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Merge pull request #45 from abnera/patch-2

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Example: Simple Universe
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Victor
2017-12-07 17:11:05 -07:00
committed by GitHub
parent 7abd992d17 a8a869dd49
commit ff94c735e8
1 changed files with 1 additions and 1 deletions
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catalyst/examples/simple_universe.py
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@@ -49,7 +49,7 @@ def handle_data(context, data):
minutes = 30 minutes = 30
one_day_in_minutes = 1440 # 1440 assumes data_frequency='minute' one_day_in_minutes = 1440 # 1440 assumes data_frequency='minute'
lookback = one_day_in_minutes / minutes * lookback_days # get N lookback_days of history data lookback = one_day_in_minutes / minutes * lookback_days # get N lookback_days of history data
if not context.i % minutes and context.universe: if not ((context.i % minutes) - minutes + 1) and context.universe: # fetch data at last minute of the candle
# we iterate for every pair in the current universe # we iterate for every pair in the current universe
for coin in context.coins: for coin in context.coins:
pair = str(coin.symbol) pair = str(coin.symbol)