Environment

Operating System: (Windows Version or $ uname -a)

Darwin Slavs-MacBook-Pro.local 17.3.0 Darwin Kernel Version 17.3.0: Thu Nov  9 18:09:22 PST 2017; root:xnu-4570.31.3~1/RELEASE_X86_64 x86_64

Python Version: $ python --version
```
Python 2.7.14
```
Python Bitness: $ python -c 'import math, sys;print(int(math.log(sys.maxsize + 1, 2) + 1))'
```
64
```
How did you install Catalyst: (pip, conda, or other (please explain))
```
pip
```

Python packages: $ pip freeze or $ conda list

alembic==0.9.6
backports.functools-lru-cache==1.4
bcolz==0.12.1
boto3==1.5.13
botocore==1.8.27
Bottleneck==1.2.1
ccxt==1.10.671
certifi==2017.11.5
chardet==3.0.4
click==6.7
contextlib2==0.5.5
-e git+https://github.com/produvia/cryptocurrency-trading-platform.git@d75340c6d96d411fb03d99ba4337143ab185bd73#egg=crypto_trading_platform
cycler==0.10.0
cyordereddict==1.0.0
Cython==0.27.3
decorator==4.1.2
docutils==0.14
empyrical==0.2.2
enigma-catalyst==0.4.4
futures==3.2.0
idna==2.6
intervaltree==2.1.0
jmespath==0.9.3
Logbook==1.1.0
lru-dict==1.1.6
Mako==1.0.7
MarkupSafe==1.0
matplotlib==2.1.1
multipledispatch==0.4.9
networkx==2.0
numexpr==2.6.4
numpy==1.14.0
pandas==0.18.1
pandas-datareader==0.5.0
patsy==0.5.0
pyparsing==2.2.0
python-dateutil==2.6.1
python-editor==1.0.3
pytz==2017.3
redo==1.6
requests==2.18.4
requests-file==1.4.3
requests-ftp==0.3.1
s3transfer==0.1.12
scipy==1.0.0
six==1.11.0
sortedcontainers==1.5.9
SQLAlchemy==1.2.0
statsmodels==0.8.0
subprocess32==3.2.7
TA-Lib==0.4.15
tables==3.4.2
toolz==0.9.0
urllib3==1.22
zipline==1.1.1

Now that you know a little about me, let me tell you about the issue I am having:

Description of Issue

What did you expect to happen? When I ran $ python run_strategies.py, I expected to see performance_results folder with all strategies in comparison.

What happened instead? I received the following error:

