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50 lines
1.7 KiB
Python
50 lines
1.7 KiB
Python
'''
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This is a very simple example referenced in the beginner's tutorial:
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https://enigmampc.github.io/catalyst/beginner-tutorial.html
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Run this example, by executing the following from your terminal:
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catalyst ingest-exchange -x bitfinex -f daily -i btc_usdt
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catalyst run -f buy_btc_simple.py -x bitfinex --start 2016-1-1 \
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--end 2017-9-30 -o buy_btc_simple_out.pickle
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If you want to run this code using another exchange, make sure that
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the asset is available on that exchange. For example, if you were to run
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it for exchange Poloniex, you would need to edit the following line:
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context.asset = symbol('btc_usdt') # note 'usdt' instead of 'usd'
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and specify exchange poloniex as follows:
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catalyst ingest-exchange -x poloniex -f daily -i btc_usdt
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catalyst run -f buy_btc_simple.py -x poloniex --start 2016-1-1 \
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--end 2017-9-30 -o buy_btc_simple_out.pickle
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To see which assets are available on each exchange, visit:
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https://www.enigma.co/catalyst/status
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'''
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from catalyst import run_algorithm
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from catalyst.api import order, record, symbol
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import pandas as pd
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def initialize(context):
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context.asset = symbol('btc_usdt')
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def handle_data(context, data):
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order(context.asset, 1)
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record(btc=data.current(context.asset, 'price'))
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if __name__ == '__main__':
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run_algorithm(
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capital_base=10000,
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data_frequency='daily',
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initialize=initialize,
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handle_data=handle_data,
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exchange_name='poloniex',
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algo_namespace='buy_and_hodl',
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base_currency='usdt',
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start=pd.to_datetime('2015-03-01', utc=True),
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end=pd.to_datetime('2017-10-31', utc=True),
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)
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