Merge remote-tracking branch 'origin/develop' into develop

This commit is contained in:
Frederic Fortier
2017-12-12 19:44:50 -05:00
4 changed files with 2494 additions and 3 deletions
+1 -1
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@@ -261,7 +261,7 @@ class PoloniexCurator(object):
vol = df['total'].to_frame('volume') # set Vol aside
df.drop('total', axis=1, inplace=True) # Drop volume data
ohlc = df.resample('T').ohlc() # Resample OHLC 1min
ohlc.cols = ohlc.cols.map(lambda t: t[1]) # Raname cols
ohlc.columns = ohlc.columns.map(lambda t: t[1]) # Rename cols
closes = ohlc['close'].fillna(method='pad') # Pad fwd missing close
ohlc = ohlc.apply(lambda x: x.fillna(closes)) # Fill NA w/ last close
vol = vol.resample('T').sum().fillna(0) # Add volumes by bin
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-1
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@@ -928,7 +928,6 @@ functions.
context.asset,
target_hodl_value,
limit_price=price*1.1,
stop_price=price*0.9,
)
record(
-1
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@@ -184,7 +184,6 @@ one day prior to the current date.
context.asset,
target_hodl_value,
limit_price=price * 1.1,
stop_price=price * 0.9,
)
record(