def initialize(context):
# Select asset of interest
context.asset = symbol('BTC_USD')
# set_commission(TradingPairFeeSchedule(maker_fee=0.5, taker_fee=0.5))
# set_slippage(TradingPairFixedSlippage(spread=0.5))
# Set up a rebalance method to run every day
schedule_function(rebalance, date_rule=date_rules.every_day())
def initialize(context):
context.i = 0
context.asset = symbol(ASSET)
set_max_leverage(1.0)
attach_pipeline(make_pipeline(), 'vwap_pipeline')
schedule_function(
rebalance,
date_rules.every_day(),
)
def initialize(context):
context.ASSET_NAME = 'USDT_BTC'
context.WINDOW= 30
# 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
context.i = 0
context.asset = symbol(context.ASSET_NAME)
attach_pipeline(make_pipeline(context), 'mr_pipeline')
schedule_function(
rebalance,
date_rules.every_day(),
)
def initialize(context):
context.mailema = 0
context.univers = ['btc_usd',
'eos_usd',
'eth_usd',
'etc_usd',
'ltc_usd',
'zec_usd'
]
context.objects = []
context.basePrice = {}
context.day =0
context.dayday = 0
context.Vreturn = []
context.base = []
for obj in context.univers:
context.objects.append(objectT(obj,0))
context.basePrice[obj] = None
context.objects = dict(zip(context.univers,context.objects))
schedule_function(everyDay,half_days=False)
def initialize(context):
context.ASSET_NAME = 'USDT_BTC'
context.TARGET_INVESTMENT_RATIO = 0.8
context.SHORT_WINDOW = 30
context.LONG_WINDOW = 100
# 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
context.i = 0
context.asset = symbol(context.ASSET_NAME)
set_max_leverage(1.0)
attach_pipeline(make_pipeline(context), 'vwap_pipeline')
schedule_function(
rebalance,
time_rules=times_rules.every_minute(),
)