fredfortier
commented
6 years ago Historical data not yet available for Binance.
On Sun, Dec 17, 2017 at 2:01 AM jmootoosamy notifications@github.com wrote:
Dear Catalyst Maintainers,
Before I tell you about my issue, let me describe my environment: Environment
- Operating System: Ubuntu 16
- Python Version: 2.7
- Python Bitness: 64
- How did you install Catalyst: conda
- Python packages: asn1crypto==0.22.0 certifi==2017.7.27.1 cffi==1.10.0 chardet==3.0.4 conda==4.3.30 cryptography==2.0.3 decorator==4.1.2 enum34==1.1.6 functools32==3.2.3.post2 idna==2.6 ipaddress==1.0.18 ipython-genutils==0.2.0 jsonschema==2.6.0 jupyter-core==4.4.0 nbformat==4.4.0 numpy==1.13.3 plotly==2.2.3 pycosat==0.6.2 pycparser==2.18 pyOpenSSL==17.2.0 PySocks==1.6.7 pytz==2017.3 requests==2.18.4 ruamel-yaml==0.11.14 scipy==1.0.0 six==1.10.0 TA-Lib==0.4.10 traitlets==4.3.2 urllib3==1.22
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? Using Catalyst v0.4, I expected to be able to run my algo on Binance
What happened instead? Ingesting data from binance runs without throwing an error, what ever the frequency or currency pair (even "ingest-exchange -x binance -f daily -i xxxxxxxx" will run)
In this case, I executed this:
catalyst ingest-exchange -x binance -f daily -i btc_usdt
Running the algo will then throw the following error:
SymbolNotFoundOnExchange: Symbol BTC_USDT not found on exchange Binance. Choose from: ['123_456', 'ada_btc', 'ada_eth', 'adx_bnb', 'adx_btc', 'adx_eth', 'amb_bnb', 'amb_btc', 'amb_eth', 'ark_btc', 'ark_eth', 'arn_btc', 'arn_eth', 'ast_btc', 'ast_eth', 'bat_bnb', 'bat_btc', 'bat_eth', 'bcd_btc', 'bcd_eth', 'bch_bnb', 'bch_btc', 'bch_eth', 'bch_usdt', 'bcpt_bnb', 'bcpt_btc', 'bcpt_eth', 'bnb_btc', 'bnb_eth', 'bnb_usdt', 'bnt_btc', 'bnt_eth', 'bqx_btc', 'bqx_eth', 'btc_usdt', 'btg_btc', 'btg_eth', 'bts_bnb', 'bts_btc', 'bts_eth', 'cdt_btc', 'cdt_eth', 'cmt_bnb', 'cmt_btc', 'cmt_eth', 'cnd_bnb', 'cnd_btc', 'cnd_eth', 'ctr_btc', 'ctr_eth', 'dash_btc', 'dash_eth', 'dgd_btc', 'dgd_eth', 'dlt_bnb', 'dlt_btc', 'dlt_eth', 'dnt_btc', 'dnt_eth', 'eng_btc', 'eng_eth', 'enj_btc', 'enj_eth', 'eos_btc', 'eos_eth', 'etc_btc', 'etc_eth', 'eth_btc', 'eth_usdt', 'evx_btc', 'evx_eth', 'fuel_btc', 'fuel_eth', 'fun_btc', 'fun_eth', 'gas_btc', 'gvt_btc', 'gvt_eth', 'gxs_btc', 'gxs_eth', 'hsr_btc', 'hsr_eth', 'icn_btc', 'icn_eth', 'iota_bnb', 'iota_btc', 'iota_eth', 'kmd_btc', 'kmd_eth', 'knc_btc', 'knc_eth', 'lend_btc', 'lend_eth', 'link_btc', 'link_eth', 'lrc_btc', 'lrc_eth', 'lsk_bnb', 'lsk_btc', 'lsk_eth', 'ltc_bnb', 'ltc_btc', 'ltc_eth', 'ltc_usdt', 'mana_btc', 'mana_eth', 'mco_btc', 'mco_eth', 'mda_btc', 'mda_eth', 'mod_btc', 'mod_eth', 'mth_btc', 'mth_eth', 'mtl_btc', 'mtl_eth', 'neo_bnb', 'neo_btc', 'neo_eth', 'neo_usdt', 'nuls_bnb', 'nuls_btc', 'nuls_eth', 'oax_btc', 'oax_eth', 'omg_btc', 'omg_eth', 'poe_btc', 'poe_eth', 'powr_bnb', 'powr_btc', 'powr_eth', 'ppt_btc', 'ppt_eth', 'qsp_bnb', 'qsp_btc', 'qsp_eth', 'qtum_btc', 'qtum_eth', 'rcn_bnb', 'rcn_btc', 