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

Dockerfile

@@ -1,11 +1,11 @@
 #
-# Dockerfile for an image with the currently checked out version of zipline installed. To build:
+# Dockerfile for an image with the currently checked out version of catalyst installed. To build:
 #
-#    docker build -t quantopian/zipline .
+#    docker build -t quantopian/catalyst .
 #
 # To run the container:
 #
-#    docker run -v /path/to/your/notebooks:/projects -v ~/.zipline:/root/.zipline -p 8888:8888/tcp --name zipline -it quantopian/zipline
+#    docker run -v /path/to/your/notebooks:/projects -v ~/.catalyst:/root/.catalyst -p 8888:8888/tcp --name catalyst -it quantopian/catalyst
 #
 # To access Jupyter when running docker locally (you may need to add NAT rules):
 #
@@ -19,7 +19,7 @@
 #
 # You can also run an algo using the docker exec command.  For example:
 #
-#    docker exec -it zipline zipline run -f /projects/my_algo.py --start 2015-1-1 --end 2016-1-1 /projects/result.pickle
+#    docker exec -it catalyst catalyst run -f /projects/my_algo.py --start 2015-1-1 --end 2016-1-1 /projects/result.pickle
 #
 FROM python:3.5
 
@@ -48,7 +48,7 @@ RUN mkdir ${PROJECT_DIR} \
     && curl -L https://downloads.sourceforge.net/project/ta-lib/ta-lib/0.4.0/ta-lib-0.4.0-src.tar.gz | tar xvz
 
 #
-# build and install zipline from source.  install TA-Lib after to ensure
+# build and install catalyst from source.  install TA-Lib after to ensure
 # numpy is available.
 #
 
@@ -72,17 +72,17 @@ RUN pip install 'numpy>=1.11.1,<2.0.0' \
 ADD ./etc/docker_cmd.sh /
 
 #
-# make port available. /zipline is made a volume
+# make port available. /catalyst is made a volume
 # for developer testing.
 #
 EXPOSE ${NOTEBOOK_PORT}
 
 #
-# build and install the zipline package into the image
+# build and install the catalyst package into the image
 #
 
-ADD . /zipline
+ADD . /catalyst
-WORKDIR /zipline
+WORKDIR /catalyst
 RUN pip install -e .
 
 #

Dockerfile-dev

@@ -1,15 +1,15 @@
 #
-# Dockerfile for an image with the currently checked out version of zipline installed. To build:
+# Dockerfile for an image with the currently checked out version of catalyst installed. To build:
 #
-#    docker build -t quantopian/ziplinedev -f Dockerfile-dev .
+#    docker build -t quantopian/catalystdev -f Dockerfile-dev .
 #
-# Note: the dev build requires a quantopian/zipline image, which you can build as follows:
+# Note: the dev build requires a quantopian/catalyst image, which you can build as follows:
 #
-#    docker build -t quantopian/zipline -f Dockerfile
+#    docker build -t quantopian/catalyst -f Dockerfile
 #
 # To run the container:
 #
-#    docker run -v /path/to/your/notebooks:/projects -v ~/.zipline:/root/.zipline -p 8888:8888/tcp --name ziplinedev -it quantopian/ziplinedev
+#    docker run -v /path/to/your/notebooks:/projects -v ~/.catalyst:/root/.catalyst -p 8888:8888/tcp --name catalystdev -it quantopian/catalystdev
 #
 # To access Jupyter when running docker locally (you may need to add NAT rules):
 #
@@ -23,11 +23,11 @@
 #
 # You can also run an algo using the docker exec command.  For example:
 #
-#    docker exec -it ziplinedev zipline run -f /projects/my_algo.py --start 2015-1-1 --end 2016-1-1 /projects/result.pickle
+#    docker exec -it catalystdev catalyst run -f /projects/my_algo.py --start 2015-1-1 --end 2016-1-1 /projects/result.pickle
 #
-FROM quantopian/zipline
+FROM quantopian/catalyst
 
-WORKDIR /zipline
+WORKDIR /catalyst
 
 RUN pip install -r etc/requirements_dev.txt -r etc/requirements_blaze.txt
 # Clean out any cython assets. The pip install re-builds them.

MANIFEST.in

@@ -1,9 +1,9 @@
 include LICENSE
 
 include etc/requirements*.txt
-recursive-include zipline *.pyi
+recursive-include catalyst *.pyi
-recursive-include zipline *.pxi
+recursive-include catalyst *.pxi
 
-recursive-include zipline/resources *.*
+recursive-include catalyst/resources *.*
 include versioneer.py
-include zipline/_version.py
+include catalyst/_version.py

appveyor.yml

@@ -83,8 +83,8 @@ install:
   - ps: copy .\ci\appveyor\vcvars64.bat "C:\Program Files (x86)\Microsoft Visual Studio 10.0\VC\bin\amd64"
   - "%CMD_IN_ENV% python .\\ci\\make_conda_packages.py"
 
-  # test that we can conda install zipline in a new env
+  # test that we can conda install catalyst in a new env
-  - conda create -n installenv --yes -q --use-local python=%PYTHON_VERSION% numpy=%NUMPY_VERSION% zipline -c quantopian -c https://conda.anaconda.org/quantopian/label/ci
+  - conda create -n installenv --yes -q --use-local python=%PYTHON_VERSION% numpy=%NUMPY_VERSION% catalyst -c quantopian -c https://conda.anaconda.org/quantopian/label/ci
 
   - ps: $env:BCOLZ_VERSION=(sls "bcolz==(.*)" .\etc\requirements.txt -ca).matches.groups[1].value
   - ps: $env:NUMEXPR_VERSION=(sls "numexpr==(.*)" .\etc\requirements.txt -ca).matches.groups[1].value
@@ -101,8 +101,8 @@ install:
   - pip freeze | sort
 
 test_script:
-  - nosetests -e zipline.utils.numpy_utils
+  - nosetests -e catalyst.utils.numpy_utils
-  - flake8 zipline tests
+  - flake8 catalyst tests
 
 branches:
   only:

catalyst/__init__.py

@@ -30,14 +30,14 @@ from . algorithm import TradingAlgorithm
 from . import api
 
 
-# PERF: Fire a warning if calendars were instantiated during zipline import.
+# PERF: Fire a warning if calendars were instantiated during catalyst import.
-# Having calendars doesn't break anything per-se, but it makes zipline imports
+# Having calendars doesn't break anything per-se, but it makes catalyst imports
 # noticeably slower, which becomes particularly noticeable in the Zipline CLI.
-from zipline.utils.calendars.calendar_utils import global_calendar_dispatcher
+from catalyst.utils.calendars.calendar_utils import global_calendar_dispatcher
 if global_calendar_dispatcher._calendars:
     import warnings
     warnings.warn(
-        "Found TradingCalendar instances after zipline import.\n"
+        "Found TradingCalendar instances after catalyst import.\n"
         "Zipline startup will be much slower until this is fixed!",
     )
     del warnings
@@ -49,8 +49,8 @@ del get_versions
 
 
 def load_ipython_extension(ipython):
-    from .__main__ import zipline_magic
+    from .__main__ import catalyst_magic
-    ipython.register_magic_function(zipline_magic, 'line_cell', 'zipline')
+    ipython.register_magic_function(catalyst_magic, 'line_cell', 'catalyst')
 
 
 if os.name == 'nt':

catalyst/__main__.py

@@ -7,9 +7,9 @@ import logbook
 import pandas as pd
 from six import text_type
 
-from zipline.data import bundles as bundles_module
+from catalyst.data import bundles as bundles_module
-from zipline.utils.cli import Date, Timestamp
+from catalyst.utils.cli import Date, Timestamp
-from zipline.utils.run_algo import _run, load_extensions
+from catalyst.utils.run_algo import _run, load_extensions
 
 try:
     __IPYTHON__
@@ -22,12 +22,12 @@ except NameError:
     '-e',
     '--extension',
     multiple=True,
-    help='File or module path to a zipline extension to load.',
+    help='File or module path to a catalyst extension to load.',
 )
 @click.option(
     '--strict-extensions/--non-strict-extensions',
     is_flag=True,
-    help='If --strict-extensions is passed then zipline will not run if it'
+    help='If --strict-extensions is passed then catalyst will not run if it'
     ' cannot load all of the specified extensions. If this is not passed or'
     ' --non-strict-extensions is passed then the failure will be logged but'
     ' execution will continue.',
@@ -36,10 +36,10 @@ except NameError:
     '--default-extension/--no-default-extension',
     is_flag=True,
     default=True,
-    help="Don't load the default zipline extension.py file in $ZIPLINE_HOME.",
+    help="Don't load the default catalyst extension.py file in $ZIPLINE_HOME.",
 )
 def main(extension, strict_extensions, default_extension):
-    """Top level zipline entry point.
+    """Top level catalyst entry point.
     """
     # install a logbook handler before performing any other operations
     logbook.StderrHandler().push_application()
@@ -242,14 +242,14 @@ def run(ctx,
 
     if output == '-':
         click.echo(str(perf))
-    elif output != os.devnull:  # make the zipline magic not write any data
+    elif output != os.devnull:  # make the catalyst magic not write any data
         perf.to_pickle(output)
 
     return perf
 
 
-def zipline_magic(line, cell=None):
+def catalyst_magic(line, cell=None):
-    """The zipline IPython cell magic.
+    """The catalyst IPython cell magic.
     """
     load_extensions(
         default=True,
@@ -270,7 +270,7 @@ def zipline_magic(line, cell=None):
                 '--algotext', '',
                 '--local-namespace',
             ] if cell is None else []) + line.split(),
-            '%s%%zipline' % ((cell or '') and '%'),
+            '%s%%catalyst' % ((cell or '') and '%'),
             # don't use system exit and propogate errors to the caller
             standalone_mode=False,
         )

catalyst/_protocol.pyx

@@ -24,12 +24,12 @@ from six import iteritems, PY2, string_types
 from cpython cimport bool
 from collections import Iterable
 
-from zipline.assets import (Asset,
+from catalyst.assets import (Asset,
                             AssetConvertible,
                             PricingDataAssociable,
                             Future)
-from zipline.assets.continuous_futures import ContinuousFuture
+from catalyst.assets.continuous_futures import ContinuousFuture
-from zipline.zipline_warnings import ZiplineDeprecationWarning
+from catalyst.catalyst_warnings import ZiplineDeprecationWarning
 
 
 cdef bool _is_iterable(obj):
@@ -149,7 +149,7 @@ cdef class BarData:
     data_frequency : {'minute', 'daily'}
         The frequency of the bar data; i.e. whether the data is
         daily or minute bars
-    restrictions : zipline.finance.asset_restrictions.Restrictions
+    restrictions : catalyst.finance.asset_restrictions.Restrictions
         Object that combines and returns restricted list information from
         multiple sources
     universe_func : callable, optional

catalyst/_version.py

@@ -37,8 +37,8 @@ def get_config():
     cfg.VCS = "git"
     cfg.style = "pep440"
     cfg.tag_prefix = ""
-    cfg.parentdir_prefix = "zipline-"
+    cfg.parentdir_prefix = "catalyst-"
-    cfg.versionfile_source = "zipline/_version.py"
+    cfg.versionfile_source = "catalyst/_version.py"
     cfg.verbose = False
     return cfg
 

catalyst/algorithm.py

@@ -35,11 +35,11 @@ from six import (
     viewkeys,
 )
 
