mirror of
https://github.com/wassname/catalyst.git
synced 2026-08-11 11:16:15 +08:00
BLD: added a cmd for running on the cloud (WIP)
This commit is contained in:
AvishaiW
@@ -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 +506,179 @@ 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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initialize=None,
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handle_data=None,
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before_trading_start=None,
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analyze=None,
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algofile=algofile,
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algotext=algotext,
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defines=define,
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data_frequency=None,
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capital_base=capital_base,
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data=None,
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bundle=None,
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bundle_timestamp=None,
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start=None,
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end=end,
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output=output,
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print_algo=print_algo,
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local_namespace=local_namespace,
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environ=os.environ,
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live=True,
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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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analyze_live=None,
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simulate_orders=simulate_orders,
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auth_aliases=auth_aliases,
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stats_output=None,
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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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@@ -0,0 +1,65 @@
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import requests
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import base64
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import json
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def run_server(handle_data,
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initialize,
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before_trading_start,
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analyze,
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algofile,
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algotext,
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defines,
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data_frequency,
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capital_base,
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data,
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bundle,
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bundle_timestamp,
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start,
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end,
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output,
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print_algo,
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local_namespace,
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environ,
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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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analyze_live,
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simulate_orders,
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auth_aliases,
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stats_output):
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json_file = {'arguments': {
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'handle_data': handle_data,
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'initialize': initialize,
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'before_trading_start': before_trading_start,
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'analyze': analyze,
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'algofile': base64.b64encode(algofile.read()),
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'algotext': algotext,
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'defines': defines,
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'data_frequency': data_frequency,
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'capital_base': capital_base,
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'data': data,
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'bundle': bundle,
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'bundle_timestamp': bundle_timestamp,
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'start': start,
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'end': end,
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'output': output,
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'print_algo': print_algo,
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'local_namespace': local_namespace,
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'environ': None,
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'live': False,
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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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'analyze_live': analyze_live,
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'simulate_orders': simulate_orders,
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'auth_aliases': auth_aliases,
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'stats_output': stats_output,
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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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