diff --git a/catalyst/data/bundles/base.py b/catalyst/data/bundles/base.py index 55895723..3cfb8029 100644 --- a/catalyst/data/bundles/base.py +++ b/catalyst/data/bundles/base.py @@ -296,14 +296,12 @@ class BaseBundle(object): except Exception as e: log.exception( 'Failed to load metadata from {}. ' - 'Retrying.'.format( - name=self.name, - ) + 'Retrying.'.format(self.name) ) else: raise ValueError( - 'Failed to download metadata page %d after %d ' - 'attempts.'.format(page_number, retries), + 'Failed to download metadata page {} after {} ' + 'attempts.'.format(page_number, retries) ) @@ -313,7 +311,8 @@ class BaseBundle(object): # Apply selective asset filtering, useful for benchmark # ingestion. - raw = raw[raw.symbol.isin(self._asset_filter)] + if self._asset_filter: + raw = raw[raw.symbol.isin(self._asset_filter)] # Update cached value for key. cache[key] = raw diff --git a/catalyst/data/bundles/core.py b/catalyst/data/bundles/core.py index 152f7110..29aceb7a 100644 --- a/catalyst/data/bundles/core.py +++ b/catalyst/data/bundles/core.py @@ -90,13 +90,13 @@ def cache_relative(bundle_name, timestr, environ=None): def daily_relative(bundle_name, timestr, environ=None): - return bundle_name, timestr, 'daily.bcolz' + return bundle_name, timestr, 'daily_equities.bcolz' def five_minute_relative(bundle_name, timestr, environ=None): return bundle_name, timestr, 'five_minute.bcolz' def minute_relative(bundle_name, timestr, environ=None): - return bundle_name, timestr, 'minute.bcolz' + return bundle_name, timestr, 'minute_equities.bcolz' def asset_db_relative(bundle_name, timestr, environ=None, db_version=None): diff --git a/catalyst/data/bundles/poloniex.py b/catalyst/data/bundles/poloniex.py index 111bdac0..9f55e5cc 100644 --- a/catalyst/data/bundles/poloniex.py +++ b/catalyst/data/bundles/poloniex.py @@ -155,4 +155,13 @@ class PoloniexBundle(BaseCryptoPricingBundle): query=urlencode(query_params), ) -register_bundle(PoloniexBundle, ['USDT_BTC']) +''' +As a second parameter, you can pass an array of currency pairs +that will be processed as an asset_filter to only process that +subset of assets in the bundle, such as: +register_bundle(PoloniexBundle, ['USDT_BTC',]) + +For a production environment make sure to use (to bundle all pairs): +register_bundle(PoloniexBundle) +''' +register_bundle(PoloniexBundle)