change pandas dependancy

BLD: Dockerfile[-dev]: s/quantopian/enigmampc/g

Dockerfile

@@ -1,11 +1,11 @@
 #
 # Dockerfile for an image with the currently checked out version of catalyst installed. To build:
 #
-#    docker build -t quantopian/catalyst .
+#    docker build -t enigmampc/catalyst .
 #
 # To run the container:
 #
-#    docker run -v /path/to/your/notebooks:/projects -v ~/.catalyst:/root/.catalyst -p 8888:8888/tcp --name catalyst -it quantopian/catalyst
+#    docker run -v /path/to/your/notebooks:/projects -v ~/.catalyst:/root/.catalyst -p 8888:8888/tcp --name catalyst -it enigmampc/catalyst
 #
 # To access Jupyter when running docker locally (you may need to add NAT rules):
 #

Dockerfile-dev

@@ -1,15 +1,15 @@
 #
 # Dockerfile for an image with the currently checked out version of catalyst installed. To build:
 #
-#    docker build -t quantopian/catalystdev -f Dockerfile-dev .
+#    docker build -t enigmampc/catalystdev -f Dockerfile-dev .
 #
-# Note: the dev build requires a quantopian/catalyst image, which you can build as follows:
+# Note: the dev build requires a enigmampc/catalyst image, which you can build as follows:
 #
-#    docker build -t quantopian/catalyst -f Dockerfile .
+#    docker build -t enigmampc/catalyst -f Dockerfile .
 #
 # To run the container:
 #
-#    docker run -v /path/to/your/notebooks:/projects -v ~/.catalyst:/root/.catalyst -p 8888:8888/tcp --name catalystdev -it quantopian/catalystdev
+#    docker run -v /path/to/your/notebooks:/projects -v ~/.catalyst:/root/.catalyst -p 8888:8888/tcp --name catalystdev -it enigmampc/catalystdev
 #
 # To access Jupyter when running docker locally (you may need to add NAT rules):
 #
@@ -25,7 +25,7 @@
 #
 #    docker exec -it catalystdev catalyst run -f /projects/my_algo.py --start 2015-1-1 --end 2016-1-1 /projects/result.pickle
 #
-FROM quantopian/catalyst
+FROM enigmampc/catalyst
 
 WORKDIR /catalyst
 

README.rst

@@ -5,6 +5,7 @@
 
 |version tag|
 |version status|
+|forum|
 |discord|
 |twitter|
 
@@ -22,9 +23,11 @@ visit `enigma.co <https://www.enigma.co>`_ to learn more about Catalyst.
 Catalyst builds on top of the well-established 
 `Zipline <https://github.com/quantopian/zipline>`_ project. We did our best to 
 minimize structural changes to the general API to maximize compatibility with 
-existing trading algorithms, developer knowledge, and tutorials. Join us on 
+existing trading algorithms, developer knowledge, and tutorials. Join us on the 
-`Discord <https://discord.gg/SJK32GY>`_ where we have a *#catalyst_dev* channel 
+`Catalyst Forum <https://catalyst.enigma.co/>`_ for questions around Catalyst, 
-for questions around Catalyst, algorithmic trading and technical support.
+algorithmic trading and technical support. We also have a 
+`Discord <https://discord.gg/SJK32GY>`_ group with the *#catalyst_dev* and 
+*#catalyst_setup* dedicated channels.
 
 Overview
 ========
@@ -60,6 +63,9 @@ Go to our `Documentation Website <https://enigmampc.github.io/catalyst/>`_.
 
 .. |version status| image:: https://img.shields.io/pypi/pyversions/enigma-catalyst.svg
    :target: https://pypi.python.org/pypi/enigma-catalyst
+   
+.. |forum| image:: https://img.shields.io/badge/forum-join-green.svg
+   :target: https://catalyst.enigma.co/
 
 .. |discord| image:: https://img.shields.io/badge/discord-join%20chat-green.svg
    :target: https://discordapp.com/invite/SJK32GY

catalyst/_protocol.pyx

@@ -16,7 +16,6 @@ import warnings
 from contextlib import contextmanager
 from functools import wraps
 
-from pandas.tslib import normalize_date
 import pandas as pd
 import numpy as np
 
