mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-28 13:17:43 +08:00
Stephen Diehl
83 lines
1.8 KiB
Python
83 lines
1.8 KiB
Python
import sys
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import yaml
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import argparse
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import fileinput
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from cStringIO import StringIO
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from zipline.utils.date_utils import EPOCH, date_to_datetime
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def interpret(args):
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print 'Reading {ifile}'.format(ifile=args.file)
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metastart = False
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metadone = False
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metadata = StringIO()
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algorithm = StringIO()
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for line in fileinput.input(args.file):
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if line.startswith('---'):
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if metastart:
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metastart = False
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metadone = False
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else:
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metastart = True
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metadone = False
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metadata.write(line)
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elif metastart:
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metadata.write(line)
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else:
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algorithm.write(line)
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#print 'Metadata:'
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#print metadata.getvalue()
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#print 'Algorithm:'
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#print algorithm.getvalue()
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try:
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meta = yaml.load_all(metadata.getvalue())
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except yaml.error.YAMLError, e:
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print e
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sys.exit(0)
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try:
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meta = meta.next()
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except StopIteration:
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raise RuntimeError("No metadata in file.")
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algocode = algorithm.getvalue()
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start = meta['start_date']
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end = meta['end_date']
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meta['start_date'] = EPOCH(date_to_datetime(start))
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meta['end_date'] = EPOCH(date_to_datetime(end))
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meta['algocode'] = algocode
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print end - start
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ns = {}
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# -- Sanity check --
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exec(algocode) in ns
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assert ns['initialize']
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assert ns['get_sid_filter']
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assert ns['handle_data']
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return algocode, meta
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def main():
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parser = argparse.ArgumentParser()
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parser.add_argument('file', metavar='file', help='Algorithm file.')
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args = parser.parse_args()
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if not args.file:
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print parser.print_help()
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sys.exit(0)
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interpret(args)
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if __name__ == '__main__':
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main()
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