FIX: bundle start_dt, empty auth, bundle_name_template->os.path.join

catalyst/exchange/exchange_bundle.py

@@ -24,7 +24,7 @@ from catalyst.utils.paths import ensure_directory
 
 log = Logger('exchange_bundle', level=LOG_LEVEL)
 
-BUNDLE_NAME_TEMPLATE = '{root}/{frequency}_bundle'
+BUNDLE_NAME_TEMPLATE = os.path.join('{root}','{frequency}_bundle')
 
 def _cachpath(symbol, type_):
     return '-'.join([symbol, type_])
@@ -171,7 +171,7 @@ class ExchangeBundle:
                 invalid_data_behavior='raise'
             )
         except BcolzMinuteOverlappingData as e:
-            log.warn('chunk already exists: {}'.format(e))
+            log.debug('chunk already exists: {}'.format(e))
         except Exception as e:
             log.warn('error when writing data: {}, trying again'.format(e))
 
@@ -318,6 +318,9 @@ class ExchangeBundle:
             except NoDataAvailableOnExchange:
                 continue
 
+            start_dt = max(start_dt, self.calendar.first_trading_session)
+            start_dt = max(start_dt, asset_start)
+
             # Aligning start / end dates with the daily calendar
             sessions = get_periods_range(start_dt, end_dt, data_frequency) \
                 if data_frequency == 'minute' \

catalyst/exchange/exchange_errors.py

@@ -6,7 +6,8 @@ from catalyst.errors import ZiplineError
 
 def silent_except_hook(exctype, excvalue, exctraceback):
     if exctype in [PricingDataBeforeTradingError, PricingDataNotLoadedError,
-                   SymbolNotFoundOnExchange, NoDataAvailableOnExchange, ]:
+                   SymbolNotFoundOnExchange, NoDataAvailableOnExchange, 
+                   ExchangeAuthEmpty ]:
         fn = traceback.extract_tb(exctraceback)[-1][0]
         ln = traceback.extract_tb(exctraceback)[-1][1]
         print "Error traceback: {1} (line {2})\n" \
@@ -65,6 +66,13 @@ class ExchangeAuthNotFound(ZiplineError):
     ).strip()
 
 
+class ExchangeAuthEmpty(ZiplineError):
+    msg = (
+        'Please enter your API token key and secret for exchange {exchange} '
+        'in the following file: {filename}'
+    ).strip()
+
+
 class ExchangeSymbolsNotFound(ZiplineError):
     msg = (
         'Unable to download or find a local copy of symbols.json for exchange '

catalyst/exchange/exchange_utils.py

@@ -65,11 +65,10 @@ def get_exchange_auth(exchange_name, environ=None):
             data = json.load(data_file)
             return data
     else:
-        raise ExchangeAuthNotFound(
-            exchange=exchange_name,
-            filename=filename
-        )
-
+        data = dict(name=exchange_name, key='', secret='')
+        with open(filename, 'w') as f:
+            json.dump(data, f, sort_keys=False, indent=2, separators=(',', ':'))
+            return data
 
 def get_algo_folder(algo_name, environ=None):
     if not environ:

catalyst/utils/run_algo.py

@@ -36,11 +36,11 @@ from catalyst.exchange.data_portal_exchange import DataPortalExchangeLive, \
 from catalyst.exchange.asset_finder_exchange import AssetFinderExchange
 from catalyst.exchange.exchange_portfolio import ExchangePortfolio
 from catalyst.exchange.exchange_errors import (
-    ExchangeRequestError,
+    ExchangeRequestError, ExchangeAuthEmpty,
     ExchangeRequestErrorTooManyAttempts,
     BaseCurrencyNotFoundError, ExchangeNotFoundError)
 from catalyst.exchange.exchange_utils import get_exchange_auth, \
-    get_algo_object
+    get_algo_object, get_exchange_folder
 from logbook import Logger
 
 from catalyst.constants import LOG_LEVEL
@@ -166,6 +166,12 @@ def _run(handle_data,
 
         # This corresponds to the json file containing api token info
         exchange_auth = get_exchange_auth(exchange_name)
+
+        if live and (exchange_auth['key'] == '' or exchange_auth['secret'] == ''):
+            raise ExchangeAuthEmpty(
+                    exchange=exchange_name.title(), 
+                    filename=os.path.join(get_exchange_folder(exchange_name, environ), 'auth.json') )
+
         if exchange_name == 'bitfinex':
             exchanges[exchange_name] = Bitfinex(
                 key=exchange_auth['key'],