From fdd6b6296359f1618c5688e30d0c95c99afd9f19 Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Sun, 3 Sep 2017 13:25:47 -0400
Subject: [PATCH] Removing run_algorithm() from examples

---
 ...e_no_interface.py => buy_low_sell_high.py} |   0
 catalyst/examples/buy_low_sell_high_live.py   | 167 ------------------
 2 files changed, 167 deletions(-)
 rename catalyst/examples/{buy_low_sell_high_live_no_interface.py => buy_low_sell_high.py} (100%)
 delete mode 100644 catalyst/examples/buy_low_sell_high_live.py

diff --git a/catalyst/examples/buy_low_sell_high_live_no_interface.py b/catalyst/examples/buy_low_sell_high.py
similarity index 100%
rename from catalyst/examples/buy_low_sell_high_live_no_interface.py
rename to catalyst/examples/buy_low_sell_high.py
diff --git a/catalyst/examples/buy_low_sell_high_live.py b/catalyst/examples/buy_low_sell_high_live.py
deleted file mode 100644
index b722a890..00000000
--- a/catalyst/examples/buy_low_sell_high_live.py
+++ /dev/null
@@ -1,167 +0,0 @@
-'''
-This algorithm requires an additional library (ta-lib) beyond those required by catalyst.
-Install it first by running: 
-$ pip install TA-Lib
-
-If you get build errors like "fatal error: ta-lib/ta_libc.h: No such file or directory"
-it typically means that it can't find the underlying TA-Lib library and needs to be installed.
-See https://mrjbq7.github.io/ta-lib/install.html for instructions on how to install 
-the required dependencies.
-'''
-
-import talib
-from logbook import Logger
-
-from catalyst.api import (
-    order,
-    order_target_percent,
-    symbol,
-    record,
-    get_open_orders,
-)
-from catalyst.exchange.stats_utils import get_pretty_stats
-from catalyst.utils.run_algo import run_algorithm
-
-algo_namespace = 'buy_the_dip_live'
-log = Logger(algo_namespace)
-
-
-def initialize(context):
-    log.info('initializing algo')
-    context.ASSET_NAME = 'XRP_USD'
-    context.asset = symbol(context.ASSET_NAME)
-
-    context.TARGET_POSITIONS = 5000
-    context.PROFIT_TARGET = 0.1
-    context.SLIPPAGE_ALLOWED = 0.05
-
-    context.retry_check_open_orders = 10
-    context.retry_update_portfolio = 10
-    context.retry_order = 5
-
-    context.errors = []
-    pass
-
-
-def _handle_data(context, data):
-    prices = data.history(
-        context.asset,
-        fields='price',
-        bar_count=20,
-        frequency='15m'
-    )
-    rsi = talib.RSI(prices.values, timeperiod=14)[-1]
-    log.info('got rsi: {}'.format(rsi))
-
-    # Buying more when RSI is low, this should lower our cost basis
-    if rsi <= 30:
-        buy_increment = 50
-    elif rsi <= 40:
-        buy_increment = 20
-    elif rsi <= 70:
-        buy_increment = 5
-    else:
-        buy_increment = None
-
-    cash = context.portfolio.cash
-    log.info('base currency available: {cash}'.format(cash=cash))
-
-    price = data.current(context.asset, 'price')
-    log.info('got price {price}'.format(price=price))
-
-    record(
-        price=price,
-        rsi=rsi,
-    )
-
-    orders = get_open_orders(context.asset)
-    if orders:
-        log.info('skipping bar until all open orders execute')
-        return
-
-    is_buy = False
-    cost_basis = None
-    if context.asset in context.portfolio.positions:
-        position = context.portfolio.positions[context.asset]
-
-        cost_basis = position.cost_basis
-        log.info(
-            'found {amount} positions with cost basis {cost_basis}'.format(
-                amount=position.amount,
-                cost_basis=cost_basis
-            )
-        )
-
-        if position.amount >= context.TARGET_POSITIONS:
-            log.info('reached positions target: {}'.format(position.amount))
-            return
-
-        if price < cost_basis:
-            is_buy = True
-        elif position.amount > 0 and \
-                        price > cost_basis * (1 + context.PROFIT_TARGET):
-            profit = (price * position.amount) - (cost_basis * position.amount)
-            log.info('closing position, taking profit: {}'.format(profit))
-            order_target_percent(
-                asset=context.asset,
-                target=0,
-                limit_price=price * (1 - context.SLIPPAGE_ALLOWED),
-            )
-        else:
-            log.info('no buy or sell opportunity found')
-    else:
-        is_buy = True
-
-    if is_buy:
-        if buy_increment is None:
-            log.info('the rsi is too high to consider buying {}'.format(rsi))
-            return
-
-        if price * buy_increment > cash:
-            log.info('not enough base currency to consider buying')
-            return
-
-        log.info(
-            'buying position cheaper than cost basis {} < {}'.format(
-                price,
-                cost_basis
-            )
-        )
-        order(
-            asset=context.asset,
-            amount=buy_increment,
-            limit_price=price * (1 + context.SLIPPAGE_ALLOWED)
-        )
-
-
-def handle_data(context, data):
-    log.info('handling bar {}'.format(data.current_dt))
-    # try:
-    _handle_data(context, data)
-    # except Exception as e:
-    #     log.warn('aborting the bar on error {}'.format(e))
-    #     context.errors.append(e)
-
-    log.info('completed bar {}, total execution errors {}'.format(
-        data.current_dt,
-        len(context.errors)
-    ))
-
-    if len(context.errors) > 0:
-        log.info('the errors:\n{}'.format(context.errors))
-
-
-def analyze(context, stats):
-    log.info('the daily stats:\n{}'.format(get_pretty_stats(stats)))
-    pass
-
-
-run_algorithm(
-    initialize=initialize,
-    handle_data=handle_data,
-    analyze=analyze,
-    exchange_name='bitfinex',
-    live=True,
-    algo_namespace=algo_namespace,
-    base_currency='usd'
-)