STY: flake8 fixes

This commit is contained in:
lenak25
2018-03-19 15:53:06 +02:00
parent 98449b2088
commit 9648767e9a
+8 -45
View File
@@ -1,31 +1,26 @@
import pytz
from datetime import datetime, timedelta
from datetime import datetime
from catalyst.api import symbol
from catalyst.utils.run_algo import run_algorithm
#from utils.data import load_coin_data_from_csv
exchange_name = 'bitfinex'
coin = 'btc'
base_currency = 'usd'
n_candles = 5
resample_frequency_minutes = 5
def initialize(context):
context.symbol = symbol('%s_%s' % (coin, base_currency))
# very simple method that reads data from generated csv file
#context.all_data = load_coin_data_from_csv('btc', exchange_name, 'minute',
# from_date=datetime(2017, 6, 1, 0, 0, 0, 0, pytz.utc),
# resample='%dT' % resample_frequency_minutes)
def handle_data_polo_partial_candles(context, data):
# all I do is print the current last 2 candles (5T)
history = data.history(symbol('btc_usdt'), ['volume'], bar_count=10, frequency='1D')
history = data.history(symbol('btc_usdt'), ['volume'],
bar_count=10,
frequency='1D')
print('\nnow: %s\n%s' % (data.current_dt, history))
if not hasattr(context, 'i'): context.i = 0
if not hasattr(context, 'i'):
context.i = 0
context.i += 1
if context.i > 5: raise Exception('stop')
if context.i > 5:
raise Exception('stop')
run_algorithm(initialize=lambda ctx: True,
@@ -38,35 +33,3 @@ run_algorithm(initialize=lambda ctx: True,
capital_base=3000,
start=datetime(2018, 2, 2, 0, 0, 0, 0, pytz.utc),
end=datetime(2018, 2, 20, 0, 0, 0, 0, pytz.utc))
"""
def handle_data(context, data):
#bundle_data = \
#context.all_data[data.current_dt - timedelta(minutes=(n_candles - 1) * resample_frequency_minutes):][:n_candles][
# 'close']
backtest_data = data.history(context.symbol, 'close', bar_count=n_candles,
frequency='%dT' % resample_frequency_minutes)
print('current_time:', data.current_dt)
#print('bundle_data:')
#print(bundle_data)
print('backtest_data:')
print(backtest_data)
#raise Exception('fail')
run_algorithm(
initialize=initialize,
handle_data=handle_data,
exchange_name=exchange_name,
base_currency=base_currency,
algo_namespace='investigate_mismatching_final_candle',
live=False,
data_frequency='minute',
capital_base=3000,
simulate_orders=True,
start=datetime(2018, 2, 2, 0, 0, 0, 0, pytz.utc),
end=datetime(2018, 2, 3, 0, 0, 0, 0, pytz.utc))
"""