scrtlabs / catalyst

An Algorithmic Trading Library for Crypto-Assets in Python

http://enigma.co

Apache License 2.0

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Binance OmiseGo throws PricingDataNotLoadedError #409

Open eranhirs opened 6 years ago

eranhirs commented 6 years ago

Dear Catalyst Maintainers,

Before I tell you about my issue, let me describe my environment:

Environment

Operating System: Windows 10
Python Version: 3.6.4
How did you install Catalyst: conda

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

Description of Issue

I successfully run

catalyst ingest-exchange -x binance -f minute
catalyst ingest-exchange -x binance -f minute -i omg_btc

I basically try to fetch the price history for every coin on Binance, by using data.history.

What happened instead? All the coins succeed except OmiseGo which is failing on the Error PricingDataNotLoadedError

Thanks 😄

AvishaiW commented 6 years ago

try upgrading to 0.5.17

lenak25 commented 6 years ago

Hi @eranhirs ,

Does the issue occur after trying to ingest again using catalyst ingest-exchange -x binance -f minute -i omg_btc? If so, on what dates you are running your algorithm and what dates have missing information?

Thanks!

sam31415 commented 6 years ago

Hi,

Same problem, and yes, the problem persists after trying to reingest just omg_btc.

Best,

Samuel

lenak25 commented 6 years ago

@sam31415 and @eranhirs , Perhaps the first ingestion of the data was corrupted. If you don’t have too much data ingested already, I would try to workaround this by clearing the exchange data using catalyst clean-exchange -x binance and re-ingesting from scratch the omg_btc minute data.

sam31415 commented 6 years ago

Thanks, but I already tried to clean and reingest all the data (I need the data for all pairs, not only omg_btc). As far as I can tell, it is only the data for omg_btc that is missing: forbidding the algorithm to query it allows the backtest to go through.

Also, when ingesting I get repeteadly the error described in #405.

eranhirs commented 6 years ago

Just tried twice with both 0.5.15 and then re-installing catalyst, cleaning exchange data and using 0.5.18

Binance OmiseGO still doesn't have any data compared to other coins
All coins don't have binance data after 2018.06.26

Edit: I didn't run clean-exchange, just deleted the binance directory, I will try the clean-exchange command and rerun

Edit 2: All coins work up to 2018-08-07 except omg_btc