[2018-01-17 19:02:03.300358] INFO: Load: Grabbing algos from /Users/skurilyak/dev/produvia/cryptocurrency-trading-platform/crypto_platform/algos/single_asset
[2018-01-17 19:02:03.300646] INFO: Load: Attempting to import talib_simple.py
/Users/skurilyak/.pyenv/versions/cryptocurrency-trading-platform-2.7.14/lib/python2.7/site-packages/matplotlib/cbook/deprecation.py:106: MatplotlibDeprecationWarning: The finance module has been deprecated in mpl 2.0 and will be removed in mpl 2.2. Please use the module mpl_finance instead.
warnings.warn(message, mplDeprecation, stacklevel=1)
[2018-01-17 19:02:06.983558] INFO: Load: Loaded talib_sample
[2018-01-17 19:02:06.983702] INFO: Strategy Runner: Running talib_sample
[2018-01-17 19:02:06.985337] WARNING: run_algo: Catalyst is currently in ALPHA. It is going through rapid development and it is subject to errors. Please use carefully. We encourage you to report any issue on GitHub: https://github.com/enigmampc/catalyst/issues
[2018-01-17 19:02:09.988472] INFO: run_algo: running algo in backtest mode
[2018-01-17 19:02:14.853728] INFO: exchange_algorithm: initialized trading algorithm in backtest mode
[2018-01-17 19:02:19.277536] INFO: talib_sample: Starting TALib Simple Example
[2018-01-17 19:02:19.280065] INFO: talib_sample: handling bar 2017-10-01 23:59:00+00:00
[2018-01-17 19:02:19.357400] INFO: talib_sample: [         nan          nan          nan          nan          nan
      nan          nan          nan          nan          nan
      nan          nan          nan          nan          nan
      nan          nan          nan          nan          nan
      nan          nan          nan          nan          nan
      nan          nan          nan          nan          nan
      nan          nan          nan          nan          nan
      nan          nan          nan          nan          nan
      nan          nan          nan          nan          nan
      nan          nan          nan          nan  676.1484
678.7464     681.49       684.1104     686.5808     689.1178
691.339      693.427      695.7262     697.9698     699.9124
702.267      705.0244     707.4736     710.0396     712.1684
714.5198     717.0464     719.7112     722.472      725.1954
727.2998     729.679      732.086      734.3854     736.36
738.27       740.2204     741.7344     743.4952     745.4346
747.3294     749.4964     754.026      757.7784     761.5606
765.4096     770.0272     775.4214     780.4254     785.3132
790.3204     796.2288     802.542      809.1434     817.692
822.8564     826.013      829.0936     832.3536     835.8202
839.1556     839.7494     841.001      842.8112     844.31
846.101      848.205      851.6544     854.7826     858.0084
860.816      863.7988     866.964      869.7644     872.474
875.1938     878.196      881.2298     884.2084     887.0014
889.9442     893.7082     897.8828     902.533      907.2984
912.237      916.5492     921.197      926.4272     931.4434
934.556      937.212      938.8342     940.8496     942.8196
944.9576     946.507      947.643      949.2722     951.281
953.0734     954.9176     957.1236     958.8836     959.8876
963.5316     968.6216     974.0276     979.6196     985.3416
991.8904    1001.4596    1011.152     1019.9456    1029.2076
1038.3768    1046.4228    1051.343     1057.4018    1061.704
1067.2372    1073.2448    1079.5404    1086.27      1093.672
1099.177     1102.2826    1103.3788    1105.3202    1107.8792
1111.8502    1113.3084    1114.2878    1112.9904    1112.1198
1110.8758    1111.5978    1112.0398    1111.8338    1111.6818
1113.6124    1115.6424    1117.7904    1120.8722    1123.8582
1126.4002    1129.9522    1133.1142    1135.7522    1138.8762
1142.1582    1145.0462    1147.0022    1148.2302    1148.5702
1148.7282    1149.9082    1151.1422    1152.5402    1153.9682
1155.4742    1156.8542    1157.9982    1159.7462    1161.0782
1162.9162    1166.2682    1172.0742    1176.5782    1182.7422
1187.9942    1194.1662    1200.5662    1208.0462    1215.0642
1222.5942    1233.1262    1246.094     1259.834     1274.224
1287.844     1304.14      1318.186     1335.7334    1352.836
1368.898     1383.768     1400.274     1418.268     1436.774
1456.33      1474.992     1494.588     1516.578     1541.572
1564.126     1582.814     1598.486     1615.862     1635.692
1654.22      1673.344     1695.036     1719.416     1744.5
1770.398     1798.896     1830.988     1858.56      1888.98
1918.99      1948.57      1980.478     2004.766     2031.408
