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MAINT: PEP8 compliance
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@@ -29,19 +29,22 @@ from catalyst.exchange.exchange_blotter import ExchangeBlotter
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from catalyst.exchange.exchange_errors import (
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ExchangeRequestError,
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ExchangePortfolioDataError,
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OrderTypeNotSupported)
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OrderTypeNotSupported, )
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from catalyst.exchange.exchange_execution import ExchangeLimitOrder
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from catalyst.exchange.exchange_utils import save_algo_object, get_algo_object, \
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get_algo_folder, get_algo_df, \
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save_algo_df, group_assets_by_exchange
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from catalyst.exchange.exchange_utils import (
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save_algo_object,
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get_algo_object,
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get_algo_folder,
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get_algo_df,
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save_algo_df,
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group_assets_by_exchange, )
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from catalyst.exchange.live_graph_clock import LiveGraphClock
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from catalyst.exchange.simple_clock import SimpleClock
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from catalyst.exchange.stats_utils import get_pretty_stats, stats_to_s3
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from catalyst.finance.execution import MarketOrder
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from catalyst.finance.performance.period import calc_period_stats
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from catalyst.gens.tradesimulation import AlgorithmSimulator
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from catalyst.utils.api_support import (
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api_method)
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from catalyst.utils.api_support import api_method
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from catalyst.utils.input_validation import error_keywords, ensure_upper_case
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from catalyst.utils.math_utils import round_nearest
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from catalyst.utils.preprocess import preprocess
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@@ -394,7 +397,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
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# This method is taken from TradingAlgorithm.
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# The clock has been replaced to use RealtimeClock
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# TODO: should we apply a time skew? not sure to understand the utility.
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# TODO: should we apply time skew? not sure to understand the utility.
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log.debug('creating clock')
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if self.live_graph:
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@@ -616,7 +619,8 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
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# print_df = pd.DataFrame(list(self.frame_stats))
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log.info(
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'statistics for the last {stats_minutes} minutes:\n{stats}'.format(
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'statistics for the last {stats_minutes} minutes:\n'
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'{stats}'.format(
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stats_minutes=self.stats_minutes,
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stats=get_pretty_stats(
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stats=self.frame_stats,
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