Environment

Operating System: Mac 10.14
Python Version: Python 3.6.5
Python Bitness: 64
How did you install Catalyst: pip
Python packages: $ pip freeze or $ conda list aiodns==1.1.1 aiohttp==3.4.4 alembic==0.9.7 appnope==0.1.0 async-timeout==3.0.1 attrdict==2.0.0 attrs==18.2.0 backcall==0.1.0 bcolz==1.2.1 bleach==3.0.2 boto3==1.5.27 botocore==1.8.50 Bottleneck==1.2.1 cchardet==2.1.1 ccxt==1.17.94 certifi==2018.1.18 chardet==3.0.4 click==6.7 contextlib2==0.5.5 cycler==0.10.0 cyordereddict==1.0.0 Cython==0.27.3 cytoolz==0.9.0.1 decorator==4.3.0 defusedxml==0.5.0 docutils==0.14 empyrical==0.2.1 enigma-catalyst==0.5.21 entrypoints==0.2.3 eth-abi==1.2.2 eth-account==0.2.3 eth-hash==0.2.0 eth-keyfile==0.5.1 eth-keys==0.2.0b3 eth-rlp==0.1.2 eth-typing==1.3.0 eth-utils==1.3.0 hexbytes==0.1.0 idna==2.7 idna-ssl==1.1.0 intervaltree==2.1.0 ipykernel==5.1.0 ipython==7.1.1 ipython-genutils==0.2.0 ipywidgets==7.4.2 jedi==0.13.1 Jinja2==2.10 jmespath==0.9.3 jsonschema==2.6.0 jupyter==1.0.0 jupyter-client==5.2.3 jupyter-console==6.0.0 jupyter-core==4.4.0 kiwisolver==1.0.1 Logbook==0.12.5 lru-dict==1.1.6 lxml==4.2.5 Mako==1.0.7 MarkupSafe==1.0 matplotlib==3.0.2 mistune==0.8.4 multidict==4.5.0 multipledispatch==0.4.9 nbconvert==5.4.0 nbformat==4.4.0 networkx==2.1 notebook==5.7.2 numexpr==2.6.4 numpy==1.14.0 pandas==0.19.2 pandas-datareader==0.6.0 pandocfilters==1.4.2 parsimonious==0.8.1 parso==0.3.1 patsy==0.5.0 pexpect==4.6.0 pickleshare==0.7.5 prometheus-client==0.4.2 prompt-toolkit==2.0.7 ptyprocess==0.6.0 pycares==2.3.0 pycryptodome==3.7.0 Pygments==2.3.0 pyparsing==2.3.0 python-dateutil==2.7.3 python-editor==1.0.3 pytz==2016.4 pyzmq==17.1.2 qtconsole==4.4.3 redo==2.0.1 requests==2.20.1 requests-file==1.4.3 requests-ftp==0.3.1 requests-toolbelt==0.8.0 rlp==1.0.3 s3transfer==0.1.13 scipy==1.0.0 Send2Trash==1.5.0 six==1.11.0 sortedcontainers==1.5.9 SQLAlchemy==1.2.2 statsmodels==0.8.0 TA-Lib==0.4.17 tables==3.4.2 terminado==0.8.1 testpath==0.4.2 toolz==0.9.0 tornado==5.1.1 traitlets==4.3.2 urllib3==1.24.1 wcwidth==0.1.7 web3==4.4.1 webencodings==0.5.1 websockets==5.0.1 widgetsnbextension==3.4.2 wrapt==1.10.11 yarl==1.1.0

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? paper-mode trading on binance
What happened instead? got error like below

Traceback (most recent call last): File "example/momentum.py", line 253, in <module> capital_base=1000 File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/catalyst/utils/run_algo.py", line 643, in run_algorithm stats_output=stats_output File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/catalyst/utils/run_algo.py", line 361, in _run overwrite_sim_params=False, File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/catalyst/exchange/exchange_algorithm.py", line 1052, in run data, overwrite_sim_params File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/catalyst/exchange/exchange_algorithm.py", line 360, in run data, overwrite_sim_params File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/catalyst/algorithm.py", line 725, in run for perf in self.get_generator(): File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/catalyst/exchange/exchange_algorithm.py", line 658, in get_generator self._init_trading_client() File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/catalyst/exchange/exchange_algorithm.py", line 651, in _init_trading_client benchmark_source=self._create_benchmark_source(), File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/catalyst/algorithm.py", line 574, in _create_benchmark_source benchmark_returns=benchmark_returns, File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/catalyst/sources/benchmark_source.py", line 49, in __init__ self.data_portal File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/catalyst/sources/benchmark_source.py", line 161, in _initialize_precalculated_series ffill=True File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/catalyst/exchange/exchange_data_portal.py", line 97, in get_history_window ffill)) File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/redo/__init__.py", line 165, in retry return action(*args, **kwargs) File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/catalyst/exchange/exchange_data_portal.py", line 71, in _get_history_window ffill) File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/catalyst/exchange/exchange_data_portal.py", line 220, in get_exchange_history_window False) File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/catalyst/exchange/exchange.py", line 543, in get_history_window end_dt=forward_fill_till_dt) File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/catalyst/exchange/utils/exchange_utils.py", line 793, in get_candles_df rounded_end_dt = end_dt.floor(freq) File "pandas/tslib.pyx", line 460, in pandas.tslib.Timestamp.floor (pandas/tslib.c:11368) File "pandas/tslib.pyx", line 424, in pandas.tslib.Timestamp._round (pandas/tslib.c:10794) File "/Users/seonggwanlee/git/catalyst/catalyst-venv/lib/python3.6/site-packages/pandas/tseries/offsets.py", line 512, in nanos raise ValueError("{0} is a non-fixed frequency".format(self)) ValueError: <MonthEnd> is a non-fixed frequency

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

Reproduction Steps

$ python strategy.py

def initialize(context):

Portfolio assets list

context.asset = symbol('btc_usdt')  # Bitcoin on Poloniex

....

if name == 'main':

Paper trading

run_algorithm(
    analyze=analyze,
    initialize=initialize,
    handle_data=handle_data,
    exchange_name='binance',
    algo_namespace=NAMESPACE,
    quote_currency='usdt',
    live=True,
    simulate_orders=True,
    capital_base=1000
)`

What steps have you taken to resolve this already?

...

Anything else?

...

Sincerely, $ whoami

scrtlabs / catalyst

Binance Paper trading not working with ValueError #522