2051.872     2071.422     2091.366     2115.256     2136.612
2159.552     2183.182     2204.5       2225.576     2246.932
2266.082     2283.808     2299.282     2315.636     2330.8
2344.31      2355.644     2367.868     2380.38      2394.314
2410.472     2426.72      2441.184     2451.94      2463.45
2471.822     2477.656     2481.586     2484.106     2482.798
2481.566     2478.62      2477.516     2480.778     2482.686
2484.82      2498.286     2505.226     2514.002     2519.784
2525.414     2523.894     2517.5567624 2517.9687624 2518.0347624
2516.1167624 2514.9607624 2513.2107624 2516.4447624 2516.9427624
2524.8627624 2534.5127624 2550.8087624 2563.2487624 2581.3407624
2598.0007624 2610.5187624 2626.1307624 2645.5427624 2669.3687624
2700.5487624 2737.2987624 2772.4627624 2809.7667624 2844.6627624
2877.0167624 2911.5047624 2945.8427624 2976.9047624 3008.0627624
3039.0687624 3073.5387624 3108.7047624 3145.9267624 3181.7427624
3219.8867624 3265.2627624 3310.9467624 3357.8007624 3409.3527624
3455.8687624 3508.2667624 3553.8667624 3596.9667624 3642.8267624
3690.0327624 3718.8107624 3751.9487624 3779.7327624 3808.7047624
3836.2987624 3862.0747624 3876.226     3896.876     3914.81
3933.88      3960.604     3981.362     4004.184     4022.078
4038.318     4056.71      4064.758     4078.718     4088.428
4104.322     4121.314     4136.574     4151.048     4161.81     ]
[2018-01-17 19:02:19.372525] INFO: talib_sample: Bought 10 @ 4404.3
[2018-01-17 19:02:19.372740] INFO: talib_sample: - sma_f:          4161.81
[2018-01-17 19:02:19.372917] INFO: talib_sample: - sma_s:          3415.59
[2018-01-17 19:02:19.373080] INFO: talib_sample: - rsi:            59.46
[2018-01-17 19:02:19.373233] INFO: talib_sample: - sma_r:          49.47
[2018-01-17 19:02:19.373382] INFO: talib_sample: - macd:           53.08
[2018-01-17 19:02:19.373530] INFO: talib_sample: - macdSignal:     -22.56
[2018-01-17 19:02:19.373677] INFO: talib_sample: - macdHist:       75.64
[2018-01-17 19:02:19.373842] INFO: talib_sample: - stoch_k:        70.16
[2018-01-17 19:02:19.373988] INFO: talib_sample: - stoch_d:        67.28
[2018-01-17 19:02:19.374089] INFO: talib_sample: - sma_test:       1
[2018-01-17 19:02:19.374184] INFO: talib_sample: - macd_test:      1
[2018-01-17 19:02:19.374326] INFO: talib_sample: - stoch_over_bought:   0
[2018-01-17 19:02:19.374469] INFO: talib_sample: - stoch_over_sold:   0
[2018-01-17 19:02:19.374641] INFO: talib_sample: - rsi_over_bought:       0
[2018-01-17 19:02:19.374791] INFO: talib_sample: - rsi_over_sold:       0
[2018-01-17 19:02:19.374864] INFO: talib_sample: completed bar 2017-10-01 23:59:00+00:00, total execution errors 0
[2018-01-17 19:02:19.383081] INFO: talib_sample: handling bar 2017-10-02 23:59:00+00:00
[2018-01-17 19:02:19.394826] INFO: talib_sample: [         nan          nan          nan          nan          nan
      nan          nan          nan          nan          nan
      nan          nan          nan          nan          nan
      nan          nan          nan          nan          nan
      nan          nan          nan          nan          nan
      nan          nan          nan          nan          nan
      nan          nan          nan          nan          nan
      nan          nan          nan          nan          nan
      nan          nan          nan          nan          nan
      nan          nan          nan          nan  678.7464
681.49       684.1104     686.5808     689.1178     691.339
693.427      695.7262     697.9698     699.9124     702.267
705.0244     707.4736     710.0396     712.1684     714.5198
717.0464     719.7112     722.472      725.1954     727.2998
729.679      732.086      734.3854     736.36       738.27
740.2204     741.7344     743.4952     745.4346     747.3294
749.4964     754.026      757.7784     761.5606     765.4096
770.0272     775.4214     780.4254     785.3132     790.3204
796.2288     802.542      809.1434     817.692      822.8564
826.013      829.0936     832.3536     835.8202     839.1556
839.7494     841.001      842.8112     844.31       846.101
848.205      851.6544     854.7826     858.0084     860.816
863.7988     866.964      869.7644     872.474      875.1938
878.196      881.2298     884.2084     887.0014     889.9442
893.7082     897.8828     902.533      907.2984     912.237
916.5492     921.197      926.4272     931.4434     934.556
937.212      938.8342     940.8496     942.8196     944.9576
