BUG: reverts changed introduced in 00f232e2d7

appendix.html

@@ -1879,7 +1879,7 @@ Assets.</p>
 
 <dl class="class">
 <dt id="catalyst.utils.calendars.TradingCalendar">
-<em class="property">class </em><code class="descclassname">catalyst.utils.calendars.</code><code class="descname">TradingCalendar</code><span class="sig-paren">(</span><em>start=Timestamp('1990-01-01 00:00:00+0000'</em>, <em>tz='UTC')</em>, <em>end=Timestamp('2019-02-21 22:39:49.439971+0000'</em>, <em>tz='UTC')</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar" title="Permalink to this definition">¶</a></dt>
+<em class="property">class </em><code class="descclassname">catalyst.utils.calendars.</code><code class="descname">TradingCalendar</code><span class="sig-paren">(</span><em>start=Timestamp('1990-01-01 00:00:00+0000'</em>, <em>tz='UTC')</em>, <em>end=Timestamp('2019-02-23 05:15:46.080641+0000'</em>, <em>tz='UTC')</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar" title="Permalink to this definition">¶</a></dt>
 <dd><p>An TradingCalendar represents the timing information of a single market
 exchange.</p>
 <p>The timing information is made up of two parts: sessions, and opens/closes.</p>

beginner-tutorial.html

@@ -695,8 +695,7 @@ the <code class="docutils literal"><span class="pre">examples</span></code> dire
 <span class="kn">from</span> <span class="nn">logbook</span> <span class="kn">import</span> <span class="n">Logger</span>
 
 <span class="kn">from</span> <span class="nn">catalyst</span> <span class="kn">import</span> <span class="n">run_algorithm</span>
-<span class="kn">from</span> <span class="nn">catalyst.api</span> <span class="kn">import</span> <span class="p">(</span><span class="n">record</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">order_target_percent</span><span class="p">,</span>
-                          <span class="n">get_open_orders</span><span class="p">)</span>
+<span class="kn">from</span> <span class="nn">catalyst.api</span> <span class="kn">import</span> <span class="p">(</span><span class="n">record</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">order_target_percent</span><span class="p">,)</span>
 <span class="kn">from</span> <span class="nn">catalyst.exchange.utils.stats_utils</span> <span class="kn">import</span> <span class="n">extract_transactions</span>
 
 <span class="n">NAMESPACE</span> <span class="o">=</span> <span class="s1">&#39;dual_moving_average&#39;</span>
@@ -711,8 +710,8 @@ the <code class="docutils literal"><span class="pre">examples</span></code> dire
 
 <span class="k">def</span> <span class="nf">handle_data</span><span class="p">(</span><span class="n">context</span><span class="p">,</span> <span class="n">data</span><span class="p">):</span>
     <span class="c1"># define the windows for the moving averages</span>
-    <span class="n">short_window</span> <span class="o">=</span> <span class="mi">2</span>
-    <span class="n">long_window</span> <span class="o">=</span> <span class="mi">3</span>
+    <span class="n">short_window</span> <span class="o">=</span> <span class="mi">50</span>
+    <span class="n">long_window</span> <span class="o">=</span> <span class="mi">200</span>
 
     <span class="c1"># Skip as many bars as long_window to properly compute the average</span>
     <span class="n">context</span><span class="o">.</span><span class="n">i</span> <span class="o">+=</span> <span class="mi">1</span>
@@ -754,7 +753,7 @@ the <code class="docutils literal"><span class="pre">examples</span></code> dire
 
     <span class="c1"># Since we are using limit orders, some orders may not execute immediately</span>
     <span class="c1"># we wait until all orders are executed before considering more trades.</span>
-    <span class="n">orders</span> <span class="o">=</span> <span class="n">get_open_orders</span><span class="p">(</span><span class="n">context</span><span class="o">.</span><span class="n">asset</span><span class="p">)</span>
+    <span class="n">orders</span> <span class="o">=</span> <span class="n">context</span><span class="o">.</span><span class="n">blotter</span><span class="o">.</span><span class="n">open_orders</span>
     <span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">orders</span><span class="p">)</span> <span class="o">&gt;</span> <span class="mi">0</span><span class="p">:</span>
         <span class="k">return</span>
 
