Fixed issue with overlapping chunks

This commit is contained in:
fredfortier
2017-10-18 23:26:24 -04:00
parent e5f7c63ebd
commit b3dcb7a9ad
2 changed files with 27 additions and 20 deletions
+2 -2
View File
@@ -7,7 +7,7 @@ from catalyst.api import symbol
def initialize(context):
print('initializing')
context.asset = symbol('etc_eth')
context.asset = symbol('btc_usdt')
def handle_data(context, data):
@@ -29,7 +29,7 @@ def handle_data(context, data):
run_algorithm(
capital_base=250,
start=pd.to_datetime('2017-9-01', utc=True),
start=pd.to_datetime('2015-2-19', utc=True),
end=pd.to_datetime('2017-9-30', utc=True),
data_frequency='daily',
initialize=initialize,