DOC: making example algos consistent with doc website

This commit is contained in:
Victor Grau Serrat
2017-11-28 11:22:41 -07:00
parent dfcfe5a370
commit ffd1bc07cc
2 changed files with 13 additions and 17 deletions
+10 -15
View File
@@ -15,15 +15,11 @@
# See the License for the specific language governing permissions and
# limitations under the License.
import pandas as pd
import matplotlib.pyplot as plt
from catalyst import run_algorithm
from catalyst.api import (
order_target_value,
symbol,
record,
cancel_order,
get_open_orders,
)
from catalyst.api import (order_target_value, symbol, record,
cancel_order, get_open_orders, )
def initialize(context):
@@ -78,15 +74,14 @@ def handle_data(context, data):
def analyze(context=None, results=None):
import matplotlib.pyplot as plt
# Plot the portfolio and asset data.
ax1 = plt.subplot(611)
results[['portfolio_value']].plot(ax=ax1)
ax1.set_ylabel('Portfolio Value (USD)')
ax1.set_ylabel('Portfolio\nValue\n(USD)')
ax2 = plt.subplot(612, sharex=ax1)
ax2.set_ylabel('{asset} (USD)'.format(asset=context.ASSET_NAME))
ax2.set_ylabel('{asset}\n(USD)'.format(asset=context.ASSET_NAME))
results[['price']].plot(ax=ax2)
trans = results.ix[[t != [] for t in results.transactions]]
@@ -126,11 +121,11 @@ def analyze(context=None, results=None):
'algorithm',
'benchmark',
]].plot(ax=ax5)
ax5.set_ylabel('Percent Change')
ax5.set_ylabel('Percent\nChange')
ax6 = plt.subplot(616, sharex=ax1)
results[['volume']].plot(ax=ax6)
ax6.set_ylabel('Volume (mCoins/5min)')
ax6.set_ylabel('Volume')
plt.legend(loc=3)
@@ -142,13 +137,13 @@ def analyze(context=None, results=None):
if __name__ == '__main__':
run_algorithm(
capital_base=10000,
data_frequency='minute',
data_frequency='daily',
initialize=initialize,
handle_data=handle_data,
analyze=analyze,
exchange_name='bitfinex',
algo_namespace='buy_and_hodl',
base_currency='usd',
start=pd.to_datetime('2017-11-01', utc=True),
end=pd.to_datetime('2017-11-10', utc=True),
start=pd.to_datetime('2015-03-01', utc=True),
end=pd.to_datetime('2017-10-31', utc=True),
)
+3 -2
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@@ -3,7 +3,8 @@
https://enigmampc.github.io/catalyst/beginner-tutorial.html
Run this example, by executing the following from your terminal:
catalyst run -f buy_btc_simple.py -x bitfinex --start 2016-1-1 --end 2017-9-30 -o buy_btc_simple_out.pickle
catalyst ingest-exchange -x bitfinex -f daily -i btc_usdt
catalyst run -f buy_btc_simple.py -x bitfinex --start 2016-1-1 --end 2017-9-30 -o buy_btc_simple_out.pickle
If you want to run this code using another exchange, make sure that
the asset is available on that exchange. For example, if you were to run
@@ -12,7 +13,7 @@
context.asset = symbol('btc_usdt') # note 'usdt' instead of 'usd'
and specify exchange poloniex as follows:
catalyst ingest-exchange -x poloniex -f daily -i btc_usdt
catalyst run -f buy_btc_simple.py -x poloniex --start 2016-1-1 --end 2017-9-30 -o buy_btc_simple_out.pickle
To see which assets are available on each exchange, visit: