BLD: testing each sample algo and fixing an issue with data.history

catalyst/examples/buy_and_hodl.py

@@ -61,7 +61,6 @@ def handle_data(context, data):
             context.asset,
             target_hodl_value,
             limit_price=price * 1.1,
-            stop_price=price * 0.9,
         )
 
     record(

catalyst/examples/buy_btc_simple.py

@@ -21,8 +21,9 @@
     To see which assets are available on each exchange, visit:
     https://www.enigma.co/catalyst/status
 '''
-
+from catalyst import run_algorithm
 from catalyst.api import order, record, symbol
+import pandas as pd
 
 
 def initialize(context):
@@ -32,3 +33,17 @@ def initialize(context):
 def handle_data(context, data):
     order(context.asset, 1)
     record(btc=data.current(context.asset, 'price'))
+
+
+if __name__ == '__main__':
+    run_algorithm(
+        capital_base=10000,
+        data_frequency='daily',
+        initialize=initialize,
+        handle_data=handle_data,
+        exchange_name='bitfinex',
+        algo_namespace='buy_and_hodl',
+        base_currency='usd',
+        start=pd.to_datetime('2015-03-01', utc=True),
+        end=pd.to_datetime('2017-10-31', utc=True),
+    )

catalyst/examples/buy_low_sell_high.py

@@ -13,6 +13,7 @@ instructions on how to install the required dependencies.
 import talib
 from logbook import Logger
 
+from catalyst import run_algorithm
 from catalyst.api import (
     order,
     order_target_percent,
@@ -21,6 +22,7 @@ from catalyst.api import (
     get_open_orders,
 )
 from catalyst.exchange.stats_utils import get_pretty_stats
+import pandas as pd
 
 algo_namespace = 'buy_low_sell_high_xrp'
 log = Logger(algo_namespace)
@@ -101,8 +103,8 @@ def _handle_data(context, data):
 
         if price < cost_basis:
             is_buy = True
-        elif(position.amount > 0
+        elif (position.amount > 0
-             and price > cost_basis * (1 + context.PROFIT_TARGET)):
+              and price > cost_basis * (1 + context.PROFIT_TARGET)):
             profit = (price * position.amount) - (cost_basis * position.amount)
             log.info('closing position, taking profit: {}'.format(profit))
             order_target_percent(
@@ -157,3 +159,18 @@ def handle_data(context, data):
 def analyze(context, stats):
     log.info('the daily stats:\n{}'.format(get_pretty_stats(stats)))
     pass
+
+
+if __name__ == '__main__':
+    run_algorithm(
+        capital_base=10000,
+        data_frequency='daily',
+        initialize=initialize,
+        handle_data=handle_data,
+        analyze=analyze,
+        exchange_name='poloniex',
+        algo_namespace='buy_and_hodl',
+        base_currency='usd',
+        start=pd.to_datetime('2015-03-01', utc=True),
+        end=pd.to_datetime('2017-10-31', utc=True),
+    )

catalyst/examples/buy_low_sell_high_live.py

@@ -41,7 +41,7 @@ def _handle_data(context, data):
         context.asset,
         fields='price',
         bar_count=20,
-        frequency='1d'
+        frequency='1D'
     )
     rsi = talib.RSI(prices.values, timeperiod=14)[-1]
     log.info('got rsi: {}'.format(rsi))
@@ -88,8 +88,8 @@ def _handle_data(context, data):
 
         if price < cost_basis:
             is_buy = True
-        elif(position.amount > 0
+        elif (position.amount > 0
-             and price > cost_basis * (1 + context.PROFIT_TARGET)):
+              and price > cost_basis * (1 + context.PROFIT_TARGET)):
             profit = (price * position.amount) - (cost_basis * position.amount)
             log.info('closing position, taking profit: {}'.format(profit))
             order_target_percent(
@@ -146,23 +146,15 @@ def analyze(context, stats):
     pass
 
 
-run_algorithm(
+if __name__ == '__main__':
-    capital_base=100000,
+    run_algorithm(
-    initialize=initialize,
+        capital_base=0.001,
-    handle_data=handle_data,
+        initialize=initialize,
-    analyze=analyze,
+        handle_data=handle_data,
-    exchange_name='poloniex',
+        analyze=analyze,
-    start=pd.to_datetime('2017-5-01', utc=True),
+        exchange_name='bittrex',
-    end=pd.to_datetime('2017-10-16', utc=True),
+        live=True,
-    base_currency='usdt',
+        algo_namespace=algo_namespace,
-    data_frequency='daily'
+        base_currency='btc',
-)
+        simulate_orders=True,
-# run_algorithm(
+    )
-#     initialize=initialize,
-#     handle_data=handle_data,
-#     analyze=analyze,
-#     exchange_name='poloniex',
-#     live=True,
-#     algo_namespace=algo_namespace,
-#     base_currency='btc'
-# )

catalyst/examples/simple_loop.py

@@ -127,7 +127,7 @@ run_algorithm(
     initialize=initialize,
     handle_data=handle_data,
     analyze=None,
-    exchange_name='gdax',
+    exchange_name='poloniex',
     live=True,
     algo_namespace='simple_loop',
     base_currency='eth',

catalyst/exchange/exchange_data_portal.py

@@ -238,12 +238,6 @@ class DataPortalExchangeLive(DataPortalExchangeBase):
         """
         exchange = self.exchanges[exchange_name]
 
-        if end_dt >= pd.Timestamp.utcnow().floor('1T'):
-            is_current = True
-
-        else:
-            is_current = False
-
         df = exchange.get_history_window(
             assets,
             end_dt,
@@ -251,7 +245,7 @@ class DataPortalExchangeLive(DataPortalExchangeBase):
             frequency,
             field,
             data_frequency,
-            is_current)
+            False)
         return df
 
     def get_exchange_spot_value(self, exchange_name, assets, field, dt,