-from zipline._protocol import handle_non_market_minutes
+from catalyst._protocol import handle_non_market_minutes
-from zipline.assets.synthetic import make_simple_equity_info
+from catalyst.assets.synthetic import make_simple_equity_info
-from zipline.data.data_portal import DataPortal
+from catalyst.data.data_portal import DataPortal
-from zipline.data.us_equity_pricing import PanelBarReader
+from catalyst.data.us_equity_pricing import PanelBarReader
-from zipline.errors import (
+from catalyst.errors import (
     AttachPipelineAfterInitialize,
     CannotOrderDelistedAsset,
     HistoryInInitialize,
@@ -60,9 +60,9 @@ from zipline.errors import (
     UnsupportedDatetimeFormat,
     UnsupportedOrderParameters,
 )
-from zipline.finance.trading import TradingEnvironment
+from catalyst.finance.trading import TradingEnvironment
-from zipline.finance.blotter import Blotter
+from catalyst.finance.blotter import Blotter
-from zipline.finance.controls import (
+from catalyst.finance.controls import (
     LongOnly,
     MaxOrderCount,
     MaxOrderSize,
@@ -70,34 +70,34 @@ from zipline.finance.controls import (
     MaxLeverage,
     RestrictedListOrder
 )
-from zipline.finance.execution import (
+from catalyst.finance.execution import (
     LimitOrder,
     MarketOrder,
     StopLimitOrder,
     StopOrder,
 )
-from zipline.finance.performance import PerformanceTracker
+from catalyst.finance.performance import PerformanceTracker
-from zipline.finance.asset_restrictions import Restrictions
+from catalyst.finance.asset_restrictions import Restrictions
-from zipline.finance.cancel_policy import NeverCancel, CancelPolicy
+from catalyst.finance.cancel_policy import NeverCancel, CancelPolicy
-from zipline.finance.asset_restrictions import (
+from catalyst.finance.asset_restrictions import (
     NoRestrictions,
     StaticRestrictions,
     SecurityListRestrictions,
 )
-from zipline.assets import Asset, Equity, Future
+from catalyst.assets import Asset, Equity, Future
-from zipline.gens.tradesimulation import AlgorithmSimulator
+from catalyst.gens.tradesimulation import AlgorithmSimulator
-from zipline.pipeline import Pipeline
+from catalyst.pipeline import Pipeline
-from zipline.pipeline.engine import (
+from catalyst.pipeline.engine import (
     ExplodingPipelineEngine,
     SimplePipelineEngine,
 )
-from zipline.utils.api_support import (
+from catalyst.utils.api_support import (
     api_method,
     require_initialized,
     require_not_initialized,
     ZiplineAPI,
     disallowed_in_before_trading_start)
-from zipline.utils.input_validation import (
+from catalyst.utils.input_validation import (
     coerce_string,
     ensure_upper_case,
     error_keywords,
@@ -105,14 +105,14 @@ from zipline.utils.input_validation import (
     expect_types,
     optional,
 )
-from zipline.utils.numpy_utils import int64_dtype
+from catalyst.utils.numpy_utils import int64_dtype
-from zipline.utils.calendars.trading_calendar import days_at_time
+from catalyst.utils.calendars.trading_calendar import days_at_time
-from zipline.utils.cache import CachedObject, Expired
+from catalyst.utils.cache import CachedObject, Expired
-from zipline.utils.calendars import get_calendar
+from catalyst.utils.calendars import get_calendar
-from zipline.utils.compat import exc_clear
+from catalyst.utils.compat import exc_clear
 
-import zipline.utils.events
+import catalyst.utils.events
-from zipline.utils.events import (
+from catalyst.utils.events import (
     EventManager,
     make_eventrule,
     date_rules,
@@ -121,21 +121,21 @@ from zipline.utils.events import (
     AfterOpen,
     BeforeClose
 )
-from zipline.utils.factory import create_simulation_parameters
+from catalyst.utils.factory import create_simulation_parameters
-from zipline.utils.math_utils import (
+from catalyst.utils.math_utils import (
     tolerant_equals,
     round_if_near_integer,
 )
-from zipline.utils.pandas_utils import clear_dataframe_indexer_caches
+from catalyst.utils.pandas_utils import clear_dataframe_indexer_caches
-from zipline.utils.preprocess import preprocess
+from catalyst.utils.preprocess import preprocess
-from zipline.utils.security_list import SecurityList
+from catalyst.utils.security_list import SecurityList
 
-import zipline.protocol
+import catalyst.protocol
-from zipline.sources.requests_csv import PandasRequestsCSV
+from catalyst.sources.requests_csv import PandasRequestsCSV
 
-from zipline.gens.sim_engine import MinuteSimulationClock
+from catalyst.gens.sim_engine import MinuteSimulationClock
-from zipline.sources.benchmark_source import BenchmarkSource
+from catalyst.sources.benchmark_source import BenchmarkSource
-from zipline.zipline_warnings import ZiplineDeprecationWarning
+from catalyst.catalyst_warnings import ZiplineDeprecationWarning
 
 
 log = logbook.Logger("ZiplineLog")
@@ -206,7 +206,7 @@ class TradingAlgorithm(object):
         The platform the simulation is running on. This can be queried for
         in the simulation with ``get_environment``. This allows algorithms
         to conditionally execute code based on platform it is running on.
-        default: 'zipline'
+        default: 'catalyst'
     """
 
     def __init__(self, *args, **kwargs):
@@ -260,7 +260,7 @@ class TradingAlgorithm(object):
         self._recorded_vars = {}
         self.namespace = kwargs.pop('namespace', {})
 
-        self._platform = kwargs.pop('platform', 'zipline')
+        self._platform = kwargs.pop('platform', 'catalyst')
 
         self.logger = None
 
@@ -316,7 +316,7 @@ class TradingAlgorithm(object):
         if not self.blotter:
             self.blotter = Blotter(
                 data_frequency=self.data_frequency,
-                # Default to NeverCancel in zipline
+                # Default to NeverCancel in catalyst
                 cancel_policy=self.cancel_policy,
             )
 
@@ -389,8 +389,8 @@ class TradingAlgorithm(object):
             self._analyze = kwargs.pop('analyze', None)
 
         self.event_manager.add_event(
-            zipline.utils.events.Event(
+            catalyst.utils.events.Event(
-                zipline.utils.events.Always(),
+                catalyst.utils.events.Always(),
                 # We pass handle_data.__func__ to get the unbound method.
                 # We will explicitly pass the algorithm to bind it again.
                 self.handle_data.__func__,
@@ -702,7 +702,7 @@ class TradingAlgorithm(object):
         # this is a repeat run of the algorithm.
         self.perf_tracker = None
 
-        # Create zipline and loop through simulated_trading.
+        # Create catalyst and loop through simulated_trading.
         # Each iteration returns a perf dictionary
         try:
             perfs = []
@@ -937,7 +937,7 @@ class TradingAlgorithm(object):
                   The starting capital for the simulation.
               platform : str
                   The platform that the code is running on. By default this
-                  will be the string 'zipline'. This can allow algorithms to
+                  will be the string 'catalyst'. This can allow algorithms to
                   know if they are running on the Quantopian platform instead.
               * : dict[str -> any]
                   Returns all of the fields in a dictionary.
@@ -1022,7 +1022,7 @@ class TradingAlgorithm(object):
 
         Returns
         -------
-        csv_data_source : zipline.sources.requests_csv.PandasRequestsCSV
+        csv_data_source : catalyst.sources.requests_csv.PandasRequestsCSV
             A requests source that will pull data from the url specified.
         """
 
@@ -1063,7 +1063,7 @@ class TradingAlgorithm(object):
             The function to execute when the rule is triggered.
         """
         self.event_manager.add_event(
-            zipline.utils.events.Event(rule, callback),
+            catalyst.utils.events.Event(rule, callback),
         )
 
     @api_method
@@ -1090,8 +1090,8 @@ class TradingAlgorithm(object):
 
         See Also
         --------
-        :class:`zipline.api.date_rules`
+        :class:`catalyst.api.date_rules`
-        :class:`zipline.api.time_rules`
+        :class:`catalyst.api.time_rules`
         """
 
         # When the user calls schedule_function(func, <time_rule>), assume that
@@ -1146,7 +1146,7 @@ class TradingAlgorithm(object):
         -----
         These values will appear in the performance packets and the performance
         dataframe passed to ``analyze`` and returned from
-        :func:`~zipline.run_algorithm`.
+        :func:`~catalyst.run_algorithm`.
         """
         # Make 2 objects both referencing the same iterator
         args = [iter(args)] * 2
@@ -1201,7 +1201,7 @@ class TradingAlgorithm(object):
 
         See Also
         --------
-        :func:`zipline.api.set_symbol_lookup_date`
+        :func:`catalyst.api.set_symbol_lookup_date`
         """
         # If the user has not set the symbol lookup date,
         # use the end_session as the date for sybmol->sid resolution.
@@ -1273,7 +1273,7 @@ class TradingAlgorithm(object):
 
         See Also
         --------
-        :func:`zipline.api.set_symbol_lookup_date`
+        :func:`catalyst.api.set_symbol_lookup_date`
         """
         return [self.symbol(identifier) for identifier in args]
 
@@ -1433,9 +1433,9 @@ class TradingAlgorithm(object):
 
         See Also
         --------
-        :class:`zipline.finance.execution.ExecutionStyle`
+        :class:`catalyst.finance.execution.ExecutionStyle`
-        :func:`zipline.api.order_value`
+        :func:`catalyst.api.order_value`
-        :func:`zipline.api.order_percent`
+        :func:`catalyst.api.order_percent`
         """
         if not self._can_order_asset(asset):
             return None
@@ -1567,14 +1567,14 @@ class TradingAlgorithm(object):
 
         Notes
         -----
-        See :func:`zipline.api.order` for more information about
+        See :func:`catalyst.api.order` for more information about
         ``limit_price``, ``stop_price``, and ``style``
 
         See Also
         --------
-        :class:`zipline.finance.execution.ExecutionStyle`
+        :class:`catalyst.finance.execution.ExecutionStyle`
-        :func:`zipline.api.order`
+        :func:`catalyst.api.order`
-        :func:`zipline.api.order_percent`
+        :func:`catalyst.api.order_percent`
         """
         if not self._can_order_asset(asset):
             return None
@@ -1673,7 +1673,7 @@ class TradingAlgorithm(object):
 
         See Also
         --------
-        :class:`zipline.finance.slippage.SlippageModel`
+        :class:`catalyst.finance.slippage.SlippageModel`
         """
         if self.initialized:
             raise SetSlippagePostInit()
@@ -1709,9 +1709,9 @@ class TradingAlgorithm(object):
 
         See Also
         --------
-        :class:`zipline.finance.commission.PerShare`
+        :class:`catalyst.finance.commission.PerShare`
-        :class:`zipline.finance.commission.PerTrade`
+        :class:`catalyst.finance.commission.PerTrade`
-        :class:`zipline.finance.commission.PerDollar`
+        :class:`catalyst.finance.commission.PerDollar`
         """
         if self.initialized:
             raise SetCommissionPostInit()
@@ -1745,8 +1745,8 @@ class TradingAlgorithm(object):
 
         See Also
         --------
-        :class:`zipline.api.EODCancel`
+        :class:`catalyst.api.EODCancel`
-        :class:`zipline.api.NeverCancel`
+        :class:`catalyst.api.NeverCancel`
         """
         if not isinstance(cancel_policy, CancelPolicy):
             raise UnsupportedCancelPolicy()
@@ -1815,14 +1815,14 @@ class TradingAlgorithm(object):
 
         Notes
         -----
-        See :func:`zipline.api.order` for more information about
+        See :func:`catalyst.api.order` for more information about
         ``limit_price``, ``stop_price``, and ``style``
 
         See Also
         --------
-        :class:`zipline.finance.execution.ExecutionStyle`
+        :class:`catalyst.finance.execution.ExecutionStyle`
-        :func:`zipline.api.order`
+        :func:`catalyst.api.order`
-        :func:`zipline.api.order_value`
+        :func:`catalyst.api.order_value`
         """
         if not self._can_order_asset(asset):
             return None
@@ -1884,15 +1884,15 @@ class TradingAlgorithm(object):
         call to ``order_target`` will not have been filled when the second
         ``order_target`` call is made.
 
-        See :func:`zipline.api.order` for more information about
+        See :func:`catalyst.api.order` for more information about
         ``limit_price``, ``stop_price``, and ``style``
 
         See Also
         --------
-        :class:`zipline.finance.execution.ExecutionStyle`
+        :class:`catalyst.finance.execution.ExecutionStyle`
-        :func:`zipline.api.order`
+        :func:`catalyst.api.order`
-        :func:`zipline.api.order_target_percent`
+        :func:`catalyst.api.order_target_percent`
-        :func:`zipline.api.order_target_value`
+        :func:`catalyst.api.order_target_value`
         """
         if not self._can_order_asset(asset):
             return None
@@ -1958,15 +1958,15 @@ class TradingAlgorithm(object):
         call to ``order_target_value`` will not have been filled when the
         second ``order_target_value`` call is made.
 