'rcn_eth', 'rdn_bnb', 'rdn_btc', 'rdn_eth', 'req_btc', 'req_eth', 'salt_btc', 'salt_eth', 'sngls_btc', 'sngls_eth', 'snm_btc', 'snm_eth', 'snt_btc', 'snt_eth', 'storj_btc', 'storj_eth', 'strat_btc', 'strat_eth', 'sub_btc', 'sub_eth', 'tnb_btc', 'tnb_eth', 'tnt_btc', 'tnt_eth', 'trx_btc', 'trx_eth', 'ven_bnb', 'ven_btc', 'ven_eth', 'vib_btc', 'vib_eth', 'wabi_bnb', 'wabi_btc', 'wabi_eth', 'waves_bnb', 'waves_btc', 'waves_eth', 'wtc_bnb', 'wtc_btc', 'wtc_eth', 'xlm_bnb', 'xlm_btc', 'xlm_eth', 'xmr_btc', 'xmr_eth', 'xrp_btc', 'xrp_eth', 'xvg_btc', 'xvg_eth', 'xzc_bnb', 'xzc_btc', 'xzc_eth', 'yoyo_bnb', 'yoyo_btc', 'yoyo_eth', 'zec_btc', 'zec_eth', 'zrx_btc', 'zrx_eth']
Here is how you can reproduce this issue on your machine: Reproduction Steps
1.Ingest Binance BTC/USDT data
catalyst ingest-exchange -x binance -f daily -i btc_usdt
2.Run test algo
import time import pandas as pd from logbook import Logger from catalyst import run_algorithm from catalyst.api import symbol
NAMESPACE = 'test' log = Logger(NAMESPACE)
def initialize(context): context.market = symbol('btc_usdt') context.CANDLE_SIZE = '1d'
def handle_data(context, data): price_history = data.history( context.market, fields='close', bar_count=10, frequency=context.CANDLE_SIZE )
def analyze(context=None, perf=None): end = time.time() log.info('elapsed time: {}'.format(end - context.start_time)) pass
if name == 'main': run_algorithm( capital_base=10000, data_frequency='daily', initialize=initialize, handle_data=handle_data, analyze=analyze, exchange_name='binance', algo_namespace=NAMESPACE, base_currency='usdt', start=pd.to_datetime('2017-12-14', utc=True), end=pd.to_datetime('2017-12-15', utc=True) ) What steps have you taken to resolve this already?
I have tried using other symbols and currency pairs but haven't managed to make it work.
Thanks for your help!
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jmootoosamy
7AC
Dear Catalyst Maintainers,
Before I tell you about my issue, let me describe my environment:
Environment
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? Using Catalyst v0.4, I expected to be able to run my algo on Binance
What happened instead? Ingesting data from binance runs without throwing an error, what ever the frequency or currency pair (even "ingest-exchange -x binance -f daily -i xxxxxxxx" will run)
In this case, I executed this:
catalyst ingest-exchange -x binance -f daily -i btc_usdtRunning the algo will then throw the following error:
SymbolNotFoundOnExchange: Symbol BTC_USDT not found on exchange Binance. Choose from: ['123_456', 'ada_btc', 'ada_eth', 'adx_bnb', 'adx_btc', 'adx_eth', 'amb_bnb', 'amb_btc', 'amb_eth', 'ark_btc', 'ark_eth', 'arn_btc', 'arn_eth', 'ast_btc', 'ast_eth', 'bat_bnb', 'bat_btc', 'bat_eth', 'bcd_btc', 'bcd_eth', 'bch_bnb', 'bch_btc', 'bch_eth', 'bch_usdt', 'bcpt_bnb', 'bcpt_btc', 'bcpt_eth', 'bnb_btc', 'bnb_eth', 'bnb_usdt', 'bnt_btc', 'bnt_eth', 'bqx_btc', 'bqx_eth', 'btc_usdt', 'btg_btc', 'btg_eth', 'bts_bnb', 'bts_btc', 