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

# Conflicts:
#	catalyst/examples/mean_reversion_simple.py
#	catalyst/exchange/ccxt/ccxt_exchange.py
#	catalyst/exchange/exchange.py
#	catalyst/exchange/utils/serialization_utils.py
#	etc/python2.7-environment.yml
#	etc/requirements.txt
#	tests/exchange/test_suites/test_suite_exchange.py

catalyst/examples/mean_reversion_simple.py

@@ -33,12 +33,12 @@ def initialize(context):
     # parameters or values you're going to use.
 
     # In our example, we're looking at Neo in Ether.
-    context.market = symbol('bnb_eth')
+    context.market = symbol('eth_btc')
     context.base_price = None
     context.current_day = None
 
-    context.RSI_OVERSOLD = 60
-    context.RSI_OVERBOUGHT = 70
+    context.RSI_OVERSOLD = 55
+    context.RSI_OVERBOUGHT = 60
     context.CANDLE_SIZE = '15T'
 
     context.start_time = time.time()
@@ -248,14 +248,14 @@ if __name__ == '__main__':
 
     if live:
         run_algorithm(
-            capital_base=0.1,
+            capital_base=0.03,
             initialize=initialize,
             handle_data=handle_data,
             analyze=analyze,
-            exchange_name='binance',
+            exchange_name='poloniex',
             live=True,
             algo_namespace=NAMESPACE,
-            base_currency='eth',
+            base_currency='btc',
             live_graph=False,
             simulate_orders=False,
             stats_output=None,
@@ -274,7 +274,7 @@ if __name__ == '__main__':
         #    -x bitfinex -s 2017-10-1 -e 2017-11-10 -c usdt -n mean-reversion \
         #   --data-frequency minute --capital-base 10000
         run_algorithm(
-            capital_base=0.035,
+            capital_base=0.1,
             data_frequency='minute',
             initialize=initialize,
             handle_data=handle_data,

catalyst/exchange/ccxt/ccxt_exchange.py

@@ -4,13 +4,6 @@ from collections import defaultdict
 import ccxt
 import pandas as pd
 import six
-from catalyst.assets._assets import TradingPair
-from ccxt import InvalidOrder, NetworkError, \
-    ExchangeError
-from logbook import Logger
-from redo import retry
-from six import string_types
-
 from catalyst.algorithm import MarketOrder
 from catalyst.constants import LOG_LEVEL
 from catalyst.exchange.exchange import Exchange
@@ -18,8 +11,7 @@ from catalyst.exchange.exchange_bundle import ExchangeBundle
 from catalyst.exchange.exchange_errors import InvalidHistoryFrequencyError, \
     ExchangeSymbolsNotFound, ExchangeRequestError, InvalidOrderStyle, \
     UnsupportedHistoryFrequencyError, \
-    ExchangeNotFoundError, CreateOrderError, InvalidHistoryTimeframeError, \
-    MarketsNotFoundError, InvalidMarketError
+    ExchangeNotFoundError, CreateOrderError, InvalidHistoryTimeframeError
 from catalyst.exchange.exchange_execution import ExchangeLimitOrder
 from catalyst.exchange.utils.ccxt_utils import get_exchange_config
 from catalyst.exchange.utils.datetime_utils import from_ms_timestamp, \
@@ -28,6 +20,10 @@ from catalyst.exchange.utils.datetime_utils import from_ms_timestamp, \
 from catalyst.exchange.utils.exchange_utils import get_catalyst_symbol
 from catalyst.finance.order import Order, ORDER_STATUS
 from catalyst.finance.transaction import Transaction
+from ccxt import InvalidOrder, NetworkError, \
+    ExchangeError
+from logbook import Logger
+from six import string_types
 
 log = Logger('CCXT', level=LOG_LEVEL)
 

catalyst/exchange/exchange.py

@@ -5,7 +5,6 @@ from time import sleep
 
 import numpy as np
 import pandas as pd
-from logbook import Logger
 
 from catalyst.constants import LOG_LEVEL
 from catalyst.data.data_portal import BASE_FIELDS

tests/exchange/test_suites/test_suite_exchange.py

@@ -5,17 +5,16 @@ from logging import Logger, WARNING
 from time import sleep
 
 import pandas as pd
-from catalyst.assets._assets import TradingPair
 from logbook import TestHandler
 
-from catalyst.exchange.exchange_errors import ExchangeRequestError
+from catalyst.assets._assets import TradingPair
 from catalyst.exchange.exchange_execution import ExchangeLimitOrder
 from catalyst.exchange.utils.exchange_utils import get_exchange_folder
+from catalyst.exchange.utils.factory import get_exchanges, get_exchange
 from catalyst.exchange.utils.test_utils import select_random_exchanges, \
-    handle_exchange_error, select_random_assets
+    select_random_assets
 from catalyst.testing import ZiplineTestCase
 from catalyst.testing.fixtures import WithLogger
-from catalyst.exchange.utils.factory import get_exchanges, get_exchange
 
 log = Logger('TestSuiteExchange')