-        See :func:`zipline.api.order` for more information about
+        See :func:`catalyst.api.order` for more information about
         ``limit_price``, ``stop_price``, and ``style``
 
         See Also
         --------
-        :class:`zipline.finance.execution.ExecutionStyle`
+        :class:`catalyst.finance.execution.ExecutionStyle`
-        :func:`zipline.api.order`
+        :func:`catalyst.api.order`
-        :func:`zipline.api.order_target`
+        :func:`catalyst.api.order_target`
-        :func:`zipline.api.order_target_percent`
+        :func:`catalyst.api.order_target_percent`
         """
         if not self._can_order_asset(asset):
             return None
@@ -2022,15 +2022,15 @@ class TradingAlgorithm(object):
         because the first call to ``order_target_percent`` will not have been
         filled when the second ``order_target_percent`` call is made.
 
-        See :func:`zipline.api.order` for more information about
+        See :func:`catalyst.api.order` for more information about
         ``limit_price``, ``stop_price``, and ``style``
 
         See Also
         --------
-        :class:`zipline.finance.execution.ExecutionStyle`
+        :class:`catalyst.finance.execution.ExecutionStyle`
-        :func:`zipline.api.order`
+        :func:`catalyst.api.order`
-        :func:`zipline.api.order_target`
+        :func:`catalyst.api.order_target`
-        :func:`zipline.api.order_target_value`
+        :func:`catalyst.api.order_target_value`
         """
         if not self._can_order_asset(asset):
             return None
@@ -2128,7 +2128,7 @@ class TradingAlgorithm(object):
             The order_id or order object to cancel.
         """
         order_id = order_param
-        if isinstance(order_param, zipline.protocol.Order):
+        if isinstance(order_param, catalyst.protocol.Order):
             order_id = order_param.id
 
         self.blotter.cancel(order_id)
@@ -2333,7 +2333,7 @@ class TradingAlgorithm(object):
         else:
             warnings.warn(
                 "`set_do_not_order_list(container_of_assets)` is deprecated. "
-                "Create a zipline.finance.asset_restrictions."
+                "Create a catalyst.finance.asset_restrictions."
                 "StaticRestrictions object with a container of assets and use "
                 "`set_asset_restrictions(StaticRestrictions("
                 "container_of_assets))` instead.",
@@ -2359,7 +2359,7 @@ class TradingAlgorithm(object):
 
         See Also
         --------
-        zipline.finance.asset_restrictions.Restrictions
+        catalyst.finance.asset_restrictions.Restrictions
         """
         control = RestrictedListOrder(on_error, restrictions)
         self.register_trading_control(control)
@@ -2404,7 +2404,7 @@ class TradingAlgorithm(object):
 
         See Also
         --------
-        :func:`zipline.api.pipeline_output`
+        :func:`catalyst.api.pipeline_output`
         """
         if self._pipelines:
             raise NotImplementedError("Multiple pipelines are not supported.")
@@ -2444,8 +2444,8 @@ class TradingAlgorithm(object):
 
         See Also
         --------
-        :func:`zipline.api.attach_pipeline`
+        :func:`catalyst.api.attach_pipeline`
-        :meth:`zipline.pipeline.engine.PipelineEngine.run_pipeline`
+        :meth:`catalyst.pipeline.engine.PipelineEngine.run_pipeline`
         """
         # NOTE: We don't currently support multiple pipelines, but we plan to
         # in the future.

catalyst/api.pyi

@@ -1,12 +1,12 @@
 import collections
-from zipline.assets import Asset, Equity, Future
+from catalyst.assets import Asset, Equity, Future
-from zipline.assets.futures import FutureChain
+from catalyst.assets.futures import FutureChain
-from zipline.finance.asset_restrictions import Restrictions
+from catalyst.finance.asset_restrictions import Restrictions
-from zipline.finance.cancel_policy import CancelPolicy
+from catalyst.finance.cancel_policy import CancelPolicy
-from zipline.pipeline import Pipeline
+from catalyst.pipeline import Pipeline
-from zipline.protocol import Order
+from catalyst.protocol import Order
-from zipline.utils.events import EventRule
+from catalyst.utils.events import EventRule
-from zipline.utils.security_list import SecurityList
+from catalyst.utils.security_list import SecurityList
 
 
 def attach_pipeline(pipeline, name, chunks=None):
@@ -31,7 +31,7 @@ def attach_pipeline(pipeline, name, chunks=None):
 
     See Also
     --------
-    :func:`zipline.api.pipeline_output`
+    :func:`catalyst.api.pipeline_output`
     """
 
 def batch_market_order(share_counts):
@@ -121,7 +121,7 @@ def fetch_csv(url, pre_func=None, post_func=None, date_column='date', date_forma
 
     Returns
     -------
-    csv_data_source : zipline.sources.requests_csv.PandasRequestsCSV
+    csv_data_source : catalyst.sources.requests_csv.PandasRequestsCSV
         A requests source that will pull data from the url specified.
     """
 
@@ -182,7 +182,7 @@ def get_environment(field='platform'):
               The starting capital for the simulation.
           platform : str
               The platform that the code is running on. By default this
-              will be the string 'zipline'. This can allow algorithms to
+              will be the string 'catalyst'. This can allow algorithms to
               know if they are running on the Quantopian platform instead.
           * : dict[str -> any]
               Returns all of the fields in a dictionary.
@@ -253,9 +253,9 @@ def order(asset, amount, limit_price=None, stop_price=None, style=None):
 
     See Also
     --------
-    :class:`zipline.finance.execution.ExecutionStyle`
+    :class:`catalyst.finance.execution.ExecutionStyle`
-    :func:`zipline.api.order_value`
+    :func:`catalyst.api.order_value`
-    :func:`zipline.api.order_percent`
+    :func:`catalyst.api.order_percent`
     """
 
 def order_percent(asset, percent, limit_price=None, stop_price=None, style=None):
@@ -283,14 +283,14 @@ def order_percent(asset, percent, limit_price=None, stop_price=None, style=None)
 
     Notes
     -----
-    See :func:`zipline.api.order` for more information about
+    See :func:`catalyst.api.order` for more information about
     ``limit_price``, ``stop_price``, and ``style``
 
     See Also
     --------
-    :class:`zipline.finance.execution.ExecutionStyle`
+    :class:`catalyst.finance.execution.ExecutionStyle`
-    :func:`zipline.api.order`
+    :func:`catalyst.api.order`
-    :func:`zipline.api.order_value`
+    :func:`catalyst.api.order_value`
     """
 
 def order_target(asset, target, limit_price=None, stop_price=None, style=None):
@@ -333,15 +333,15 @@ def order_target(asset, target, limit_price=None, stop_price=None, style=None):
     call to ``order_target`` will not have been filled when the second
     ``order_target`` call is made.
 
-    See :func:`zipline.api.order` for more information about
+    See :func:`catalyst.api.order` for more information about
     ``limit_price``, ``stop_price``, and ``style``
 
     See Also
     --------
-    :class:`zipline.finance.execution.ExecutionStyle`
+    :class:`catalyst.finance.execution.ExecutionStyle`
-    :func:`zipline.api.order`
+    :func:`catalyst.api.order`
-    :func:`zipline.api.order_target_percent`
+    :func:`catalyst.api.order_target_percent`
-    :func:`zipline.api.order_target_value`
+    :func:`catalyst.api.order_target_value`
     """
 
 def order_target_percent(asset, target, limit_price=None, stop_price=None, style=None):
@@ -385,15 +385,15 @@ def order_target_percent(asset, target, limit_price=None, stop_price=None, style
     because the first call to ``order_target_percent`` will not have been
     filled when the second ``order_target_percent`` call is made.
 
-    See :func:`zipline.api.order` for more information about
+    See :func:`catalyst.api.order` for more information about
     ``limit_price``, ``stop_price``, and ``style``
 
     See Also
     --------
-    :class:`zipline.finance.execution.ExecutionStyle`
+    :class:`catalyst.finance.execution.ExecutionStyle`
-    :func:`zipline.api.order`
+    :func:`catalyst.api.order`
-    :func:`zipline.api.order_target`
+    :func:`catalyst.api.order_target`
-    :func:`zipline.api.order_target_value`
+    :func:`catalyst.api.order_target_value`
     """
 
 def order_target_value(asset, target, limit_price=None, stop_price=None, style=None):
@@ -437,15 +437,15 @@ def order_target_value(asset, target, limit_price=None, stop_price=None, style=N
     call to ``order_target_value`` will not have been filled when the
     second ``order_target_value`` call is made.
 
-    See :func:`zipline.api.order` for more information about
+    See :func:`catalyst.api.order` for more information about
     ``limit_price``, ``stop_price``, and ``style``
 
     See Also
     --------
-    :class:`zipline.finance.execution.ExecutionStyle`
+    :class:`catalyst.finance.execution.ExecutionStyle`
-    :func:`zipline.api.order`
+    :func:`catalyst.api.order`
-    :func:`zipline.api.order_target`
+    :func:`catalyst.api.order_target`
-    :func:`zipline.api.order_target_percent`
+    :func:`catalyst.api.order_target_percent`
     """
 
 def order_value(asset, value, limit_price=None, stop_price=None, style=None):
@@ -478,14 +478,14 @@ def order_value(asset, value, limit_price=None, stop_price=None, style=None):
 
     Notes
     -----
-    See :func:`zipline.api.order` for more information about
+    See :func:`catalyst.api.order` for more information about
     ``limit_price``, ``stop_price``, and ``style``
 
     See Also
     --------
-    :class:`zipline.finance.execution.ExecutionStyle`
+    :class:`catalyst.finance.execution.ExecutionStyle`
-    :func:`zipline.api.order`
+    :func:`catalyst.api.order`
-    :func:`zipline.api.order_percent`
+    :func:`catalyst.api.order_percent`
     """
 
 def pipeline_output(name):
@@ -510,8 +510,8 @@ def pipeline_output(name):
 
     See Also
     --------
-    :func:`zipline.api.attach_pipeline`
+    :func:`catalyst.api.attach_pipeline`
-    :meth:`zipline.pipeline.engine.PipelineEngine.run_pipeline`
+    :meth:`catalyst.pipeline.engine.PipelineEngine.run_pipeline`
     """
 
 def record(*args, **kwargs):
@@ -526,7 +526,7 @@ def record(*args, **kwargs):
     -----
     These values will appear in the performance packets and the performance
     dataframe passed to ``analyze`` and returned from
-    :func:`~zipline.run_algorithm`.
+    :func:`~catalyst.run_algorithm`.
     """
 
 def schedule_function(func, date_rule=None, time_rule=None, half_days=True, calendar=None):
@@ -545,8 +545,8 @@ def schedule_function(func, date_rule=None, time_rule=None, half_days=True, cale
 
     See Also
     --------
-    :class:`zipline.api.date_rules`
+    :class:`catalyst.api.date_rules`
-    :class:`zipline.api.time_rules`
+    :class:`catalyst.api.time_rules`
     """
 
 def set_asset_restrictions(restrictions, on_error='fail'):
@@ -559,7 +559,7 @@ def set_asset_restrictions(restrictions, on_error='fail'):
 
     See Also
     --------
-    zipline.finance.asset_restrictions.Restrictions
+    catalyst.finance.asset_restrictions.Restrictions
     """
 
 def set_benchmark(benchmark):
@@ -586,8 +586,8 @@ def set_cancel_policy(cancel_policy):
 
     See Also
     --------
-    :class:`zipline.api.EODCancel`
+    :class:`catalyst.api.EODCancel`
-    :class:`zipline.api.NeverCancel`
+    :class:`catalyst.api.NeverCancel`
     """
 
 def set_commission(commission):
@@ -600,9 +600,9 @@ def set_commission(commission):
 
