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https://github.com/wassname/catalyst.git
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BLD: adding changes done in order to add the option to call the instance (WIP)
This commit is contained in:
AvishaiW
+162
-17
@@ -14,6 +14,7 @@ from catalyst.exchange.exchange_bundle import ExchangeBundle
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from catalyst.exchange.utils.exchange_utils import delete_algo_folder
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from catalyst.utils.cli import Date, Timestamp
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from catalyst.utils.run_algo import _run, load_extensions
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from catalyst.utils.run_server import run_server
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try:
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__IPYTHON__
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@@ -505,6 +506,166 @@ def live(ctx,
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return perf
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@main.command(name='serve-live')
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@click.option(
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'-f',
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'--algofile',
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default=None,
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type=click.File('r'),
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help='The file that contains the algorithm to run.',
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)
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@click.option(
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'--capital-base',
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type=float,
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show_default=True,
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help='The amount of capital (in base_currency) allocated to trading.',
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)
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@click.option(
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'-t',
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'--algotext',
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help='The algorithm script to run.',
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)
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@click.option(
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'-D',
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'--define',
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multiple=True,
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help="Define a name to be bound in the namespace before executing"
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" the algotext. For example '-Dname=value'. The value may be"
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" any python expression. These are evaluated in order so they"
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" may refer to previously defined names.",
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)
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@click.option(
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'-o',
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'--output',
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default='-',
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metavar='FILENAME',
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show_default=True,
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help="The location to write the perf data. If this is '-' the perf will"
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" be written to stdout.",
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)
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@click.option(
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'--print-algo/--no-print-algo',
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is_flag=True,
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default=False,
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help='Print the algorithm to stdout.',
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)
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@ipython_only(click.option(
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'--local-namespace/--no-local-namespace',
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is_flag=True,
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default=None,
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help='Should the algorithm methods be resolved in the local namespace.'
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))
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@click.option(
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'-x',
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'--exchange-name',
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help='The name of the targeted exchange.',
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)
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@click.option(
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'-n',
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'--algo-namespace',
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help='A label assigned to the algorithm for data storage purposes.'
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)
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@click.option(
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'-c',
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'--base-currency',
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help='The base currency used to calculate statistics '
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'(e.g. usd, btc, eth).',
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)
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@click.option(
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'-e',
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'--end',
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type=Date(tz='utc', as_timestamp=True),
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help='An optional end date at which to stop the execution.',
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)
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@click.option(
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'--live-graph/--no-live-graph',
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is_flag=True,
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default=False,
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help='Display live graph.',
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)
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@click.option(
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'--simulate-orders/--no-simulate-orders',
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is_flag=True,
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default=True,
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help='Simulating orders enable the paper trading mode. No orders will be '
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'sent to the exchange unless set to false.',
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)
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@click.option(
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'--auth-aliases',
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default=None,
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help='Authentication file aliases for the specified exchanges. By default,'
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'each exchange uses the "auth.json" file in the exchange folder. '
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'Specifying an "auth2" alias would use "auth2.json". It should be '
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'specified like this: "[exchange_name],[alias],..." For example, '
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'"binance,auth2" or "binance,auth2,bittrex,auth2".',
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)
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@click.pass_context
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def serve_live(ctx,
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algofile,
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capital_base,
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algotext,
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define,
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output,
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print_algo,
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local_namespace,
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exchange_name,
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algo_namespace,
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base_currency,
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end,
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live_graph,
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auth_aliases,
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simulate_orders):
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"""Trade live with the given algorithm on the server.
