ENH: fix the quality of life issues in the CLI

Fixes the issues presented in #1181 by @ssanderson around the new
command line interface.

setup.py

@@ -260,6 +260,11 @@ setup(
     version=versioneer.get_version(),
     cmdclass=LazyBuildExtCommandClass(versioneer.get_cmdclass()),
     description='A backtester for financial algorithms.',
+    entry_points={
+        'console_scripts': [
+            'zipline = zipline.__main__:main',
+        ],
+    },
     author='Quantopian Inc.',
     author_email='opensource@quantopian.com',
     packages=find_packages('.', include=['zipline', 'zipline.*']),

zipline/__main__.py

@@ -5,8 +5,9 @@ import click
 import logbook
 import pandas as pd
 
-from zipline.data import bundles
+from zipline.data import bundles as bundles_module
 from zipline.utils.cli import Date, Timestamp
+import zipline.utils.paths as pth
 from zipline.utils.run_algo import _run, load_extensions
 
 try:
@@ -36,7 +37,7 @@ except NameError:
     default=True,
     help="Don't load the default zipline extension.py file in $ZIPLINE_HOME.",
 )
-def cli(extension, strict_extensions, default_extension):
+def main(extension, strict_extensions, default_extension):
     """Top level zipline entry point.
     """
     # install a logbook handler before performing any other operations
@@ -97,7 +98,7 @@ def ipython_only(option):
     return d
 
 
-@cli.command()
+@main.command()
 @click.option(
     '-f',
     '--algofile',
@@ -273,7 +274,7 @@ def zipline_magic(line, cell=None):
             raise ValueError('main returned non-zero status code: %d' % e.code)
 
 
-@cli.command()
+@main.command()
 @click.option(
     '-b',
     '--bundle',
@@ -291,7 +292,7 @@ def zipline_magic(line, cell=None):
 def ingest(bundle, show_progress):
     """Ingest the data for the given bundle.
     """
-    bundles.ingest(
+    bundles_module.ingest(
         bundle,
         os.environ,
         pd.Timestamp.utcnow(),
@@ -299,7 +300,7 @@ def ingest(bundle, show_progress):
     )
 
 
-@cli.command()
+@main.command()
 @click.option(
     '-b',
     '--bundle',
@@ -333,7 +334,7 @@ def ingest(bundle, show_progress):
 def clean(bundle, before, after, keep_last):
     """Clean up data downloaded with the ingest command.
     """
-    bundles.clean(
+    bundles_module.clean(
         bundle,
         before,
         after,
@@ -341,5 +342,26 @@ def clean(bundle, before, after, keep_last):
     )
 
 
+@main.command()
+def bundles():
+    """List all of the available data bundles.
+    """
+    for bundle in sorted(bundles_module.bundles.keys()):
+        ingestions = sorted(
+            (str(pd.Timestamp(int(ing)))
+             for ing in os.listdir(pth.data_path([bundle]))
+             if not pth.hidden(ing)),
+            reverse=True,
+        )
+        print(
+            '\n'.join(
+                '%s %s' % (bundle, line)
+                for line in (
+                    ingestions if ingestions else ('<no ingestions>',)
+                )
+            ),
+        )
+
+
 if __name__ == '__main__':
-    cli()
+    main()

zipline/assets/assets.py

@@ -101,7 +101,7 @@ class AssetFinder(object):
     PERSISTENT_TOKEN = "<AssetFinder>"
 
     def __init__(self, engine):
-        if isinstance(engine, str):
+        if isinstance(engine, string_types):
             engine = sa.create_engine('sqlite:///' + engine)
 
         self.engine = engine

zipline/data/bundles/quandl.py

@@ -319,6 +319,8 @@ def quantopian_quandl_bundle(environ,
                              cache,
                              show_progress,
                              output_dir):
+    if show_progress:
+        print('Downloading quandl data, can take about 1 minute')
     # use closing for py2 compat
     with closing(urlopen(QUANTOPIAN_QUANDL_URL)) as f, \
             tarfile.open('r', fileobj=BytesIO(f.read())) as tar:

zipline/utils/cache.py

@@ -194,7 +194,7 @@ class dataframe_cache(MutableMapping):
             self._protocol = int(s[1]) if len(s) == 2 else None
 
             self.serialize = self._serialize_pickle
-            self.deserialize = self._deserialize_pickle
+            self.deserialize = pickle.load
 
         ensure_directory(self.path)
 
@@ -202,10 +202,6 @@ class dataframe_cache(MutableMapping):
         with open(path, 'wb') as f:
             pickle.dump(df, f, protocol=self._protocol)
 
-    def _deserialize_pickle(self, path):
-        with open(path, 'rb') as f:
-            return pickle.load(f)
-
     def _keypath(self, key):
         return os.path.join(self.path, key)
 
@@ -226,9 +222,11 @@ class dataframe_cache(MutableMapping):
 
         with self.lock:
             try:
-                return self.deserialize(self._keypath(key))
-            except UnboundLocalError:
-                # This is how pandas fails if the file doesn't exist! #pandas
+                with open(self._keypath(key), 'rb') as f:
+                    return self.deserialize(f)
+            except IOError as e:
+                if e.errno != errno.ENOENT:
+                    raise
                 raise KeyError(key)
 
     def __setitem__(self, key, value):

zipline/utils/run_algo.py

@@ -145,7 +145,7 @@ def _run(handle_data,
             'before_trading_start': before_trading_start,
             'analyze': analyze,
         } if algotext is None else {
-            'algo_filename': algofile,
+            'algo_filename': algofile.name,
             'script': algotext,
         }
     ).run(