 5 deletions
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catalyst/examples/buy_the_dip_live.py
+6 -5
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@@ -21,7 +21,7 @@ def initialize(context):
context.ASSET_NAME = 'XRP_USD'
context.asset = symbol(context.ASSET_NAME)
context.TARGET_POSITIONS = 7
context.TARGET_POSITIONS = 5000
context.PROFIT_TARGET = 0.1
context.SLIPPAGE_ALLOWED = 0.02
@@ -45,11 +45,11 @@ def _handle_data(context, data):
# Buying more when RSI is low, this should lower our cost basis
if rsi <= 30:
buy_increment = 1
buy_increment = 50
elif rsi <= 40:
buy_increment = 0.5
buy_increment = 20
else:
buy_increment = 0.1
buy_increment = 5
cash = context.portfolio.cash
log.info('base currency available: {cash}'.format(cash=cash))
@@ -99,7 +99,8 @@ def _handle_data(context, data):
if price < cost_basis:
is_buy = True
elif price > cost_basis * (1 + context.PROFIT_TARGET) or rsi > 70:
elif position > 0 and \
(price > cost_basis * (1 + context.PROFIT_TARGET) or rsi > 70):
profit = (price * position.amount) - (cost_basis * position.amount)
log.info('closing position, taking profit: {}'.format(profit))
order_target_percent(