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"""
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if (algotext is not None) == (algofile is not None):
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ctx.fail(
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"must specify exactly one of '-f' / '--algofile' or"
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" '-t' / '--algotext'",
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)
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if exchange_name is None:
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ctx.fail("must specify an exchange name '-x'")
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if algo_namespace is None:
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ctx.fail("must specify an algorithm name '-n' in live execution mode")
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if base_currency is None:
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ctx.fail("must specify a base currency '-c' in live execution mode")
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if capital_base is None:
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ctx.fail("must specify a capital base with '--capital-base'")
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if simulate_orders:
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click.echo('Running in paper trading mode.', sys.stdout)
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else:
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click.echo('Running in live trading mode.', sys.stdout)
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perf = run_server(
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algofile=algofile,
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algotext=algotext,
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define=define,
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capital_base=capital_base,
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end=end,
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output=output,
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print_algo=print_algo,
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live=False,
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exchange=exchange_name,
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algo_namespace=algo_namespace,
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base_currency=base_currency,
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live_graph=live_graph,
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simulate_orders=simulate_orders,
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auth_aliases=auth_aliases,
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)
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if output == '-':
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click.echo(str(perf), sys.stdout)
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elif output != os.devnull: # make the catalyst magic not write any data
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perf.to_pickle(output)
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return perf
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@main.command(name='ingest-exchange')
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@click.option(
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'-x',
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@@ -767,18 +928,12 @@ def bundles():
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@main.group()
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@click.pass_context
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def marketplace(ctx):
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"""Access the Enigma Data Marketplace to:\n
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- Register and Publish new datasets (seller-side)\n
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- Subscribe and Ingest premium datasets (buyer-side)\n
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"""
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pass
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@marketplace.command()
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@click.pass_context
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def ls(ctx):
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"""List all available datasets.
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"""
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click.echo('Listing of available data sources on the marketplace:',
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sys.stdout)
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marketplace = Marketplace()
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@@ -793,8 +948,6 @@ def ls(ctx):
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)
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@click.pass_context
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def subscribe(ctx, dataset):
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"""Subscribe to an exisiting dataset.
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"""
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if dataset is None:
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ctx.fail("must specify a dataset to subscribe to with '--dataset'\n"
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"List available dataset on the marketplace with "
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@@ -833,8 +986,6 @@ def subscribe(ctx, dataset):
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)
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@click.pass_context
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def ingest(ctx, dataset, data_frequency, start, end):
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"""Ingest a dataset (requires subscription).
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"""
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if dataset is None:
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ctx.fail("must specify a dataset to clean with '--dataset'\n"
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"List available dataset on the marketplace with "
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@@ -852,10 +1003,8 @@ def ingest(ctx, dataset, data_frequency, start, end):
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)
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@click.pass_context
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def clean(ctx, dataset):
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"""Clean/Remove local data for a given dataset.
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"""
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if dataset is None:
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ctx.fail("must specify a dataset to clean up with '--dataset'\n"
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ctx.fail("must specify a dataset to ingest with '--dataset'\n"
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"List available dataset on the marketplace with "
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"'catalyst marketplace ls'")
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click.echo('Cleaning data source: {}'.format(dataset), sys.stdout)
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@@ -867,8 +1016,6 @@ def clean(ctx, dataset):
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@marketplace.command()
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@click.pass_context
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def register(ctx):
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"""Register a new dataset.
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"""
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marketplace = Marketplace()
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marketplace.register()
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@@ -892,8 +1039,6 @@ def register(ctx):
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)
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@click.pass_context
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def publish(ctx, dataset, datadir, watch):
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"""Publish data for a registered dataset.
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"""
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marketplace = Marketplace()
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if dataset is None:
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ctx.fail("must specify a dataset to publish data for "
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@@ -0,0 +1,40 @@
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import requests
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import base64
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def run_server(
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algofile,
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algotext,
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define,
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capital_base,
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end,
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output,
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print_algo,
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live,
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exchange,
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algo_namespace,
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base_currency,
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live_graph,
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simulate_orders,
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auth_aliases,
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):
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json_file = {'arguments': {
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'--algofile': base64.b64encode(algofile.read()),
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'--algotext': algotext,
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'--define': define,
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'--capital-base': capital_base,
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'--end': end,
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'--output': output,
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'print-algo': print_algo,
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'live': True,
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'--exchange': exchange,
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'--algo-namespace': algo_namespace,
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'--base-currency': base_currency,
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'live-graph': live_graph,
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'simulate-orders': simulate_orders,
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'--auth-aliases': auth_aliases,
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}}
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url = 'http://127.0.0.1:5000/todo/api/v1.0/tasks'
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response = requests.post(url, json=json_file)
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