def _init_func(self, context):
"""Sets up catalyst's context object and fetches external data"""
self._context_ref = context
self.state.load_from_context(context)
self.log.info(f"Starting strategy on iteration {self.state.i}")
self.state.asset = symbol(self.trading_info["ASSET"])
if self.is_backtest:
self.log.debug("Setting benchmark")
set_benchmark(self.state.asset)
if self._datasets.items():
if self.state.DATA_FREQ == "daily":
for dataset, manager in self._datasets.items():
manager.fetch_data()
else:
raise ValueError(
'Internal Error: Value of self.state.DATA_FREQ should be "minute" if you use Google Search Volume or Quandl datasets.'
)
self._extra_init(context)
if self.in_job and not self.is_backtest:
job = get_current_job()
if job.meta.get("PAUSED"):
self.notify("Your strategy has resumed!")
self.log.info(f"Resuming on trade iteration {self.state.i}")
self._load_state_end_time(context)
else:
self.notify("Your strategy has started!")
self.state.i = 0
self.state.errors = []
self.state.end = context.end
for k, v in self.trading_info.items():
if "__" not in k:
setattr(self.state, k, v)
self.log.info("Initilized Strategy")
self._check_configuration(context)
# Set self.state.BARS size to work with custom minute frequency
if self.state.DATA_FREQ == "minute":
self.state.BARS = int(
self.state.BARS * 24 * 60 / int(24 * 60 / int(self.state.MINUTE_FREQ))
)
self.date_init_reference = pd.Timestamp(
"2013-01-01 00:00:00", tz="utc"
) + pd.Timedelta(minutes=int(self.state.MINUTE_TO_OPERATE))
# Set commissions
context.set_commission(
maker=self.state.MAKER_COMMISSION, taker=self.state.TAKER_COMMISSION
)
self.state.dump_to_context(context)
def initialize(context):
context.ASSET_NAME = 'USDT_REP'
context.asset = symbol(context.ASSET_NAME)
set_benchmark(context.asset)
context.is_first_time = True
# For all trading pairs in the poloniex bundle, the default denomination
# currently supported by Catalyst is 1/1000th of a full coin. Use this
# constant to scale the price of up to that of a full coin if desired.
context.TICK_SIZE = 1.0
def initialize(context):
context.NORMALIZED_PAIR = ALGO_INPUTS["PAIR"].upper().replace("_", "/")
log.info(
f'Initializing algo: {context.NORMALIZED_PAIR} @ {ALGO_INPUTS["EXCHANGE"]}'
)
context.SYMBOL = symbol(symbol_str=ALGO_INPUTS["PAIR"],
exchange_name=ALGO_INPUTS["EXCHANGE"])
set_benchmark(context.SYMBOL)
context.EXITED = False
context.PLACING_ORDERS = False
context.CANCELLING_ORDERS = False
def initialize(context):
context.ASSET_NAME = 'USDT_BTC'
context.asset = symbol(context.ASSET_NAME)
set_benchmark(context.asset)
# For all trading pairs in the poloniex bundle, the default denomination
# currently supported by Catalyst is 1/1000th of a full coin. Use this
# constant to scale the price of up to that of a full coin if desired.
context.TICK_SIZE = 1000.0
# Start this trading algorithm when market is bullish
context.i = 0
context.IS_MARKET_BEAR = False