     See Also
     --------
-    :class:`zipline.finance.commission.PerShare`
+    :class:`catalyst.finance.commission.PerShare`
-    :class:`zipline.finance.commission.PerTrade`
+    :class:`catalyst.finance.commission.PerTrade`
-    :class:`zipline.finance.commission.PerDollar`
+    :class:`catalyst.finance.commission.PerDollar`
     """
 
 def set_do_not_order_list(restricted_list, on_error='fail'):
@@ -691,7 +691,7 @@ def set_slippage(slippage):
 
     See Also
     --------
-    :class:`zipline.finance.slippage.SlippageModel`
+    :class:`catalyst.finance.slippage.SlippageModel`
     """
 
 def set_symbol_lookup_date(dt):
@@ -745,7 +745,7 @@ def symbol(symbol_str):
 
     See Also
     --------
-    :func:`zipline.api.set_symbol_lookup_date`
+    :func:`catalyst.api.set_symbol_lookup_date`
     """
 
 def symbols(*args):
@@ -770,6 +770,6 @@ def symbols(*args):
 
     See Also
     --------
-    :func:`zipline.api.set_symbol_lookup_date`
+    :func:`catalyst.api.set_symbol_lookup_date`
     """
 

catalyst/assets/_assets.pyx

@@ -34,7 +34,7 @@ from numpy cimport int64_t
 import warnings
 cimport numpy as np
 
-from zipline.utils.calendars import get_calendar
+from catalyst.utils.calendars import get_calendar
 
 
 # IMPORTANT NOTE: You must change this template if you change

catalyst/assets/asset_db_migrations.py

@@ -5,10 +5,10 @@ from alembic.operations import Operations
 import sqlalchemy as sa
 from toolz.curried import do, operator as op
 
-from zipline.assets.asset_writer import write_version_info
+from catalyst.assets.asset_writer import write_version_info
-from zipline.errors import AssetDBImpossibleDowngrade
+from catalyst.errors import AssetDBImpossibleDowngrade
-from zipline.utils.preprocess import preprocess
+from catalyst.utils.preprocess import preprocess
-from zipline.utils.sqlite_utils import coerce_string_to_eng
+from catalyst.utils.sqlite_utils import coerce_string_to_eng
 
 
 @preprocess(engine=coerce_string_to_eng)

catalyst/assets/asset_writer.py

@@ -21,8 +21,8 @@ import pandas as pd
 import sqlalchemy as sa
 from toolz import first
 
-from zipline.errors import AssetDBVersionError
+from catalyst.errors import AssetDBVersionError
-from zipline.assets.asset_db_schema import (
+from catalyst.assets.asset_db_schema import (
     ASSET_DB_VERSION,
     asset_db_table_names,
     asset_router,
@@ -36,9 +36,9 @@ from zipline.assets.asset_db_schema import (
     version_info,
 )
 
-from zipline.utils.preprocess import preprocess
+from catalyst.utils.preprocess import preprocess
-from zipline.utils.range import from_tuple, intersecting_ranges
+from catalyst.utils.range import from_tuple, intersecting_ranges
-from zipline.utils.sqlite_utils import coerce_string_to_eng
+from catalyst.utils.sqlite_utils import coerce_string_to_eng
 
 # Define a namedtuple for use with the load_data and _load_data methods
 AssetData = namedtuple(
@@ -455,7 +455,7 @@ class AssetDBWriter(object):
 
         See Also
         --------
-        zipline.assets.asset_finder
+        catalyst.assets.asset_finder
         """
         with self.engine.begin() as conn:
             # Create SQL tables if they do not exist.

catalyst/assets/assets.py

@@ -39,7 +39,7 @@ from toolz import (
 )
 from toolz.curried import operator as op
 
-from zipline.errors import (
+from catalyst.errors import (
     EquitiesNotFound,
     FutureContractsNotFound,
     MapAssetIdentifierIndexError,
@@ -70,11 +70,11 @@ from .asset_writer import (
 from .asset_db_schema import (
     ASSET_DB_VERSION
 )
-from zipline.utils.control_flow import invert
+from catalyst.utils.control_flow import invert
-from zipline.utils.memoize import lazyval
+from catalyst.utils.memoize import lazyval
-from zipline.utils.numpy_utils import as_column
+from catalyst.utils.numpy_utils import as_column
-from zipline.utils.preprocess import preprocess
+from catalyst.utils.preprocess import preprocess
-from zipline.utils.sqlite_utils import group_into_chunks, coerce_string_to_eng
+from catalyst.utils.sqlite_utils import group_into_chunks, coerce_string_to_eng
 
 log = Logger('assets.py')
 
@@ -260,7 +260,7 @@ class AssetFinder(object):
 
     See Also
     --------
-    :class:`zipline.assets.AssetDBWriter`
+    :class:`catalyst.assets.AssetDBWriter`
     """
     # Token used as a substitute for pickling objects that contain a
     # reference to an AssetFinder.
@@ -1316,7 +1316,7 @@ class AssetFinder(object):
         See Also
         --------
         numpy.putmask
-        zipline.pipeline.engine.SimplePipelineEngine._compute_root_mask
+        catalyst.pipeline.engine.SimplePipelineEngine._compute_root_mask
         """
         # This is a less than ideal place to do this, because if someone adds
         # assets to the finder after we've touched lifetimes we won't have

catalyst/assets/continuous_futures.pyx

@@ -36,7 +36,7 @@ from numpy cimport long_t, int64_t
 from pandas import Timestamp
 import warnings
 
-from zipline.utils.calendars import get_calendar
+from catalyst.utils.calendars import get_calendar
 
 
 def delivery_predicate(codes, contract):

catalyst/assets/synthetic.py

@@ -187,7 +187,7 @@ def make_future_info(first_sid,
     month_codes : dict[str -> [1..12]], optional
         Dictionary of month codes for which to create contracts.  Entries
         should be strings mapped to values from 1 (January) to 12 (December).
-        Default is zipline.futures.CME_CODE_TO_MONTH
+        Default is catalyst.futures.CME_CODE_TO_MONTH
 
     Returns
     -------

catalyst/data/_adjustments.pyx

@@ -29,11 +29,11 @@ ctypedef object Timestamp_t
 ctypedef object DatetimeIndex_t
 ctypedef object Int64Index_t
 
-from zipline.lib.adjustment import Float64Multiply
+from catalyst.lib.adjustment import Float64Multiply
-from zipline.assets.asset_writer import (
+from catalyst.assets.asset_writer import (
     SQLITE_MAX_VARIABLE_NUMBER as SQLITE_MAX_IN_STATEMENT,
 )
-from zipline.utils.pandas_utils import timedelta_to_integral_seconds
+from catalyst.utils.pandas_utils import timedelta_to_integral_seconds
 
 
 _SID_QUERY_TEMPLATE = """

catalyst/data/bar_reader.py

@@ -71,7 +71,7 @@ class BarReader(with_metaclass(ABCMeta, object)):
     @abstractproperty
     def trading_calendar(self):
         """
-        Returns the zipline.utils.calendar.trading_calendar used to read
+        Returns the catalyst.utils.calendar.trading_calendar used to read
         the data.  Can be None (if the writer didn't specify it).
         """
         pass
@@ -124,7 +124,7 @@ class BarReader(with_metaclass(ABCMeta, object)):
 
         Parameters
         ----------
-        asset : zipline.asset.Asset
+        asset : catalyst.asset.Asset
             The asset for which to get the last traded minute.
         dt : pd.Timestamp
             The minute at which to start searching for the last traded minute.

catalyst/data/bundles/__init__.py

@@ -1,6 +1,5 @@
 # These imports are necessary to force module-scope register calls to happen.
 from . import quandl  # noqa
-from . import catalyst
 from .core import (
     UnknownBundle,
     bundles,
@@ -15,8 +14,6 @@ from .core import (
 )
 from .yahoo import yahoo_equities
 
-
-
 __all__ = [
     'UnknownBundle',
     'bundles',

catalyst/data/bundles/core.py

@@ -19,18 +19,18 @@ from ..minute_bars import (
     BcolzMinuteBarReader,
     BcolzMinuteBarWriter,
 )
-from zipline.assets import AssetDBWriter, AssetFinder, ASSET_DB_VERSION
+from catalyst.assets import AssetDBWriter, AssetFinder, ASSET_DB_VERSION
-from zipline.assets.asset_db_migrations import downgrade
+from catalyst.assets.asset_db_migrations import downgrade
-from zipline.utils.cache import (
+from catalyst.utils.cache import (
     dataframe_cache,
     working_dir,
     working_file,
 )
-from zipline.utils.compat import mappingproxy
+from catalyst.utils.compat import mappingproxy
-from zipline.utils.input_validation import ensure_timestamp, optionally
+from catalyst.utils.input_validation import ensure_timestamp, optionally
-import zipline.utils.paths as pth
+import catalyst.utils.paths as pth
-from zipline.utils.preprocess import preprocess
+from catalyst.utils.preprocess import preprocess
-from zipline.utils.calendars import get_calendar
+from catalyst.utils.calendars import get_calendar
 
 
 def asset_db_path(bundle_name, timestr, environ=None, db_version=None):
@@ -248,7 +248,7 @@ def _make_bundle_core():
                   The daily bar writer to write into.
               adjustment_writer : SQLiteAdjustmentWriter
                   The adjustment db writer to write into.
-              calendar : zipline.utils.calendars.TradingCalendar
+              calendar : catalyst.utils.calendars.TradingCalendar
                   The trading calendar to ingest for.
               start_session : pd.Timestamp
                   The first session of data to ingest.
@@ -291,7 +291,7 @@ def _make_bundle_core():
 
         See Also
         --------
-        zipline.data.bundles.bundles
+        catalyst.data.bundles.bundles
         """
         if name in bundles:
             warnings.warn(
@@ -300,9 +300,9 @@ def _make_bundle_core():
             )
 
         # NOTE: We don't eagerly compute calendar values here because
-        # `register` is called at module scope in zipline, and creating a
+        # `register` is called at module scope in catalyst, and creating a
         # calendar currently takes between 0.5 and 1 seconds, which causes a
-        # noticeable delay on the zipline CLI.
+        # noticeable delay on the catalyst CLI.
         _bundles[name] = RegisteredBundle(
             calendar_name=calendar_name,
             start_session=start_session,
@@ -328,7 +328,7 @@ def _make_bundle_core():
 
         See Also
         --------
-        zipline.data.bundles.bundles
+        catalyst.data.bundles.bundles
         """
         try:
             del _bundles[name]
@@ -470,7 +470,7 @@ def _make_bundle_core():
         timestamp : datetime
             The timestamp to begin searching on or before.
         environ : dict, optional
-            An environment dict to forward to zipline_root.
+            An environment dict to forward to catalyst_root.
         """
         if bundle_name not in bundles:
             raise UnknownBundle(bundle_name)
@@ -492,7 +492,7 @@ def _make_bundle_core():
                 raise
             raise ValueError(
                 'no data for bundle {bundle!r} on or before {timestamp}\n'
-                'maybe you need to run: $ zipline ingest -b {bundle}'.format(
+                'maybe you need to run: $ catalyst ingest -b {bundle}'.format(
                     bundle=bundle_name,
                     timestamp=timestamp,
                 ),
@@ -544,7 +544,7 @@ def _make_bundle_core():
               keep_last=None,
               environ=os.environ):
         """Clean up data that was created with ``ingest`` or
-        ``$ python -m zipline ingest``
+        ``$ python -m catalyst ingest``
 
         Parameters
         ----------

catalyst/data/bundles/quandl.py

@@ -12,8 +12,8 @@ import pandas as pd
 import requests
 from six.moves.urllib.parse import urlencode
 
