This commit is contained in:
Victor Grau Serrat
2018-01-12 14:07:25 -07:00
parent 00896ce443
commit e5fc5b0dff
3 changed files with 7 additions and 5 deletions
+3 -2
View File
@@ -786,7 +786,7 @@ the <code class="docutils literal"><span class="pre">examples</span></code> dire
<span class="kn">from</span> <span class="nn">catalyst</span> <span class="kn">import</span> <span class="n">run_algorithm</span>
<span class="kn">from</span> <span class="nn">catalyst.api</span> <span class="kn">import</span> <span class="p">(</span><span class="n">order</span><span class="p">,</span> <span class="n">record</span><span class="p">,</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">order_target_percent</span><span class="p">,</span>
<span class="n">get_open_orders</span><span class="p">)</span>
<span class="kn">from</span> <span class="nn">catalyst.exchange.stats_utils</span> <span class="kn">import</span> <span class="n">extract_transactions</span>
<span class="kn">from</span> <span class="nn">catalyst.exchange.utils.stats_utils</span> <span class="kn">import</span> <span class="n">extract_transactions</span>
<span class="n">NAMESPACE</span> <span class="o">=</span> <span class="s">&#39;dual_moving_average&#39;</span>
<span class="n">log</span> <span class="o">=</span> <span class="n">Logger</span><span class="p">(</span><span class="n">NAMESPACE</span><span class="p">)</span>
@@ -857,7 +857,8 @@ the <code class="docutils literal"><span class="pre">examples</span></code> dire
<span class="k">def</span> <span class="nf">analyze</span><span class="p">(</span><span class="n">context</span><span class="p">,</span> <span class="n">perf</span><span class="p">):</span>
<span class="c"># Get the base_currency that was passed as a parameter to the simulation</span>
<span class="n">base_currency</span> <span class="o">=</span> <span class="n">context</span><span class="o">.</span><span class="n">exchanges</span><span class="o">.</span><span class="n">values</span><span class="p">()[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">base_currency</span><span class="o">.</span><span class="n">upper</span><span class="p">()</span>
<span class="n">exchange</span> <span class="o">=</span> <span class="nb">list</span><span class="p">(</span><span class="n">context</span><span class="o">.</span><span class="n">exchanges</span><span class="o">.</span><span class="n">values</span><span class="p">())[</span><span class="mi">0</span><span class="p">]</span>
<span class="n">base_currency</span> <span class="o">=</span> <span class="n">exchange</span><span class="o">.</span><span class="n">base_currency</span><span class="o">.</span><span class="n">upper</span><span class="p">()</span>
<span class="c"># First chart: Plot portfolio value using base_currency</span>
<span class="n">ax1</span> <span class="o">=</span> <span class="n">plt</span><span class="o">.</span><span class="n">subplot</span><span class="p">(</span><span class="mi">411</span><span class="p">)</span>