mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-27 21:06:32 +08:00
twiecki
f9fded97ac
Add a CLI that reads in an algorithm, loads data, run the algorithm, and output performance metrics. The examples are adapted to the new zipline API and analyses are split into separate files. Also add config files that run the example algorithms with preset settings.
76 lines
2.5 KiB
Python
76 lines
2.5 KiB
Python
#!/usr/bin/env python
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#
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# Copyright 2013 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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import sys
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from setuptools import setup, find_packages
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LONG_DESCRIPTION = None
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README_MARKDOWN = None
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with open('README.md') as markdown_source:
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README_MARKDOWN = markdown_source.read()
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if 'upload' in sys.argv:
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# Converts the README.md file to ReST, since PyPI uses ReST for formatting,
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# This allows to have one canonical README file, being the README.md
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# The conversion only needs to be done on upload.
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# Otherwise, the pandoc import and errors that are thrown when
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# pandoc are both overhead and a source of confusion for general
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# usage/installation.
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import pandoc
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pandoc.core.PANDOC_PATH = 'pandoc'
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doc = pandoc.Document()
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doc.markdown = README_MARKDOWN
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LONG_DESCRIPTION = doc.rst
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else:
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# If pandoc isn't installed, e.g. when downloading from pip,
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# just use the regular README.
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LONG_DESCRIPTION = README_MARKDOWN
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setup(
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name='zipline',
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version='0.6.1',
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description='A backtester for financial algorithms.',
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author='Quantopian Inc.',
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author_email='opensource@quantopian.com',
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packages=find_packages(),
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scripts=['scripts/run_algo.py'],
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long_description=LONG_DESCRIPTION,
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license='Apache 2.0',
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classifiers=[
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'Development Status :: 4 - Beta',
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'License :: OSI Approved :: Apache Software License',
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'Natural Language :: English',
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'Programming Language :: Python',
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'Programming Language :: Python :: 2.7',
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'Programming Language :: Python :: 3.3',
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'Operating System :: OS Independent',
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'Intended Audience :: Science/Research',
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'Topic :: Office/Business :: Financial',
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'Topic :: Scientific/Engineering :: Information Analysis',
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'Topic :: System :: Distributed Computing',
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],
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install_requires=[
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'Logbook',
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'pytz',
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'requests',
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'numpy',
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'pandas',
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'six'
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],
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url="https://github.com/quantopian/zipline"
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)
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