wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-05 17:53:17 +08:00
Code Issues Packages Projects Releases Wiki Activity

BLD: updated sample algo

Browse Source
This commit is contained in:
Frederic Fortier
2018-01-09 16:57:57 -05:00
parent a49cb55821
commit db37c9c6a7
1 changed files with 3 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files
catalyst/examples/mean_reversion_simple.py
+3 -3
View File
@@ -43,8 +43,8 @@ def initialize(context):
context.start_time = time.time()
# context.set_commission(maker=0.001, taker=0.002)
# context.set_slippage(spread=0.001)
context.set_commission(maker=0.001, taker=0.002)
context.set_slippage(spread=0.001)
def handle_data(context, data):
@@ -244,7 +244,7 @@ def analyze(context=None, perf=None):
if __name__ == '__main__':
# The execution mode: backtest or live
live = True
live = False
if live:
run_algorithm(