From db37c9c6a71b98627327341a471c77a8002edd99 Mon Sep 17 00:00:00 2001 From: Frederic Fortier Date: Tue, 9 Jan 2018 16:57:57 -0500 Subject: [PATCH] BLD: updated sample algo --- catalyst/examples/mean_reversion_simple.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py index 7bf60ae9..4178e0f8 100644 --- a/catalyst/examples/mean_reversion_simple.py +++ b/catalyst/examples/mean_reversion_simple.py @@ -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(