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https://github.com/wassname/catalyst.git
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Conner Fromknecht
fce97176d6
* Updated cython build scripts * Updated setup.py to to install catalyst package * Updated momentum example to use catalyst package * catalyst executable now supports loading pipelines from multiple bundles
55 lines
1.6 KiB
Python
55 lines
1.6 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 order, record, symbol
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def initialize(context):
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context.asset = symbol('AAPL')
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def handle_data(context, data):
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order(context.asset, 10)
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record(AAPL=data.current(context.asset, 'price'))
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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(211)
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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(212, sharex=ax1)
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results.AAPL.plot(ax=ax2)
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ax2.set_ylabel('AAPL price (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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