Added 'live' mode to CLI instead of option to 'run'

catalyst/__main__.py

@@ -38,6 +38,8 @@ except NameError:
     default=True,
     help="Don't load the default catalyst extension.py file in $ZIPLINE_HOME.",
 )
+@click.version_option()
+
 def main(extension, strict_extensions, default_extension):
     """Top level catalyst entry point.
     """
@@ -187,12 +189,6 @@ def ipython_only(option):
     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',
@@ -210,12 +206,6 @@ def ipython_only(option):
     help='The base currency used to calculate statistics '
          '(e.g. usd, btc, eth).',
 )
-@click.option(
-    '--live-graph/--no-live-graph',
-    is_flag=True,
-    default=False,
-    help='Display live graph.',
-)
 @click.pass_context
 def run(ctx,
         algofile,
@@ -230,44 +220,34 @@ def run(ctx,
         output,
         print_algo,
         local_namespace,
-        live,
         exchange_name,
         algo_namespace,
-        base_currency,
-        live_graph):
+        base_currency):
     """Run a backtest for the given algorithm.
     """
 
-    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'")
-        if base_currency is None:
-            ctx.fail("must specify a base currency '-c' 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(
             "must specify exactly one of '-f' / '--algofile' or"
             " '-t' / '--algotext'",
         )
 
+    # 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 exchange_name is None:
+            ctx.fail("must specify an exchange name '-x'")
+
     perf = _run(
         initialize=None,
         handle_data=None,
@@ -287,11 +267,11 @@ def run(ctx,
         print_algo=print_algo,
         local_namespace=local_namespace,
         environ=os.environ,
-        live=live,
+        live=False,
         exchange=exchange_name,
         algo_namespace=algo_namespace,
         base_currency=base_currency,
-        live_graph=live_graph
+        live_graph=False
     )
 
     if output == '-':
@@ -334,6 +314,133 @@ def catalyst_magic(line, cell=None):
         if e.code:
             raise ValueError('main returned non-zero status code: %d' % e.code)
 
+@main.command()
+@click.option(
+    '-f',
+    '--algofile',
+    default=None,
+    type=click.File('r'),
+    help='The file that contains the algorithm to run.',
+)
+@click.option(
+    '-t',
+    '--algotext',
+    help='The algorithm script to run.',
+)
+@click.option(
+    '-D',
+    '--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.",
+)
+@click.option(
+    '-o',
+    '--output',
+    default='-',
+    metavar='FILENAME',
+    show_default=True,
+    help="The location to write the perf data. If this is '-' the perf will"
+         " be written to stdout.",
+)
+@click.option(
+    '--print-algo/--no-print-algo',
+    is_flag=True,
+    default=False,
+    help='Print the algorithm to stdout.',
+)
+@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(
+    '-x',
+    '--exchange-name',
+    type=click.Choice({'bitfinex', 'bittrex', 'poloniex'}),
+    help='The name of the targeted exchange (supported: bitfinex, bittrex, poloniex).',
+)
+@click.option(
+    '-n',
+    '--algo-namespace',
+    help='A label assigned to the algorithm for data storage purposes.'
+)
+@click.option(
+    '-c',
+    '--base-currency',
+    help='The base currency used to calculate statistics '
+         '(e.g. usd, btc, eth).',
+)
+@click.option(
+    '--live-graph/--no-live-graph',
+    is_flag=True,
+    default=False,
+    help='Display live graph.',
+)
+
+@click.pass_context
+def live(ctx,
+        algofile,
+        algotext,
+        define,
+        output,
+        print_algo,
+        local_namespace,
+        exchange_name,
+        algo_namespace,
+        base_currency,
+        live_graph):
+    """Trade live with the given algorithm.
+    """
+    if (algotext is not None) == (algofile is not None):
+        ctx.fail(
+            "must specify exactly one of '-f' / '--algofile' or"
+            " '-t' / '--algotext'",
+    )
+
+    if exchange_name is None:
+            ctx.fail("must specify an exchange name '-x'")
+    if algo_namespace is None:
+            ctx.fail("must specify an algorithm name '-n' in live execution mode")
+    if base_currency is None:
+            ctx.fail("must specify a base currency '-c' in live execution mode")
+
+    perf = _run(
+        initialize=None,
+        handle_data=None,
+        before_trading_start=None,
+        analyze=None,
+        algofile=algofile,
+        algotext=algotext,
+        defines=define,
+        data_frequency=None,
+        capital_base=None,
+        data=None,
+        bundle=None,
+        bundle_timestamp=None,
+        start=None,
+        end=None,
+        output=output,
+        print_algo=print_algo,
+        local_namespace=local_namespace,
+        environ=os.environ,
+        live=True,
+        exchange=exchange_name,
+        algo_namespace=algo_namespace,
+        base_currency=base_currency,
+        live_graph=live_graph
+    )
+
+    if output == '-':
+        click.echo(str(perf))
+    elif output != os.devnull:  # make the catalyst magic not write any data
+        perf.to_pickle(output)
+
+    return perf
+
 
 @main.command()
 @click.option(
@@ -416,7 +523,6 @@ def clean(bundle, before, after, keep_last):
         keep_last,
     )
 
-
 @main.command()
 def bundles():
     """List all of the available data bundles.

catalyst/exchange/exchange_utils.py

@@ -80,6 +80,9 @@ def get_algo_folder(algo_name, environ=None):
 
 
 def get_algo_object(algo_name, key, environ=None, rel_path=None):
+    if algo_name is None:
+        return None
+
     folder = get_algo_folder(algo_name, environ)
 
     if rel_path is not None:

catalyst/exchange/live_graph_clock.py

@@ -54,6 +54,7 @@ class LiveGraphClock(object):
 
     def __init__(self, sessions, context, time_skew=pd.Timedelta('0s')):
 
+        global mdates, plt                  #TODO: Could be cleaner
         import matplotlib.dates as mdates
         from matplotlib import pyplot as plt
         from matplotlib import style