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Published 20 hours ago • verified publisher icon scrtlabs

Binance OmiseGo throws PricingDataNotLoadedError

Open eranhirs opened this issue 6 years ago • 6 comments

Dear Catalyst Maintainers,

Before I tell you about my issue, let me describe my environment:

Environment

  • Operating System: Windows 10
  • Python Version: 3.6.4
  • How did you install Catalyst: conda

Now that you know a little about me, let me tell you about the issue I am having:

Description of Issue

I successfully run

  • catalyst ingest-exchange -x binance -f minute

  • catalyst ingest-exchange -x binance -f minute -i omg_btc

I basically try to fetch the price history for every coin on Binance, by using data.history.

  • What happened instead? All the coins succeed except OmiseGo which is failing on the Error PricingDataNotLoadedError

Thanks 😄

eranhirs avatar Jul 19 '18 16:07 eranhirs

try upgrading to 0.5.17

AvishaiW avatar Jul 20 '18 10:07 AvishaiW

Hi @eranhirs ,

Does the issue occur after trying to ingest again using catalyst ingest-exchange -x binance -f minute -i omg_btc? If so, on what dates you are running your algorithm and what dates have missing information?

Thanks!

lenak25 avatar Jul 22 '18 11:07 lenak25

Hi,

Same problem, and yes, the problem persists after trying to reingest just omg_btc.

Best,

Samuel

sam31415 avatar Aug 05 '18 12:08 sam31415

@sam31415 and @eranhirs , Perhaps the first ingestion of the data was corrupted. If you don’t have too much data ingested already, I would try to workaround this by clearing the exchange data using catalyst clean-exchange -x binance and re-ingesting from scratch the omg_btc minute data.

lenak25 avatar Aug 05 '18 15:08 lenak25

Thanks, but I already tried to clean and reingest all the data (I need the data for all pairs, not only omg_btc). As far as I can tell, it is only the data for omg_btc that is missing: forbidding the algorithm to query it allows the backtest to go through.

Also, when ingesting I get repeteadly the error described in #405.

sam31415 avatar Aug 05 '18 15:08 sam31415

Just tried twice with both 0.5.15 and then re-installing catalyst, cleaning exchange data and using 0.5.18

  • Binance OmiseGO still doesn't have any data compared to other coins
  • All coins don't have binance data after 2018.06.26

Edit: I didn't run clean-exchange, just deleted the binance directory, I will try the clean-exchange command and rerun

Edit 2: All coins work up to 2018-08-07 except omg_btc

eranhirs avatar Aug 08 '18 05:08 eranhirs