-from zipline.utils.calendars import register_calendar_alias
+from catalyst.utils.calendars import register_calendar_alias
-from zipline.utils.cli import maybe_show_progress
+from catalyst.utils.cli import maybe_show_progress
 
 from . import core as bundles
 
@@ -87,7 +87,7 @@ def fetch_symbol_metadata_frame(api_key,
     retries : int, optional
         The number of times to retry each request before failing.
     environ : mapping[str -> str], optional
-        The environment to use to find the zipline home. By default this
+        The environment to use to find the catalyst home. By default this
         is ``os.environ``.
     show_progress : bool, optional
         Show a progress bar for the download of this data.
@@ -286,7 +286,7 @@ def quandl_bundle(environ,
                   cache,
                   show_progress,
                   output_dir):
-    """Build a zipline data bundle from the Quandl WIKI dataset.
+    """Build a catalyst data bundle from the Quandl WIKI dataset.
     """
     api_key = environ.get('QUANDL_API_KEY')
     metadata = fetch_symbol_metadata_frame(
@@ -407,3 +407,38 @@ def quantopian_quandl_bundle(environ,
 
 
 register_calendar_alias("QUANDL", "NYSE")
+
+CATALYST_URL = (
+    'https://s3.amazonaws.com/quantopian-public-zipline-data/quandl'
+)
+
+@bundles.register(
+    'catalyst',
+    calendar_name='NYSE',
+    minutes_per_day=390,
+    create_writers=False,
+)
+def catalyst_bundle(environ,
+                    asset_db_writer,
+                    minute_bar_writer,
+                    daily_bar_writer,
+                    adjustment_writer,
+                    calendar,
+                    start_session,
+                    end_session,
+                    cache,
+                    show_progress,
+                    output_dir):
+    if show_progress:
+        data = download_with_progress(
+            CATALYST_URL,
+            chunk_size=ONE_MEGABYTE,
+            label="Downloading Bundle: catalyst",
+        )
+    else:
+        data = download_without_progress(CATALYST_URL)
+
+    with tarfile.open('r', fileobj=data) as tar:
+        if show_progress:
+            print("Writing data to %s." % output_dir)
+        tar.extractall(output_dir)

catalyst/data/bundles/yahoo.py

@@ -5,8 +5,8 @@ import pandas as pd
 from pandas_datareader.data import DataReader
 import requests
 
-from zipline.utils.calendars import register_calendar_alias
+from catalyst.utils.calendars import register_calendar_alias
-from zipline.utils.cli import maybe_show_progress
+from catalyst.utils.cli import maybe_show_progress
 from .core import register
 
 
@@ -36,11 +36,11 @@ def yahoo_equities(symbols, start=None, end=None):
 
     Examples
     --------
-    This code should be added to ~/.zipline/extension.py
+    This code should be added to ~/.catalyst/extension.py
 
     .. code-block:: python
 
-       from zipline.data.bundles import yahoo_equities, register
+       from catalyst.data.bundles import yahoo_equities, register
 
        symbols = (
            'AAPL',

catalyst/data/continuous_future_reader.py

@@ -1,6 +1,6 @@
 import numpy as np
 import pandas as pd
-from zipline.data.session_bars import SessionBarReader
+from catalyst.data.session_bars import SessionBarReader
 
 
 class ContinuousFutureSessionBarReader(SessionBarReader):
@@ -93,7 +93,7 @@ class ContinuousFutureSessionBarReader(SessionBarReader):
     @property
     def trading_calendar(self):
         """
-        Returns the zipline.utils.calendar.trading_calendar used to read
+        Returns the catalyst.utils.calendar.trading_calendar used to read
         the data.  Can be None (if the writer didn't specify it).
         """
         return self._bar_reader.trading_calendar
@@ -148,7 +148,7 @@ class ContinuousFutureSessionBarReader(SessionBarReader):
 
         Parameters
         ----------
-        asset : zipline.asset.Asset
+        asset : catalyst.asset.Asset
             The asset for which to get the last traded minute.
         dt : pd.Timestamp
             The minute at which to start searching for the last traded minute.
@@ -279,7 +279,7 @@ class ContinuousFutureMinuteBarReader(SessionBarReader):
     @property
     def trading_calendar(self):
         """
-        Returns the zipline.utils.calendar.trading_calendar used to read
+        Returns the catalyst.utils.calendar.trading_calendar used to read
         the data.  Can be None (if the writer didn't specify it).
         """
         return self._bar_reader.trading_calendar
@@ -334,7 +334,7 @@ class ContinuousFutureMinuteBarReader(SessionBarReader):
 
         Parameters
         ----------
-        asset : zipline.asset.Asset
+        asset : catalyst.asset.Asset
             The asset for which to get the last traded minute.
         dt : pd.Timestamp
             The minute at which to start searching for the last traded minute.

catalyst/data/data_portal.py

@@ -24,45 +24,45 @@ from pandas.tslib import normalize_date
 from six import iteritems
 from six.moves import reduce
 
-from zipline.assets import (
+from catalyst.assets import (
     Asset,
     AssetConvertible,
     Equity,
     Future,
     PricingDataAssociable,
 )
-from zipline.assets.continuous_futures import ContinuousFuture
+from catalyst.assets.continuous_futures import ContinuousFuture
-from zipline.data.continuous_future_reader import (
+from catalyst.data.continuous_future_reader import (
     ContinuousFutureSessionBarReader,
     ContinuousFutureMinuteBarReader
 )
-from zipline.assets.roll_finder import (
+from catalyst.assets.roll_finder import (
     CalendarRollFinder,
     VolumeRollFinder
 )
-from zipline.data.dispatch_bar_reader import (
+from catalyst.data.dispatch_bar_reader import (
     AssetDispatchMinuteBarReader,
     AssetDispatchSessionBarReader
 )
-from zipline.data.resample import (
+from catalyst.data.resample import (
     DailyHistoryAggregator,
     ReindexMinuteBarReader,
     ReindexSessionBarReader,
 )
-from zipline.data.history_loader import (
+from catalyst.data.history_loader import (
     DailyHistoryLoader,
     MinuteHistoryLoader,
 )
-from zipline.data.us_equity_pricing import NoDataOnDate
+from catalyst.data.us_equity_pricing import NoDataOnDate
 
-from zipline.utils.math_utils import (
+from catalyst.utils.math_utils import (
     nansum,
     nanmean,
     nanstd
 )
-from zipline.utils.memoize import remember_last, weak_lru_cache
+from catalyst.utils.memoize import remember_last, weak_lru_cache
-from zipline.utils.pandas_utils import timedelta_to_integral_minutes
+from catalyst.utils.pandas_utils import timedelta_to_integral_minutes
-from zipline.errors import (
+from catalyst.errors import (
     NoTradeDataAvailableTooEarly,
     NoTradeDataAvailableTooLate,
     HistoryWindowStartsBeforeData,
@@ -100,7 +100,7 @@ _DEF_D_HIST_PREFETCH = DEFAULT_DAILY_HISTORY_PREFETCH
 
 
 class DataPortal(object):
-    """Interface to all of the data that a zipline simulation needs.
+    """Interface to all of the data that a catalyst simulation needs.
 
     This is used by the simulation runner to answer questions about the data,
     like getting the prices of assets on a given day or to service history
@@ -108,9 +108,9 @@ class DataPortal(object):
 
     Parameters
     ----------
-    asset_finder : zipline.assets.assets.AssetFinder
+    asset_finder : catalyst.assets.assets.AssetFinder
         The AssetFinder instance used to resolve assets.
-    trading_calendar: zipline.utils.calendar.exchange_calendar.TradingCalendar
+    trading_calendar: catalyst.utils.calendar.exchange_calendar.TradingCalendar
         The calendar instance used to provide minute->session information.
     first_trading_day : pd.Timestamp
         The first trading day for the simulation.
@@ -154,8 +154,6 @@ class DataPortal(object):
                  minute_history_prefetch_length=_DEF_M_HIST_PREFETCH,
                  daily_history_prefetch_length=_DEF_D_HIST_PREFETCH):
 
-        print 'trading_calendar: {0}'.format(trading_calendar)
-
         self.trading_calendar = trading_calendar
         self.asset_finder = asset_finder
 
@@ -879,7 +877,7 @@ class DataPortal(object):
 
         Parameters
         ----------
-        assets : list of zipline.data.Asset objects
+        assets : list of catalyst.data.Asset objects
             The assets whose data is desired.
 
         bar_count: int

catalyst/data/dispatch_bar_reader.py

@@ -22,7 +22,7 @@ from numpy import (
 )
 from six import iteritems, with_metaclass
 
-from zipline.utils.memoize import lazyval
+from catalyst.utils.memoize import lazyval
 
 
 class AssetDispatchBarReader(with_metaclass(ABCMeta)):
@@ -30,8 +30,8 @@ class AssetDispatchBarReader(with_metaclass(ABCMeta)):
 
     Parameters
     ----------
-    - trading_calendar : zipline.utils.trading_calendar.TradingCalendar
+    - trading_calendar : catalyst.utils.trading_calendar.TradingCalendar
-    - asset_finder : zipline.assets.AssetFinder
+    - asset_finder : catalyst.assets.AssetFinder
     - readers : dict
         A dict mapping Asset type to the corresponding
         [Minute|Session]BarReader

catalyst/data/history_loader.py

@@ -26,16 +26,16 @@ from toolz import sliding_window
 
 from six import with_metaclass
 
-from zipline.assets import Equity, Future
+from catalyst.assets import Equity, Future
-from zipline.assets.continuous_futures import ContinuousFuture
+from catalyst.assets.continuous_futures import ContinuousFuture
-from zipline.lib._int64window import AdjustedArrayWindow as Int64Window
+from catalyst.lib._int64window import AdjustedArrayWindow as Int64Window
-from zipline.lib._float64window import AdjustedArrayWindow as Float64Window
+from catalyst.lib._float64window import AdjustedArrayWindow as Float64Window
-from zipline.lib.adjustment import Float64Multiply, Float64Add
+from catalyst.lib.adjustment import Float64Multiply, Float64Add
-from zipline.utils.cache import ExpiringCache
+from catalyst.utils.cache import ExpiringCache
-from zipline.utils.math_utils import number_of_decimal_places
+from catalyst.utils.math_utils import number_of_decimal_places
-from zipline.utils.memoize import lazyval
+from catalyst.utils.memoize import lazyval
-from zipline.utils.numpy_utils import float64_dtype
+from catalyst.utils.numpy_utils import float64_dtype
-from zipline.utils.pandas_utils import find_in_sorted_index
+from catalyst.utils.pandas_utils import find_in_sorted_index
 
 # Default number of decimal places used for rounding asset prices.
 DEFAULT_ASSET_PRICE_DECIMALS = 3

catalyst/data/loader.py

@@ -29,7 +29,7 @@ from ..utils.paths import (
     data_root,
 )
 from ..utils.deprecate import deprecated
-from zipline.utils.calendars import get_calendar
+from catalyst.utils.calendars import get_calendar
 
 
 logger = logbook.Logger('Loader')
@@ -104,7 +104,7 @@ def load_market_data(trading_day=None, trading_days=None, bm_symbol='SPY',
     Bank of Canada is also available.
 
     Results downloaded from the internet are cached in
-    ~/.zipline/data. Subsequent loads will attempt to read from the cached
+    ~/.catalyst/data. Subsequent loads will attempt to read from the cached
     files before falling back to redownload.
 
