import pandas as pd from catalyst import run_algorithm from catalyst.api import symbol def initialize(context): print('initializing') context.asset = symbol('xcp_btc') def handle_data(context, data): print('handling bar: {}'.format(data.current_dt)) price = data.current(context.asset, 'close') print('got price {price}'.format(price=price)) try: prices = data.history( context.asset, fields='close', bar_count=1, frequency='1D' ) print('got {} price entries\n'.format(len(prices), prices)) except Exception as e: print(e) run_algorithm( capital_base=1, start=pd.to_datetime('2015-3-2', utc=True), end=pd.to_datetime('2017-8-31', utc=True), data_frequency='daily', initialize=initialize, handle_data=handle_data, analyze=None, exchange_name='poloniex', algo_namespace='issue_55', quote_currency='btc' )