Tested ingestion of minute data with a single market

This commit is contained in:
fredfortier
2017-10-13 21:00:47 -04:00
parent 93f4d31399
commit c52653c84e
5 changed files with 93 additions and 33 deletions
+30
View File
@@ -0,0 +1,30 @@
import pandas as pd
from catalyst import run_algorithm
from catalyst.api import symbol
def initialize(context):
print('initializing')
context.asset = symbol('btc_usdt')
def handle_data(context, data):
print('handling bar: {}'.format(data.current_dt))
price = data.current(context.asset, 'close')
print('got price {price}'.format(price=price))
run_algorithm(
capital_base=250,
start=pd.to_datetime('2017-1-1', utc=True),
end=pd.to_datetime('2017-1-31', utc=True),
data_frequency='minute',
initialize=initialize,
handle_data=handle_data,
analyze=None,
exchange_name='poloniex',
algo_namespace='simple_loop',
base_currency='btc'
)