@@ -841,30 +840,19 @@ the <code class="docutils literal"><span class="pre">examples</span></code> dire
 
 
 <span class="k">if</span> <span class="vm">__name__</span> <span class="o">==</span> <span class="s1">&#39;__main__&#39;</span><span class="p">:</span>
+    
     <span class="n">run_algorithm</span><span class="p">(</span>
-        <span class="n">capital_base</span><span class="o">=</span><span class="mi">1000</span><span class="p">,</span>
-        <span class="n">data_frequency</span><span class="o">=</span><span class="s1">&#39;minute&#39;</span><span class="p">,</span>
-        <span class="n">initialize</span><span class="o">=</span><span class="n">initialize</span><span class="p">,</span>
-        <span class="n">handle_data</span><span class="o">=</span><span class="n">handle_data</span><span class="p">,</span>
-        <span class="n">analyze</span><span class="o">=</span><span class="n">analyze</span><span class="p">,</span>
-        <span class="n">exchange_name</span><span class="o">=</span><span class="s1">&#39;bitfinex&#39;</span><span class="p">,</span>
-        <span class="n">algo_namespace</span><span class="o">=</span><span class="n">NAMESPACE</span><span class="p">,</span>
-        <span class="n">base_currency</span><span class="o">=</span><span class="s1">&#39;usd&#39;</span><span class="p">,</span>
-        <span class="n">simulate_orders</span><span class="o">=</span><span class="bp">True</span><span class="p">,</span>
-        <span class="n">live</span><span class="o">=</span><span class="bp">True</span><span class="p">,</span>
-    <span class="p">)</span>
-    <span class="c1"># run_algorithm(</span>
-    <span class="c1">#         capital_base=1000,</span>
-    <span class="c1">#         data_frequency=&#39;minute&#39;,</span>
-    <span class="c1">#         initialize=initialize,</span>
-    <span class="c1">#         handle_data=handle_data,</span>
-    <span class="c1">#         analyze=analyze,</span>
-    <span class="c1">#         exchange_name=&#39;bitfinex&#39;,</span>
-    <span class="c1">#         algo_namespace=NAMESPACE,</span>
-    <span class="c1">#         base_currency=&#39;usd&#39;,</span>
-    <span class="c1">#         start=pd.to_datetime(&#39;2017-9-22&#39;, utc=True),</span>
-    <span class="c1">#         end=pd.to_datetime(&#39;2017-9-23&#39;, utc=True),</span>
-    <span class="c1">#     )</span>
+            <span class="n">capital_base</span><span class="o">=</span><span class="mi">1000</span><span class="p">,</span>
+            <span class="n">data_frequency</span><span class="o">=</span><span class="s1">&#39;minute&#39;</span><span class="p">,</span>
+            <span class="n">initialize</span><span class="o">=</span><span class="n">initialize</span><span class="p">,</span>
+            <span class="n">handle_data</span><span class="o">=</span><span class="n">handle_data</span><span class="p">,</span>
+            <span class="n">analyze</span><span class="o">=</span><span class="n">analyze</span><span class="p">,</span>
+            <span class="n">exchange_name</span><span class="o">=</span><span class="s1">&#39;bitfinex&#39;</span><span class="p">,</span>
+            <span class="n">algo_namespace</span><span class="o">=</span><span class="n">NAMESPACE</span><span class="p">,</span>
+            <span class="n">base_currency</span><span class="o">=</span><span class="s1">&#39;usd&#39;</span><span class="p">,</span>
+            <span class="n">start</span><span class="o">=</span><span class="n">pd</span><span class="o">.</span><span class="n">to_datetime</span><span class="p">(</span><span class="s1">&#39;2017-9-22&#39;</span><span class="p">,</span> <span class="n">utc</span><span class="o">=</span><span class="bp">True</span><span class="p">),</span>
+            <span class="n">end</span><span class="o">=</span><span class="n">pd</span><span class="o">.</span><span class="n">to_datetime</span><span class="p">(</span><span class="s1">&#39;2017-9-23&#39;</span><span class="p">,</span> <span class="n">utc</span><span class="o">=</span><span class="bp">True</span><span class="p">),</span>
+        <span class="p">)</span>
 </pre></div>
 </div>
 <p>In order to run the code above, you have to ingest the needed data first:</p>

example-algos.html

@@ -451,8 +451,7 @@ one day prior to the current date.</p>
 <span class="kn">from</span> <span class="nn">logbook</span> <span class="kn">import</span> <span class="n">Logger</span>
 