946.507      947.643      949.2722     951.281      953.0734
954.9176     957.1236     958.8836     959.8876     963.5316
968.6216     974.0276     979.6196     985.3416     991.8904
1001.4596    1011.152     1019.9456    1029.2076    1038.3768
1046.4228    1051.343     1057.4018    1061.704     1067.2372
1073.2448    1079.5404    1086.27      1093.672     1099.177
1102.2826    1103.3788    1105.3202    1107.8792    1111.8502
1113.3084    1114.2878    1112.9904    1112.1198    1110.8758
1111.5978    1112.0398    1111.8338    1111.6818    1113.6124
1115.6424    1117.7904    1120.8722    1123.8582    1126.4002
1129.9522    1133.1142    1135.7522    1138.8762    1142.1582
1145.0462    1147.0022    1148.2302    1148.5702    1148.7282
1149.9082    1151.1422    1152.5402    1153.9682    1155.4742
1156.8542    1157.9982    1159.7462    1161.0782    1162.9162
1166.2682    1172.0742    1176.5782    1182.7422    1187.9942
1194.1662    1200.5662    1208.0462    1215.0642    1222.5942
1233.1262    1246.094     1259.834     1274.224     1287.844
1304.14      1318.186     1335.7334    1352.836     1368.898
1383.768     1400.274     1418.268     1436.774     1456.33
1474.992     1494.588     1516.578     1541.572     1564.126
1582.814     1598.486     1615.862     1635.692     1654.22
1673.344     1695.036     1719.416     1744.5       1770.398
1798.896     1830.988     1858.56      1888.98      1918.99
1948.57      1980.478     2004.766     2031.408     2051.872
2071.422     2091.366     2115.256     2136.612     2159.552
2183.182     2204.5       2225.576     2246.932     2266.082
2283.808     2299.282     2315.636     2330.8       2344.31
2355.644     2367.868     2380.38      2394.314     2410.472
2426.72      2441.184     2451.94      2463.45      2471.822
2477.656     2481.586     2484.106     2482.798     2481.566
2478.62      2477.516     2480.778     2482.686     2484.82
2498.286     2505.226     2514.002     2519.784     2525.414
2523.894     2517.5567624 2517.9687624 2518.0347624 2516.1167624
2514.9607624 2513.2107624 2516.4447624 2516.9427624 2524.8627624
2534.5127624 2550.8087624 2563.2487624 2581.3407624 2598.0007624
2610.5187624 2626.1307624 2645.5427624 2669.3687624 2700.5487624
2737.2987624 2772.4627624 2809.7667624 2844.6627624 2877.0167624
2911.5047624 2945.8427624 2976.9047624 3008.0627624 3039.0687624
3073.5387624 3108.7047624 3145.9267624 3181.7427624 3219.8867624
3265.2627624 3310.9467624 3357.8007624 3409.3527624 3455.8687624
3508.2667624 3553.8667624 3596.9667624 3642.8267624 3690.0327624
3718.8107624 3751.9487624 3779.7327624 3808.7047624 3836.2987624
3862.0747624 3876.226     3896.876     3914.81      3933.88
3960.604     3981.362     4004.184     4022.078     4038.318
4056.71      4064.758     4078.718     4088.428     4104.322
4121.314     4136.574     4151.048     4161.81      4168.582    ]
[2018-01-17 19:02:19.408122] INFO: talib_sample: Holdings: 10 @ 4409.44130046
[2018-01-17 19:02:19.408381] INFO: talib_sample: no buy or sell opportunity found
[2018-01-17 19:02:19.408583] INFO: talib_sample: - sma_f:          4168.58
[2018-01-17 19:02:19.408775] INFO: talib_sample: - sma_s:          3434.57
[2018-01-17 19:02:19.408970] INFO: talib_sample: - rsi:            59.34
[2018-01-17 19:02:19.409157] INFO: talib_sample: - sma_r:          50.67
[2018-01-17 19:02:19.409343] INFO: talib_sample: - macd:           73.88
[2018-01-17 19:02:19.409531] INFO: talib_sample: - macdSignal:     -3.27
[2018-01-17 19:02:19.409721] INFO: talib_sample: - macdHist:       77.15
[2018-01-17 19:02:19.409887] INFO: talib_sample: - stoch_k:        69.10
[2018-01-17 19:02:19.410052] INFO: talib_sample: - stoch_d:        68.90
[2018-01-17 19:02:19.410162] INFO: talib_sample: - sma_test:       1
[2018-01-17 19:02:19.410335] INFO: talib_sample: - macd_test:      1
[2018-01-17 19:02:19.410544] INFO: talib_sample: - stoch_over_bought:   0
[2018-01-17 19:02:19.410728] INFO: talib_sample: - stoch_over_sold:   0
[2018-01-17 19:02:19.410895] INFO: talib_sample: - rsi_over_bought:       0
[2018-01-17 19:02:19.411057] INFO: talib_sample: - rsi_over_sold:       0
[2018-01-17 19:02:19.411133] INFO: talib_sample: completed bar 2017-10-02 23:59:00+00:00, total execution errors 0
[2018-01-17 19:02:19.424456] INFO: Performance: Simulated 2 trading days out of 2.
[2018-01-17 19:02:19.424667] INFO: Performance: first open: 2017-10-01 00:00:00+00:00
[2018-01-17 19:02:19.424793] INFO: Performance: last close: 2017-10-02 23:59:00+00:00
