使用 Enigma Catalyst 检索 Bittrex 交换的分钟频率数据时出错
Error retrieving minute frequency data for Bittrex exchange using Enigma Catalyst
我正在尝试使用 Enigma Catalyst 库从 Bittrex 交易所获取货币对 ltc_btc
的分钟数据:
来自 CLI:
$ 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'
问题似乎出在正在交易的特定资产,其 end_minute
设置为 'N/A' 导致 end
和 last_entry
为空 exchange_bundle.py#L467.
错误是由于缺少分钟烛台数据还是 Bittrex 根本不通过其 api 提供分钟数据(但如果阶梯是这种情况,Catalyst 可以从所有构建分钟烛台检索到的数据)
目前还没有针对 Bittrex 的分钟捆绑包。
https://github.com/enigmampc/catalyst/issues/90
我的首选方法是 运行 在 poloniex 中进行回测,然后在 bittrex 中执行实时交易。不过并非所有配对都可用。
我正在尝试使用 Enigma Catalyst 库从 Bittrex 交易所获取货币对 ltc_btc
的分钟数据:
来自 CLI:
$ 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'
问题似乎出在正在交易的特定资产,其 end_minute
设置为 'N/A' 导致 end
和 last_entry
为空 exchange_bundle.py#L467.
错误是由于缺少分钟烛台数据还是 Bittrex 根本不通过其 api 提供分钟数据(但如果阶梯是这种情况,Catalyst 可以从所有构建分钟烛台检索到的数据)
目前还没有针对 Bittrex 的分钟捆绑包。 https://github.com/enigmampc/catalyst/issues/90
我的首选方法是 运行 在 poloniex 中进行回测,然后在 bittrex 中执行实时交易。不过并非所有配对都可用。