diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py index c697a88a..d2652f8c 100644 --- a/catalyst/examples/mean_reversion_simple.py +++ b/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, diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py index 77079ecb..38991673 100644 --- a/catalyst/exchange/ccxt/ccxt_exchange.py +++ b/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) diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py index 28dfdbfe..ae3cb48e 100644 --- a/catalyst/exchange/exchange.py +++ b/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 diff --git a/tests/exchange/test_suites/test_suite_exchange.py b/tests/exchange/test_suites/test_suite_exchange.py index 5cf09abb..28ceaa7d 100644 --- a/tests/exchange/test_suites/test_suite_exchange.py +++ b/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')