BUG: fixed a get_candles issue with the Poloniex exchange

This commit is contained in:
fredfortier
2017-11-17 19:40:49 -05:00
parent c260e188b0
commit f3dca74e87
2 changed files with 16 additions and 15 deletions
+2 -3
View File
@@ -226,10 +226,9 @@ class Poloniex(Exchange):
ohlc_map = dict()
for asset in asset_list:
delta = end_dt - pd.to_datetime('1970-1-1', utc=True)
end = int(delta.total_seconds())
# TODO: what's wrong with this?
# end = int(time.mktime(end_dt.timetuple()))
end = int(time.time())
if bar_count is None:
start = end - 2 * frequency
else:
+14 -12
View File
@@ -1,9 +1,10 @@
from catalyst.exchange.bittrex.bittrex import Bittrex
from catalyst.exchange.poloniex.poloniex import Poloniex
from catalyst.finance.order import Order
from base import BaseExchangeTestCase
from logbook import Logger
from catalyst.exchange.exchange_utils import get_exchange_auth
import pandas as pd
from test_utils import output_df
log = Logger('test_poloniex')
@@ -51,18 +52,19 @@ class TestPoloniex(BaseExchangeTestCase):
def test_get_candles(self):
log.info('retrieving candles')
ohlcv_neo = self.exchange.get_candles(
freq='5T',
assets=self.exchange.get_asset('eth_btc')
)
ohlcv_neo_ubq = self.exchange.get_candles(
freq='5T',
assets=[
self.exchange.get_asset('neos_btc'),
self.exchange.get_asset('via_btc')
],
bar_count=14
assets = self.exchange.get_asset('eth_btc')
ohlcv = self.exchange.get_candles(
end_dt=pd.to_datetime('2017-11-01', utc=True),
freq='30T',
assets=assets,
bar_count=200
)
df = pd.DataFrame(ohlcv)
df.set_index('last_traded', drop=True, inplace=True)
log.info(df.tail(25))
path = output_df(df, assets, 'candles')
log.info('saved candles: {}'.format(path))
pass
def test_tickers(self):