[2018-01-17 19:02:19.433655] INFO: Strategy Runner: Dumping result csv to /Users/skurilyak/dev/produvia/cryptocurrency-trading-platform/performance_results/talib_sample/btc_usd_bitfinex_daily.csv
[2018-01-17 19:02:19.439944] INFO: Strategy Runner: Run completed for talib_sample
[2018-01-17 19:02:19.440050] INFO: Load: Attempting to import buy_low_sell_high.py
[2018-01-17 19:02:19.454994] INFO: Load: Loaded buy_the_dip_live
[2018-01-17 19:02:19.455182] INFO: Strategy Runner: Running buy_the_dip_live
[2018-01-17 19:02:19.456001] WARNING: run_algo: Catalyst is currently in ALPHA. It is going through rapid development and it is subject to errors. Please use carefully. We encourage you to report any issue on GitHub: https://github.com/enigmampc/catalyst/issues
[2018-01-17 19:02:22.457779] INFO: run_algo: running algo in backtest mode
[2018-01-17 19:02:22.538729] INFO: exchange_algorithm: initialized trading algorithm in backtest mode
[2018-01-17 19:02:22.539852] INFO: buy_the_dip_live: initializing algo
[2018-01-17 19:02:22.541709] INFO: buy_the_dip_live: handling bar 2017-10-01 23:59:00+00:00
[2018-01-17 19:02:22.543875] INFO: buy_the_dip_live: got price 4404.3
[2018-01-17 19:02:22.545938] INFO: buy_the_dip_live: got rsi: 54.8635961151
[2018-01-17 19:02:22.546096] INFO: buy_the_dip_live: base currency available: 1000.0
[2018-01-17 19:02:22.546262] INFO: buy_the_dip_live: buying position cheaper than cost basis 4404.3 < None
[2018-01-17 19:02:22.546461] INFO: buy_the_dip_live: completed bar 2017-10-01 23:59:00+00:00, total execution errors 0
[2018-01-17 19:02:22.554097] INFO: buy_the_dip_live: handling bar 2017-10-02 23:59:00+00:00
[2018-01-17 19:02:22.554503] INFO: buy_the_dip_live: got price 4400.2
[2018-01-17 19:02:22.556670] INFO: buy_the_dip_live: got rsi: 59.1172562545
[2018-01-17 19:02:22.557090] INFO: buy_the_dip_live: base currency available: 118.111739908
[2018-01-17 19:02:22.557192] INFO: buy_the_dip_live: found 0.2 positions with cost basis 4409.44130046
[2018-01-17 19:02:22.557258] INFO: buy_the_dip_live: not enough base currency to consider buying
[2018-01-17 19:02:22.557332] INFO: buy_the_dip_live: completed bar 2017-10-02 23:59:00+00:00, total execution errors 0
[2018-01-17 19:02:22.564673] INFO: Performance: Simulated 2 trading days out of 2.
[2018-01-17 19:02:22.564781] INFO: Performance: first open: 2017-10-01 00:00:00+00:00
[2018-01-17 19:02:22.564856] INFO: Performance: last close: 2017-10-02 23:59:00+00:00
[2018-01-17 19:02:22.570146] INFO: Strategy Runner: Dumping result csv to /Users/skurilyak/dev/produvia/cryptocurrency-trading-platform/performance_results/buy_the_dip_live/btc_usd_bitfinex_daily.csv
[2018-01-17 19:02:22.579482] INFO: Strategy Runner: Run completed for buy_the_dip_live
[2018-01-17 19:02:22.579712] INFO: Load: Attempting to import rsi_profit_target.pyc
Traceback (most recent call last):
File "run_strategies.py", line 62, in <module>
run()
File "run_strategies.py", line 37, in run
for algo in load.single_asset_algos():
File "/Users/skurilyak/dev/produvia/cryptocurrency-trading-platform/crypto_platform/utils/load.py", line 53, in load_algos
algo = get_algo(f)
File "/Users/skurilyak/dev/produvia/cryptocurrency-trading-platform/crypto_platform/utils/load.py", line 42, in get_algo
module_name, os.path.join(SINGLE_ALGOS, filename))
File "/Users/skurilyak/dev/produvia/cryptocurrency-trading-platform/crypto_platform/utils/load.py", line 28, in import_with_2
return imp.load_source(module_name, path)
File "/Users/skurilyak/dev/produvia/cryptocurrency-trading-platform/crypto_platform/algos/single_asset/rsi_profit_target.pyc", line 1
SyntaxError: Non-ASCII character '\xf3' in file /Users/skurilyak/dev/produvia/cryptocurrency-trading-platform/crypto_platform/algos/single_asset/rsi_profit_target.pyc on line 1, but no encoding declared; see http://python.org/dev/peps/pep-0263/ for details

Here is how you can reproduce this issue on your machine:

Reproduction Steps

cd scripts
python run_strategies.py

What steps have you taken to resolve this already?

I modified scripts/run_strategies.py to

def get_output_file(algo):
    perf_dir = CONFIG.PERF_DIR
    algo_dir = os.path.join(perf_dir, algo.NAMESPACE)

    # Before
    # os.makedirs(algo_dir)

    # After
    try:
        os.makedirs(algo_dir)
    except OSError:
        if not os.path.isdir(algo_dir):
            raise

Sincerely, skurilyak

produvia / kryptos

SyntaxError: Non-ASCII character #1

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