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Run_algorithm ends at 23:59 no matter the specified value #268

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greghor opened this issue Mar 6, 2018 · 3 comments
Open

Run_algorithm ends at 23:59 no matter the specified value #268

greghor opened this issue Mar 6, 2018 · 3 comments
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@greghor
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greghor commented Mar 6, 2018

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,

@AvishaiW AvishaiW self-assigned this Mar 6, 2018
@AvishaiW AvishaiW added the Bug label Mar 6, 2018
@AvishaiW
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AvishaiW commented Mar 8, 2018

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.

@AvishaiW AvishaiW closed this as completed Mar 8, 2018
@AvishaiW AvishaiW reopened this Mar 8, 2018
@greghor
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greghor commented Mar 9, 2018

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.

@tanjhysj0
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how to solution the problem?

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