Merge branch 'develop' of github.com:enigmampc/catalyst into develop

catalyst/__main__.py

@@ -490,8 +490,13 @@ def live(ctx,
     default=True,
     help='Print progress information to the terminal.'
 )
+@click.option(
+    '--verbose/--no-verbose`',
+    default=False,
+    help='Show a progress indicator for every currency pair.'
+)
 def ingest_exchange(exchange_name, data_frequency, start, end,
-                    include_symbols, exclude_symbols, show_progress):
+                    include_symbols, exclude_symbols, show_progress, verbose):
     """
     Ingest data for the given exchange.
     """
@@ -509,7 +514,8 @@ def ingest_exchange(exchange_name, data_frequency, start, end,
         exclude_symbols=exclude_symbols,
         start=start,
         end=end,
-        show_progress=show_progress
+        show_progress=show_progress,
+        show_breakdown=verbose
     )
 
 

catalyst/examples/simple_loop.py

@@ -21,7 +21,7 @@ def handle_data(context, data):
             context.asset,
             fields='price',
             bar_count=16,
-            frequency='5T'
+            frequency='60T'
         )
         rsi = talib.RSI(prices.values, timeperiod=14)[-1]
         print('got rsi: {}'.format(rsi))
@@ -32,7 +32,7 @@ def handle_data(context, data):
 run_algorithm(
     capital_base=250,
     start=pd.to_datetime('2016-6-1', utc=True),
-    end=pd.to_datetime('2016-12-31', utc=True),
+    end=pd.to_datetime('2017-11-1', utc=True),
     data_frequency='daily',
     initialize=initialize,
     handle_data=handle_data,

catalyst/exchange/exchange_bundle.py

@@ -528,7 +528,7 @@ class ExchangeBundle:
         return chunks
 
     def ingest_assets(self, assets, data_frequency, start_dt=None, end_dt=None,
-                      show_progress=False, asset_chunks=False):
+                      show_progress=False, show_breakdown=False):
         """
         Determine if data is missing from the bundle and attempt to ingest it.
 
@@ -539,7 +539,7 @@ class ExchangeBundle:
         start_dt: datetime
         end_dt: datetime
         show_progress: bool
-        asset_chunks: bool
+        show_breakdown: bool
 
         """
         if start_dt is None:
@@ -565,7 +565,7 @@ class ExchangeBundle:
         # This is the common writer for the entire exchange bundle
         # we want to give an end_date far in time
         writer = self.get_writer(start_dt, end_dt, data_frequency)
-        if asset_chunks:
+        if show_breakdown:
             for asset in chunks:
                 with maybe_show_progress(
                         chunks[asset],
@@ -612,7 +612,7 @@ class ExchangeBundle:
 
     def ingest(self, data_frequency, include_symbols=None,
                exclude_symbols=None, start=None, end=None,
-               show_progress=True, environ=os.environ):
+               show_progress=True, show_breakdown=True, environ=os.environ):
         """
         Inject data based on specified parameters.
 
@@ -631,7 +631,7 @@ class ExchangeBundle:
 
         for frequency in data_frequency.split(','):
             self.ingest_assets(assets, frequency, start, end,
-                               show_progress, True)
+                               show_progress, show_breakdown)
 
     def get_history_window_series_and_load(self,
                                            assets,
@@ -684,7 +684,7 @@ class ExchangeBundle:
                 end_dt=algo_end_dt,
                 data_frequency=data_frequency,
                 show_progress=True,
-                asset_chunks=True
+                show_breakdown=True
             )
             series = self.get_history_window_series(
                 assets=assets,
@@ -692,7 +692,7 @@ class ExchangeBundle:
                 bar_count=bar_count,
                 field=field,
                 data_frequency=data_frequency,
-                reset_reader=False
+                reset_reader=True
             )
             return series
 

tests/exchange/test_bundle.py

@@ -442,15 +442,19 @@ class TestExchangeBundle:
         data_frequency = 'minute'
 
         exchange = get_exchange(exchange_name)
-        asset = exchange.get_asset('neo_usd')
+        asset = exchange.get_asset('eth_btc')
 
+        start_dt = pd.to_datetime('2016-5-31', utc=True)
+        end_dt = pd.to_datetime('2016-6-1', utc=True)
         self._bundle_to_csv(
             asset=asset,
             exchange=exchange,
             data_frequency=data_frequency,
             filename='{}_{}_{}'.format(
                 exchange_name, data_frequency, asset.symbol
-            )
+            ),
+            start_dt=start_dt,
+            end_dt=end_dt
         )
 
     def bundle_to_csv(self):
@@ -478,12 +482,15 @@ class TestExchangeBundle:
         pass
 
     def _bundle_to_csv(self, asset, exchange, data_frequency, filename,
-                       path=None):
+                       path=None, start_dt=None, end_dt=None):
         bundle = ExchangeBundle(exchange)
         reader = bundle.get_reader(data_frequency, path=path)
 
-        start_dt = reader.first_trading_day
-        end_dt = reader.last_available_dt
+        if start_dt is None:
+            start_dt = reader.first_trading_day
+
+        if end_dt is None:
+            end_dt = reader.last_available_dt
 
         if data_frequency == 'daily':
             end_dt = end_dt - pd.Timedelta(hours=23, minutes=59)