mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-04 18:12:55 +08:00
Victor Grau Serrat
71 lines
2.0 KiB
Python
71 lines
2.0 KiB
Python
import pandas as pd
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import matplotlib.pyplot as plt
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from catalyst import run_algorithm
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from catalyst.api import symbol, get_dataset
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START = '2017-01-01'
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END = '2017-12-31'
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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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context.github = get_dataset('github')
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context.github.sort_index(level=0, inplace=True)
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context.zec = data.history(symbol('zec_usdt'),
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['price', ],
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bar_count=365,
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frequency="1d")
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context.xmr = data.history(symbol('xmr_usdt'),
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['price', ],
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bar_count=365,
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frequency="1d")
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def analyze(context=None, results=None):
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ax1 = plt.subplot(211)
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idx = pd.IndexSlice
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df = context.github.loc[START:END].loc[
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idx[:, [b'ZEC']], ['commits']].reset_index(
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level='symbol', drop=True)
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df.plot(ax=ax1, color='blue')
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ax1.legend(loc=2)
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ax1.set_title('Zcash')
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ax2 = ax1.twinx()
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context.zec['price'].loc[START:END].plot(ax=ax2, color='green')
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ax2.legend(loc=1)
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ax3 = plt.subplot(212)
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idx = pd.IndexSlice
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df = context.github.loc[START:END].loc[
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idx[:, [b'XMR']], ['commits']].reset_index(
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level='symbol', drop=True)
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df.plot(ax=ax3, color='blue')
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ax3.legend(loc=2)
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ax3.set_title('Monero')
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ax4 = ax3.twinx()
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context.xmr['price'].loc[START:END].plot(ax=ax4, color='green')
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ax4.legend(loc=1)
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plt.show()
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if __name__ == '__main__':
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run_algorithm(
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capital_base=1000,
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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=analyze,
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exchange_name='poloniex',
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algo_namespace='algo-github',
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base_currency='usdt',
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live=False,
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start=pd.to_datetime(END, utc=True),
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end=pd.to_datetime(END, utc=True),
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)
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