@@ -564,7 +563,7 @@ cdef class BarData:
             })
 
     cdef bool _is_stale_for_asset(self, asset, dt, adjusted_dt, data_portal):
-        session_label = normalize_date(dt) # FIXME
+        session_label = dt.normalize_date() # FIXME
 
         if not asset.is_alive_for_session(session_label):
             return False

catalyst/algorithm.py

@@ -21,7 +21,6 @@ import logbook
 import pytz
 import pandas as pd
 from contextlib2 import ExitStack
-from pandas.tseries.tools import normalize_date
 import numpy as np
 
 from itertools import chain, repeat
@@ -1345,7 +1344,7 @@ class TradingAlgorithm(object):
         # Make sure the asset exists, and that there is a last price for it.
         # FIXME: we should use BarData's can_trade logic here, but I haven't
         # yet found a good way to do that.
-        normalized_date = normalize_date(self.datetime)
+        normalized_date = self.datetime.normalize()
 
         if normalized_date < asset.start_date:
             raise CannotOrderDelistedAsset(
@@ -1392,7 +1391,7 @@ class TradingAlgorithm(object):
             )
 
         if asset.auto_close_date:
-            day = normalize_date(self.get_datetime())
+            day = self.get_datetime().normalize()
 
             if day > min(asset.end_date, asset.auto_close_date):
                 # If we are after the asset's end date or auto close date, warn
@@ -2475,7 +2474,7 @@ class TradingAlgorithm(object):
         """
         Internal implementation of `pipeline_output`.
         """
-        today = normalize_date(self.get_datetime())
+        today = self.get_datetime().normalize()
         data = NO_DATA = object()
         try:
             data = self._pipeline_cache.unwrap(today)

catalyst/assets/_assets.pyx

@@ -630,23 +630,28 @@ cdef class TradingPair(Asset):
         and whose second element is a tuple of all the attributes that should
         be serialized/deserialized during pickling.
         """
-        #TODO: make sure that all fields set there
+        # added arguments for catalyst
         return (self.__class__, (self.symbol,
                                  self.exchange,
                                  self.start_date,
                                  self.asset_name,
                                  self.sid,
                                  self.leverage,
+                                 self.end_daily,
+                                 self.end_minute,
                                  self.end_date,
+                                 self.exchange_symbol,
                                  self.first_traded,
                                  self.auto_close_date,
                                  self.exchange_full,
                                  self.min_trade_size,
                                  self.max_trade_size,
+                                 self.maker,
+                                 self.taker,
                                  self.lot,
                                  self.decimals,
-                                 self.taker,
+                                 self.trading_state,
-                                 self.maker))
+                                 self.data_source))
 
 def make_asset_array(int size, Asset asset):
     cdef np.ndarray out = np.empty([size], dtype=object)

catalyst/constants.py

@@ -24,8 +24,7 @@ AUTO_INGEST = False
 
 AUTH_SERVER = 'https://data.enigma.co'
 
-# TODO: switch to mainnet
+ETH_REMOTE_NODE = 'https://mainnet.infura.io'
-ETH_REMOTE_NODE = 'https://rinkeby.infura.io/'
 
 MARKETPLACE_CONTRACT = 'https://raw.githubusercontent.com/enigmampc/' \
                        'catalyst/master/catalyst/marketplace/' \
@@ -35,7 +34,6 @@ MARKETPLACE_CONTRACT_ABI = 'https://raw.githubusercontent.com/enigmampc/' \
                            'catalyst/master/catalyst/marketplace/' \
                            'contract_marketplace_abi.json'
 
-# TODO: switch to mainnet
 ENIGMA_CONTRACT = 'https://raw.githubusercontent.com/enigmampc/' \
                   'catalyst/master/catalyst/marketplace/' \
                   'contract_enigma_address.txt'

catalyst/data/data_portal.py

@@ -20,7 +20,6 @@ import numpy as np
 from numpy import float64, int64, nan
 import pandas as pd
 from pandas import isnull
-from pandas.tslib import normalize_date
 from six import iteritems
 from six.moves import reduce
 
