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fredfortier
54 lines
1.2 KiB
Python
54 lines
1.2 KiB
Python
import talib
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import pandas as pd
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from catalyst import run_algorithm
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from catalyst.api import symbol
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def initialize(context):
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print('initializing')
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context.asset = symbol('eth_btc')
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def handle_data(context, data):
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print('handling bar: {}'.format(data.current_dt))
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price = data.current(context.asset, 'close')
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print('got price {price}'.format(price=price))
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try:
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prices = data.history(
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context.asset,
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fields='price',
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bar_count=16,
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frequency='5T'
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)
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rsi = talib.RSI(prices.values, timeperiod=14)[-1]
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print('got rsi: {}'.format(rsi))
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except Exception as e:
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print(e)
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run_algorithm(
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capital_base=250,
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start=pd.to_datetime('2017-1-1', utc=True),
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end=pd.to_datetime('2017-10-22', utc=True),
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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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analyze=None,
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exchange_name='bitfinex',
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algo_namespace='simple_loop',
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base_currency='btc'
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)
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# run_algorithm(
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# initialize=initialize,
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# handle_data=handle_data,
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# analyze=None,
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# exchange_name='poloniex',
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# live=True,
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# algo_namespace='simple_loop',
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# base_currency='eth',
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# live_graph=False
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# )
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