Making some adjustments to the ingestion method after discussion with Victor

This commit is contained in:
fredfortier
2017-10-12 14:06:47 -04:00
parent 1a87d5a0c0
commit e1c2f40ab9
7 changed files with 64 additions and 43 deletions
@@ -36,7 +36,7 @@ def _handle_data(context, data):
prices = data.history(
context.asset,
fields='price',
bar_count=50,
bar_count=1,
frequency='1m'
)
rsi = talib.RSI(prices.values, timeperiod=14)[-1]
@@ -148,27 +148,27 @@ def analyze(context, stats):
pass
run_algorithm(
initialize=initialize,
handle_data=handle_data,
analyze=analyze,
exchange_name='bitfinex',
live=True,
algo_namespace=algo_namespace,
base_currency='btc',
live_graph=False
)
# Backtest
# run_algorithm(
# capital_base=250,
# start=pd.to_datetime('2017-09-08', utc=True),
# end=pd.to_datetime('2017-09-15', utc=True),
# data_frequency='minute',
# initialize=initialize,
# handle_data=handle_data,
# analyze=analyze,
# exchange_name='bitfinex',
# live=True,
# algo_namespace=algo_namespace,
# base_currency='btc'
# base_currency='btc',
# live_graph=False
# )
# Backtest
run_algorithm(
capital_base=250,
start=pd.to_datetime('2017-10-01', utc=True),
end=pd.to_datetime('2017-10-15', utc=True),
data_frequency='minute',
initialize=initialize,
handle_data=handle_data,
analyze=analyze,
exchange_name='bitfinex',
algo_namespace=algo_namespace,
base_currency='btc'
)