@@ -439,7 +438,7 @@ class DataPortal(object):
                     (isinstance(asset, (Asset, ContinuousFuture))))
 
     def _get_fetcher_value(self, asset, field, dt):
-        day = normalize_date(dt)
+        day = dt.normalize()
 
         try:
             return \
@@ -1130,7 +1129,7 @@ class DataPortal(object):
         if self._asset_start_dates[sid] > dt:
             raise NoTradeDataAvailableTooEarly(
                 sid=sid,
-                dt=normalize_date(dt),
+                dt=dt.normalize(),
                 start_dt=start_date
             )
 
@@ -1138,7 +1137,7 @@ class DataPortal(object):
         if self._asset_end_dates[sid] < dt:
             raise NoTradeDataAvailableTooLate(
                 sid=sid,
-                dt=normalize_date(dt),
+                dt=dt.normalize(),
                 end_dt=end_date
             )
 
@@ -1262,7 +1261,7 @@ class DataPortal(object):
         if self._extra_source_df is None:
             return []
 
-        day = normalize_date(dt)
+        day = dt.normalize()
 
         if day in self._extra_source_df.index:
             assets = self._extra_source_df.loc[day]['sid']

catalyst/data/history_loader.py

@@ -21,7 +21,6 @@ from abc import (
 from numpy import concatenate
 from lru import LRU
 from pandas import isnull
-from pandas.tslib import normalize_date
 from toolz import sliding_window
 
 from six import with_metaclass
@@ -93,8 +92,8 @@ class HistoryCompatibleUSEquityAdjustmentReader(object):
             The adjustments as a dict of loc -> Float64Multiply
         """
         sid = int(asset)
-        start = normalize_date(dts[0])
+        start = dts[0].normalize()
-        end = normalize_date(dts[-1])
+        end = dts[-1].normalize()
         adjs = {}
         if field != 'volume':
             mergers = self._adjustments_reader.get_adjustments_for_sid(

catalyst/data/us_equity_pricing.py

@@ -49,7 +49,6 @@ from pandas import (
     to_datetime,
     Timestamp,
 )
-from pandas.tslib import iNaT
 from six import (
     iteritems,
     string_types,
@@ -422,7 +421,7 @@ class BcolzDailyBarWriter(object):
         )
 
         full_table.attrs['first_trading_day'] = (
-            earliest_date if earliest_date is not None else iNaT
+            earliest_date if earliest_date is not None else NaT
         )
 
         full_table.attrs['first_row'] = first_row

catalyst/finance/performance/tracker.py

@@ -62,7 +62,6 @@ from __future__ import division
 import logbook
 
 import pandas as pd
-from pandas.tseries.tools import normalize_date
 
 from catalyst.finance.performance.period import PerformancePeriod
 from catalyst.errors import NoFurtherDataError
@@ -344,7 +343,7 @@ class PerformanceTracker(object):
         """
         self.position_tracker.sync_last_sale_prices(dt, False, data_portal)
         self.update_performance()
-        todays_date = normalize_date(dt)
+        todays_date = dt.normalize()
         account = self.get_account(False)
 
         bench_returns = self.all_benchmark_returns.loc[todays_date:dt]

catalyst/finance/risk/cumulative.py

@@ -18,7 +18,6 @@ import logbook
 import numpy as np
 
 import pandas as pd
-from pandas.tseries.tools import normalize_date
 
 from six import iteritems
 
@@ -80,7 +79,7 @@ class RiskMetricsCumulative(object):
         # on the first day.
         self.day_before_start = self.start_session - self.sessions.freq
 
-        last_day = normalize_date(sim_params.end_session)
+        last_day = sim_params.end_session.normalize()
         if last_day not in self.sessions:
             last_day = pd.tseries.index.DatetimeIndex(
                 [last_day]

catalyst/finance/trading.py

@@ -16,7 +16,6 @@ from functools import partial
 
 import logbook
 import pandas as pd
-from pandas.tslib import normalize_date
 from six import string_types
 from sqlalchemy import create_engine
 
