DOC: mean_reversion_simple.py minor edits, and added to doc website

This commit is contained in:
Victor Grau Serrat
2017-11-20 09:12:43 -07:00
parent 698b19c8fa
commit 9cfd50dc4f
2 changed files with 280 additions and 9 deletions
+6 -7
View File
@@ -4,22 +4,21 @@
import pandas as pd
import talib
# To run an algorithm in Catalyst, you need two functions: initialize and
# handle_data.
from logbook import Logger
from catalyst import run_algorithm
from catalyst.api import symbol, record, order_target_percent, \
get_open_orders
from catalyst.api import symbol, record, order_target_percent, get_open_orders
from catalyst.exchange.stats_utils import extract_transactions
# We give a name to the algorithm which Catalyst will use to persist its state.
# In this example, Catalyst will create the `.catalyst/data/live_algos`
# directory. If we stop and start the algorithm, Catalyst will resume its
# state using the files included in the folder.
from catalyst.exchange.stats_utils import extract_transactions
NAMESPACE = 'mean_reversion_simple'
log = Logger(NAMESPACE)
# To run an algorithm in Catalyst, you need two functions: initialize and
# handle_data.
def initialize(context):
# This initialize function sets any data or variables that you'll use in
@@ -216,7 +215,7 @@ def analyze(context=None, perf=None):
if __name__ == '__main__':
# The execution mode: backtest or live
MODE = 'live'
MODE = 'backtest'
if MODE == 'backtest':
# catalyst run -f catalyst/examples/mean_reversion_simple.py -x poloniex -s 2017-10-1 -e 2017-11-10 -c usdt -n mean-reversion --data-frequency minute --capital-base 10000