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45 lines
1.0 KiB
Python
45 lines
1.0 KiB
Python
import pandas as pd
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from catalyst.utils.run_algo import run_algorithm
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from catalyst.api import symbol
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from exchange.utils.stats_utils import set_print_settings
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def initialize(context):
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context.i = 0
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context.data = []
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def handle_data(context, data):
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prices = data.history(
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symbol('xlm_eth'),
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fields=['open', 'high', 'low', 'close'],
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bar_count=50,
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frequency='1T'
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)
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set_print_settings()
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print(prices.tail(10))
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context.data.append(prices)
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context.i = context.i + 1
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if context.i == 3:
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context.interrupt_algorithm()
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def analyze(context, prefs):
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for dataset in context.data:
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print(dataset[-2:])
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if __name__ == '__main__':
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run_algorithm(
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capital_base=0.1,
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initialize=initialize,
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handle_data=handle_data,
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analyze=analyze,
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exchange_name='binance',
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algo_namespace='Test candles',
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base_currency='eth',
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data_frequency='minute',
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live=True,
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simulate_orders=True)
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