@@ -164,8 +163,8 @@ class SimulationParameters(object):
         # chop off any minutes or hours on the given start and end dates,
         # as we only support session labels here (and we represent session
         # labels as midnight UTC).
-        self._start_session = normalize_date(start_session)
+        self._start_session = start_session.normalize()
-        self._end_session = normalize_date(end_session)
+        self._end_session = end_session.normalize()
         self._capital_base = capital_base
 
         self._emission_rate = emission_rate

catalyst/gens/tradesimulation.py

@@ -14,7 +14,6 @@
 # limitations under the License.
 from contextlib2 import ExitStack
 from logbook import Logger, Processor
-from pandas.tslib import normalize_date
 from catalyst.protocol import BarData
 from catalyst.utils.api_support import ZiplineAPI
 from six import viewkeys
@@ -229,7 +228,7 @@ class AlgorithmSimulator(object):
                 elif action == SESSION_END:
                     # End of the session.
                     if emission_rate == 'daily':
-                        handle_benchmark(normalize_date(dt))
+                        handle_benchmark(dt).normalize()
                     execute_order_cancellation_policy()
 
                     yield self._get_daily_message(dt, algo, algo.perf_tracker)

catalyst/marketplace/contract_enigma_address.txt

@@ -1 +1 @@
-0x39a54f480d922a58c963de8091a6c9afc69db2cf
+0xf0ee6b27b759c9893ce4f094b49ad28fd15a23e4

catalyst/marketplace/contract_marketplace_address.txt

@@ -1 +1 @@
-0xa2b37c6cd52f60fd4eb46ca59fafcf22d081aebc
+0xa64927358a82254be92eb1f1cb01de68d1787004

catalyst/marketplace/marketplace.py

@@ -20,7 +20,6 @@ from requests_toolbelt.multipart.decoder import \
 from catalyst.constants import (
     LOG_LEVEL, AUTH_SERVER, ETH_REMOTE_NODE, MARKETPLACE_CONTRACT,
     MARKETPLACE_CONTRACT_ABI, ENIGMA_CONTRACT, ENIGMA_CONTRACT_ABI)
-from catalyst.utils.cli import maybe_show_progress
 from catalyst.exchange.utils.stats_utils import set_print_settings
 from catalyst.marketplace.marketplace_errors import (
     MarketplacePubAddressEmpty, MarketplaceDatasetNotFound,
@@ -70,7 +69,10 @@ class Marketplace:
                 contract_url.info().get_content_charset()).strip())
 
         abi_url = urllib.urlopen(MARKETPLACE_CONTRACT_ABI)
-        abi = json.load(abi_url)
+        abi_url = abi_url.read().decode(
+                abi_url.info().get_content_charset())
+
+        abi = json.loads(abi_url)
 
         self.mkt_contract = self.web3.eth.contract(
             self.mkt_contract_address,
@@ -84,7 +86,10 @@ class Marketplace:
                 contract_url.info().get_content_charset()).strip())
 
         abi_url = urllib.urlopen(ENIGMA_CONTRACT_ABI)
-        abi = json.load(abi_url)
+        abi_url = abi_url.read().decode(
+                abi_url.info().get_content_charset())
+
+        abi = json.loads(abi_url)
 
         self.eng_contract = self.web3.eth.contract(
             self.eng_contract_address,
@@ -518,7 +523,7 @@ class Marketplace:
                 #     iter(decoder.parts),
                 #     True,
                 #     label='Processing files') as part:
-                counter = 0
+                counter = 1
                 for part in decoder.parts:
                     log.info("Processing file {} of {}".format(
                         counter, len(decoder.parts)))
@@ -638,7 +643,7 @@ class Marketplace:
     def register(self):
         while True:
             desc = input('Enter the name of the dataset to register: ')
-            dataset = desc.lower()
+            dataset = desc.lower().strip()
             provider_info = self.mkt_contract.functions.getDataProviderInfo(
                 Web3.toHex(dataset)
             ).call()
@@ -778,26 +783,32 @@ class Marketplace:
         else:
             key, secret = get_key_secret(provider_info[0], match['wallet'])
 
-        headers = get_signed_headers(dataset, key, secret)
         filenames = glob.glob(os.path.join(datadir, '*.csv'))
 
         if not filenames:
             raise MarketplaceNoCSVFiles(datadir=datadir)
 
         files = []
-        for file in filenames:
+        for idx, file in enumerate(filenames):
+            log.info('Uploading file {} of {}: {}'.format(
+                idx+1, len(filenames), file))
+            files = []
             files.append(('file', open(file, 'rb')))
 
-        r = requests.post('{}/marketplace/publish'.format(AUTH_SERVER),
+            headers = get_signed_headers(dataset, key, secret)
-                          files=files,
+            r = requests.post('{}/marketplace/publish'.format(AUTH_SERVER),
-                          headers=headers)
+                              files=files,
+                              headers=headers)
 
