Modified the cli to take additional parameters

catalyst/__init__.py

@@ -79,6 +79,7 @@ __all__ = [
     'gens',
     'run_algorithm',
     'utils',
+    'exchange',
 ]
 
 from ._version import get_versions

catalyst/__main__.py

@@ -28,9 +28,9 @@ except NameError:
     '--strict-extensions/--non-strict-extensions',
     is_flag=True,
     help='If --strict-extensions is passed then catalyst will not run if it'
-    ' cannot load all of the specified extensions. If this is not passed or'
-    ' --non-strict-extensions is passed then the failure will be logged but'
-    ' execution will continue.',
+         ' cannot load all of the specified extensions. If this is not passed or'
+         ' --non-strict-extensions is passed then the failure will be logged but'
+         ' execution will continue.',
 )
 @click.option(
     '--default-extension/--no-default-extension',
@@ -64,6 +64,7 @@ def extract_option_object(option):
     option_object : click.Option
         The option object that this decorator will create.
     """
+
     @option
     def opt():
         pass
@@ -95,7 +96,9 @@ def ipython_only(option):
         def _(*args, **kwargs):
             kwargs[argname] = None
             return f(*args, **kwargs)
+
         return _
+
     return d
 
 
@@ -117,9 +120,9 @@ def ipython_only(option):
     '--define',
     multiple=True,
     help="Define a name to be bound in the namespace before executing"
-    " the algotext. For example '-Dname=value'. The value may be any python"
-    " expression. These are evaluated in order so they may refer to previously"
-    " defined names.",
+         " the algotext. For example '-Dname=value'. The value may be any python"
+         " expression. These are evaluated in order so they may refer to previously"
+         " defined names.",
 )
 @click.option(
     '--data-frequency',
@@ -149,7 +152,7 @@ def ipython_only(option):
     default=pd.Timestamp.utcnow(),
     show_default=False,
     help='The date to lookup data on or before.\n'
-    '[default: <current-time>]'
+         '[default: <current-time>]'
 )
 @click.option(
     '-s',
@@ -170,7 +173,7 @@ def ipython_only(option):
     metavar='FILENAME',
     show_default=True,
     help="The location to write the perf data. If this is '-' the perf will"
-    " be written to stdout.",
+         " be written to stdout.",
 )
 @click.option(
     '--print-algo/--no-print-algo',
@@ -178,12 +181,35 @@ def ipython_only(option):
     default=False,
     help='Print the algorithm to stdout.',
 )
+@click.option(
+    '-s',
+    '--start',
+    type=Date(tz='utc', as_timestamp=True),
+    help='The start date of the simulation.',
+)
 @ipython_only(click.option(
     '--local-namespace/--no-local-namespace',
     is_flag=True,
     default=None,
     help='Should the algorithm methods be resolved in the local namespace.'
 ))
+@click.option(
+    '--live/--no-live',
+    is_flag=True,
+    default=False,
+    help='Enable live trading.',
+)
+@click.option(
+    '-x',
+    '--exchange-name',
+    type=click.Choice({'bitfinex'}),
+    help='The name of the exchange (supported: bitfinex).',
+)
+@click.option(
+    '-n',
+    '--algo-name',
+    help='A label assigned to the algorithm for tracking purposes.',
+)
 @click.pass_context
 def run(ctx,
         algofile,
@@ -197,21 +223,33 @@ def run(ctx,
         end,
         output,
         print_algo,
-        local_namespace):
+        local_namespace,
+        live,
+        exchange_name,
+        algo_namespace):
     """Run a backtest for the given algorithm.
     """
-    # check that the start and end dates are passed correctly
-    if start is None and end is None:
-        # check both at the same time to avoid the case where a user
-        # does not pass either of these and then passes the first only
-        # to be told they need to pass the second argument also
-        ctx.fail(
-            "must specify dates with '-s' / '--start' and '-e' / '--end'",
-        )
-    if start is None:
-        ctx.fail("must specify a start date with '-s' / '--start'")
-    if end is None:
-        ctx.fail("must specify an end date with '-e' / '--end'")
+
+    if live:
+        if exchange_name is None:
+            ctx.fail("must specify an exchange name '-x' in live execution "
+                     "mode '--live'")
+        if algo_namespace is None:
+            ctx.fail("must specify an algorithm name '-n' in live execution "
+                     "mode '--live'")
+    else:
+        # check that the start and end dates are passed correctly
+        if start is None and end is None:
+            # check both at the same time to avoid the case where a user
+            # does not pass either of these and then passes the first only
+            # to be told they need to pass the second argument also
+            ctx.fail(
+                "must specify dates with '-s' / '--start' and '-e' / '--end'",
+            )
+        if start is None:
+            ctx.fail("must specify a start date with '-s' / '--start'")
+        if end is None:
+            ctx.fail("must specify an end date with '-e' / '--end'")
 
     if (algotext is not None) == (algofile is not None):
         ctx.fail(
@@ -238,6 +276,9 @@ def run(ctx,
         print_algo=print_algo,
         local_namespace=local_namespace,
         environ=os.environ,
+        live=live,
+        exchange=exchange_name,
+        algo_namespace=algo_namespace
     )
 
     if output == '-':
@@ -265,11 +306,11 @@ def catalyst_magic(line, cell=None):
                 '--algotext', cell,
                 '--output', os.devnull,  # don't write the results by default
             ] + ([
-                # these options are set when running in line magic mode
-                # set a non None algo text to use the ipython user_ns
-                '--algotext', '',
-                '--local-namespace',
-            ] if cell is None else []) + line.split(),
+                     # these options are set when running in line magic mode
+                     # set a non None algo text to use the ipython user_ns
+                     '--algotext', '',
+                     '--local-namespace',
+                 ] if cell is None else []) + line.split(),
             '%s%%catalyst' % ((cell or '') and '%'),
             # don't use system exit and propogate errors to the caller
             standalone_mode=False,
@@ -335,14 +376,14 @@ def ingest(bundle, compile_locally, assets_version, show_progress):
     '--before',
     type=Timestamp(),
     help='Clear all data before TIMESTAMP.'
-    ' This may not be passed with -k / --keep-last',
+         ' This may not be passed with -k / --keep-last',
 )
 @click.option(
     '-a',
     '--after',
     type=Timestamp(),
     help='Clear all data after TIMESTAMP'
-    ' This may not be passed with -k / --keep-last',
+         ' This may not be passed with -k / --keep-last',
 )
 @click.option(
     '-k',
@@ -350,7 +391,7 @@ def ingest(bundle, compile_locally, assets_version, show_progress):
     type=int,
     metavar='N',
     help='Clear all but the last N downloads.'
-    ' This may not be passed with -e / --before or -a / --after',
+         ' This may not be passed with -e / --before or -a / --after',
 )
 def clean(bundle, before, after, keep_last):
     """Clean up data downloaded with the ingest command.

catalyst/utils/run_algo.py

@@ -527,6 +527,7 @@ def run_algorithm(initialize,
         print_algo=False,
         local_namespace=False,
         environ=environ,
+        live=live,
         exchange=exchange,
         algo_namespace=algo_namespace
     )