 <span class="kn">from</span> <span class="nn">catalyst</span> <span class="kn">import</span> <span class="n">run_algorithm</span>
-<span class="kn">from</span> <span class="nn">catalyst.api</span> <span class="kn">import</span> <span class="p">(</span><span class="n">record</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">order_target_percent</span><span class="p">,</span>
-                          <span class="n">get_open_orders</span><span class="p">)</span>
+<span class="kn">from</span> <span class="nn">catalyst.api</span> <span class="kn">import</span> <span class="p">(</span><span class="n">record</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">order_target_percent</span><span class="p">,)</span>
 <span class="kn">from</span> <span class="nn">catalyst.exchange.utils.stats_utils</span> <span class="kn">import</span> <span class="n">extract_transactions</span>
 
 <span class="n">NAMESPACE</span> <span class="o">=</span> <span class="s1">&#39;dual_moving_average&#39;</span>
@@ -467,8 +466,8 @@ one day prior to the current date.</p>
 
 <span class="k">def</span> <span class="nf">handle_data</span><span class="p">(</span><span class="n">context</span><span class="p">,</span> <span class="n">data</span><span class="p">):</span>
     <span class="c1"># define the windows for the moving averages</span>
-    <span class="n">short_window</span> <span class="o">=</span> <span class="mi">2</span>
-    <span class="n">long_window</span> <span class="o">=</span> <span class="mi">3</span>
+    <span class="n">short_window</span> <span class="o">=</span> <span class="mi">50</span>
+    <span class="n">long_window</span> <span class="o">=</span> <span class="mi">200</span>
 
     <span class="c1"># Skip as many bars as long_window to properly compute the average</span>
     <span class="n">context</span><span class="o">.</span><span class="n">i</span> <span class="o">+=</span> <span class="mi">1</span>
@@ -510,7 +509,7 @@ one day prior to the current date.</p>
 
     <span class="c1"># Since we are using limit orders, some orders may not execute immediately</span>
     <span class="c1"># we wait until all orders are executed before considering more trades.</span>
-    <span class="n">orders</span> <span class="o">=</span> <span class="n">get_open_orders</span><span class="p">(</span><span class="n">context</span><span class="o">.</span><span class="n">asset</span><span class="p">)</span>
+    <span class="n">orders</span> <span class="o">=</span> <span class="n">context</span><span class="o">.</span><span class="n">blotter</span><span class="o">.</span><span class="n">open_orders</span>
     <span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">orders</span><span class="p">)</span> <span class="o">&gt;</span> <span class="mi">0</span><span class="p">:</span>
         <span class="k">return</span>
 
