from catalyst.api import symbol from catalyst.utils.run_algo import run_algorithm coins = ['dash', 'btc', 'dash', 'etc', 'eth', 'ltc', 'nxt', 'rep', 'str', 'xmr', 'xrp', 'zec'] symbols = None def initialize(context): pass def _handle_data(context, data): global symbols if symbols is None: symbols = [symbol(c + '_usdt') for c in coins] print('getting history for: %s' % [s.symbol for s in symbols]) history = data.history(symbols, ['close', 'volume'], bar_count=1, # EXCEPTION, Change to 2 frequency='5T') # print 'history: %s' % history.shape run_algorithm(initialize=initialize, handle_data=_handle_data, analyze=lambda _, results: True, exchange_name='poloniex', base_currency='usdt', algo_namespace='issue-236', live=True, data_frequency='minute', capital_base=3000, simulate_orders=True)