diff --git a/catalyst/examples/mean_reversion.py b/catalyst/examples/mean_reversion.py index 2e891593..3e0f2ecf 100644 --- a/catalyst/examples/mean_reversion.py +++ b/catalyst/examples/mean_reversion.py @@ -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 ) diff --git a/catalyst/examples/mean_reversion_simple.py b/catalyst/examples/mean_reversion_simple.py index 7780e3ac..58e15006 100644 --- a/catalyst/examples/mean_reversion_simple.py +++ b/catalyst/examples/mean_reversion_simple.py @@ -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 )