From cf6c3bb76b336e3d3c16c7b47bc3ef164f7f9ef3 Mon Sep 17 00:00:00 2001 From: Victor Grau Serrat Date: Thu, 18 Jan 2018 11:05:21 -0700 Subject: [PATCH] BUG: switched benchmark from Poloniex to Bitfinex (#161) --- catalyst/data/loader.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/catalyst/data/loader.py b/catalyst/data/loader.py index cdaa26a0..9e41d8e1 100644 --- a/catalyst/data/loader.py +++ b/catalyst/data/loader.py @@ -101,7 +101,7 @@ def load_crypto_market_data(trading_day=None, trading_days=None, trading_day = get_calendar('OPEN').trading_day # TODO: consider making configurable - bm_symbol = 'btc_usdt' + bm_symbol = 'btc_usd' # if trading_days is None: # trading_days = get_calendar('OPEN').schedule @@ -144,7 +144,7 @@ def load_crypto_market_data(trading_day=None, trading_days=None, # breaks things and it's only needed here from catalyst.exchange.utils.factory import get_exchange exchange = get_exchange( - exchange_name='poloniex', base_currency='usdt' + exchange_name='bitfinex', base_currency='usd' ) exchange.init()