     Parameters

catalyst/data/minute_bars.py

@@ -30,19 +30,19 @@ import tables
 from six import with_metaclass
 from toolz import keymap, valmap
 
-from zipline.data._minute_bar_internal import (
+from catalyst.data._minute_bar_internal import (
     minute_value,
     find_position_of_minute,
     find_last_traded_position_internal
 )
 
-from zipline.gens.sim_engine import NANOS_IN_MINUTE
+from catalyst.gens.sim_engine import NANOS_IN_MINUTE
 
-from zipline.data.bar_reader import BarReader, NoDataOnDate
+from catalyst.data.bar_reader import BarReader, NoDataOnDate
-from zipline.data.us_equity_pricing import check_uint32_safe
+from catalyst.data.us_equity_pricing import check_uint32_safe
-from zipline.utils.calendars import get_calendar
+from catalyst.utils.calendars import get_calendar
-from zipline.utils.cli import maybe_show_progress
+from catalyst.utils.cli import maybe_show_progress
-from zipline.utils.memoize import lazyval
+from catalyst.utils.memoize import lazyval
 
 
 logger = logbook.Logger('MinuteBars')
@@ -187,7 +187,7 @@ class BcolzMinuteBarMetadata(object):
     ohlc_ratio : int
          The factor by which the pricing data is multiplied so that the
          float data can be stored as an integer.
-    calendar :  zipline.utils.calendars.trading_calendar.TradingCalendar
+    calendar :  catalyst.utils.calendars.trading_calendar.TradingCalendar
         The TradingCalendar on which the minute bars are based.
     start_session : datetime
         The first trading session in the data set.
@@ -358,7 +358,7 @@ class BcolzMinuteBarWriter(object):
     rootdir : string
         Path to the root directory into which to write the metadata and
         bcolz subdirectories.
-    calendar : zipline.utils.calendars.trading_calendar.TradingCalendar
+    calendar : catalyst.utils.calendars.trading_calendar.TradingCalendar
         The trading calendar on which to base the minute bars. Used to
         get the market opens used as a starting point for each periodic
         span of minutes in the index, and the market closes that
@@ -436,7 +436,7 @@ class BcolzMinuteBarWriter(object):
 
     See Also
     --------
-    zipline.data.minute_bars.BcolzMinuteBarReader
+    catalyst.data.minute_bars.BcolzMinuteBarReader
     """
     COL_NAMES = ('open', 'high', 'low', 'close', 'volume')
 
@@ -895,7 +895,7 @@ class BcolzMinuteBarReader(MinuteBarReader):
 
     See Also
     --------
-    zipline.data.minute_bars.BcolzMinuteBarWriter
+    catalyst.data.minute_bars.BcolzMinuteBarWriter
     """
     FIELDS = ('open', 'high', 'low', 'close', 'volume')
 

catalyst/data/resample.py

@@ -18,17 +18,17 @@ import numpy as np
 import pandas as pd
 from six import with_metaclass
 
-from zipline.data._resample import (
+from catalyst.data._resample import (
     _minute_to_session_open,
     _minute_to_session_high,
     _minute_to_session_low,
     _minute_to_session_close,
     _minute_to_session_volume,
 )
-from zipline.data.bar_reader import NoDataOnDate
+from catalyst.data.bar_reader import NoDataOnDate
-from zipline.data.minute_bars import MinuteBarReader
+from catalyst.data.minute_bars import MinuteBarReader
-from zipline.data.session_bars import SessionBarReader
+from catalyst.data.session_bars import SessionBarReader
-from zipline.utils.memoize import lazyval
+from catalyst.utils.memoize import lazyval
 
 _MINUTE_TO_SESSION_OHCLV_HOW = OrderedDict((
     ('open', 'first'),
@@ -50,7 +50,7 @@ def minute_frame_to_session_frame(minute_frame, calendar):
     minute_frame : pd.DataFrame
         A DataFrame with the columns `open`, `high`, `low`, `close`, `volume`,
         and `dt` (minute dts)
-    calendar : zipline.utils.calendars.trading_calendar.TradingCalendar
+    calendar : catalyst.utils.calendars.trading_calendar.TradingCalendar
         A TradingCalendar on which session labels to resample from minute
         to session.
 
@@ -610,7 +610,7 @@ class ReindexBarReader(with_metaclass(ABCMeta)):
     Parameters
     ----------
 
-    - trading_calendar : zipline.utils.trading_calendar.TradingCalendar
+    - trading_calendar : catalyst.utils.trading_calendar.TradingCalendar
        The calendar to use when indexing results from the reader.
     - reader : MinuteBarReader|SessionBarReader
        The reader which has a calendar that is a subset of the desired

catalyst/data/session_bars.py

@@ -13,7 +13,7 @@
 # limitations under the License.
 from abc import abstractproperty
 
-from zipline.data.bar_reader import BarReader
+from catalyst.data.bar_reader import BarReader
 
 
 class SessionBarReader(BarReader):

catalyst/data/us_equity_pricing.py

@@ -53,23 +53,23 @@ from six import (
 )
 from toolz import compose
 
-from zipline.data.session_bars import SessionBarReader
+from catalyst.data.session_bars import SessionBarReader
-from zipline.data.bar_reader import (
+from catalyst.data.bar_reader import (
     NoDataAfterDate,
     NoDataBeforeDate,
     NoDataOnDate,
 )
-from zipline.utils.calendars import get_calendar
+from catalyst.utils.calendars import get_calendar
-from zipline.utils.functional import apply
+from catalyst.utils.functional import apply
-from zipline.utils.preprocess import call
+from catalyst.utils.preprocess import call
-from zipline.utils.input_validation import (
+from catalyst.utils.input_validation import (
     expect_element,
     preprocess,
     verify_indices_all_unique,
 )
-from zipline.utils.sqlite_utils import group_into_chunks, coerce_string_to_conn
+from catalyst.utils.sqlite_utils import group_into_chunks, coerce_string_to_conn
-from zipline.utils.memoize import lazyval
+from catalyst.utils.memoize import lazyval
-from zipline.utils.cli import maybe_show_progress
+from catalyst.utils.cli import maybe_show_progress
 from ._equities import _compute_row_slices, _read_bcolz_data
 from ._adjustments import load_adjustments_from_sqlite
 
@@ -173,7 +173,7 @@ class BcolzDailyBarWriter(object):
     ----------
     filename : str
         The location at which we should write our output.
-    calendar : zipline.utils.calendar.trading_calendar
+    calendar : catalyst.utils.calendar.trading_calendar
         Calendar to use to compute asset calendar offsets.
     start_session: pd.Timestamp
         Midnight UTC session label.
@@ -182,7 +182,7 @@ class BcolzDailyBarWriter(object):
 
     See Also
     --------
-    zipline.data.us_equity_pricing.BcolzDailyBarReader
+    catalyst.data.us_equity_pricing.BcolzDailyBarReader
     """
     _csv_dtypes = {
         'open': float64,
@@ -492,7 +492,7 @@ class BcolzDailyBarReader(SessionBarReader):
 
     See Also
     --------
-    zipline.data.us_equity_pricing.BcolzDailyBarWriter
+    catalyst.data.us_equity_pricing.BcolzDailyBarWriter
     """
     def __init__(self, table, read_all_threshold=3000):
         self._maybe_table_rootdir = table
@@ -847,7 +847,7 @@ class PanelBarReader(SessionBarReader):
         """
         Parameters
         ----------
-        asset : zipline.asset.Asset
+        asset : catalyst.asset.Asset
             The asset identifier.
         dt : datetime64-like
             Midnight of the day for which data is requested.
@@ -883,7 +883,7 @@ class SQLiteAdjustmentWriter(object):
 
     See Also
     --------
-    zipline.data.us_equity_pricing.SQLiteAdjustmentReader
+    catalyst.data.us_equity_pricing.SQLiteAdjustmentReader
     """
 
     def __init__(self,
@@ -1197,7 +1197,7 @@ class SQLiteAdjustmentWriter(object):
 
         See Also
         --------
-        zipline.data.us_equity_pricing.SQLiteAdjustmentReader
+        catalyst.data.us_equity_pricing.SQLiteAdjustmentReader
         """
         self.write_frame('splits', splits)
         self.write_frame('mergers', mergers)
@@ -1277,7 +1277,7 @@ class SQLiteAdjustmentReader(object):
 
     See Also
     --------
-    :class:`zipline.data.us_equity_pricing.SQLiteAdjustmentWriter`
+    :class:`catalyst.data.us_equity_pricing.SQLiteAdjustmentWriter`
     """
 
     @preprocess(conn=coerce_string_to_conn)

catalyst/errors.py

@@ -14,7 +14,7 @@
 # limitations under the License.
 from textwrap import dedent
 
-from zipline.utils.memoize import lazyval
+from catalyst.utils.memoize import lazyval
 
 
 class ZiplineError(Exception):
@@ -782,7 +782,7 @@ class UnsupportedPipelineOutput(ZiplineError):
 class NonSliceableTerm(ZiplineError):
     """
     Raised when attempting to index into a non-sliceable term, e.g. instances
-    of `zipline.pipeline.term.LoadableTerm`.
+    of `catalyst.pipeline.term.LoadableTerm`.
     """
     msg = "Taking slices of {term} is not currently supported."
 

catalyst/examples/__init__.py

@@ -3,11 +3,11 @@ import os
 
 from toolz import merge
 
-from zipline import run_algorithm
+from catalyst import run_algorithm
 
 
 # These are used by test_examples.py to discover the examples to run.
-from zipline.utils.calendars import register_calendar, get_calendar
+from catalyst.utils.calendars import register_calendar, get_calendar
 
 EXAMPLE_MODULES = {}
 for f in os.listdir(os.path.dirname(__file__)):
@@ -64,7 +64,7 @@ _cols_to_check = [
 
 def run_example(example_name, environ):
     """
-    Run an example module from zipline.examples.
+    Run an example module from catalyst.examples.
     """
     mod = EXAMPLE_MODULES[example_name]
 

catalyst/examples/buy_and_hold.py

@@ -13,7 +13,7 @@
 # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 # See the License for the specific language governing permissions and
 # limitations under the License.
-from zipline.api import order, symbol
+from catalyst.api import order, symbol
 
 stocks = ['AAPL', 'MSFT']
 
@@ -31,7 +31,7 @@ def handle_data(context, data):
 
 
 def _test_args():
-    """Extra arguments to use when zipline's automated tests run this example.
+    """Extra arguments to use when catalyst's automated tests run this example.
     """
     import pandas as pd
 

catalyst/examples/buyapple.ipynb

@@ -9,7 +9,7 @@
    "outputs": [],
    "source": [
     "%matplotlib inline\n",
-    "%load_ext zipline"
+    "%load_ext catalyst"
    ]
   },
   {
@@ -2170,9 +2170,9 @@
     }
    ],
    "source": [
-    "%%zipline --start=2011-1-1 --end=2013-1-1\n",
+    "%%catalyst --start=2011-1-1 --end=2013-1-1\n",
     "\n",
-    "from zipline.api import order, record, symbol\n",
+    "from catalyst.api import order, record, symbol\n",
     "import matplotlib.pyplot as plt\n",
     "\n",
     "def initialize(context):\n",

catalyst/examples/buyapple.py

@@ -14,7 +14,7 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-from zipline.api import order, record, symbol
+from catalyst.api import order, record, symbol
 
 
 def initialize(context):
@@ -44,7 +44,7 @@ def analyze(context=None, results=None):
 
 
 def _test_args():
-    """Extra arguments to use when zipline's automated tests run this example.
+    """Extra arguments to use when catalyst's automated tests run this example.
     """
     import pandas as pd
 

catalyst/examples/dual_ema_talib.py

@@ -24,7 +24,7 @@ momentum).
 
 """
 
-from zipline.api import order, record, symbol
+from catalyst.api import order, record, symbol
 # Import exponential moving average from talib wrapper
 from talib import EMA
 
@@ -99,7 +99,7 @@ def analyze(context=None, results=None):
 
 
 def _test_args():
-    """Extra arguments to use when zipline's automated tests run this example.
+    """Extra arguments to use when catalyst's automated tests run this example.
     """
     import pandas as pd
 

catalyst/examples/dual_moving_average.py

@@ -22,7 +22,7 @@ its shares once the averages cross again (indicating downwards
 momentum).
 """
 
-from zipline.api import order_target, record, symbol
+from catalyst.api import order_target, record, symbol
 
 
 def initialize(context):
@@ -98,7 +98,7 @@ def analyze(context=None, results=None):
 
 
 def _test_args():
-    """Extra arguments to use when zipline's automated tests run this example.
+    """Extra arguments to use when catalyst's automated tests run this example.
     """
     import pandas as pd
 

catalyst/examples/momentum_pipeline.py

@@ -3,7 +3,7 @@ A simple Pipeline algorithm that longs the top 3 stocks by RSI and shorts
 the bottom 3 each day.
 """
 from six import viewkeys
-from zipline.api import (
+from catalyst.api import (
     attach_pipeline,
     date_rules,
     order_target_percent,
@@ -11,9 +11,9 @@ from zipline.api import (
     record,
     schedule_function,
 )
-from zipline.pipeline import Pipeline
+from catalyst.pipeline import Pipeline
-from zipline.pipeline.factors.crypto import RSI as cRSI
+from catalyst.pipeline.factors.crypto import RSI as cRSI
-from zipline.pipeline.factors.equity import RSI as eRSI
+from catalyst.pipeline.factors.equity import RSI as eRSI
 
 
 def make_pipeline():
@@ -73,7 +73,7 @@ def before_trading_start(context, data):
 
 def _test_args():
     """
-    Extra arguments to use when zipline's automated tests run this example.
+    Extra arguments to use when catalyst's automated tests run this example.
 
