I'm getting a weird error however at a certain part of the data for eth_usdt minute on poloniex it looks like on 12-07-2017. I was able to export 1-15-18 through 1-31-18 without issue. For right now I'll just skip this day, but wanted to report it in case there's an issue with the data at that point (and ideally I'd like my training data to extend back to there.
[2018-02-09 07:53:37.884000] INFO: symbol_export: 2017-12-07 20:56:00+00:00
Traceback (most recent call last):
File "Z:/Users/Brian/Google Drive/Catalyst/symbol_export.py", line 185, in <module>
capital_base=100
File "C:\Users\brian\Anaconda2\envs\catalyst\lib\site-packages\catalyst\utils\run_algo.py", line 551, in run_algorithm
stats_output=stats_output
File "C:\Users\brian\Anaconda2\envs\catalyst\lib\site-packages\catalyst\utils\run_algo.py", line 330, in _run
overwrite_sim_params=False,
File "C:\Users\brian\Anaconda2\envs\catalyst\lib\site-packages\catalyst\exchange\exchange_algorithm.py", line 352, in run
data, overwrite_sim_params
File "C:\Users\brian\Anaconda2\envs\catalyst\lib\site-packages\catalyst\exchange\exchange_algorithm.py", line 309, in run
data, overwrite_sim_params
File "C:\Users\brian\Anaconda2\envs\catalyst\lib\site-packages\catalyst\algorithm.py", line 724, in run
for perf in self.get_generator():
File "C:\Users\brian\Anaconda2\envs\catalyst\lib\site-packages\catalyst\gens\tradesimulation.py", line 243, in transform
self._get_minute_message(dt, algo, algo.perf_tracker)
File "C:\Users\brian\Anaconda2\envs\catalyst\lib\site-packages\catalyst\gens\tradesimulation.py", line 303, in _get_minute_message
dt, self.data_portal,
File "C:\Users\brian\Anaconda2\envs\catalyst\lib\site-packages\catalyst\finance\performance\tracker.py", line 357, in handle_minute_close
account.leverage)
File "C:\Users\brian\Anaconda2\envs\catalyst\lib\site-packages\catalyst\finance\risk\cumulative.py", line 219, in update
self.mean_benchmark_returns_cont[dt_loc] * 252
RuntimeWarning: overflow encountered in double_scalars
As reported by @brinew27 on issue #197:
I'm getting a weird error however at a certain part of the data for eth_usdt minute on poloniex it looks like on 12-07-2017. I was able to export 1-15-18 through 1-31-18 without issue. For right now I'll just skip this day, but wanted to report it in case there's an issue with the data at that point (and ideally I'd like my training data to extend back to there.