BLD: live mode accepts end parameter, when algo finishes

catalyst/__main__.py

@@ -394,6 +394,12 @@ def catalyst_magic(line, cell=None):
     help='The base currency used to calculate statistics '
          '(e.g. usd, btc, eth).',
 )
+@click.option(
+    '-e',
+    '--end',
+    type=Date(tz='utc', as_timestamp=True),
+    help='An optional end date at which to stop the execution.',
+)
 @click.option(
     '--live-graph/--no-live-graph',
     is_flag=True,
@@ -419,6 +425,7 @@ def live(ctx,
          exchange_name,
          algo_namespace,
          base_currency,
+         end,
          live_graph,
          simulate_orders):
     """Trade live with the given algorithm.
@@ -461,7 +468,7 @@ def live(ctx,
         bundle=None,
         bundle_timestamp=None,
         start=None,
-        end=None,
+        end=end,
         output=output,
         print_algo=print_algo,
         local_namespace=local_namespace,

catalyst/exchange/exchange_algorithm.py

@@ -351,6 +351,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         self.live_graph = kwargs.pop('live_graph', None)
         self.stats_output = kwargs.pop('stats_output', None)
         self._analyze_live = kwargs.pop('analyze_live', None)
+        self.end = kwargs.pop('end', None)
 
         self._clock = None
         self.frame_stats = list()
@@ -710,6 +711,10 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
         if not self.is_running:
             return
 
+        if self.end is not None and self.end < data.current_dt:
+            log.info('Algorithm has reached specified end time. Finishing...')
+            self.interrupt_algorithm()
+
         # Resetting the frame stats every day to minimize memory footprint
         today = data.current_dt.floor('1D')
         if self.current_day is not None and today > self.current_day:

catalyst/utils/run_algo.py

@@ -206,7 +206,8 @@ def _run(handle_data,
         start = pd.Timestamp.utcnow()
 
         # TODO: fix the end data.
-        end = start + timedelta(hours=8760)
+        if end is None:
+            end = start + timedelta(hours=8760)
 
         data = DataPortalExchangeLive(
             exchanges=exchanges,
@@ -234,6 +235,7 @@ def _run(handle_data,
             simulate_orders=simulate_orders,
             stats_output=stats_output,
             analyze_live=analyze_live,
+            end=end,
         )
     elif exchanges:
         # Removed the existing Poloniex fork to keep things simple