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Merge pull request #43 from reinka/develop
[MIG] Migrated buy_and_hodl and buy_low_sell_high to version 0.3 to work with Poloniex exchange
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@@ -24,7 +24,7 @@ from catalyst.api import (
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)
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)
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def initialize(context):
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def initialize(context):
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context.ASSET_NAME = 'USDT_BTC'
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context.ASSET_NAME = 'BTC_USDT'
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context.TARGET_HODL_RATIO = 0.8
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context.TARGET_HODL_RATIO = 0.8
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context.RESERVE_RATIO = 1.0 - context.TARGET_HODL_RATIO
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context.RESERVE_RATIO = 1.0 - context.TARGET_HODL_RATIO
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@@ -49,14 +49,14 @@ def handle_data(context, data):
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orders = get_open_orders(context.asset) or []
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orders = get_open_orders(context.asset) or []
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for order in orders:
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for order in orders:
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cancel_order(order)
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cancel_order(order)
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# Stop buying after passing the reserve threshold
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# Stop buying after passing the reserve threshold
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cash = context.portfolio.cash
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cash = context.portfolio.cash
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if cash <= reserve_value:
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if cash <= reserve_value:
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context.is_buying = False
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context.is_buying = False
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# Retrieve current asset price from pricing data
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# Retrieve current asset price from pricing data
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price = data[context.asset].price
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price = data.current(context.asset, 'price')
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# Check if still buying and could (approximately) afford another purchase
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# Check if still buying and could (approximately) afford another purchase
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if context.is_buying and cash > price:
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if context.is_buying and cash > price:
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@@ -70,7 +70,7 @@ def handle_data(context, data):
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record(
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record(
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price=price,
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price=price,
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volume=data[context.asset].volume,
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volume=data.current(context.asset, 'volume'),
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cash=cash,
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cash=cash,
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starting_cash=context.portfolio.starting_cash,
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starting_cash=context.portfolio.starting_cash,
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leverage=context.account.leverage,
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leverage=context.account.leverage,
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@@ -27,7 +27,7 @@ log = Logger(algo_namespace)
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def initialize(context):
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def initialize(context):
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log.info('initializing algo')
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log.info('initializing algo')
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context.ASSET_NAME = 'XRP_USD'
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context.ASSET_NAME = 'XRP_USDT'
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context.asset = symbol(context.ASSET_NAME)
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context.asset = symbol(context.ASSET_NAME)
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context.TARGET_POSITIONS = 5000
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context.TARGET_POSITIONS = 5000
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