Update README.rst and examples

Never stop hodling
This commit is contained in:
Conner Fromknecht
2017-06-30 13:59:00 -07:00
parent 7311bf1681
commit fa25e01b75
3 changed files with 10 additions and 15 deletions
+5 -5
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@@ -69,7 +69,7 @@ The following code implements a simple buy and hodl algorithm. The full source
RESERVE_RATIO = 1.0 - TARGET_HODL_RATIO
def initialize(context):
context.is_hodling = True
context.is_buying = True
context.asset = symbol(ASSET)
def handle_data(context, data):
@@ -82,15 +82,15 @@ The following code implements a simple buy and hodl algorithm. The full source
for order in orders:
cancel_order(order)
# Stop hodling after passing reserve threshold
# Stop buying after passing reserve threshold
if cash <= reserve_value:
context.is_hodling = False
context.is_buying = False
# Retrieve current price from pricing data
price = data[context.asset].price
# Check if still hodling and could (approximately) afford another purchase
if context.is_hodling and cash > price:
# Check if still buying and could (approximately) afford another purchase
if context.is_buying and cash > price:
# Place order to make position in asset equal to target_hodl_value
order_target_value(
context.asset,
+5 -7
View File
@@ -14,8 +14,6 @@
# See the License for the specific language governing permissions and
# limitations under the License.
import numpy as np
from catalyst.api import (
order_target_value,
symbol,
@@ -30,7 +28,7 @@ TARGET_HODL_RATIO = 0.8
RESERVE_RATIO = 1.0 - TARGET_HODL_RATIO
def initialize(context):
context.is_hodling = True
context.is_buying = True
context.asset = symbol(ASSET)
def handle_data(context, data):
@@ -43,15 +41,15 @@ def handle_data(context, data):
for order in orders:
cancel_order(order)
# Stop hodling after passing the reserve threshold
# Stop buying after passing the reserve threshold
if cash <= reserve_value:
context.is_hodling = False
context.is_buying = False
# Retrieve current asset price from pricing data
price = data[context.asset].price
# Check if still hodling and could (approximately) afford another purchase
if context.is_hodling and cash > price:
# Check if still buying and could (approximately) afford another purchase
if context.is_buying and cash > price:
# Place order to make position in asset equal to target_hodl_value
order_target_value(
context.asset,
-3
View File
@@ -19,12 +19,9 @@ from catalyst.api import (
record,
symbol,
get_open_orders,
set_commission,
set_slippage,
set_max_leverage,
schedule_function,
date_rules,
time_rules,
attach_pipeline,
pipeline_output,
)