-        if r.status_code != 200:
+            if r.status_code != 200:
-            raise MarketplaceHTTPRequest(request='upload file',
+                raise MarketplaceHTTPRequest(request='upload file',
-                                         error=r.status_code)
+                                             error=r.status_code)
 
-        if 'error' in r.json():
+            if 'error' in r.json():
-            raise MarketplaceHTTPRequest(request='upload file',
+                raise MarketplaceHTTPRequest(request='upload file',
-                                         error=r.json()['error'])
+                                             error=r.json()['error'])
 
-        print('Dataset {} uploaded successfully.'.format(dataset))
+            log.info('File processed successfully.')
+
+        print('\nDataset {} uploaded and processed successfully.'.format(
+            dataset))

catalyst/marketplace/utils/auth_utils.py

@@ -123,7 +123,7 @@ def get_signed_headers(ds_name, key, secret):
     -------
 
     """
-    nonce = str(int(time.time()))
+    nonce = str(int(time.time() * 1000))
 
     signature = hmac.new(
         secret.encode('utf-8'),

catalyst/utils/calendars/trading_calendar.py

@@ -640,12 +640,9 @@ class TradingCalendar(with_metaclass(ABCMeta)):
         """
         sched = self.schedule
 
-        # `market_open` and `market_close` should be timezone aware, but pandas
-        # 0.16.1 does not appear to support this:
-        # http://pandas.pydata.org/pandas-docs/stable/whatsnew.html#datetime-with-tz  # noqa
         return (
-            sched.at[session_label, 'market_open'].tz_localize('UTC'),
+            sched.at[session_label, 'market_open'],
-            sched.at[session_label, 'market_close'].tz_localize('UTC'),
+            sched.at[session_label, 'market_close'],
         )
 
     def session_open(self, session_label):

catalyst/utils/factory.py

@@ -117,9 +117,9 @@ def create_dividend(sid, payment, declared_date, ex_date, pay_date):
         'net_amount': payment,
         'payment_sid': None,
         'ratio': None,
-        'declared_date': pd.tslib.normalize_date(declared_date),
+        'declared_date': pd.tslib.declared_date.normalize(),
-        'ex_date': pd.tslib.normalize_date(ex_date),
+        'ex_date': pd.tslib.ex_date.normalize(),
-        'pay_date': pd.tslib.normalize_date(pay_date),
+        'pay_date': pd.tslib.pay_date.normalize(),
         'type': DATASOURCE_TYPE.DIVIDEND,
         'source_id': 'MockDividendSource'
     })
@@ -134,9 +134,9 @@ def create_stock_dividend(sid, payment_sid, ratio, declared_date,
         'ratio': ratio,
         'net_amount': None,
         'gross_amount': None,
-        'dt': pd.tslib.normalize_date(declared_date),
+        'dt': pd.tslib.declared_date.normalize(),
-        'ex_date': pd.tslib.normalize_date(ex_date),
+        'ex_date': pd.tslib.ex_date.normalize(),
-        'pay_date': pd.tslib.normalize_date(pay_date),
+        'pay_date': pd.tslib.pay_date.normalize(),
         'type': DATASOURCE_TYPE.DIVIDEND,
         'source_id': 'MockDividendSource'
     })

catalyst/utils/run_algo.py

@@ -263,8 +263,8 @@ def _run(handle_data,
         # We still need to support bundles for other misc data, but we
         # can handle this later.
 
-        if start != pd.tslib.normalize_date(start) or \
+        if start != pd.tslib.start.normalize() or \
-                        end != pd.tslib.normalize_date(end):
+                        end != pd.tslib.end.normalize():
             # todo: add to Sim_Params the option to start & end at specific times 
             log.warn(
                 "Catalyst currently starts and ends on the start and "

docs/source/install.rst

@@ -562,6 +562,10 @@ If after following the instructions above, and going through the
 *Troubleshooting* sections, you still experience problems installing Catalyst,
 you can seek additional help through the following channels:
 
