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32 lines
991 B
Python
32 lines
991 B
Python
from catalyst.api import symbol
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from catalyst.utils.run_algo import run_algorithm
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coins = ['dash', 'btc', 'dash', 'etc', 'eth', 'ltc', 'nxt', 'rep', 'str', 'xmr', 'xrp', 'zec']
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symbols = None
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def initialize(context):
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pass
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def _handle_data(context, data):
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global symbols
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if symbols is None: symbols = [symbol(c + '_usdt') for c in coins]
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print'getting history for: %s' % [s.symbol for s in symbols]
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history = data.history(symbols,
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['close', 'volume'],
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bar_count=1, # EXCEPTION, Change to 2
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frequency='5T')
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#print 'history: %s' % history.shape
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run_algorithm(initialize=initialize,
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handle_data=_handle_data,
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analyze=lambda _, results: True,
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exchange_name='poloniex',
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base_currency='usdt',
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algo_namespace='issue-236',
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live=True,
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data_frequency='minute',
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capital_base=3000,
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simulate_orders=True) |