     Notes for testers:
 

catalyst/examples/olmar.py

@@ -2,14 +2,14 @@ import sys
 import logbook
 import numpy as np
 
-from zipline.finance import commission
+from catalyst.finance import commission
 
-zipline_logging = logbook.NestedSetup([
+catalyst_logging = logbook.NestedSetup([
     logbook.NullHandler(),
     logbook.StreamHandler(sys.stdout, level=logbook.INFO),
     logbook.StreamHandler(sys.stderr, level=logbook.ERROR),
 ])
-zipline_logging.push_application()
+catalyst_logging.push_application()
 
 STOCKS = ['AMD', 'CERN', 'COST', 'DELL', 'GPS', 'INTC', 'MMM']
 
@@ -157,7 +157,7 @@ def analyze(context=None, results=None):
 
 
 def _test_args():
-    """Extra arguments to use when zipline's automated tests run this example.
+    """Extra arguments to use when catalyst's automated tests run this example.
     """
     import pandas as pd
 

catalyst/finance/asset_restrictions.py

@@ -7,9 +7,9 @@ from six import with_metaclass, iteritems
 from collections import namedtuple
 from toolz import groupby
 
-from zipline.utils.enum import enum
+from catalyst.utils.enum import enum
-from zipline.utils.numpy_utils import vectorized_is_element
+from catalyst.utils.numpy_utils import vectorized_is_element
-from zipline.assets import Asset
+from catalyst.assets import Asset
 
 
 Restriction = namedtuple(
@@ -203,7 +203,7 @@ class SecurityListRestrictions(Restrictions):
 
     Parameters
     ----------
-    restrictions : zipline.utils.security_list.SecurityList
+    restrictions : catalyst.utils.security_list.SecurityList
         The restrictions defined by a SecurityList
     """
 

catalyst/finance/blotter.py

@@ -18,21 +18,21 @@ from copy import copy
 
 from six import iteritems
 
-from zipline.assets import Equity, Future, Asset
+from catalyst.assets import Equity, Future, Asset
-from zipline.finance.order import Order
+from catalyst.finance.order import Order
-from zipline.finance.slippage import (
+from catalyst.finance.slippage import (
     DEFAULT_FUTURE_VOLUME_SLIPPAGE_BAR_LIMIT,
     VolatilityVolumeShare,
     VolumeShareSlippage,
 )
-from zipline.finance.commission import (
+from catalyst.finance.commission import (
     DEFAULT_PER_CONTRACT_COST,
     FUTURE_EXCHANGE_FEES_BY_SYMBOL,
     PerContract,
     PerShare,
 )
-from zipline.finance.cancel_policy import NeverCancel
+from catalyst.finance.cancel_policy import NeverCancel
-from zipline.utils.input_validation import expect_types
+from catalyst.utils.input_validation import expect_types
 
 log = Logger('Blotter')
 warning_logger = Logger('AlgoWarning')
@@ -98,13 +98,13 @@ class Blotter(object):
 
         Parameters
         ----------
-        asset : zipline.assets.Asset
+        asset : catalyst.assets.Asset
             The asset that this order is for.
         amount : int
             The amount of shares to order. If ``amount`` is positive, this is
             the number of shares to buy or cover. If ``amount`` is negative,
             this is the number of shares to sell or short.
-        style : zipline.finance.execution.ExecutionStyle
+        style : catalyst.finance.execution.ExecutionStyle
             The execution style for the order.
         order_id : str, optional
             The unique identifier for this order.
@@ -332,7 +332,7 @@ class Blotter(object):
 
         Parameters
         ----------
-        bar_data: zipline._protocol.BarData
+        bar_data: catalyst._protocol.BarData
 
         Notes
         -----

catalyst/finance/cancel_policy.py

@@ -17,7 +17,7 @@ import abc
 from abc import abstractmethod
 from six import with_metaclass
 
-from zipline.gens.sim_engine import SESSION_END
+from catalyst.gens.sim_engine import SESSION_END
 
 
 class CancelPolicy(with_metaclass(abc.ABCMeta)):
@@ -32,10 +32,10 @@ class CancelPolicy(with_metaclass(abc.ABCMeta)):
         ----------
         event : enum-value
             An event type, one of:
-              - :data:`zipline.gens.sim_engine.BAR`
+              - :data:`catalyst.gens.sim_engine.BAR`
-              - :data:`zipline.gens.sim_engine.DAY_START`
+              - :data:`catalyst.gens.sim_engine.DAY_START`
-              - :data:`zipline.gens.sim_engine.DAY_END`
+              - :data:`catalyst.gens.sim_engine.DAY_END`
-              - :data:`zipline.gens.sim_engine.MINUTE_END`
+              - :data:`catalyst.gens.sim_engine.MINUTE_END`
 
         Returns
         -------

catalyst/finance/commission.py

@@ -18,10 +18,10 @@ from collections import defaultdict
 from six import with_metaclass
 from toolz import merge
 
-from zipline.assets import Equity, Future
+from catalyst.assets import Equity, Future
-from zipline.finance.constants import FUTURE_EXCHANGE_FEES_BY_SYMBOL
+from catalyst.finance.constants import FUTURE_EXCHANGE_FEES_BY_SYMBOL
-from zipline.finance.shared import AllowedAssetMarker, FinancialModelMeta
+from catalyst.finance.shared import AllowedAssetMarker, FinancialModelMeta
-from zipline.utils.dummy import DummyMapping
+from catalyst.utils.dummy import DummyMapping
 
 DEFAULT_PER_SHARE_COST = 0.0075              # 0.75 cents per share
 DEFAULT_PER_CONTRACT_COST = 0.85             # $0.85 per future contract
@@ -50,13 +50,13 @@ class CommissionModel(with_metaclass(FinancialModelMeta)):
 
         Parameters
         ----------
-        order : zipline.finance.order.Order
+        order : catalyst.finance.order.Order
             The order being processed.
 
             The ``commission`` field of ``order`` is a float indicating the
             amount of commission already charged on this order.
 
-        transaction : zipline.finance.transaction.Transaction
+        transaction : catalyst.finance.transaction.Transaction
             The transaction being processed. A single order may generate
             multiple transactions if there isn't enough volume in a given bar
             to fill the full amount requested in the order.

catalyst/finance/constants.py

@@ -100,7 +100,7 @@ FUTURE_EXCHANGE_FEES_BY_SYMBOL = {
     'YS': 0.75,  # Silver e-mini
 }
 
-# See `zipline.finance.slippage.VolatilityVolumeShare` for more information on
+# See `catalyst.finance.slippage.VolatilityVolumeShare` for more information on
 # how these constants are used.
 DEFAULT_ETA = 0.049018143225019836
 ROOT_SYMBOL_TO_ETA = {

catalyst/finance/controls.py

@@ -19,7 +19,7 @@ import pandas as pd
 
 from six import with_metaclass
 
-from zipline.errors import (
+from catalyst.errors import (
     AccountControlViolation,
     TradingControlViolation,
 )
@@ -137,7 +137,7 @@ class RestrictedListOrder(TradingControl):
 
     Parameters
     ----------
-    restrictions : zipline.finance.asset_restrictions.Restrictions
+    restrictions : catalyst.finance.asset_restrictions.Restrictions
         Object representing restrictions of a group of assets.
     """
 

catalyst/finance/execution.py

@@ -19,11 +19,11 @@ from sys import float_info
 
 from six import with_metaclass
 
-import zipline.utils.math_utils as zp_math
+import catalyst.utils.math_utils as zp_math
 
 from numpy import isfinite
 
-from zipline.errors import BadOrderParameters
+from catalyst.errors import BadOrderParameters
 
 
 class ExecutionStyle(with_metaclass(abc.ABCMeta)):

catalyst/finance/order.py

@@ -17,10 +17,10 @@ import uuid
 
 from six import text_type
 
-import zipline.protocol as zp
+import catalyst.protocol as zp
-from zipline.assets import Asset
+from catalyst.assets import Asset
-from zipline.utils.enum import enum
+from catalyst.utils.enum import enum
-from zipline.utils.input_validation import expect_types
+from catalyst.utils.input_validation import expect_types
 
 ORDER_STATUS = enum(
     'OPEN',

catalyst/finance/performance/period.py

@@ -76,7 +76,7 @@ import logbook
 import numpy as np
 
 from collections import namedtuple
-from zipline.assets import Future
+from catalyst.assets import Future
 
 try:
     # optional cython based OrderedDict
@@ -86,7 +86,7 @@ except ImportError:
 
 from six import itervalues, iteritems
 
-import zipline.protocol as zp
+import catalyst.protocol as zp
 
 log = logbook.Logger('Performance')
 TRADE_TYPE = zp.DATASOURCE_TYPE.TRADE

catalyst/finance/performance/position.py

@@ -37,8 +37,8 @@ from collections import OrderedDict
 import numpy as np
 import logbook
 
-from zipline.assets import Future, Asset
+from catalyst.assets import Future, Asset
-from zipline.utils.input_validation import expect_types
+from catalyst.utils.input_validation import expect_types
 
 log = logbook.Logger('Performance')
 
@@ -153,11 +153,11 @@ class Position(object):
     @expect_types(asset=Asset)
     def adjust_commission_cost_basis(self, asset, cost):
         """
-        A note about cost-basis in zipline: all positions are considered
+        A note about cost-basis in catalyst: all positions are considered
         to share a cost basis, even if they were executed in different
         transactions with different commission costs, different prices, etc.
 
-        Due to limitations about how zipline handles positions, zipline will
+        Due to limitations about how catalyst handles positions, catalyst will
         currently spread an externally-delivered commission charge across
         all shares in a position.
         """

catalyst/finance/performance/position_tracker.py

@@ -22,11 +22,11 @@ from math import isnan
 
 from six import iteritems, itervalues
 
-from zipline.finance.performance.position import Position
+from catalyst.finance.performance.position import Position
-from zipline.finance.transaction import Transaction
+from catalyst.finance.transaction import Transaction
-from zipline.utils.input_validation import expect_types
+from catalyst.utils.input_validation import expect_types
-import zipline.protocol as zp
+import catalyst.protocol as zp
-from zipline.assets import (
+from catalyst.assets import (
     Future,
     Asset
 )

catalyst/finance/performance/tracker.py

@@ -52,7 +52,7 @@ Performance Tracking
     | _metrics        | calculated based on the positions aggregated       |
     |                 | through all the events delivered to this tracker.  |
     |                 | For details look at the comments for               |
-    |                 | :py:meth:`zipline.finance.risk.RiskMetrics.to_dict`|
+    |                 | :py:meth:`catalyst.finance.risk.RiskMetrics.to_dict`|
     +-----------------+----------------------------------------------------+
 
 """
@@ -64,9 +64,9 @@ import logbook
 import pandas as pd
 from pandas.tseries.tools import normalize_date
 
-from zipline.finance.performance.period import PerformancePeriod
+from catalyst.finance.performance.period import PerformancePeriod
-from zipline.errors import NoFurtherDataError
+from catalyst.errors import NoFurtherDataError
-import zipline.finance.risk as risk
+import catalyst.finance.risk as risk
 
 from . position_tracker import PositionTracker
 

catalyst/finance/slippage.py

@@ -22,13 +22,13 @@ from pandas import isnull
 from six import with_metaclass
 from toolz import merge
 
-from zipline.assets import Equity, Future
+from catalyst.assets import Equity, Future
-from zipline.errors import HistoryWindowStartsBeforeData
+from catalyst.errors import HistoryWindowStartsBeforeData
-from zipline.finance.constants import ROOT_SYMBOL_TO_ETA
+from catalyst.finance.constants import ROOT_SYMBOL_TO_ETA
-from zipline.finance.shared import AllowedAssetMarker, FinancialModelMeta
+from catalyst.finance.shared import AllowedAssetMarker, FinancialModelMeta
-from zipline.finance.transaction import create_transaction
+from catalyst.finance.transaction import create_transaction
-from zipline.utils.cache import ExpiringCache
+from catalyst.utils.cache import ExpiringCache
-from zipline.utils.dummy import DummyMapping
+from catalyst.utils.dummy import DummyMapping
 
 SELL = 1 << 0
 BUY = 1 << 1
@@ -54,7 +54,7 @@ def fill_price_worse_than_limit_price(fill_price, order):
     fill_price: float
         The price to check.
 
