mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-05 19:21:38 +08:00
Jonathan Kamens
dca679edcb
As of logbook 0.10.0, logbook no longer installs a default handler, which means that if the application doesn't install one, log messages disappear into the ether. Therefore, all of our scripts with `__main__` endpoints need to push a `logbook.StderrHandler` if they're not already pushing some other handler.
50 lines
1.5 KiB
Python
50 lines
1.5 KiB
Python
#
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# Copyright 2014 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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from datetime import datetime
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import logbook
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import pytz
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from zipline import TradingAlgorithm
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from zipline.utils.factory import load_from_yahoo
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from zipline.api import order, symbol
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def initialize(context):
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context.test = 10
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context.aapl = symbol('AAPL')
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def handle_date(context, data):
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order(context.aapl, 10)
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print(context.test)
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if __name__ == '__main__':
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import pylab as pl
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logbook.StderrHandler().push_application()
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start = datetime(2008, 1, 1, 0, 0, 0, 0, pytz.utc)
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end = datetime(2010, 1, 1, 0, 0, 0, 0, pytz.utc)
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data = load_from_yahoo(stocks=['AAPL'], indexes={}, start=start,
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end=end)
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data = data.dropna()
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algo = TradingAlgorithm(initialize=initialize,
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handle_data=handle_date,
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identifiers=['AAPL'])
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results = algo.run(data)
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results.portfolio_value.plot()
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pl.show()
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