@@ -597,30 +596,19 @@ one day prior to the current date.</p>
 
 
 <span class="k">if</span> <span class="vm">__name__</span> <span class="o">==</span> <span class="s1">&#39;__main__&#39;</span><span class="p">:</span>
+    
     <span class="n">run_algorithm</span><span class="p">(</span>
-        <span class="n">capital_base</span><span class="o">=</span><span class="mi">1000</span><span class="p">,</span>
-        <span class="n">data_frequency</span><span class="o">=</span><span class="s1">&#39;minute&#39;</span><span class="p">,</span>
-        <span class="n">initialize</span><span class="o">=</span><span class="n">initialize</span><span class="p">,</span>
-        <span class="n">handle_data</span><span class="o">=</span><span class="n">handle_data</span><span class="p">,</span>
-        <span class="n">analyze</span><span class="o">=</span><span class="n">analyze</span><span class="p">,</span>
-        <span class="n">exchange_name</span><span class="o">=</span><span class="s1">&#39;bitfinex&#39;</span><span class="p">,</span>
-        <span class="n">algo_namespace</span><span class="o">=</span><span class="n">NAMESPACE</span><span class="p">,</span>
-        <span class="n">base_currency</span><span class="o">=</span><span class="s1">&#39;usd&#39;</span><span class="p">,</span>
-        <span class="n">simulate_orders</span><span class="o">=</span><span class="bp">True</span><span class="p">,</span>
-        <span class="n">live</span><span class="o">=</span><span class="bp">True</span><span class="p">,</span>
-    <span class="p">)</span>
-    <span class="c1"># run_algorithm(</span>
-    <span class="c1">#         capital_base=1000,</span>
-    <span class="c1">#         data_frequency=&#39;minute&#39;,</span>
-    <span class="c1">#         initialize=initialize,</span>
-    <span class="c1">#         handle_data=handle_data,</span>
-    <span class="c1">#         analyze=analyze,</span>
-    <span class="c1">#         exchange_name=&#39;bitfinex&#39;,</span>
-    <span class="c1">#         algo_namespace=NAMESPACE,</span>
-    <span class="c1">#         base_currency=&#39;usd&#39;,</span>
-    <span class="c1">#         start=pd.to_datetime(&#39;2017-9-22&#39;, utc=True),</span>
-    <span class="c1">#         end=pd.to_datetime(&#39;2017-9-23&#39;, utc=True),</span>
-    <span class="c1">#     )</span>
+            <span class="n">capital_base</span><span class="o">=</span><span class="mi">1000</span><span class="p">,</span>
+            <span class="n">data_frequency</span><span class="o">=</span><span class="s1">&#39;minute&#39;</span><span class="p">,</span>
+            <span class="n">initialize</span><span class="o">=</span><span class="n">initialize</span><span class="p">,</span>
+            <span class="n">handle_data</span><span class="o">=</span><span class="n">handle_data</span><span class="p">,</span>
+            <span class="n">analyze</span><span class="o">=</span><span class="n">analyze</span><span class="p">,</span>
+            <span class="n">exchange_name</span><span class="o">=</span><span class="s1">&#39;bitfinex&#39;</span><span class="p">,</span>
+            <span class="n">algo_namespace</span><span class="o">=</span><span class="n">NAMESPACE</span><span class="p">,</span>
+            <span class="n">base_currency</span><span class="o">=</span><span class="s1">&#39;usd&#39;</span><span class="p">,</span>
+            <span class="n">start</span><span class="o">=</span><span class="n">pd</span><span class="o">.</span><span class="n">to_datetime</span><span class="p">(</span><span class="s1">&#39;2017-9-22&#39;</span><span class="p">,</span> <span class="n">utc</span><span class="o">=</span><span class="bp">True</span><span class="p">),</span>
+            <span class="n">end</span><span class="o">=</span><span class="n">pd</span><span class="o">.</span><span class="n">to_datetime</span><span class="p">(</span><span class="s1">&#39;2017-9-23&#39;</span><span class="p">,</span> <span class="n">utc</span><span class="o">=</span><span class="bp">True</span><span class="p">),</span>
+        <span class="p">)</span>
 </pre></div>
 </div>
 <img alt="https://s3.amazonaws.com/enigmaco-docs/github.io/tutorial_dual_moving_average.png" src="https://s3.amazonaws.com/enigmaco-docs/github.io/tutorial_dual_moving_average.png" />

live-trading.html

@@ -342,6 +342,11 @@ The live algo starts by default in the present, as mentioned above.
 by setting the start_date to a time in the future, the algorithm would
 essentially sleep and when the predefined time comes, it would start executing.</li>
 </ul>
+<p>The <cite>catalyst live</cite> command offers additional parameters.
+You can learn more by running the following from the command line:</p>
+<div class="highlight-bash"><div class="highlight"><pre><span></span>catalyst live --help
+</pre></div>
+</div>
 <p>Here is a complete algorithm for reference:
 <a class="reference external" href="https://github.com/enigmampc/catalyst/blob/master/catalyst/examples/buy_low_sell_high_live.py">Buy Low and Sell High</a></p>
 </div>