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BLD: polishing a sample algorithm

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This commit is contained in:
fredfortier
2017-11-14 17:04:38 -05:00
parent 5110b37a82
commit e087e48088
2 changed files with 17 additions and 17 deletions
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catalyst/examples/mean_reversion.py
+9 -9
View File
@@ -19,7 +19,7 @@ from catalyst.api import symbol, record, order_target_percent, \
# state using the files included in the folder.
from catalyst.exchange.stats_utils import extract_transactions, trend_direction
algo_namespace = 'momentum'
algo_namespace = 'mean_reversion'
log = Logger(algo_namespace)
@@ -30,7 +30,7 @@ def initialize(context):
# parameters or values you're going to use.
# In our example, we're looking at Ether in USD Tether.
context.eth_btc = symbol('etc_usdt')
context.eth_btc = symbol('neo_usd')
context.base_price = None
context.current_day = None
context.trigger = None
@@ -256,18 +256,18 @@ if __name__ == '__main__':
MODE = 'backtest'
if MODE == 'backtest':
# catalyst run -f catalyst/examples/mean_reversion_simple.py -x poloniex -s 2017-7-1 -e 2017-7-31 -c usdt -n mean-reversion --data-frequency minute --capital-base 10000
run_algorithm(
capital_base=1,
data_frequency='minute',
initialize=initialize,
handle_data=handle_data,
analyze=analyze,
exchange_name='poloniex',
exchange_name='bitfinex',
algo_namespace=algo_namespace,
base_currency='usdt',
start=pd.to_datetime('2017-7-1', utc=True),
# end=pd.to_datetime('2017-9-30', utc=True),
end=pd.to_datetime('2017-10-31', utc=True),
base_currency='usd',
start=pd.to_datetime('2017-10-1', utc=True),
end=pd.to_datetime('2017-11-13', utc=True),
)
elif MODE == 'live':
@@ -275,9 +275,9 @@ if __name__ == '__main__':
initialize=initialize,
handle_data=handle_data,
analyze=analyze,
exchange_name='poloniex',
exchange_name='bitfinex',
live=True,
algo_namespace=algo_namespace,
base_currency='usdt',
base_currency='usd',
live_graph=True
)
catalyst/examples/mean_reversion_simple.py
+8 -8
View File
@@ -19,7 +19,7 @@ from catalyst.api import symbol, record, order_target_percent, \
# state using the files included in the folder.
from catalyst.exchange.stats_utils import extract_transactions, trend_direction
algo_namespace = 'momentum'
algo_namespace = 'mean_reversion_simple'
log = Logger(algo_namespace)
@@ -30,7 +30,7 @@ def initialize(context):
# parameters or values you're going to use.
# In our example, we're looking at Ether in USD Tether.
context.eth_btc = symbol('etc_usdt')
context.eth_btc = symbol('neo_usd')
context.base_price = None
context.current_day = None
@@ -228,11 +228,11 @@ if __name__ == '__main__':
initialize=initialize,
handle_data=handle_data,
analyze=analyze,
exchange_name='poloniex',
exchange_name='bitfinex',
algo_namespace=algo_namespace,
base_currency='usdt',
start=pd.to_datetime('2017-7-1', utc=True),
end=pd.to_datetime('2017-7-31', utc=True),
base_currency='usd',
start=pd.to_datetime('2017-10-1', utc=True),
end=pd.to_datetime('2017-11-10', utc=True),
)
elif MODE == 'live':
@@ -240,9 +240,9 @@ if __name__ == '__main__':
initialize=initialize,
handle_data=handle_data,
analyze=analyze,
exchange_name='poloniex',
exchange_name='bitfinex',
live=True,
algo_namespace=algo_namespace,
base_currency='usdt',
base_currency='usd',
live_graph=True
)