+- Join our `Catalyst Forum <https://catalyst.enigma.co/>`_, and browse a variety
+  of topics and conversations around common issues that others face when using
+  Catalyst, and how to resolve them. And join the conversation!
+
 - Join our `Discord community <https://discord.gg/SJK32GY>`_, and head over 
   the #catalyst_dev channel where many other users (as well as the project 
   developers) hang out, and can assist you with your particular issue. The 

docs/source/releases.rst

@@ -2,6 +2,30 @@
 Release Notes
 =============
 
+Version 0.5.8
+^^^^^^^^^^^^^
+**Release Date**: 2018-03-29
+
+Bug Fixes
+~~~~~~~~~
+- Fix proper release of Data Marketplace on mainnet.
+
+
+Version 0.5.7
+^^^^^^^^^^^^^
+**Release Date**: 2018-03-29
+
+Build
+~~~~~
+- Data Marketplace deployed on mainnet.
+- Added progress indicators for publishing data, and made the data publishing
+  synchronous to provide feedback to the publisher.
+
+Bug Fixes
+~~~~~~~~~
+- Added arguments to the ``reduce`` function in tha Asset class :issue:`214`, 
+  :issue:`287`
+
 Version 0.5.6
 ^^^^^^^^^^^^^
 **Release Date**: 2018-03-22
@@ -9,9 +33,9 @@ Version 0.5.6
 Build
 ~~~~~
 - Data Marketplace: ensures compatibility across wallets, now fully supporting 
-`ledger`, `trezor`, `keystore`, `private key`. Partial support for `metamask` 
+  ``ledger``, ``trezor``, ``keystore``, ``private key``. Partial support for 
-(includes sign_msg, but not sign_tx). Current support for `Digital Bitbox` is 
+  ``metamask`` (includes sign_msg, but not sign_tx). Current support for 
-unknown.
+  ``Digital Bitbox`` is unknown, but believed to be supported.
 - Data Marketplace: Switched online provider from MyEtherWallet to MyCrypto.
 - Data Marketplace: Added progress indicator for data ingestion.
 

setup.py

@@ -165,7 +165,7 @@ def _filter_requirements(lines_iter, filter_names=None,
 
 REQ_UPPER_BOUNDS = {
     'bcolz': '<1',
-    'pandas': '<0.20',
+    'pandas': '>=0.22',
     'empyrical': '<0.2.2',
 }
 

tests/finance/test_slippage.py

@@ -21,7 +21,6 @@ import datetime
 from math import sqrt
 
 from nose_parameterized import parameterized
-from pandas.tslib import normalize_date
 import numpy as np
 import pandas as pd
 import pytz
@@ -1108,8 +1107,8 @@ class OrdersStopTestCase(WithSimParams,
             )),
         )
         days = pd.date_range(
-            start=normalize_date(self.minutes[0]),
+            start=self.minutes[0].normalize(),
-            end=normalize_date(self.minutes[-1])
+            end=self.minutes[-1].normalize()
         )
         with tmp_bcolz_equity_minute_bar_reader(
                 self.trading_calendar, days, assets) as reader:

tests/pipeline/test_pipeline_algo.py

@@ -27,7 +27,6 @@ from pandas import (
     Series,
     Timestamp,
 )
-from pandas.tseries.tools import normalize_date
 from six import iteritems, itervalues
 
 from catalyst.algorithm import TradingAlgorithm
@@ -530,7 +529,7 @@ class PipelineAlgorithmTestCase(WithBcolzEquityDailyBarReaderFromCSVs,
             attach_pipeline(pipeline, 'test')
 
         def handle_data(context, data):
-            today = normalize_date(get_datetime())
+            today = get_datetime().normalize()
             results = pipeline_output('test')
             expect_over_300 = {
                 AAPL: today < self.AAPL_split_date,

tests/test_fetcher.py

@@ -395,7 +395,6 @@ def handle_data(context, data):
 
             algocode = """
 from pandas import Timestamp
-from pandas.tseries.tools import normalize_date
 from catalyst.api import fetch_csv, record, sid, get_datetime
 
 def initialize(context):
@@ -411,7 +410,7 @@ def initialize(context):
     context.bar_count = 0
 
 def handle_data(context, data):
-    expected = context.expected_sids[normalize_date(get_datetime())]
+    expected = context.expected_sids[get_datetime().normalize()]
     actual = data.fetcher_assets
     for stk in expected:
         if stk not in actual: