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Merge branch 'master' into develop
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@@ -429,6 +429,10 @@ and allows us to plot the price of bitcoin. For example, we could easily
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examine now how our portfolio value changed over time compared to the
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bitcoin price.
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.. code-block:: python
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%load_ext catalyst
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.. code-block:: python
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%pylab inline
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@@ -484,7 +488,8 @@ a function we use in the ``handle_data()`` section:
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.. code-block:: python
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%%catalyst --start 2016-1-1 --end 2017-9-30 -x bitfinex -o dma.pickle
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%%catalyst --start 2016-4-1 --end 2017-9-30 -x bitfinex
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from catalyst.api import order, record, symbol, order_target
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def initialize(context):
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@@ -492,16 +497,16 @@ a function we use in the ``handle_data()`` section:
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context.asset = symbol('btc_usd')
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def handle_data(context, data):
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# Skip first 300 days to get full windows
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# Skip first 150 days to get full windows
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context.i += 1
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if context.i < 300:
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if context.i < 150:
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return
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# Compute averages
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# data.history() has to be called with the same params
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# from above and returns a pandas dataframe.
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short_mavg = data.history(context.asset, 'price', bar_count=100, frequency="1d").mean()
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long_mavg = data.history(context.asset, 'price', bar_count=300, frequency="1d").mean()
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short_mavg = data.history(context.asset, 'price', bar_count=50, frequency="1d").mean()
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long_mavg = data.history(context.asset, 'price', bar_count=150, frequency="1d").mean()
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# Trading logic
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if short_mavg > long_mavg:
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@@ -518,7 +523,7 @@ a function we use in the ``handle_data()`` section:
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def analyze(context, perf):
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import matplotlib.pyplot as plt
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fig = plt.figure()
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fig = plt.figure(figsize=(12,12))
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ax1 = fig.add_subplot(211)
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perf.portfolio_value.plot(ax=ax1)
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ax1.set_ylabel('portfolio value in $')
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@@ -39,6 +39,7 @@ version:
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.. code-block:: bash
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$ pip install virtualenv
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$ virtualenv catalyst-venv
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$ source ./catalyst-venv/bin/activate
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$ pip install enigma-catalyst
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@@ -132,6 +133,15 @@ it and install it before proceeding to the next step.
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For windows, the easiest and best supported way to install Catalyst is to use
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:ref:`Conda <conda>`.
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Troubleshooting Visual C++ Compiler Install
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^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
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We run into two different errors when trying to install the the `Microsoft Visual C++
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Compiler for Python 2.7` mentioned above:
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-
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Amazon Linux AMI
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~~~~~~~~~~~~~~~~
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