BLD: Housekeeping

catalyst/examples/mean_reversion_simple.py

@@ -37,8 +37,8 @@ def initialize(context):
     context.base_price = None
     context.current_day = None
 
-    context.RSI_OVERSOLD = 35
-    context.RSI_OVERBOUGHT = 50
+    context.RSI_OVERSOLD = 45
+    context.RSI_OVERBOUGHT = 55
     context.CANDLE_SIZE = '5T'
 
     context.start_time = time.time()

catalyst/exchange/exchange.py

@@ -5,8 +5,6 @@ from time import sleep
 
 import numpy as np
 import pandas as pd
-from logbook import Logger
-
 from catalyst.constants import LOG_LEVEL
 from catalyst.data.data_portal import BASE_FIELDS
 from catalyst.exchange.exchange_bundle import ExchangeBundle
@@ -19,6 +17,7 @@ from catalyst.exchange.utils.bundle_utils import get_start_dt, \
     get_delta, get_periods, get_periods_range
 from catalyst.exchange.utils.exchange_utils import get_exchange_symbols, \
     get_frequency, resample_history_df, has_bundle
+from logbook import Logger
 
 log = Logger('Exchange', level=LOG_LEVEL)
 

catalyst/exchange/exchange_algorithm.py

@@ -18,11 +18,9 @@ from datetime import timedelta
 from os import listdir
 from os.path import isfile, join
 
+import catalyst.protocol as zp
 import logbook
 import pandas as pd
-from redo import retry
-
-import catalyst.protocol as zp
 from catalyst.algorithm import TradingAlgorithm
 from catalyst.constants import LOG_LEVEL
 from catalyst.exchange.exchange_blotter import ExchangeBlotter
@@ -49,6 +47,7 @@ from catalyst.utils.api_support import api_method
 from catalyst.utils.input_validation import error_keywords, ensure_upper_case
 from catalyst.utils.math_utils import round_nearest
 from catalyst.utils.preprocess import preprocess
+from redo import retry
 
 log = logbook.Logger('exchange_algorithm', level=LOG_LEVEL)
 

catalyst/exchange/exchange_asset_finder.py

@@ -1,8 +1,7 @@
 import pandas as pd
-from logbook import Logger
-
 from catalyst.constants import LOG_LEVEL
 from catalyst.exchange.utils.factory import find_exchanges
+from logbook import Logger
 
 log = Logger('ExchangeAssetFinder', level=LOG_LEVEL)
 

catalyst/exchange/exchange_blotter.py

@@ -1,8 +1,5 @@
 import pandas as pd
 from catalyst.assets._assets import TradingPair
-from logbook import Logger
-from redo import retry
-
 from catalyst.constants import LOG_LEVEL
 from catalyst.exchange.exchange_errors import ExchangeRequestError
 from catalyst.finance.blotter import Blotter
@@ -11,6 +8,8 @@ from catalyst.finance.order import ORDER_STATUS
 from catalyst.finance.slippage import SlippageModel
 from catalyst.finance.transaction import create_transaction, Transaction
 from catalyst.utils.input_validation import expect_types
+from logbook import Logger
+from redo import retry
 
 log = Logger('exchange_blotter', level=LOG_LEVEL)
 

catalyst/exchange/exchange_bundle.py

@@ -8,12 +8,8 @@ from operator import is_not
 import numpy as np
 import pandas as pd
 import pytz
-from catalyst.assets._assets import TradingPair
-from logbook import Logger
-from pytz import UTC
-from six import itervalues
-
 from catalyst import get_calendar
+from catalyst.assets._assets import TradingPair
 from catalyst.constants import DATE_TIME_FORMAT, AUTO_INGEST
 from catalyst.constants import LOG_LEVEL
 from catalyst.data.minute_bars import BcolzMinuteOverlappingData, \
@@ -32,6 +28,9 @@ from catalyst.exchange.utils.exchange_utils import get_exchange_folder, \
     save_exchange_symbols, mixin_market_params, get_catalyst_symbol
 from catalyst.utils.cli import maybe_show_progress
 from catalyst.utils.paths import ensure_directory
+from logbook import Logger
+from pytz import UTC
+from six import itervalues
 
 log = Logger('exchange_bundle', level=LOG_LEVEL)
 

catalyst/exchange/exchange_data_portal.py

@@ -3,9 +3,6 @@ import abc
 import numpy as np
 import pandas as pd
 from catalyst.assets._assets import TradingPair
-from logbook import Logger
-from redo import retry
-
 from catalyst.constants import LOG_LEVEL, AUTO_INGEST
 from catalyst.data.data_portal import DataPortal
 from catalyst.exchange.exchange_bundle import ExchangeBundle
@@ -14,6 +11,8 @@ from catalyst.exchange.exchange_errors import (
     PricingDataNotLoadedError)
 from catalyst.exchange.utils.exchange_utils import get_frequency, \
     resample_history_df, group_assets_by_exchange
+from logbook import Logger
+from redo import retry
 
 log = Logger('DataPortalExchange', level=LOG_LEVEL)
 

catalyst/exchange/exchange_portfolio.py

@@ -1,8 +1,7 @@
 import numpy as np
-from logbook import Logger
-
 from catalyst.constants import LOG_LEVEL
 from catalyst.protocol import Portfolio, Positions, Position
+from logbook import Logger
 
