import talib import pandas as pd from catalyst import run_algorithm from catalyst.api import symbol def initialize(context): print('initializing') context.asset = symbol('eth_btc') def handle_data(context, data): print('handling bar: {}'.format(data.current_dt)) price = data.current(context.asset, 'close') print('got price {price}'.format(price=price)) try: prices = data.history( context.asset, fields='price', bar_count=16, frequency='5T' ) rsi = talib.RSI(prices.values, timeperiod=14)[-1] print('got rsi: {}'.format(rsi)) except Exception as e: print(e) # run_algorithm( # capital_base=250, # start=pd.to_datetime('2017-1-1', utc=True), # end=pd.to_datetime('2017-10-22', utc=True), # data_frequency='daily', # initialize=initialize, # handle_data=handle_data, # analyze=None, # exchange_name='bitfinex', # algo_namespace='simple_loop', # base_currency='btc' # ) run_algorithm( initialize=initialize, handle_data=handle_data, analyze=None, exchange_name='poloniex', live=True, algo_namespace='simple_loop', base_currency='eth', live_graph=False )