'bts_eth', 'cdt_btc', 'cdt_eth', 'cmt_bnb', 'cmt_btc', 'cmt_eth', 'cnd_bnb', 'cnd_btc', 'cnd_eth', 'ctr_btc', 'ctr_eth', 'dash_btc', 'dash_eth', 'dgd_btc', 'dgd_eth', 'dlt_bnb', 'dlt_btc', 'dlt_eth', 'dnt_btc', 'dnt_eth', 'eng_btc', 'eng_eth', 'enj_btc', 'enj_eth', 'eos_btc', 'eos_eth', 'etc_btc', 'etc_eth', 'eth_btc', 'eth_usdt', 'evx_btc', 'evx_eth', 'fuel_btc', 'fuel_eth', 'fun_btc', 'fun_eth', 'gas_btc', 'gvt_btc', 'gvt_eth', 'gxs_btc', 'gxs_eth', 'hsr_btc', 'hsr_eth', 'icn_btc', 'icn_eth', 'iota_bnb', 'iota_btc', 'iota_eth', 'kmd_btc', 'kmd_eth', 'knc_btc', 'knc_eth', 'lend_btc', 'lend_eth', 'link_btc', 'link_eth', 'lrc_btc', 'lrc_eth', 'lsk_bnb', 'lsk_btc', 'lsk_eth', 'ltc_bnb', 'ltc_btc', 'ltc_eth', 'ltc_usdt', 'mana_btc', 'mana_eth', 'mco_btc', 'mco_eth', 'mda_btc', 'mda_eth', 'mod_btc', 'mod_eth', 'mth_btc', 'mth_eth', 'mtl_btc', 'mtl_eth', 'neo_bnb', 'neo_btc', 'neo_eth', 'neo_usdt', 'nuls_bnb', 'nuls_btc', 'nuls_eth', 'oax_btc', 'oax_eth', 'omg_btc', 'omg_eth', 'poe_btc', 'poe_eth', 'powr_bnb', 'powr_btc', 'powr_eth', 'ppt_btc', 'ppt_eth', 'qsp_bnb', 'qsp_btc', 'qsp_eth', 'qtum_btc', 'qtum_eth', 'rcn_bnb', 'rcn_btc', 'rcn_eth', 'rdn_bnb', 'rdn_btc', 'rdn_eth', 'req_btc', 'req_eth', 'salt_btc', 'salt_eth', 'sngls_btc', 'sngls_eth', 'snm_btc', 'snm_eth', 'snt_btc', 'snt_eth', 'storj_btc', 'storj_eth', 'strat_btc', 'strat_eth', 'sub_btc', 'sub_eth', 'tnb_btc', 'tnb_eth', 'tnt_btc', 'tnt_eth', 'trx_btc', 'trx_eth', 'ven_bnb', 'ven_btc', 'ven_eth', 'vib_btc', 'vib_eth', 'wabi_bnb', 'wabi_btc', 'wabi_eth', 'waves_bnb', 'waves_btc', 'waves_eth', 'wtc_bnb', 'wtc_btc', 'wtc_eth', 'xlm_bnb', 'xlm_btc', 'xlm_eth', 'xmr_btc', 'xmr_eth', 'xrp_btc', 'xrp_eth', 'xvg_btc', 'xvg_eth', 'xzc_bnb', 'xzc_btc', 'xzc_eth', 'yoyo_bnb', 'yoyo_btc', 'yoyo_eth', 'zec_btc', 'zec_eth', 'zrx_btc', 'zrx_eth']Here is how you can reproduce this issue on your machine:
Reproduction Steps
1.Ingest Binance BTC/USDT data
catalyst ingest-exchange -x binance -f daily -i btc_usdt2.Run test algo
import time import pandas as pd from logbook import Logger from catalyst import run_algorithm from catalyst.api import symbol
NAMESPACE = 'test' log = Logger(NAMESPACE)
def initialize(context): context.market = symbol('btc_usdt') context.CANDLE_SIZE = '1d'
def handle_data(context, data): price_history = data.history( context.market, fields='close', bar_count=10, frequency=context.CANDLE_SIZE )
def analyze(context=None, perf=None): end = time.time() log.info('elapsed time: {}'.format(end - context.start_time)) pass
if name == 'main': run_algorithm( capital_base=10000, data_frequency='daily', initialize=initialize, handle_data=handle_data, analyze=analyze, exchange_name='binance', algo_namespace=NAMESPACE, base_currency='usdt', start=pd.to_datetime('2017-12-14', utc=True), end=pd.to_datetime('2017-12-15', utc=True) )
What steps have you taken to resolve this already?
I have tried using other symbols and currency pairs but haven't managed to make it work.
Thanks for your help!