 log = Logger('ExchangePortfolio', level=LOG_LEVEL)
 

catalyst/exchange/exchange_pricing_loader.py

@@ -11,12 +11,6 @@
 # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 # See the License for the specific language governing permissions and
 # limitations under the License.
-from logbook import Logger
-from numpy import (
-    iinfo,
-    uint32,
-)
-
 from catalyst.constants import LOG_LEVEL
 from catalyst.data.us_equity_pricing import BcolzDailyBarReader
 from catalyst.errors import NoFurtherDataError
@@ -26,6 +20,11 @@ from catalyst.pipeline.data import DataSet, Column
 from catalyst.pipeline.loaders.base import PipelineLoader
 from catalyst.utils.calendars import get_calendar
 from catalyst.utils.numpy_utils import float64_dtype
+from logbook import Logger
+from numpy import (
+    iinfo,
+    uint32,
+)
 
 UINT32_MAX = iinfo(uint32).max
 

catalyst/exchange/live_graph_clock.py

@@ -1,13 +1,12 @@
 import pandas as pd
+from catalyst.constants import LOG_LEVEL
+from catalyst.exchange.utils.stats_utils import prepare_stats
 from catalyst.gens.sim_engine import (
     BAR,
     SESSION_START
 )
 from logbook import Logger
 
-from catalyst.constants import LOG_LEVEL
-from catalyst.exchange.utils.stats_utils import prepare_stats
-
 log = Logger('LiveGraphClock', level=LOG_LEVEL)
 
 

catalyst/exchange/simple_clock.py

@@ -14,14 +14,13 @@
 from time import sleep
 
 import pandas as pd
+from catalyst.constants import LOG_LEVEL
 from catalyst.gens.sim_engine import (
     BAR,
     SESSION_START
 )
 from logbook import Logger
 
-from catalyst.constants import LOG_LEVEL
-
 log = Logger('ExchangeClock', level=LOG_LEVEL)
 
 

catalyst/exchange/utils/bundle_utils.py

@@ -6,7 +6,6 @@ from datetime import timedelta, datetime, date
 import numpy as np
 import pandas as pd
 import pytz
-
 from catalyst.data.bundles.core import download_without_progress
 from catalyst.exchange.utils.exchange_utils import get_exchange_bundles_folder
 

catalyst/exchange/utils/exchange_utils.py

@@ -8,9 +8,6 @@ from datetime import date, datetime
 
 import pandas as pd
 from catalyst.assets._assets import TradingPair
-from six import string_types
-from six.moves.urllib import request
-
 from catalyst.constants import DATE_FORMAT, SYMBOLS_URL
 from catalyst.exchange.exchange_errors import ExchangeSymbolsNotFound, \
     InvalidHistoryFrequencyError, InvalidHistoryFrequencyAlias
@@ -18,6 +15,8 @@ from catalyst.exchange.utils.serialization_utils import ExchangeJSONEncoder, \
     ExchangeJSONDecoder
 from catalyst.utils.paths import data_root, ensure_directory, \
     last_modified_time
+from six import string_types
+from six.moves.urllib import request
 
 
 def get_sid(symbol):
@@ -733,17 +732,3 @@ def get_candles_df(candles, field, freq, bar_count, end_dt,
     df.dropna(inplace=True)
 
     return df
-
-
-def fetch_capital_base(exchange):
-    """
-    Fetch the base currency amount required to bootstrap
-    the algorithm against the exchange.
-
-    The algorithm cannot continue without this value.
-
-    :param exchange: the targeted exchange
-    :param attempt_index:
-    :return capital_base: the amount of base currency available for
-    trading
-    """

catalyst/exchange/utils/factory.py

@@ -1,13 +1,12 @@
 import os
 
-from logbook import Logger
-
 from catalyst.constants import LOG_LEVEL
 from catalyst.exchange.ccxt.ccxt_exchange import CCXT
 from catalyst.exchange.exchange import Exchange
 from catalyst.exchange.exchange_errors import ExchangeAuthEmpty
 from catalyst.exchange.utils.exchange_utils import get_exchange_auth, \
     get_exchange_folder, is_blacklist
+from logbook import Logger
 
 log = Logger('factory', level=LOG_LEVEL)
 exchange_cache = dict()

catalyst/exchange/utils/serialization_utils.py

@@ -3,9 +3,8 @@ import re
 from json import JSONEncoder
 
 import pandas as pd
-from six import string_types
-
 from catalyst.constants import DATE_TIME_FORMAT
+from six import string_types
 
 
 class ExchangeJSONEncoder(json.JSONEncoder):

catalyst/exchange/utils/stats_utils.py

@@ -8,7 +8,6 @@ import time
 import numpy as np
 import pandas as pd
 from catalyst.assets._assets import TradingPair
-
 from catalyst.exchange.utils.exchange_utils import get_algo_folder
 from catalyst.utils.paths import data_root, ensure_directory
 

catalyst/exchange/utils/test_utils.py

@@ -3,7 +3,6 @@ import random
 import tempfile
 
 from catalyst.assets._assets import TradingPair
-
 from catalyst.exchange.utils.exchange_utils import get_exchange_folder
 from catalyst.exchange.utils.factory import find_exchanges
 from catalyst.utils.paths import ensure_directory