Improvements and fixes to the ingestion component

This commit is contained in:
fredfortier
2017-10-14 02:06:26 -04:00
parent c52653c84e
commit bdbaad1c91
4 changed files with 58 additions and 17 deletions
+3 -3
View File
@@ -6,7 +6,7 @@ from catalyst.api import symbol
def initialize(context):
print('initializing')
context.asset = symbol('btc_usdt')
context.asset = symbol('gno_btc')
def handle_data(context, data):
@@ -18,8 +18,8 @@ def handle_data(context, data):
run_algorithm(
capital_base=250,
start=pd.to_datetime('2017-1-1', utc=True),
end=pd.to_datetime('2017-1-31', utc=True),
start=pd.to_datetime('2017-5-1', utc=True),
end=pd.to_datetime('2017-5-31', utc=True),
data_frequency='minute',
initialize=initialize,
handle_data=handle_data,