我正在尝试使用Enigma Catalyst库从Bittrex exchange获取货币对ltc_btc的分钟数据:
在CLI中:
$ catalyst ingest-exchange -x bittrex -f minute -i ltc_btc得到:
File "/Users/cyrusghazanfar/Desktop/python-projects/catalyst/catalyst/__main__.py", line 545, in ingest_exchange
csv=csv
File "/Users/cyrusghazanfar/Desktop/python-projects/catalyst/catalyst/exchange/exchange_bundle.py", line 820, in ingest
show_report=show_report
File "/Users/cyrusghazanfar/Desktop/python-projects/catalyst/catalyst/exchange/exchange_bundle.py", line 596, in ingest_assets
end_dt=end_dt
File "/Users/cyrusghazanfar/Desktop/python-projects/catalyst/catalyst/exchange/exchange_bundle.py", line 509, in prepare_chunks
start_dt, end_dt, [asset], data_frequency
File "/Users/cyrusghazanfar/Desktop/python-projects/catalyst/catalyst/exchange/exchange_bundle.py", line 469, in get_adj_dates
if data_frequency == 'minute' else last_entry
AttributeError: 'NoneType' object has no attribute 'replace'问题似乎来自于交易的特定资产,谁的end_minute设置为'N/A‘,导致end和last_entry的 exchange_bundle.py#L467为空。
错误是来自丢失的分钟烛台数据,还是Bittrex没有通过其api提供分钟数据(但如果是梯子的话,Catalyst可以从检索到的所有数据构建分钟烛台)
发布于 2018-01-12 13:22:09
目前还没有针对Bittrex的分钟包。https://github.com/enigmampc/catalyst/issues/90
我更喜欢的方法是在poloniex中运行backtest,然后在bittrex中执行实时交易。不过,并不是所有的配对都可用。
https://stackoverflow.com/questions/47725531
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