Changed zipline -> catalyst import paths

* Updated cython build scripts
 * Updated setup.py to to install catalyst package
 * Updated momentum example to use catalyst package
 * catalyst executable now supports loading pipelines from multiple bundles

catalyst/utils/simfactory.py

@@ -0,0 +1,104 @@
+import catalyst.utils.factory as factory
+from catalyst.testing.core import create_data_portal_from_trade_history
+
+from catalyst.test_algorithms import TestAlgorithm
+from catalyst.utils.calendars import get_calendar
+
+
+def create_test_catalyst(**config):
+    """
+       :param config: A configuration object that is a dict with:
+
+           - sid - an integer, which will be used as the asset ID.
+           - order_count - the number of orders the test algo will place,
+             defaults to 100
+           - order_amount - the number of shares per order, defaults to 100
+           - trade_count - the number of trades to simulate, defaults to 101
+             to ensure all orders are processed.
+           - algorithm - optional parameter providing an algorithm. defaults
+             to :py:class:`catalyst.test.algorithms.TestAlgorithm`
+           - trade_source - optional parameter to specify trades, if present.
+             If not present :py:class:`catalyst.sources.SpecificEquityTrades`
+             is the source, with daily frequency in trades.
+           - slippage: optional parameter that configures the
+             :py:class:`catalyst.gens.tradingsimulation.TransactionSimulator`.
+             Expects an object with a simulate mehod, such as
+             :py:class:`catalyst.gens.tradingsimulation.FixedSlippage`.
+             :py:mod:`catalyst.finance.trading`
+       """
+    assert isinstance(config, dict)
+
+    try:
+        sid_list = config['sid_list']
+    except KeyError:
+        try:
+            sid_list = [config['sid']]
+        except KeyError:
+            raise Exception("simfactory create_test_catalyst() requires "
+                            "argument 'sid_list' or 'sid'")
+
+    concurrent_trades = config.get('concurrent_trades', False)
+    order_count = config.get('order_count', 100)
+    order_amount = config.get('order_amount', 100)
+    trading_calendar = config.get('trading_calendar', get_calendar("NYSE"))
+
+    # -------------------
+    # Create the Algo
+    # -------------------
+    if 'algorithm' in config:
+        test_algo = config['algorithm']
+    else:
+        test_algo = TestAlgorithm(
+            sid_list[0],
+            order_amount,
+            order_count,
+            sim_params=config.get('sim_params',
+                                  factory.create_simulation_parameters()),
+            trading_calendar=trading_calendar,
+            slippage=config.get('slippage'),
+            identifiers=sid_list
+        )
+
+    # -------------------
+    # Trade Source
+    # -------------------
+    if 'skip_data' not in config:
+        if 'trade_source' in config:
+            trade_source = config['trade_source']
+        else:
+            trade_source = factory.create_daily_trade_source(
+                sid_list,
+                test_algo.sim_params,
+                test_algo.trading_environment,
+                trading_calendar,
+                concurrent=concurrent_trades,
+            )
+
+        trades_by_sid = {}
+        for trade in trade_source:
+            if trade.sid not in trades_by_sid:
+                trades_by_sid[trade.sid] = []
+
+            trades_by_sid[trade.sid].append(trade)
+
+        data_portal = create_data_portal_from_trade_history(
+            config['env'].asset_finder,
+            trading_calendar,
+            config['tempdir'],
+            config['sim_params'],
+            trades_by_sid
+        )
+
+        test_algo.data_portal = data_portal
+
+    # -------------------
+    # Benchmark source
+    # -------------------
+
+    test_algo.benchmark_return_source = config.get('benchmark_source', None)
+
+    # ------------------
+    # generator/simulator
+    sim = test_algo.get_generator()
+
+    return sim