-    order: zipline.finance.order.Order
+    order: catalyst.finance.order.Order
         The order whose limit price to check.
 
     Returns

catalyst/finance/trading.py

@@ -20,11 +20,11 @@ from pandas.tslib import normalize_date
 from six import string_types
 from sqlalchemy import create_engine
 
-from zipline.assets import AssetDBWriter, AssetFinder
+from catalyst.assets import AssetDBWriter, AssetFinder
-from zipline.assets.continuous_futures import CHAIN_PREDICATES
+from catalyst.assets.continuous_futures import CHAIN_PREDICATES
-from zipline.data.loader import load_market_data
+from catalyst.data.loader import load_market_data
-from zipline.utils.calendars import get_calendar
+from catalyst.utils.calendars import get_calendar
-from zipline.utils.memoize import remember_last
+from catalyst.utils.memoize import remember_last
 
 log = logbook.Logger('Trading')
 
@@ -34,7 +34,7 @@ DEFAULT_CAPITAL_BASE = 1e5
 
 class TradingEnvironment(object):
     """
-    The financial simulations in zipline depend on information
+    The financial simulations in catalyst depend on information
     about the benchmark index and the risk free rates of return.
     The benchmark index defines the benchmark returns used in
     the calculation of performance metrics such as alpha/beta. Many
@@ -49,7 +49,7 @@ class TradingEnvironment(object):
        ensure proper rollover through daylight savings and so on.
 
     User code will not normally need to use TradingEnvironment
-    directly. If you are extending zipline's core financial
+    directly. If you are extending catalyst's core financial
     components and need to use the environment, you must import the module and
     build a new TradingEnvironment object, then pass that TradingEnvironment as
     the 'env' arg to your TradingAlgorithm.

catalyst/finance/transaction.py

@@ -16,9 +16,9 @@ from __future__ import division
 
 from copy import copy
 
-from zipline.assets import Asset
+from catalyst.assets import Asset
-from zipline.protocol import DATASOURCE_TYPE
+from catalyst.protocol import DATASOURCE_TYPE
-from zipline.utils.input_validation import expect_types
+from catalyst.utils.input_validation import expect_types
 
 
 class Transaction(object):

catalyst/gens/tradesimulation.py

@@ -15,11 +15,11 @@
 from contextlib2 import ExitStack
 from logbook import Logger, Processor
 from pandas.tslib import normalize_date
-from zipline.protocol import BarData
+from catalyst.protocol import BarData
-from zipline.utils.api_support import ZiplineAPI
+from catalyst.utils.api_support import ZiplineAPI
 from six import viewkeys
 
-from zipline.gens.sim_engine import (
+from catalyst.gens.sim_engine import (
     BAR,
     SESSION_START,
     SESSION_END,

catalyst/gens/utils.py

@@ -19,7 +19,7 @@ import numbers
 
 from hashlib import md5
 from datetime import datetime
-from zipline.protocol import DATASOURCE_TYPE
+from catalyst.protocol import DATASOURCE_TYPE
 
 from six import iteritems, b
 

catalyst/lib/_factorize.pyx

@@ -5,7 +5,7 @@ from libc.math cimport log
 cimport numpy as np
 import numpy as np
 
-from zipline.utils.numpy_utils import unsigned_int_dtype_with_size_in_bytes
+from catalyst.utils.numpy_utils import unsigned_int_dtype_with_size_in_bytes
 
 np.import_array()
 

catalyst/lib/_windowtemplate.pxi

@@ -7,9 +7,9 @@ file that's defined a type symbol named `databuffer` that can be used like a
 
 See Also
 --------
-zipline.lib._floatwindow
+catalyst.lib._floatwindow
-zipline.lib._intwindow
+catalyst.lib._intwindow
-zipline.lib._datewindow
+catalyst.lib._datewindow
 """
 from numpy cimport ndarray
 from numpy import asanyarray, dtype, issubdtype

catalyst/lib/adjusted_array.py

@@ -13,18 +13,18 @@ from numpy import (
     uint32,
     uint8,
 )
-from zipline.errors import (
+from catalyst.errors import (
     WindowLengthNotPositive,
     WindowLengthTooLong,
 )
-from zipline.lib.labelarray import LabelArray
+from catalyst.lib.labelarray import LabelArray
-from zipline.utils.numpy_utils import (
+from catalyst.utils.numpy_utils import (
     datetime64ns_dtype,
     float64_dtype,
     int64_dtype,
     uint8_dtype,
 )
-from zipline.utils.memoize import lazyval
+from catalyst.utils.memoize import lazyval
 
 # These class names are all the same because of our bootleg templating system.
 from ._float64window import AdjustedArrayWindow as Float64Window
@@ -274,7 +274,7 @@ def ensure_ndarray(ndarray_or_adjusted_array):
 
     Parameters
     ----------
-    ndarray_or_adjusted_array : numpy.ndarray | zipline.data.adjusted_array
+    ndarray_or_adjusted_array : numpy.ndarray | catalyst.data.adjusted_array
 
     Returns
     -------

catalyst/lib/adjustment.pyx

@@ -5,7 +5,7 @@ from pandas import isnull, Timestamp
 from numpy cimport float64_t, uint8_t, int64_t
 from numpy import asarray, datetime64, float64, int64
 
-from zipline.utils.compat import unicode
+from catalyst.utils.compat import unicode
 
 # Purely for readability. There aren't C-level declarations for these types.
 ctypedef object Int64Index_t
@@ -786,7 +786,7 @@ cdef class ObjectOverwrite(_ObjectAdjustment):
 
     cpdef mutate(self, object data):
         # data is an object here because this is intended to be used with a
-        # `zipline.lib.LabelArray`.
+        # `catalyst.lib.LabelArray`.
 
         # We don't do this in a loop because we only want to look up the label
         # code in the array's categories once.

catalyst/lib/labelarray.py

@@ -10,22 +10,22 @@ from numpy import ndarray
 import pandas as pd
 from toolz import compose
 
-from zipline.utils.compat import unicode
+from catalyst.utils.compat import unicode
-from zipline.utils.functional import instance
+from catalyst.utils.functional import instance
-from zipline.utils.preprocess import preprocess
+from catalyst.utils.preprocess import preprocess
-from zipline.utils.sentinel import sentinel
+from catalyst.utils.sentinel import sentinel
-from zipline.utils.input_validation import (
+from catalyst.utils.input_validation import (
     coerce,
     expect_kinds,
     expect_types,
     optional,
 )
-from zipline.utils.numpy_utils import (
+from catalyst.utils.numpy_utils import (
     bool_dtype,
     unsigned_int_dtype_with_size_in_bytes,
     is_object,
 )
-from zipline.utils.pandas_utils import ignore_pandas_nan_categorical_warning
+from catalyst.utils.pandas_utils import ignore_pandas_nan_categorical_warning
 
 from ._factorize import (
     factorize_strings,

catalyst/lib/rank.pyx

@@ -17,7 +17,7 @@ from numpy cimport (
 from numpy import apply_along_axis, float64, isnan, nan
 from scipy.stats import rankdata
 
-from zipline.utils.numpy_utils import (
+from catalyst.utils.numpy_utils import (
     is_missing,
     float64_dtype,
     int64_dtype,

catalyst/pipeline/__init__.py

@@ -1,5 +1,5 @@
 from __future__ import print_function
-from zipline.assets import AssetFinder
+from catalyst.assets import AssetFinder
 
 from .classifiers import Classifier, CustomClassifier
 from .engine import SimplePipelineEngine

catalyst/pipeline/api_utils.py

@@ -1,7 +1,7 @@
 """
 Utilities for creating public APIs (e.g. argument validation decorators).
 """
-from zipline.utils.input_validation import preprocess
+from catalyst.utils.input_validation import preprocess
 
 
 def restrict_to_dtype(dtype, message_template):
@@ -10,7 +10,7 @@ def restrict_to_dtype(dtype, message_template):
     Terms with a specific dtype.
 
     This is conceptually similar to
-    zipline.utils.input_validation.expect_dtypes, but provides more flexibility
+    catalyst.utils.input_validation.expect_dtypes, but provides more flexibility
     for providing error messages that are specifically targeting Term methods.
 
     Parameters

catalyst/pipeline/classifiers/classifier.py

@@ -8,15 +8,15 @@ import re
 from numpy import where, isnan, nan, zeros
 import pandas as pd
 
-from zipline.lib.labelarray import LabelArray
+from catalyst.lib.labelarray import LabelArray
-from zipline.lib.quantiles import quantiles
+from catalyst.lib.quantiles import quantiles
-from zipline.pipeline.api_utils import restrict_to_dtype
+from catalyst.pipeline.api_utils import restrict_to_dtype
-from zipline.pipeline.sentinels import NotSpecified
+from catalyst.pipeline.sentinels import NotSpecified
-from zipline.pipeline.term import ComputableTerm
+from catalyst.pipeline.term import ComputableTerm
-from zipline.utils.compat import unicode
+from catalyst.utils.compat import unicode
-from zipline.utils.input_validation import expect_types, expect_dtypes
+from catalyst.utils.input_validation import expect_types, expect_dtypes
-from zipline.utils.memoize import classlazyval
+from catalyst.utils.memoize import classlazyval
-from zipline.utils.numpy_utils import (
+from catalyst.utils.numpy_utils import (
     categorical_dtype,
     int64_dtype,
     vectorized_is_element,
@@ -330,7 +330,7 @@ class Classifier(RestrictedDTypeMixin, ComputableTerm):
         Called with the result of a pipeline. This needs to return an object
         which can be put into the workspace to continue doing computations.
 
-        This is the inverse of :func:`~zipline.pipeline.term.Term.postprocess`.
+        This is the inverse of :func:`~catalyst.pipeline.term.Term.postprocess`.
         """
         if self.dtype == int64_dtype:
             return super(Classifier, self).to_workspace_value(result, assets)
@@ -409,7 +409,7 @@ class Relabel(SingleInputMixin, Classifier):
 
     Parameters
     ----------
-    arg : zipline.pipeline.Classifier
+    arg : catalyst.pipeline.Classifier
         Term produceing the input to be relabeled.
     relabel_func : function(LabelArray) -> LabelArray
         Function to apply to the result of `term`.
@@ -455,8 +455,8 @@ class CustomClassifier(PositiveWindowLengthMixin,
 
     See Also
     --------
-    zipline.pipeline.CustomFactor
+    catalyst.pipeline.CustomFactor
-    zipline.pipeline.CustomFilter
+    catalyst.pipeline.CustomFilter
     """
     def _allocate_output(self, windows, shape):
         """
@@ -481,9 +481,9 @@ class Latest(LatestMixin, CustomClassifier):
 
     See Also
     --------
-    zipline.pipeline.data.dataset.BoundColumn.latest
+    catalyst.pipeline.data.dataset.BoundColumn.latest
-    zipline.pipeline.factors.factor.Latest
+    catalyst.pipeline.factors.factor.Latest
-    zipline.pipeline.filters.filter.Latest
+    catalyst.pipeline.filters.filter.Latest
     """
     pass