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68 lines
1.9 KiB
Python
68 lines
1.9 KiB
Python
#!/usr/bin/env python
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#
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# Copyright 2014 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from catalyst.api import (
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order_target_percent,
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record,
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symbol,
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get_open_orders,
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)
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def initialize(context):
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context.asset = symbol('USDT_BTC')
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def handle_data(context, data):
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if context.asset not in get_open_orders() and data.can_trade(context.asset):
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order_target_percent(context.asset, 1.0)
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record(
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USDT_BTC=data.current(context.asset, 'price'),
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leverage=context.account.leverage,
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)
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# Note: this function can be removed if running
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# this algorithm on quantopian.com
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def analyze(context=None, results=None):
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import matplotlib.pyplot as plt
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# Plot the portfolio and asset data.
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ax1 = plt.subplot(311)
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results.portfolio_value.plot(ax=ax1)
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ax1.set_ylabel('Portfolio value (USD)')
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ax2 = plt.subplot(312, sharex=ax1)
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results.USDT_BTC.plot(ax=ax2)
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ax2.set_ylabel('USDT_BTC price (USD)')
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ax3 = plt.subplot(313, sharex=ax1)
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results.leverage.plot(ax=ax3)
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ax3.set_ylabel('Leverage (USD)')
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# Show the plot.
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plt.gcf().set_size_inches(18, 8)
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plt.show()
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def _test_args():
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"""Extra arguments to use when catalyst's automated tests run this example.
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"""
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import pandas as pd
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return {
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'start': pd.Timestamp('2014-01-01', tz='utc'),
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'end': pd.Timestamp('2014-11-01', tz='utc'),
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}
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