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ltc_btc我正在尝试使用Enigma Catalyst库从 Bittrex 交易所获取货币对的分钟数据：

从命令行：

$ catalyst ingest-exchange -x bittrex -f minute -i ltc_btc

拿到：

  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'

问题似乎来自被交易的特定资产，该资产被end_minute设置为“N/A”导致end并last_entry为空exchange_bundle.py#L467。

错误是来自丢失的分钟烛台数据还是 Bittrex 根本没有通过他们的 api 提供分钟数据（但是如果梯子是这种情况，Catalyst 可以从所有检索到的数据中构建分钟烛台）

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1 回答 1

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Bittrex 还没有分钟捆绑包。 https://github.com/enigmampc/catalyst/issues/90

我首选的方法是在 poloniex 中运行回测，然后在 bittrex 中执行实时交易。但并非所有配对都可用。

于 2018-01-12T05:22:08.553 回答