From d79fdca5610b1fd5ef5ec0dddda83e772b962a95 Mon Sep 17 00:00:00 2001 From: fredfortier Date: Thu, 31 Aug 2017 12:22:04 -0400 Subject: [PATCH] Bug fix in symbol loader --- catalyst/exchange/exchange.py | 25 +++++++++++++++++++++++-- 1 file changed, 23 insertions(+), 2 deletions(-) diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py index 081ef9b5..9d37f960 100644 --- a/catalyst/exchange/exchange.py +++ b/catalyst/exchange/exchange.py @@ -138,13 +138,34 @@ class Exchange: symbol_map = self.fetch_symbol_map() for exchange_symbol in symbol_map: asset = symbol_map[exchange_symbol] - start_date = pd.to_datetime(asset['start_date']) \ - if 'start_date' in asset else None + + if 'start_date' in asset: + start_date = pd.to_datetime(asset['start_date'], utc=True) + else: + start_date = None + + if 'end_date' in asset: + end_date = pd.to_datetime(asset['end_date'], utc=True) + else: + end_date = None + + if 'leverage' in asset: + leverage = asset['leverage'] + else: + leverage = 1.0 + + if 'asset_name' in asset: + asset_name = asset['asset_name'] + else: + asset_name = None trading_pair = TradingPair( symbol=asset['symbol'], exchange=self.name, start_date=start_date, + end_date=end_date, + leverage=leverage, + asset_name=asset_name ) self.assets[exchange_symbol] = trading_pair