From 9648767e9a63a714021b215891db9bf3bc4fc6a8 Mon Sep 17 00:00:00 2001 From: lenak25 Date: Mon, 19 Mar 2018 15:53:06 +0200 Subject: [PATCH] STY: flake8 fixes --- catalyst/support/issue_274.py | 53 ++++++----------------------------- 1 file changed, 8 insertions(+), 45 deletions(-) diff --git a/catalyst/support/issue_274.py b/catalyst/support/issue_274.py index 88ec83db..74a497d9 100644 --- a/catalyst/support/issue_274.py +++ b/catalyst/support/issue_274.py @@ -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)) -""" \ No newline at end of file