From ec5fdecf91ccdf856a1b605e775a9c5bf2eb408e Mon Sep 17 00:00:00 2001
From: Victor Grau Serrat <lacabra@users.noreply.github.com>
Date: Fri, 16 Feb 2018 11:48:52 -0700
Subject: [PATCH] DOC: marketplace code examples

---
 .../examples/marketplace/github-research.py   | 70 +++++++++++++++++++
 .../mean_reversion_by_marketcap.py            |  0
 2 files changed, 70 insertions(+)
 create mode 100644 catalyst/examples/marketplace/github-research.py
 rename catalyst/examples/{ => marketplace}/mean_reversion_by_marketcap.py (100%)

diff --git a/catalyst/examples/marketplace/github-research.py b/catalyst/examples/marketplace/github-research.py
new file mode 100644
index 00000000..b2443597
--- /dev/null
+++ b/catalyst/examples/marketplace/github-research.py
@@ -0,0 +1,70 @@
+import pandas as pd
+import matplotlib.pyplot as plt
+
+from catalyst import run_algorithm
+from catalyst.api import symbol, get_dataset
+
+START = '2017-01-01'
+END = '2017-12-31'
+
+
+def initialize(context):
+    pass
+
+
+def handle_data(context, data):
+    context.github = get_dataset('github')
+    context.github.sort_index(level=0, inplace=True)
+
+    context.zec = data.history(symbol('zec_usdt'),
+                               ['price', ],
+                               bar_count=365,
+                               frequency="1d")
+    context.xmr = data.history(symbol('xmr_usdt'),
+                               ['price', ],
+                               bar_count=365,
+                               frequency="1d")
+
+
+def analyze(context=None, results=None):
+    ax1 = plt.subplot(211)
+    idx = pd.IndexSlice
+    df = context.github.loc[START:END].loc[
+            idx[:, [b'ZEC']], ['commits']].reset_index(
+                level='symbol', drop=True)
+    df.plot(ax=ax1, color='blue')
+    ax1.legend(loc=2)
+    ax1.set_title('Zcash')
+    ax2 = ax1.twinx()
+    context.zec['price'].loc[START:END].plot(ax=ax2, color='green')
+    ax2.legend(loc=1)
+
+    ax3 = plt.subplot(212)
+    idx = pd.IndexSlice
+    df = context.github.loc[START:END].loc[
+            idx[:, [b'XMR']], ['commits']].reset_index(
+                level='symbol', drop=True)
+    df.plot(ax=ax3, color='blue')
+    ax3.legend(loc=2)
+    ax3.set_title('Monero')
+    ax4 = ax3.twinx()
+    context.xmr['price'].loc[START:END].plot(ax=ax4, color='green')
+    ax4.legend(loc=1)
+
+    plt.show()
+
+
+if __name__ == '__main__':
+    run_algorithm(
+            capital_base=1000,
+            data_frequency='daily',
+            initialize=initialize,
+            handle_data=handle_data,
+            analyze=analyze,
+            exchange_name='poloniex',
+            algo_namespace='algo-github',
+            base_currency='usdt',
+            live=False,
+            start=pd.to_datetime(END, utc=True),
+            end=pd.to_datetime(END, utc=True),
+        )
diff --git a/catalyst/examples/mean_reversion_by_marketcap.py b/catalyst/examples/marketplace/mean_reversion_by_marketcap.py
similarity index 100%
rename from catalyst/examples/mean_reversion_by_marketcap.py
rename to catalyst/examples/marketplace/mean_reversion_by_marketcap.py