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
This commit is contained in:
Conner Fromknecht
2017-06-19 14:43:10 -07:00
parent be2fe35583
commit fce97176d6
244 changed files with 1101 additions and 1121 deletions
+3 -3
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@@ -6,11 +6,11 @@ import click
py_versions = ('2.7', '3.4', '3.5')
npy_versions = ('1.9', '1.10')
zipline_path = os.path.join(
catalyst_path = os.path.join(
os.path.dirname(__file__),
'..',
'conda',
'zipline',
'catalyst',
)
@@ -19,7 +19,7 @@ def mkargs(py_version, npy_version, output=False):
'args': [
'conda',
'build',
zipline_path,
catalyst_path,
'-c', 'quantopian',
'--python=%s' % py_version,
'--numpy=%s' % npy_version,
+2 -2
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@@ -3,7 +3,7 @@
#
# generate configuration, cert, and password if this is the first run
#
if [ ! -f /var/tmp/zipline_init ] ; then
if [ ! -f /var/tmp/catalyst_init ] ; then
jupyter notebook --generate-config
if [ ! -f ${SSL_CERT_PEM} ] ; then
openssl req -x509 -nodes -days 365 -newkey rsa:2048 \
@@ -11,7 +11,7 @@ if [ ! -f /var/tmp/zipline_init ] ; then
-keyout ${SSL_CERT_KEY} -out ${SSL_CERT_PEM}
fi
echo "c.NotebookApp.password = ${PW_HASH}" >> ${CONFIG_PATH}
touch /var/tmp/zipline_init
touch /var/tmp/catalyst_init
fi
jupyter notebook -y --no-browser --notebook-dir=${PROJECT_DIR} \
+9 -9
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@@ -2,7 +2,7 @@ import inspect
from operator import attrgetter
from textwrap import dedent
from zipline import api, TradingAlgorithm
from catalyst import api, TradingAlgorithm
def main():
@@ -12,14 +12,14 @@ def main():
# explicitly importing.
stub.write(dedent("""\
import collections
from zipline.assets import Asset, Equity, Future
from zipline.assets.futures import FutureChain
from zipline.finance.asset_restrictions import Restrictions
from zipline.finance.cancel_policy import CancelPolicy
from zipline.pipeline import Pipeline
from zipline.protocol import Order
from zipline.utils.events import EventRule
from zipline.utils.security_list import SecurityList
from catalyst.assets import Asset, Equity, Future
from catalyst.assets.futures import FutureChain
from catalyst.finance.asset_restrictions import Restrictions
from catalyst.finance.cancel_policy import CancelPolicy
from catalyst.pipeline import Pipeline
from catalyst.protocol import Order
from catalyst.utils.events import EventRule
from catalyst.utils.security_list import SecurityList
"""))
+1 -1
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@@ -18,7 +18,7 @@ set -e
stash_result=$(git stash --keep-index)
# Run flake8 linting
flake8 zipline tests
flake8 catalyst tests
# Run unit tests
nosetests -x
+2 -2
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@@ -1,8 +1,8 @@
#!/bin/bash
if [[ "$OSTYPE" == "darwin"* ]]; then
find -E zipline tests -regex '.*\.(c|so)' -exec rm {} +
find -E catalyst tests -regex '.*\.(c|so)' -exec rm {} +
else
find zipline tests -regex '.*\.\(c\|so\)' -exec rm {} +
find catalyst tests -regex '.*\.\(c\|so\)' -exec rm {} +
fi
python setup.py build_ext --inplace
+1 -1
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@@ -42,7 +42,7 @@ contextlib2==0.4.0
# networkx requires decorator
decorator==4.0.0
# Graph algorithms used by zipline.pipeline
# Graph algorithms used by catalyst.pipeline
networkx==1.9.1
# NumericalExpression pipeline terms.