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MAINT: Clean up default handling in TradingAlgorithm.

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This commit is contained in:
Scott Sanderson
2016-05-24 22:17:01 -04:00
parent 1630dc65d6
commit 244664b6a3
2 changed files with 61 additions and 17 deletions
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zipline/algorithm.py
+31 -17
View File
@@ -31,6 +31,7 @@ from six import (
iteritems,
itervalues,
string_types,
viewkeys,
)
from zipline._protocol import handle_non_market_minutes
@@ -332,29 +333,46 @@ class TradingAlgorithm(object):
self._handle_data = None
def noop(*args, **kwargs):
pass
if self.algoscript is not None:
api_methods = {
'initialize',
'handle_data',
'before_trading_start',
'analyze',
}
unexpected_api_methods = viewkeys(kwargs) & api_methods
if unexpected_api_methods:
raise ValueError(
"TradingAlgorithm received a script and the following API"
" methods as functions:\n{funcs}".format(
funcs=unexpected_api_methods,
)
)
filename = kwargs.pop('algo_filename', None)
if filename is None:
filename = '<string>'
code = compile(self.algoscript, filename, 'exec')
exec_(code, self.namespace)
self._initialize = self.namespace.get('initialize')
if 'handle_data' in self.namespace:
self._handle_data = self.namespace['handle_data']
self._before_trading_start = \
self.namespace.get('before_trading_start')
self._initialize = self.namespace.get('initialize', noop)
self._handle_data = self.namespace.get('handle_data', noop)
self._before_trading_start = self.namespace.get(
'before_trading_start',
)
# Optional analyze function, gets called after run
self._analyze = self.namespace.get('analyze')
elif kwargs.get('initialize') and kwargs.get('handle_data'):
if self.algoscript is not None:
raise ValueError('You can not set script and \
initialize/handle_data.')
self._initialize = kwargs.pop('initialize')
self._handle_data = kwargs.pop('handle_data')
self._before_trading_start = kwargs.pop('before_trading_start',
None)
else:
self._initialize = kwargs.pop('initialize', noop)
self._handle_data = kwargs.pop('handle_data', noop)
self._before_trading_start = kwargs.pop(
'before_trading_start',
None,
)
self._analyze = kwargs.pop('analyze', None)
self.event_manager.add_event(
@@ -367,10 +385,6 @@ class TradingAlgorithm(object):
prepend=True,
)
# If method not defined, NOOP
if self._initialize is None:
self._initialize = lambda x: None
# Alternative way of setting data_frequency for backwards
# compatibility.
if 'data_frequency' in kwargs: