scrtlabs
Run_algorithm ends at 23:59 no matter the specified value
Dear Catalyst Maintainers,
Before I tell you about my issue, let me describe my environment:
Environment
- Operating System: mac os 10.13.3
- Python Version: 2.7.13
- Python Bitness: 64
- How did you install Catalyst: conda
- Python packages:
alembic==0.9.6
appnope==0.1.0
backports-abc==0.5
backports.functools-lru-cache==1.4
backports.shutil-get-terminal-size==1.0.0
bcolz==0.12.1
bleach==2.1.2
boto3==1.5.27
botocore==1.8.41
Bottleneck==1.2.1
ccxt==1.10.1049
certifi==2016.2.28
chardet==3.0.4
click==6.7
configparser==3.5.0
contextlib2==0.5.5
cycler==0.10.0
cyordereddict==1.0.0
Cython==0.27.1
cytoolz==0.9.0
decorator==4.1.2
docutils==0.14
empyrical==0.2.1
enigma-catalyst==0.5.3
entrypoints==0.2.3
enum34==1.1.6
eth-abi==0.5.0
eth-keyfile==0.5.1
eth-keys==0.1.0b4
eth-utils==0.7.4
functools32==3.2.3.post2
futures==3.2.0
html5lib==1.0.1
idna==2.6
intervaltree==2.1.0
ipykernel==4.8.2
ipython==5.5.0
ipython-genutils==0.2.0
ipywidgets==7.1.2
Jinja2==2.10
jmespath==0.9.3
jsonschema==2.6.0
jupyter==1.0.0
jupyter-client==5.2.2
jupyter-console==5.2.0
jupyter-core==4.4.0
Logbook==1.1.0
lru-dict==1.1.6
Mako==1.0.7
MarkupSafe==1.0
matplotlib==2.1.0
mistune==0.8.3
multipledispatch==0.4.9
nbconvert==5.3.1
nbformat==4.4.0
networkx==2.0
notebook==5.4.0
numexpr==2.6.4
numpy==1.13.1
pandas==0.19.2
pandas-datareader==0.5.0
pandocfilters==1.4.2
pathlib2==2.3.0
patsy==0.4.1
pexpect==4.4.0
pickleshare==0.7.4
prompt-toolkit==1.0.15
ptyprocess==0.5.2
pycryptodome==3.4.11
Pygments==2.2.0
pyparsing==2.2.0
pysha3==1.0.2
python-dateutil==2.6.1
python-editor==1.0.3
pytz==2017.2
pyzmq==17.0.0
qtconsole==4.3.1
redo==1.6
requests==2.18.4
requests-file==1.4.2
requests-ftp==0.3.1
requests-toolbelt==0.8.0
rlp==0.6.0
s3transfer==0.1.12
scandir==1.7
scikit-learn==0.18.1
scipy==0.19.1
Send2Trash==1.5.0
simplegeneric==0.8.1
singledispatch==3.4.0.3
six==1.11.0
sortedcontainers==1.5.7
SQLAlchemy==1.1.14
statsmodels==0.8.0
subprocess32==3.2.7
swagger-client==1.0.0
TA-Lib==0.4.16
tables==3.4.2
terminado==0.8.1
testpath==0.3.1
toolz==0.8.2
tornado==4.5.3
traitlets==4.3.2
typing==3.6.4
urllib3==1.22
wcwidth==0.1.7
web3==4.0.0b7
webencodings==0.5.1
widgetsnbextension==3.1.4
Now that you know a little about me, let me tell you about the issue I am having:
Description of Issue
Hi, running the algorithm with the following parameters
run_algorithm(
capital_base=1000,
data_frequency='minute',
initialize=initialize,
handle_data=handle_data,
analyze=analyze,
exchange_name='poloniex',
algo_namespace=NAMESPACE,
base_currency='btc',
start=pd.to_datetime('2018-1-1', utc=True),
end=pd.to_datetime('2018-1-4 08:00:00', utc=True),
)
results in the last close date beeing “2018-1-4 23:59:00” and not “2018-1-4 07:59:00” as expected
What steps have you taken to resolve this already?
none
Anything else?
nope
Sincerely,
Hi @greghor is this fix something that is urgent for you? after looking into this, we decided to postpone the fix to a future release as it is a larger task than we thought it is and it seems to be less of an issue as long as the desired dates are within the window which is received at the end. I added a warning that will be posted to whoever is trying to get a window within specific times such as this example.
Hi @AvishaiW, this fix is not that urgent for me since it doesn't crash strategies, it it more a matter of saving times when running many simulations.
