ENH: Add IPython cell magic.

When zipline is imported it checks whether
it runs in the IPython notebook. If it does,
it registers a %%zipline magic that takes the
same arguments as the CLI with the addition of
a -o for specifying the output variable to store
the performance frame in.

The algo code in the cell is, as of yet, executed
in its own environment rather than that of the
IPython NB which is probably what we want.

Also adds cli option to save the perf dataframe
to a pickle file.

Also adds an IPython notebook buyapple example.
This commit is contained in:
twiecki
2014-05-07 15:34:41 -04:00
parent 5b45c46502
commit f5086e4b0e
9 changed files with 1694 additions and 27 deletions
+6 -6
View File
@@ -126,6 +126,7 @@ class TradingAlgorithm(object):
self.sources = []
self._recorded_vars = {}
self.namespace = kwargs.get('namespace', {})
self.logger = None
@@ -177,16 +178,15 @@ class TradingAlgorithm(object):
self._analyze = None
if self.algoscript is not None:
self.ns = {}
exec_(self.algoscript, self.ns)
self._initialize = self.ns.get('initialize', None)
if 'handle_data' not in self.ns:
exec_(self.algoscript, self.namespace)
self._initialize = self.namespace.get('initialize', None)
if 'handle_data' not in self.namespace:
raise ValueError('You must define a handle_data function.')
else:
self._handle_data = self.ns['handle_data']
self._handle_data = self.namespace['handle_data']
# Optional analyze function, gets called after run
self._analyze = self.ns.get('analyze', None)
self._analyze = self.namespace.get('analyze', None)
elif kwargs.get('initialize', False) and kwargs.get('handle_data'):
if self.algoscript is not None: